IASG CTA Index For February 2019

Monthly Rankings

Rank CTA/Program Feb 2019 Min Inv Inception
201 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
-5.54 200k 2/1/2016
200 Eamon Capital
Zephyr Program
-4.68 600k 1/1/2016
199 Urban Tree Capital, LLC
UTC Plus (Client)
-4.47 100k 3/1/2013
198 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-4.23 20,000k 5/1/2013
197 RCMA Capital LLP
Merchant Commodity Fund
-4.20 1,000k 6/1/2004
196 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
-4.11 1,000k 9/1/2012
195 HASAFUMA
FX Momentum
-4.09 20k 7/1/2012
194 Tlaloc Capital LLC
Grains Program
-3.79 1,000k 4/1/2010
193 Wharton Capital Management
Wharton AG Futures Program
-3.48 100k 9/1/2011
192 Alee Capital Management, LLC
Mistral Program
-3.40 2,500k 1/1/1999
191 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-3.11 1,000k 5/1/2015
190 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
-2.97 100k 11/1/2013
189 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-2.79 40k 6/1/2015
188 Vortex
Currency Program
-2.58 500k 1/1/2014
187 QTS Capital Management, LLC
Tail Reaper
-2.54 100k 8/1/2012
186 Demeter Capital Management
Livestock & Grain Trading Program
-2.44 50k 3/1/2010
185 Crabel Capital Management
Crabel Multi-Product
-2.43 1,000k 3/1/1998
184 Gregory P Asset Management LLC
Alternative Multi Strategy
-2.39 500k 11/1/2012
183 Emil van Essen
Spread Trading Program Limited
-2.39 5,000k 7/1/2013
182 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-2.26 3,000k 9/1/2015
181 Candriam Investor Group
Alternative Return Systemat
-2.17 125k 1/1/2007
180 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
-2.16 500k 9/1/2015
179 514 Capital Partners
514 Fund
-2.15 100k 11/1/2013
178 Greenwave Capital Management
Greenwave Flagship Plus 2x
-2.13 1,500k 4/1/2016
177 Independent View
IV Quantitative Futures Fund
-2.08 100k 11/1/2012
176 Rosetta Capital Management
Macro Program
-2.07 50k 1/1/2009
175 Davis Commodities, LLC
Davis Trading Program
-1.99 250k 1/1/2016
174 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
-1.89 500k 5/1/2013
173 Emil van Essen
Multi-Strategy Program
-1.88 6,000k 5/1/2014
172 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-1.84 1k 6/1/2009
171 Prolific Capital Markets, LLC
Prolific Swiss System
-1.74 10,000k 1/1/2014
170 Ditsch Trading, LLC
Agricultural Trading Program
-1.68 100k 1/1/2011
169 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-1.54 500k 9/1/2015
168 AG Capital Investments, LLC
Discretionary Global Macro Program
-1.54 200k 10/1/2014
167 Emil van Essen
Long-Short Commodity Program
-1.52 1,000k 6/1/2013
166 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.34 5,000k 8/1/2000
165 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
-1.30 1,000k 6/1/2014
164 Robust Methods LLC
Macro Managed Account
-1.29 5,000k 1/1/2005
163 Metolius Capital LLC
Metolius Diversified
-1.24 100k 6/1/2010
162 Typhon Capital Management, LLC
Plutus Grain Strategy
-1.22 250k 4/1/2008
161 Doherty Advisors LLC
Relative Value Plus
-1.14 1,000k 7/1/2011
160 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-1.10 50k 7/1/2011
159 Seven Capital Management
Seven Absolute Return
-1.09 100k 6/1/2009
158 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.09 1k 10/1/2006
157 Bocken Trading LLC
Discretionary Trading Program
-1.08 100k 7/1/2011
156 Greenwave Capital Management
Greenwave Flagship Plus
