IASG CTA Index For April 2019

Monthly Rankings

Rank CTA/Program Apr 2019 Min Inv Inception
208 Gregory P Asset Management LLC
Low Volatility Income Strategy
-6.84 100k 5/1/2015
207 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-5.83 100k 1/1/2014
206 Estlander & Partners
Alpha Trend II - Class P
-5.81 100k 12/1/2008
205 Linnis
Linnis ONE, LP
-5.73 100k 8/1/2014
204 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-5.39 1,000k 5/1/2015
203 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
-4.43 1,000k 9/1/2012
202 Urban Tree Capital, LLC
UTC Plus (Client)
-4.17 100k 3/1/2013
201 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-4.15 20,000k 5/1/2013
200 514 Capital Partners
514 Fund
-3.24 100k 11/1/2013
199 Greenwave Capital Management
Greenwave Flagship Plus 2x
-2.32 1,500k 4/1/2016
198 Demeter Capital Management
Livestock & Grain Trading Program
-2.12 50k 3/1/2010
197 ProfitScore Capital Management
Long/Short US Treasury
-2.11 10,000k 10/1/2015
196 Sector Arc Advisors
Global Lean Hog Ag
-1.98 250k 10/1/2015
195 Alee Capital Management, LLC
Mistral Program
-1.86 2,500k 1/1/1999
194 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
-1.60 1,000k 6/1/2014
193 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.58 250k 5/1/2011
192 AG Capital Investments, LLC
Discretionary Global Macro Program
-1.52 200k 10/1/2014
191 Bulkara Capital
Bulkara Systematic Fund SP
-1.47 250k 4/1/2014
190 Three Rock Capital Management
Global Macro Program
-1.34 1,000k 1/1/2009
189 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
-1.24 500k 1/1/2011
188 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-1.22 1,000k 3/1/2007
187 Evergreen Commodity Advisors, LLC
Discretionary
-1.15 100k 1/1/2015
186 Greenwave Capital Management
Greenwave Flagship Plus
-1.13 1,000k 6/1/2008
185 Robust Methods LLC
Macro Managed Account
-1.10 5,000k 1/1/2005
184 Tlaloc Capital LLC
Grains Program
-0.99 1,000k 4/1/2010
183 Crabel Capital Management
Crabel Multi-Product
-0.83 1,000k 3/1/1998
182 WESTCAY LLC
Tropicals Program
-0.75 250k 1/1/2014
181 Crabel Capital Management
WPD Crabel Futures Program
-0.74 1,000k 7/1/2008
180 County Cork LLC
RLA I
-0.74 500k 1/1/2009
179 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
-0.71 200k 2/1/2016
178 dormouse Limited
dormouse - Managed Account
-0.71 10,000k 7/1/2011
177 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-0.67 100k 12/1/2014
176 Warrington Asset Management
Warrington Strategic Program
-0.64 50k 1/1/1997
175 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.63 10,000k 8/1/2007
174 HPX Financial LLC
HPX Old School Program
-0.56 200k 6/1/2006
173 Garraway Capital Management LLP
Garraway Financial Trends
-0.53 100k 9/1/2012
172 Bensboro Advisors, LLC
Seasonal Spread Trading Program
-0.51 500k 1/1/2015
171 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.42 5,000k 8/1/2000
170 Wharton Capital Management
Wharton AG Futures Program
-0.37 100k 9/1/2011
169 Vortex
Currency Program
-0.36 500k 1/1/2014
168 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.32 250k 7/1/2015
167 Jaguar Investments Ltd
Ultro Capital Strategy
-0.29 1,000k 1/1/2012
166 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
-0.23 250k 2/1/2016
165 Hehmeyer Capital Management, LLC
Hehmeyer Meat Complex
-0.22 100k 11/1/2013
164 Blake Capital Management, Inc.
SRD Currencies
-0.21 100k 3/1/2013
163 Typhon Capital Management, LLC
Vulcan Metals Strategy
-0.20 2,000k 11/1/2011
162 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
-0.18 1,000k 2/1/2015
161 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
-0.17 500k 1/1/2015
160 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
159 Metolius Capital LLC
Metolius Diversified
-0.17 100k 6/1/2010
158 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-0.17 500k 6/1/2007
157 Future Trade AG
