IASG CTA Index For March 2019

Monthly Rankings

Rank CTA/Program Mar 2019 Min Inv Inception
206 HASAFUMA
Börstjänaren Hedgehog
-32.26 60k 5/1/2012
205 HASAFUMA
La Cucaracha
-16.28 300k 9/1/2013
204 Purple Valley Capital, Inc.
Diversified Trend 1
-12.08 100k 8/1/2008
203 HASAFUMA
FX Momentum
-7.85 20k 7/1/2012
202 Eclipse Capital Management
Alpha Asia
-4.21 25,000k 1/1/2015
201 Sandpiper Asset Management
Sandpiper Global Macro Program
-4.05 1,000k 8/1/2012
200 Trigon Investment Advisors, LLC
Foreign Exchange Program
-3.90 5,000k 8/1/2000
199 Alee Capital Management, LLC
Mistral Program
-3.79 2,500k 1/1/1999
198 Silicon Valley Quantitative Advisors
UQP Large
-3.67 500k 1/1/2009
197 514 Capital Partners
514 Fund
-3.55 100k 11/1/2013
196 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-3.35 1,000k 3/1/2007
195 Red Rock Capital, LLC
Commodity Long-Short
-3.07 500k 9/1/2013
194 Anderson Creek Trading
Standard Diversified Strategy
-3.00 250k 7/1/2014
193 Robust Methods LLC
Macro Managed Account
-2.89 5,000k 1/1/2005
192 HASAFUMA
Heavy Metal
-2.82 20k 9/1/2014
191 DeltaHedge
VIXVOX 1
-2.81 250k 8/1/2015
190 Davis Commodities, LLC
Davis Trading Program
-2.81 250k 1/1/2016
189 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
-2.76 1,000k 9/1/2012
188 DeltaHedge
VIXVOX 2
-2.62 250k 8/1/2015
187 Pearl Capital Advisors, LLC
Hedged VIX Program
-2.53 500k 10/1/2015
186 Typhon Capital Management, LLC
Plutus Grain Strategy
-2.33 250k 4/1/2008
185 Enduring Investments LLC
Enduring Commodity Alpha
-2.00 500k 9/1/2015
184 Estlander & Partners
Alpha Trend II - Class P
-1.93 100k 12/1/2008
183 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-1.91 5,000k 6/1/2010
182 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
-1.90 1,000k 6/1/2014
181 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
-1.85 100k 11/1/2013
180 Eamon Capital
Zephyr Program
-1.83 600k 1/1/2016
179 Amapa Capital Advisors LLC
Energy Program
-1.60 1,000k 2/1/2015
178 Typhon Capital Management, LLC
Helios Deutsche
-1.56 250k 4/1/2014
177 Trigon Investment Advisors, LLC
Discretionary Macro Program
-1.54 10,000k 8/1/2007
176 M&R Capital, LLC
Livestock Trading Program
-1.46 100k 1/1/2015
175 Meliora Capital LLP
Commodity Absolute Return (1x)