-1.05 1,000k 6/1/2008
155 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-0.97 1,000k 3/1/2007
154 HASAFUMA
Micro Macro
-0.92 50k 6/1/2013
153 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-0.91 250k 10/1/2011
152 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-0.80 250k 5/1/2013
151 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.68 250k 10/1/2009
150 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-0.68 500k 6/1/2007
149 Three Rock Capital Management
Global Macro Program
-0.67 1,000k 1/1/2009
148 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.64 100k 2/1/2010
147 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.62 10,000k 8/1/2007
146 Typhon Capital Management, LLC
Chiron Currency Program
-0.52 250k 2/1/2008
145 Pearl Capital Advisors, LLC
Hedged VIX Program
-0.50 500k 10/1/2015
144 Doherty Advisors LLC
Relative Value Growth
-0.49 1,000k 6/1/2003
143 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-0.47 1,000k 10/1/2006
142 Sector Arc Advisors
Global Lean Hog Ag
-0.40 250k 10/1/2015
141 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.39 3,000k 5/1/2014
140 Sandpiper Asset Management
Sandpiper Global Macro Program
-0.39 1,000k 8/1/2012
139 Bighorn Capital Partners
Denali
-0.35 8/1/2015
138 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
-0.35 250k 2/1/2016
137 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.34 250k 7/1/2015
136 Doherty Advisors LLC
Grey Swan Hedge
-0.34 10,000k 4/1/2010
135 Anderson Creek Trading
Standard Diversified Strategy
-0.32 250k 7/1/2014
134 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.32 2,000k 10/1/2014
133 Future Trade AG
Thales Swing Trading Programme
-0.29 250k 6/1/2007
132 EMC Capital Advisors, LLC
EMC Alpha Program
-0.28 5,000k 6/1/2013
131 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-0.28 100k 1/1/2014
130 Gregory P Asset Management LLC
Low Volatility Income Strategy
-0.28 100k 5/1/2015
129 Warrington Asset Management
Warrington Strategic Program
-0.27 50k 1/1/1997
128 NickJen Capital Management & Consultants LLC
NRD-1
-0.26 1,000k 4/1/2008
127 Jaguar Investments Ltd
Aegir Capital Strategy
-0.25 1,000k 1/1/2012
126 Garraway Capital Management LLP
Garraway Financial Trends
-0.22 100k 9/1/2012
125 HPX Financial LLC
HPX Old School Program
-0.22 200k 6/1/2006
124 County Cork LLC
County Cork Macro Equity Hedge
-0.21 1,000k 2/1/2016
123 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
-0.17 500k 1/1/2015
122 QTS Capital Management, LLC
FX Managed Account
-0.17 100k 1/1/2011
121 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
120 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
-0.16 500k 1/1/2011
119 Blake Capital Management, Inc.
SRD Currencies
-0.14 100k 3/1/2013
118 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.14 1,000k 3/1/2003
117 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-0.13 50k 9/1/2009
116 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
-0.12 500k 8/1/2012
115 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
-0.10 10,000k 7/1/2008
114 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-0.09 10,000k 3/1/1998
113 Estlander & Partners
Freedom
-0.08 20,000k 8/1/2010
87 Bluegrass Capital Management
Cross Market Bias Model
0.00 3,000k 7/1/2014
88 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
0.00 100k 7/1/2013
89 ROW Asset Managment
Row Diversified Fund, L.P.