Thales Swing Trading Programme
-0.15 250k 6/1/2007
156 Archsight Capital Partners LLC
Prometheus Trading Program
-0.15 100k 10/1/2015
155 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-0.12 40k 6/1/2015
154 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-0.12 1,000k 12/1/2014
153 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
-0.11 10,000k 7/1/2008
152 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
-0.10 500k 9/1/2015
151 Pearl Capital Advisors, LLC
Hedged VIX Program
-0.08 500k 10/1/2015
150 ML Systems LLC
Sledon Classic (Client)
-0.02 300k 8/1/2014
149 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.02 3,000k 5/1/2010
119 Emil van Essen
Spread Trading Program Limited
0.00 5,000k 7/1/2013
120 Tom Capital AG
Tom Capital Growth Fund
0.00 5,000k 12/1/2015
121 HASAFUMA
Heavy Metal
0.00 20k 9/1/2014
122 QTS Capital Management, LLC
Tail Reaper
0.00 100k 8/1/2012
123 Hehmeyer Capital Management, LLC
Hehmeyer Discretionary S&P
0.00 250k 4/1/2016
124 Eclipse Capital Management
Alpha Asia
0.00 25,000k 1/1/2015
125 Doherty Advisors LLC
Grey Swan Hedge
0.00 10,000k 4/1/2010
126 Doherty Advisors LLC
Compass
0.00 1,000k 6/1/2015
127 Doherty Advisors LLC
Relative Value Growth
0.00 1,000k 6/1/2003
128 Doherty Advisors LLC
Relative Value Plus
0.00 1,000k 7/1/2011
129 HASAFUMA
Börstjänaren Hedgehog
0.00 60k 5/1/2012
130 HASAFUMA
FX Momentum
0.00 20k 7/1/2012
131 Blake Capital Management, Inc.
SRD Short Equities
0.00 100k 1/1/2011
132 Bluenose Capital Management, LLC
BNC EI
0.00 15k 7/1/2010
133 Bluenose Capital Management, LLC
BNC BI
0.00 30k 10/1/2008
134 Emil van Essen
Multi-Strategy Program
0.00 6,000k 5/1/2014
135 QTS Capital Management, LLC
FX Managed Account
0.00 100k 1/1/2011
136 HASAFUMA
La Cucaracha
0.00 300k 9/1/2013
137 Bluegrass Capital Management
Cross Market Bias Model
0.00 3,000k 7/1/2014
138 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
0.00 500k 5/1/2013
139 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
0.00 100k 7/1/2013
140 HASAFUMA
Micro Macro
0.00 50k 6/1/2013
141 Emil van Essen
Long-Short Commodity Program - Accelerated
0.00 200k 5/1/2014
142 Emil van Essen
Long-Short Commodity Program
0.00 1,000k 6/1/2013
143 Bluenose Capital Management, LLC
BNC CL
0.00 15k 12/1/2013
144 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
0.00 100k 7/1/2013
145 Doherty Advisors LLC
Orion
0.00 1,000k 6/1/2015
146 Glenhaven Capital LLC
Glenhaven Global II LP
0.00 25k 4/1/2012
147 ISAM
ISAM Systematic Trend (Levitas)
0.00 1,000k 5/1/2010
148 FTC Capital GmbH
FTC Futures Fund Classic (USD)
0.00 250k 10/1/2010
118 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.09 10,000k 10/1/1993
117 Bocken Trading LLC
Discretionary Trading Program
0.11 100k 7/1/2011
116 Centurion Investment Management Inc.
Zero Margin Program
0.12 1,000k 5/1/2016
115 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
0.15 10,000k 2/1/2006
114 NickJen Capital Management & Consultants LLC
NRD-1
0.17 1,000k 4/1/2008
113 Crediton Hill LLC
Crediton Hill Managed Account Program
0.18 250k 8/1/2013
112 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
0.20 250k 5/1/2013
111 NuWave Investment Management, LLC
NuWave Matrix Portfolio
0.22 3,000k 9/1/2015
110 Certeza Asset Management
4x Macro Vega
0.22 1,000k 1/1/2012
109 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
0.22 100k 11/1/2013
108 FORT LP
Fort Global Diversified
0.25 2,000k 10/1/1993
107 Typhon Capital Management, LLC
Plutus Grain Strategy
0.27 250k 4/1/2008
106 Dynamica Global Investments
Dynamica Commodity Trading Strategy
0.30 500k 9/1/2015
105 Soaring Pelican, LLC
Diversified S&P Program
0.31 100k 1/1/2011
104 Certeza Asset Management
4x Omni
0.33 1,000k 11/1/2014
103 Typhon Capital Management, LLC
Helios Deutsche
0.33 250k 4/1/2014
102 QTS Capital Management, LLC
QTS Partners, L.P.
0.34 100k 1/1/2011
101 R Best LLC
R Best Private Client Program
0.35 50k 2/1/2010
100 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
0.37 250k 3/1/2010
99 Carbide Capital Inc.
Carbide Absolute Return Program
0.45 200k 9/1/2014
98 J8 Capital Management LLP
J8 Global Absolute Return Strategy
0.45 500k 1/1/2015
97 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.46 500k 10/1/2014
96 GammaQ
Commodity Program Managed Account
0.48 3,000k 4/1/2011
95 Jaguar Investments Ltd
Aegir Capital Strategy
0.55 1,000k 1/1/2012
94 Warrington Asset Management
Tactical Program Client
0.58 500k 2/1/2015
93 R Best LLC
World Select Program
0.58 2,000k 4/1/2016
92 John Locke Investments
Cyril Systematic UCITS Fund
0.58 8,000k 7/1/2000
91 NuWave Investment Management, LLC
Commodity Value Portfolio
0.60 2,000k 10/1/2014
90 Aquantum
Aquantum Commodity Spread Program (ACS)
0.66 5,000k 7/1/2013
89 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.69 1,000k 3/1/2003
88 Melissinos Trading
Eupatrid Program
0.70 50k 1/1/2011
87 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.75 10,000k 2/1/2008
86 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
0.77 50k 9/1/2009
85 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.77 1,000k 4/1/2015
84 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
0.79 50k 10/1/2011
83 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.79 500k 8/1/2012
82 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.84 250k 10/1/2009
81 DUNN Capital Management
DUNN WMA Institutional Program
0.85 100k 10/1/2011
80 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.86 100k 2/1/2010
79 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.95 10,000k 4/1/2004
78 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.97 100k 4/1/2015
77 Prolific Capital Markets, LLC
Prolific Swiss System
0.98 10,000k 1/1/2014
76 Tianyou Asset Management, LLC
Tianyou Fund LP
1.06 100k 10/1/2012
75 Automaton Trading LLC
Diversified
1.06 500k 7/1/2014
74 Worldwide Capital Strategies
Profit Quest Macro World
1.10 100k 1/1/2010
73 Witter & Lester, Inc.
Redstone
1.13 500k 9/1/1994
72 Millburn Corporation
Multi-Markets Program
1.15 25,000k 10/1/2004
71 Buckingham Global Advisors, LLC
Weekly Emini Program
1.15 200k 3/1/2015
70 SteppenWolf Capital LLC
Swarm Strategy
1.17 5,000k 1/1/2016
69 Orion Asset Management
Algorithmic Trading Program
1.21 10k 1/1/2013
68 GammaQ
Breckhurst Commodity Fund
1.22 1,000k 10/1/2006
67 Witter & Lester, Inc.
Diversified Trading Program
1.23 100k 4/1/2013
66 Rosen Capital Advisors, LLC
Rosen V Master Fund, LP
1.27 500k 4/1/2013
65 Millburn Corporation
Commodity Program
1.28 25,000k 3/1/2005
64 Ditsch Trading, LLC
Agricultural Trading Program
1.29 100k 1/1/2011
63 FORT LP
Fort Global Contrarian
1.33 2,000k 10/1/2002
62 EMC Capital Advisors, LLC
EMC Alpha Program
1.37 5,000k 6/1/2013
61 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.40 1k 10/1/2006
60 Red Rock Capital, LLC
Commodity Long-Short
1.40 500k 9/1/2013
59 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
1.42 1,000k 1/1/2013
58 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
1.43 100k 10/1/2011
57 Pinstripe Trading, LLC
Standard
1.43 125k 8/1/2009
56 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
1.45 1,000k 10/1/2006
55 Gregory P Asset Management LLC
Alternative Multi Strategy
1.53 500k 11/1/2012
54 Vivienne Investissement
OUESSANT UCITS FUND
1.54 100k 5/1/2012
53 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
1.59 10,000k 3/1/1998
52 Turk Capital LLC
US Market Hedge Strategy
1.59 250k 11/1/2015
51 SteppenWolf Capital LLC
Multi-Strategy Vol 10
1.64 3,000k 8/1/2011
50 DeltaHedge
VIXVOX 1
1.66 250k 8/1/2015
49 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
1.68 250k 10/1/2011
48 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.70 3,000k 5/1/2014
47 Quantica Capital AG
1X Quantica Managed Futures Fund
1.70 100k 1/1/2014
46 Estlander & Partners
Freedom
1.89 20,000k 8/1/2010
45 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
1.91 500k 8/1/2007
44 Eamon Capital
Zephyr Program
1.92 600k 1/1/2016
43 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program
1.99 40k 1/1/2016
42 DeltaHedge
VIXVOX 2
2.00 250k 8/1/2015
41 Meliora Capital LLP
Commodity Absolute Return (1x)
2.08 250k 11/1/2014
40 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
2.08 250k 11/1/1996
39 Davis Commodities, LLC
Davis Trading Program
2.10 250k 1/1/2016
38 SteppenWolf Capital LLC
Enhanced Intelligence Strategy (EI)
2.11 3,000k 1/1/2016
37 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
2.26 5,000k 9/1/2013
36 County Cork LLC
County Cork Macro Equity Hedge
2.26 1,000k 2/1/2016
35 Amapa Capital Advisors LLC
Energy Program
2.32 500k 2/1/2015
34 Anderson Creek Trading
Standard Diversified Strategy
2.32 250k 7/1/2014
33 Whitmore Capital Management LLC
Whitmore Capital LP
2.35 250k 6/1/2012
32 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
2.49 100k 4/1/2014
31 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
2.50 1,000k 5/1/2014
30 Schindler Capital Management, LLC
Dairy Advantage Program
2.54 200k 8/1/2005
29 Superfund Group
Superfund Red USD SICAV
2.68 10k 3/1/2013
28 Schot Capital Limited
Multi Diversified Program
2.70 1,000k 1/1/2016
27 Superfund Group
Superfund Red EUR SICAV
2.71 10k 3/1/2013
26 Chesapeake Capital
Diversified Plus (HV)
2.96 100k 4/1/1994
25 Sandpiper Asset Management
Sandpiper Global Macro Program
3.21 1,000k 8/1/2012
24 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
3.22 5,000k 9/1/2009
23 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
3.22 1k 6/1/2009
22 Turk Capital LLC
US Equity Long/Short Strategy
3.27 250k 4/1/2014
21 Enduring Investments LLC
Enduring Commodity Alpha
3.32 500k 9/1/2015
20 M&R Capital, LLC
Livestock Trading Program
3.36 100k 1/1/2015
19 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
3.38 5,000k 9/1/2009
18 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.42 1,000k 3/1/2003
17 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
3.59 1,000k 1/1/2015
16 Alder Capital DAC
CALM Eurozone Equity Program
3.68 100k 5/1/2015
15 Candriam Investor Group
Alternative Return Systemat
3.77 125k 1/1/2007
14 Quantica Capital AG
2X Quantica Managed Futures Fund
3.90 100k 1/1/2014
13 Independent View
IV Quantitative Futures Fund
4.05 100k 11/1/2012
12 QMS Capital Management LP
QMS Diversified Global Macro Strategy
4.34 5,000k 6/1/2010
11 Aspect Capital
Aspect Diversified Fund - Class A (USD)
4.69 100k 12/1/1998
10 Vivienne Investissement
MACH 3
4.74 100k 6/1/2015
9 Silicon Valley Quantitative Advisors
UQP Large
4.99 500k 1/1/2009
8 Purple Valley Capital, Inc.
Diversified Trend 1
5.09 100k 8/1/2008
7 ROW Asset Managment
Row Diversified Fund, L.P.
5.33 1,000k 11/1/2011
6 Rosetta Capital Management
Macro Program
5.61 50k 1/1/2009
5 Dreiss Research Corporation
Diversified Program
6.28 1,000k 5/1/1991
4 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
6.37 5,000k 11/1/2012
3 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
8.60 50k 7/1/2011
2 Tomas Capital Pty Ltd
GCAF | USD
9.07 1,500k 7/1/2011
1 RCMA Capital LLP
Merchant Commodity Fund
13.50 1,000k 6/1/2004

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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