-1.44 250k 11/1/2014
174 Emil van Essen
Long-Short Commodity Program
-1.35 1,000k 6/1/2013
173 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-1.32 5,000k 9/1/2013
172 HPX Financial LLC
HPX Old School Program
-1.29 200k 6/1/2006
171 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-1.24 5,000k 9/1/2009
170 Centurion Investment Management Inc.
Zero Margin Program
-1.20 1,000k 5/1/2016
169 R Best LLC
R Best Private Client Program
-1.19 50k 2/1/2010
168 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
-1.18 500k 1/1/2011
167 Soaring Pelican, LLC
Diversified S&P Program
-1.11 100k 1/1/2011
166 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
-0.98 5,000k 9/1/2009
165 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.97 1,000k 3/1/2003
164 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
-0.92 250k 3/1/2010
163 Typhon Capital Management, LLC
Chiron Currency Program
-0.91 250k 2/1/2008
162 Greenwave Capital Management
Greenwave Flagship Plus 2x
-0.82 1,500k 4/1/2016
161 Hehmeyer Capital Management, LLC
Hehmeyer Meat Complex
-0.81 100k 11/1/2013
160 Evergreen Commodity Advisors, LLC
Discretionary
-0.80 100k 1/1/2015
159 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-0.70 250k 5/1/2013
158 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-0.49 500k 9/1/2015
157 Greenwave Capital Management
Greenwave Flagship Plus
-0.37 1,000k 6/1/2008
156 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.32 25k 2/1/2016
155 Jaguar Investments Ltd
Aegir Capital Strategy
-0.31 1,000k 1/1/2012
154 County Cork LLC
RLA I
-0.24 500k 1/1/2009
153 Future Trade AG
Thales Swing Trading Programme
-0.24 250k 6/1/2007
152 Pinstripe Trading, LLC
Standard
-0.23 125k 8/1/2009
151 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.23 2,000k 10/1/2014
150 Tom Capital AG
Tom Capital Growth Fund
-0.20 5,000k 12/1/2015
149 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
-0.20 500k 8/1/2007
148 NickJen Capital Management & Consultants LLC
NRD-1
-0.18 1,000k 4/1/2008
147 Jaguar Investments Ltd
Ultro Capital Strategy
-0.17 1,000k 1/1/2012
146 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
-0.14 500k 10/1/2014
145 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
-0.13 500k 8/1/2012
144 Bluegrass Capital Management
Cross Market Bias Model
-0.08 3,000k 7/1/2014
143 HASAFUMA
Micro Macro
-0.05 50k 6/1/2013
142 Hehmeyer Capital Management, LLC
Hehmeyer Discretionary S&P
-0.05 250k 4/1/2016
141 QTS Capital Management, LLC
FX Managed Account
-0.05 100k 1/1/2011
140 Independent View
IV Quantitative Futures Fund
-0.04 100k 11/1/2012
139 Blake Capital Management, Inc.
SRD Currencies
-0.04 100k 3/1/2013
138 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
-0.03 10,000k 7/1/2008
108 GammaQ
Commodity Program Managed Account
0.00 3,000k 4/1/2011
109 Trading Study
SPK – E-Mini S&P 500 Option
0.00 15k 10/1/2009
110 SteppenWolf Capital LLC
Swarm Strategy
0.00 5,000k 1/1/2016
111 SteppenWolf Capital LLC
Enhanced Intelligence Strategy (EI)
0.00 3,000k 1/1/2016
112 WESTCAY LLC
Tropicals Program
0.00 250k 1/1/2014
113 Doherty Advisors LLC
Grey Swan Hedge
0.00 10,000k 4/1/2010
114 Doherty Advisors LLC
Compass
0.00 1,000k 6/1/2015
115 Doherty Advisors LLC
Relative Value Growth
0.00 1,000k 6/1/2003
116 Doherty Advisors LLC
Relative Value Plus
0.00 1,000k 7/1/2011
117 Witter & Lester, Inc.
Diversified Trading Program
0.00 100k 4/1/2013
118 Wharton Capital Management
Wharton AG Futures Program
0.00 100k 9/1/2011
119 Bluenose Capital Management, LLC
BNC CL
0.00 15k 12/1/2013
120 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
0.00 500k 5/1/2013
121 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
0.00 100k 7/1/2013
122 Witter & Lester, Inc.
Redstone
0.00 500k 9/1/1994
123 Dreiss Research Corporation
Diversified Program
0.00 1,000k 5/1/1991
124 Blake Capital Management, Inc.
SRD Short Equities
0.00 100k 1/1/2011
125 Bluenose Capital Management, LLC
BNC EI
0.00 15k 7/1/2010
126 Bluenose Capital Management, LLC
BNC BI
0.00 30k 10/1/2008
127 Tlaloc Capital LLC
Grains Program
0.00 1,000k 4/1/2010
128 Doherty Advisors LLC
Orion
0.00 1,000k 6/1/2015
129 Buttonwood LLC
Energy Diversified 1
0.00 100k 7/1/2014
130 FTC Capital GmbH
FTC Futures Fund Classic (USD)
0.00 250k 10/1/2010
131 Crabel Capital Management
WPD Crabel Futures Program
0.00 1,000k 7/1/2008
132 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
0.00 100k 10/1/2011
133 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
0.00 100k 7/1/2013
134 Crabel Capital Management
Crabel Multi-Product
0.00 1,000k 3/1/1998
135 Linnis
Linnis ONE, LP
0.00 100k 8/1/2014
136 Garraway Capital Management LLP
Garraway Financial Trends
0.00 100k 9/1/2012
137 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
107 Gregory P Asset Management LLC
Low Volatility Income Strategy
0.07 100k 5/1/2015
106 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
0.10 1,000k 2/1/2015
105 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.11 250k 5/1/2011
104 QTS Capital Management, LLC
QTS Partners, L.P.