0.00 1,000k 11/1/2011
90 Bluenose Capital Management, LLC
BNC CL
0.00 15k 12/1/2013
91 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
0.00 250k 3/1/2010
92 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
93 Blake Capital Management, Inc.
SRD Short Equities
0.00 100k 1/1/2011
94 Bluenose Capital Management, LLC
BNC EI
0.00 15k 7/1/2010
95 Bluenose Capital Management, LLC
BNC BI
0.00 30k 10/1/2008
96 Witter & Lester, Inc.
Redstone
0.00 500k 9/1/1994
97 Witter & Lester, Inc.
Diversified Trading Program
0.00 100k 4/1/2013
98 Ring Capital Management LLC
S&P E-Mini Select
0.00 100k 1/1/2012
99 Certeza Asset Management
Macro Vega
0.00 200k 1/1/2012
100 Certeza Asset Management
Omni
0.00 500k 11/1/2014
101 Automaton Trading LLC
Diversified
0.00 500k 7/1/2014
102 Kopis Capital Management, LLC
Commodity Long Only
0.00 500k 1/1/2014
103 Bulkara Capital
Bulkara Systematic Fund SP
0.00 250k 4/1/2014
104 Hehmeyer Capital Management, LLC
Hehmeyer Meat Complex
0.00 100k 11/1/2013
105 GammaQ
Breckhurst Commodity Fund
0.00 1,000k 10/1/2006
106 GammaQ
Commodity Program Managed Account
0.00 3,000k 4/1/2011
107 Hartswell Capital Ltd
MP-1
0.00 250k 1/1/2014
108 Trading Study
SPK – E-Mini S&P 500 Option
0.00 15k 10/1/2009
109 WESTCAY LLC
Tropicals Program
0.00 250k 1/1/2014
110 Hehmeyer Capital Management, LLC
Hehmeyer Discretionary S&P
0.00 250k 4/1/2016
111 Centurion Investment Management Inc.
Composite
0.00 10,000k 8/1/2012
112 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
86 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
0.03 100k 10/1/2011
85 Tomas Capital Pty Ltd
GCAF | USD
0.07 1,500k 7/1/2011
84 Quantica Capital AG
2X Quantica Managed Futures Fund
0.10 100k 1/1/2014
83 Worldwide Capital Strategies
Profit Quest Macro World
0.11 100k 1/1/2010
82 Crediton Hill LLC
Crediton Hill Managed Account Program
0.14 250k 8/1/2013
81 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.15 1,000k 4/1/2015
80 Quantica Capital AG
1X Quantica Managed Futures Fund
0.20 100k 1/1/2014
79 Emil van Essen
Long-Short Commodity Program - Accelerated
0.22 200k 5/1/2014
78 Meliora Capital LLP
Commodity Absolute Return (1x)
0.23 250k 11/1/2014
77 R Best LLC
World Select Program
0.23 2,000k 4/1/2016
76 DeltaHedge
VIXVOX 2
0.26 250k 8/1/2015
75 Schindler Capital Management, LLC
Dairy Advantage Program
0.26 200k 8/1/2005
74 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
0.29 1,000k 12/1/2014
73 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.31 100k 4/1/2015
72 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.34 2,000k 11/1/2011
71 Crabel Capital Management
WPD Crabel Futures Program
0.38 1,000k 7/1/2008
70 Warrington Asset Management
Tactical Program Client
0.38 500k 2/1/2015
69 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.38 10,000k 10/1/1993
68 ProfitScore Capital Management
Long/Short US Treasury
0.39 10,000k 10/1/2015
67 R Best LLC
R Best Private Client Program
0.41 50k 2/1/2010
66 Eclipse Capital Management
Alpha Asia
0.43 25,000k 1/1/2015
65 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.44 3,000k 5/1/2010
64 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
0.50 1,000k 2/1/2015
63 Carbide Capital Inc.
Carbide Absolute Return Program
0.55 200k 9/1/2014
62 Vivienne Investissement
OUESSANT UCITS FUND
0.58 100k 5/1/2012
61 ML Systems LLC
Sledon Classic (Client)
0.61 300k 8/1/2014
60 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
0.63 50k 10/1/2011
59 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.70 250k 5/1/2011
58 Buttonwood LLC
Energy Diversified 1
0.71 100k 7/1/2014
57 Soaring Pelican, LLC
Diversified S&P Program
0.76 100k 1/1/2011
56 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.76 500k 10/1/2014
55 Jaguar Investments Ltd
Ultro Capital Strategy
0.82 1,000k 1/1/2012
54 DUNN Capital Management
DUNN WMA Institutional Program
0.85 100k 10/1/2011
53 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
0.87 100k 7/1/2013
52 SteppenWolf Capital LLC
Multi-Strategy Vol 10
0.91 3,000k 8/1/2011
51 Typhon Capital Management, LLC
Helios Deutsche
0.94 250k 4/1/2014
50 dormouse Limited
dormouse - Managed Account
0.97 10,000k 7/1/2011
49 Amapa Capital Advisors LLC
Energy Program
0.98 500k 2/1/2015
48 Tianyou Asset Management, LLC
Tianyou Fund LP
1.01 100k 10/1/2012
47 QTS Capital Management, LLC
QTS Partners, L.P.
1.01 100k 1/1/2011
46 FORT LP
Fort Global Diversified
1.04 2,000k 10/1/1993
45 Rosen Capital Advisors, LLC
Rosen V Master Fund, LP
1.05 500k 4/1/2013
44 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
1.06 5,000k 9/1/2009
43 Doherty Advisors LLC
Compass
1.16 1,000k 6/1/2015
42 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
1.18 500k 8/1/2007
41 Millburn Corporation
Multi-Markets Program
1.22 25,000k 10/1/2004
40 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
1.25 1,000k 1/1/2013
39 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
1.25 250k 11/1/1996
38 Linnis
Linnis ONE, LP
1.27 100k 8/1/2014
37 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
1.30 5,000k 9/1/2013
36 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.42 5,000k 6/1/2010
35 Turk Capital LLC
US Market Hedge Strategy
1.52 250k 11/1/2015
34 FORT LP
Fort Global Contrarian
1.55 2,000k 10/1/2002
33 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.56 1,000k 3/1/2003
32 Silicon Valley Quantitative Advisors
UQP Large
1.58 500k 1/1/2009
31 Vivienne Investissement
MACH 3
1.60 100k 6/1/2015
30 DeltaHedge
VIXVOX 1
1.60 250k 8/1/2015
29 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
1.71 1,000k 5/1/2014
28 Buckingham Global Advisors, LLC
Weekly Emini Program
1.75 200k 3/1/2015
27 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
2.26 1,000k 1/1/2015
26 M&R Capital, LLC
Livestock Trading Program
2.33 100k 1/1/2015
25 Doherty Advisors LLC
Orion
2.50 1,000k 6/1/2015
24 Tom Capital AG
Tom Capital Growth Fund
2.60 5,000k 12/1/2015
23 HASAFUMA
La Cucaracha
2.64 300k 9/1/2013
22 Enduring Investments LLC
Enduring Commodity Alpha
2.65 500k 9/1/2015
21 Whitmore Capital Management LLC
Whitmore Capital LP
2.80 250k 6/1/2012
20 Turk Capital LLC
US Equity Long/Short Strategy
2.84 250k 4/1/2014
19 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program
2.94 40k 1/1/2016
18 Alder Capital DAC
CALM Eurozone Equity Program
3.10 100k 5/1/2015
17 Aquantum
Aquantum Commodity Spread Program (ACS)
3.20 5,000k 7/1/2013
16 Bensboro Advisors, LLC
Seasonal Spread Trading Program
3.39 1,000k 1/1/2015
15 County Cork LLC
RLA I
3.55 500k 1/1/2009
14 Aspect Capital
Aspect Diversified Fund - Class A (USD)
3.97 100k 12/1/1998
13 Red Rock Capital, LLC
Commodity Long-Short
4.29 500k 9/1/2013
12 Superfund Group
Superfund Red USD SICAV
4.51 10k 3/1/2013
11 Superfund Group
Superfund Red EUR SICAV
4.52 10k 3/1/2013
10 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
4.67 100k 4/1/2014
9 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
4.82 5,000k 11/1/2012
8 Evergreen Commodity Advisors, LLC
Discretionary
4.92 100k 1/1/2015
7 HASAFUMA
Heavy Metal
5.60 20k 9/1/2014
6 Chesapeake Capital
Diversified Plus (HV)
5.62 100k 4/1/1994
5 Millburn Corporation
Commodity Program
5.81 25,000k 3/1/2005
4 Estlander & Partners
Alpha Trend II - Class P
6.81 100k 12/1/2008
3 Purple Valley Capital, Inc.
Diversified Trend 1
8.24 100k 8/1/2008
2 Dreiss Research Corporation
Diversified Program
8.72 1,000k 5/1/1991
1 HASAFUMA
Börstjänaren Hedgehog
29.80 60k 5/1/2012

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

IASG indexes are generated daily based on CTA manager supplied sector focus, investment strategy and performance. To participate in the IASG index, a program must have a minimum track record of 3 year's performance. Other indexes require a minimum two year track record. Strategy based indexes require the program's composition be more than 50% of the specific strategy. It is not possible for an investor to invest in any of the IASG indexes.

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