0.18 100k 1/1/2011
103 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.19 250k 7/1/2015
102 ML Systems LLC
Sledon Classic (Client)
0.21 300k 8/1/2014
101 Rosen Capital Advisors, LLC
Rosen V Master Fund, LP
0.22 500k 4/1/2013
100 Sector Arc Advisors
Global Lean Hog Ag
0.22 250k 10/1/2015
99 Crediton Hill LLC
Crediton Hill Managed Account Program
0.24 250k 8/1/2013
98 QTS Capital Management, LLC
Tail Reaper
0.29 100k 8/1/2012
97 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.32 250k 10/1/2009
96 Bocken Trading LLC
Discretionary Trading Program
0.35 100k 7/1/2011
95 Vortex
Currency Program
0.35 500k 1/1/2014
94 Warrington Asset Management
Tactical Program Client
0.47 500k 2/1/2015
93 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
0.50 1,000k 1/1/2015
92 Carbide Capital Inc.
Carbide Absolute Return Program
0.53 200k 9/1/2014
91 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
0.55 1,000k 12/1/2014
90 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.57 3,000k 5/1/2010
89 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.61 250k 10/1/2011
88 Prolific Capital Markets, LLC
Prolific Swiss System
0.62 10,000k 1/1/2014
87 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
0.62 250k 2/1/2016
86 Emil van Essen
Multi-Strategy Program
0.66 6,000k 5/1/2014
85 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.70 100k 4/1/2015
84 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
0.74 40k 1/1/2016
83 Ditsch Trading, LLC
Agricultural Trading Program
0.77 100k 1/1/2011
82 Turk Capital LLC
US Market Hedge Strategy
0.79 250k 11/1/2015
81 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.83 1,000k 4/1/2015
80 Certeza Asset Management
4x Macro Vega
0.86 1,000k 1/1/2012
79 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
0.87 50k 9/1/2009
78 Metolius Capital LLC
Metolius Diversified
0.88 100k 6/1/2010
77 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.89 2,000k 11/1/2011
76 Schindler Capital Management, LLC
Dairy Advantage Program
0.95 200k 8/1/2005
75 Archsight Capital Partners LLC
Prometheus Trading Program
0.98 100k 10/1/2015
74 GammaQ
Breckhurst Commodity Fund
1.00 1,000k 10/1/2006
73 Three Rock Capital Management
Global Macro Program
1.01 1,000k 1/1/2009
72 Emil van Essen
Long-Short Commodity Program - Accelerated
1.01 200k 5/1/2014
71 Rosetta Capital Management
Macro Program
1.02 50k 1/1/2009
70 Certeza Asset Management
4x Omni
1.07 1,000k 11/1/2014
69 Warrington Asset Management
Warrington Strategic Program
1.08 50k 1/1/1997
68 Seven Capital Management
Seven Absolute Return
1.09 100k 6/1/2009
67 Alder Capital DAC
CALM Eurozone Equity Program
1.10 100k 5/1/2015
66 Bulkara Capital
Bulkara Systematic Fund SP
1.12 250k 4/1/2014
65 Automaton Trading LLC
Diversified
1.22 500k 7/1/2014
64 Tianyou Asset Management, LLC
Tianyou Fund LP
1.26 100k 10/1/2012
63 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
1.36 500k 1/1/2015
62 Chesapeake Capital
Diversified Plus (HV)
1.44 100k 4/1/1994
61 County Cork LLC
County Cork Macro Equity Hedge
1.45 1,000k 2/1/2016
60 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
1.48 50k 10/1/2011
59 Estlander & Partners
Freedom
1.50 20,000k 8/1/2010
58 Buckingham Global Advisors, LLC
Weekly Emini Program
1.53 200k 3/1/2015
57 R Best LLC
World Select Program
1.56 2,000k 4/1/2016
56 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
1.65 500k 6/1/2007
55 Turk Capital LLC
US Equity Long/Short Strategy
1.86 250k 4/1/2014
54 Superfund Group
Superfund Red EUR SICAV
1.95 10k 3/1/2013
53 NuWave Investment Management, LLC
NuWave Matrix Portfolio
2.09 3,000k 9/1/2015
52 ISAM
ISAM Systematic Trend (Levitas)
2.12 1,000k 5/1/2010
51 Superfund Group
Superfund Red USD SICAV
2.14 10k 3/1/2013
50 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
2.15 100k 1/1/2014
49 Emil van Essen
Spread Trading Program Limited
2.38 5,000k 7/1/2013
48 Millburn Corporation
Commodity Program
2.46 25,000k 3/1/2005
47 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
2.51 40k 6/1/2015
46 Millburn Corporation
Multi-Markets Program
2.59 25,000k 10/1/2004
45 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
2.60 250k 11/1/1996
44 dormouse Limited
dormouse - Managed Account
2.67 10,000k 7/1/2011
43 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
2.81 100k 4/1/2014
42 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
2.96 1,000k 1/1/2013
41 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
3.42 500k 9/1/2015
40 SteppenWolf Capital LLC
Multi-Strategy Vol 10
3.42 3,000k 8/1/2011
39 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
3.50 100k 2/1/2010
38 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
3.57 20,000k 5/1/2013
37 ROW Asset Managment
Row Diversified Fund, L.P.
3.65 1,000k 11/1/2011
36 Gregory P Asset Management LLC
Alternative Multi Strategy
3.84 500k 11/1/2012
35 ProfitScore Capital Management
Long/Short US Treasury
3.88 10,000k 10/1/2015
34 EMC Capital Advisors, LLC
EMC Alpha Program
3.93 5,000k 6/1/2013
33 Vivienne Investissement
OUESSANT UCITS FUND (A)
4.06 100k 5/1/2012
32 Aquantum
Aquantum Commodity Spread Program (ACS)
4.13 5,000k 7/1/2013
31 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
4.24 5,000k 11/1/2012
30 Aspect Capital
Aspect Diversified Fund - Class A (USD)
4.35 100k 12/1/1998
29 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
4.36 200k 2/1/2016
28 SEB Asset Management
SEB Asset Selection Fund C (EUR)
4.42 1k 10/1/2006
27 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
4.51 1,000k 5/1/2014
26 Schot Capital
Multi Diversified Program
4.56 1,000k 1/1/2016
25 FORT LP
Fort Global Contrarian
4.69 2,000k 10/1/2002
24 EMC Capital Advisors, LLC
EMC Alpha Plus Program
4.72 3,000k 5/1/2014
23 Melissinos Trading
Eupatrid Program
4.96 50k 1/1/2011
22 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
5.24 1,000k 10/1/2006
21 Worldwide Capital Strategies
Profit Quest Macro World
5.27 100k 1/1/2010
20 FORT LP
Fort Global Diversified
5.33 2,000k 10/1/1993
19 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
5.37 10,000k 3/1/1998
18 DUNN Capital Management
DUNN WMA Institutional Program
5.38 100k 10/1/2011
17 Urban Tree Capital, LLC
UTC Plus (Client)
5.38 100k 3/1/2013
16 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
5.52 1,000k 3/1/2003
15 Bensboro Advisors, LLC
Seasonal Spread Trading Program
5.69 500k 1/1/2015
14 Demeter Capital Management
Livestock & Grain Trading Program
6.58 50k 3/1/2010
13 John Locke Investments
Cyril Systematic UCITS Fund
6.71 8,000k 7/1/2000
12 Quantica Capital AG
1X Quantica Managed Futures Fund
6.80 100k 1/1/2014
11 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
7.71 1k 6/1/2009
10 AG Capital Investments, LLC
Discretionary Global Macro Program
8.38 200k 10/1/2014
9 FORT LP
Global Futures Program (formerly Global Diversified Classic)
8.46 10,000k 10/1/1993
8 Vivienne Investissement
MACH 3
10.90 100k 6/1/2015
7 Whitmore Capital Management LLC
Whitmore Capital LP
12.45 250k 6/1/2012
6 Kopis Capital Management, LLC
Commodity Long Short Separate Account
13.30 1,000k 5/1/2015
5 Quantica Capital AG
2X Quantica Managed Futures Fund
13.50 100k 1/1/2014
4 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
13.74 50k 7/1/2011
3 Tomas Capital Pty Ltd
GCAF | USD
13.84 1,500k 7/1/2011
2 RCMA Capital LLP
Merchant Commodity Fund
15.60 1,000k 6/1/2004
1 Glenhaven Capital LLC
Glenhaven Global II LP
20.30 25k 4/1/2012

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan