IASG CTA Index For April 2019

Monthly Rankings

Rank CTA/Program Apr 2019 Min Inv Inception
210 Gregory P Asset Management LLC
Low Volatility Income Strategy
-6.84 100k 5/1/2015
209 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-5.83 100k 1/1/2014
208 Estlander & Partners
Alpha Trend II - Class P
-5.81 100k 12/1/2008
207 Linnis
Linnis ONE, LP
-5.73 100k 8/1/2014
206 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-5.39 1,000k 5/1/2015
205 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
-4.43 1,000k 9/1/2012
204 Urban Tree Capital, LLC
UTC Plus (Client)
-4.17 100k 3/1/2013
203 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-4.14 20,000k 5/1/2013
202 514 Capital Partners
514 Fund
-3.24 100k 11/1/2013
201 Greenwave Capital Management
Greenwave Flagship Plus 2x
-2.32 1,500k 4/1/2016
200 Demeter Capital Management
Livestock & Grain Trading Program
-2.12 50k 3/1/2010
199 ProfitScore Capital Management
Long/Short US Treasury
-2.11 10,000k 10/1/2015
198 Sector Arc Advisors
Global Lean Hog Ag
-1.98 250k 10/1/2015
197 Alee Capital Management, LLC
Mistral Program
-1.86 2,500k 1/1/1999
196 H2O AM LLP
Arctic Blue Commodity Program (2x)
-1.60 1,000k 6/1/2014
195 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.58 250k 5/1/2011
194 AG Capital Investments, LLC
Discretionary Global Macro Program
-1.52 500k 10/1/2014
193 Bulkara Capital
Bulkara Systematic Fund SP
-1.47 250k 4/1/2014
192 Three Rock Capital Management
Global Macro Program
-1.34 1,000k 1/1/2009
191 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
-1.24 500k 1/1/2011
190 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-1.22 1,000k 3/1/2007
189 Evergreen Commodity Advisors, LLC
Discretionary
-1.15 100k 1/1/2015
188 Greenwave Capital Management
Greenwave Flagship Plus
-1.13 1,000k 6/1/2008
187 Buttonwood LLC
Energy Diversified 1
-1.02 100k 7/1/2014
186 Tlaloc Capital LLC
Grains Program
-0.99 1,000k 4/1/2010
185 Eclipse Capital Management
Alpha Asia
-0.95 25,000k 1/1/2015
184 Crabel Capital Management
Crabel Multi-Product
-0.83 1,000k 3/1/1998
183 Crabel Capital Management
WPD Crabel Futures Program
-0.76 1,000k 7/1/2008
182 WESTCAY LLC
Tropicals Program
-0.75 250k 1/1/2014
181 County Cork LLC
RLA I
-0.74 500k 1/1/2009
180 Robust Methods LLC
Macro Managed Account
-0.73 5,000k 1/1/2005
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 Emil van Essen
Long-Short Commodity Program
-0.55 1,000k 6/1/2013
172 Doherty Advisors LLC
Grey Swan Hedge
-0.54 10,000k 4/1/2010
171 Garraway Capital Management LLP
Garraway Financial Trends
-0.53 100k 9/1/2012
170 Bensboro Advisors, LLC
Seasonal Spread Trading Program
-0.51 500k 1/1/2015
169 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.42 5,000k 8/1/2000
168 Wharton Capital Management
Wharton AG Futures Program
-0.37 100k 9/1/2011
167 Vortex
Currency Program
-0.36 500k 1/1/2014
166 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.32 250k 7/1/2015
165 Jaguar Investments Ltd
Ultro Capital Strategy
-0.29 1,000k 1/1/2012
164 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
-0.23 250k 2/1/2016
163 Hehmeyer Capital Management, LLC
Hehmeyer Meat Complex
-0.22 100k 11/1/2013
162 Blake Capital Management, Inc.
SRD Currencies
-0.21 100k 3/1/2013
161 Typhon Capital Management, LLC
Vulcan Metals Strategy
-0.20 2,000k 11/1/2011
160 Doherty Advisors LLC
Relative Value Growth
-0.19 1,000k 6/1/2003
159 Doherty Advisors LLC
Relative Value Plus
-0.19 1,000k 7/1/2011
158 Strategic Capital Advisors LLC
Contrarian S&P Stock Index LF
-0.17 500k 1/1/2015
157 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
156 Metolius Capital LLC
Metolius Diversified
-0.17 100k 6/1/2010
155 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-0.17 500k 6/1/2007
154 Future Trade AG
Thales Swing Trading Programme
-0.15 250k 6/1/2007
153 Archsight Capital Partners LLC
Prometheus Trading Program
-0.15 100k 10/1/2015
152 Metolius Capital LLC
Metolius Enhanced Fund
-0.12 40k 6/1/2015
151 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-0.12 1,000k 12/1/2014
150 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
-0.11 10,000k 7/1/2008
149 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
-0.10 500k 9/1/2015
148 Pearl Capital Advisors, LLC
Hedged VIX Program
-0.08 500k 10/1/2015
147 ML Systems LLC
Sledon Classic (Client)
-0.02 300k 8/1/2014
146 Strategic Capital Advisors LLC
Multi-strategy Futures Program
-0.02 3,000k 5/1/2010
142 QTS Capital Management, LLC
Tail Reaper
0.00 100k 8/1/2012
145 Hehmeyer Capital Management, LLC
Hehmeyer Discretionary S&P
0.00 250k 4/1/2016
128 Blake Capital Management, Inc.
SRD Short Equities
0.00 100k 1/1/2011
135 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
0.00 100k 7/1/2013
143 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
0.00 1,000k 2/1/2015
140 HASAFUMA
Heavy Metal
0.00 20k 9/1/2014
131 HASAFUMA
Börstjänaren Hedgehog
0.00 60k 5/1/2012
132 HASAFUMA
FX Momentum
0.00 20k 7/1/2012
129 Bluenose Capital Management, LLC
BNC EI
0.00 15k 7/1/2010
130 Bluenose Capital Management, LLC
BNC BI
0.00 30k 10/1/2008
141 QTS Capital Management, LLC
FX Managed Account
0.00 100k 1/1/2011
137 HASAFUMA
La Cucaracha
0.00 300k 9/1/2013
138 Bluegrass Capital Management
Cross Market Bias Model
0.00 3,000k 7/1/2014
134 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
0.00 500k 5/1/2013
136 HASAFUMA
Micro Macro
0.00 50k 6/1/2013
133 Bluenose Capital Management, LLC
BNC CL
0.00 15k 12/1/2013
139 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
0.00 100k 7/1/2013
144 Glenhaven Capital LLC
Glenhaven Global II LP
0.00 25k 4/1/2012
127 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.09 10,000k 10/1/1993
126 Bocken Trading LLC
Discretionary Trading Program
0.11 100k 7/1/2011
125 Centurion Investment Management Inc.
Zero Margin Program
0.12 1,000k 5/1/2016
124 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
0.15 10,000k 2/1/2006
123 NickJen Capital Management & Consultants LLC
NRD-1
0.17 1,000k 4/1/2008
122 Crediton Hill LLC
Crediton Hill Managed Account Program
0.18 250k 8/1/2013
121 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
0.20 250k 5/1/2013
120 NuWave Investment Management, LLC
NuWave Matrix Portfolio
0.22 3,000k 9/1/2015
119 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
0.22 100k 11/1/2013
118 FORT LP
Fort Global Diversified
0.25 2,000k 10/1/1993
117 Typhon Capital Management, LLC
Plutus Grain Strategy
0.27 250k 4/1/2008
116 Emil van Essen
Multi-Strategy Program
0.27 6,000k 5/1/2014
115 Dynamica Global Investments
Dynamica Commodity Trading Strategy
0.30 500k 9/1/2015
114 Soaring Pelican, LLC
Diversified S&P Program
0.31 100k 1/1/2011
113 Typhon Capital Management, LLC
Helios Deutsche
0.33 250k 4/1/2014
112 QTS Capital Management, LLC
QTS Partners, L.P.
0.34 100k 1/1/2011
111 R Best LLC
R Best Private Client Program
0.35 50k 2/1/2010
110 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
0.37 250k 3/1/2010
109 Certeza Asset Management
Macro Vega
0.42 1,000k 1/1/2012
108 Carbide Capital Inc.
Carbide Absolute Return Program
0.45 200k 9/1/2014
107 J8 Capital Management LLP
J8 Global Absolute Return Strategy
0.45 500k 1/1/2015
106 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.46 500k 10/1/2014
105 Melissinos Trading
Eupatrid Global Trends
0.46 50k 1/1/2011
104 GammaQ
Commodity Program Managed Account
0.48 3,000k 4/1/2011
103 Jaguar Investments Ltd
Aegir Capital Strategy
0.55 1,000k 1/1/2012
102 Warrington Asset Management
Tactical Program Client
0.58 500k 2/1/2015
101 R Best LLC
World Select Program
0.58 2,000k 4/1/2016
100 John Locke Investments
Cyril Systematic UCITS Fund
0.58 8,000k 7/1/2000
99 NuWave Investment Management, LLC
Commodity Value Portfolio
0.61 2,000k 10/1/2014
98 Aquantum
Aquantum Commodity Spread Program (ACS)
0.66 5,000k 7/1/2013
97 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.69 1,000k 3/1/2003
96 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
0.75 10,000k 2/1/2008
95 Certeza Asset Management
4x Omni
0.77 1,000k 11/1/2014
94 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
0.77 50k 9/1/2009
93 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.77 1,000k 4/1/2015
92 Blackheath Fund Management Inc.
Tactical FI Strategy
0.79 50k 10/1/2011
91 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.79 500k 8/1/2012
90 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.84 250k 10/1/2009
89 DUNN Capital Management
DUNN WMA Institutional Program
0.85 100k 10/1/2011
88 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
0.86 100k 2/1/2010
87 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.87 2,000k 7/1/2016
86 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
0.95 10,000k 4/1/2004
85 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.97 100k 4/1/2015
84 Prolific Capital Markets, LLC
Prolific Swiss System
0.98 10,000k 1/1/2014
83 Tianyou Asset Management, LLC
Tianyou Fund LP
1.06 100k 10/1/2012
82 Automaton Trading LLC
Diversified
1.06 500k 7/1/2014
81 Worldwide Capital Strategies
Profit Quest Macro World
1.10 100k 1/1/2010
80 Witter & Lester, Inc.
Redstone
1.13 500k 9/1/1994
79 Millburn Ridgefield Corporation
Multi-Markets Program
1.15 25,000k 10/1/2004
78 Buckingham Global Advisors, LLC
Weekly Emini Program
1.15 200k 3/1/2015
77 Leibniz Group
SWARM
1.17 100k 9/1/2015
76 Orion Asset Management
Algorithmic Trading Program
1.21 10k 1/1/2013
75 GammaQ
Breckhurst Commodity Fund
1.22 1,000k 10/1/2006
74 Witter & Lester, Inc.
Diversified Trading Program
1.23 100k 4/1/2013
73 Emil van Essen
Spread Trading Program Limited
1.26 5,000k 7/1/2013
72 Rosen Capital Advisors, LLC
Rosen V Master Fund, LP
1.27 500k 4/1/2013
71 Millburn Ridgefield Corporation
Commodity Program
1.28 25,000k 3/1/2005
70 Ditsch Trading, LLC
Agricultural Trading Program
1.29 100k 1/1/2011
69 FORT LP
Fort Global Contrarian
1.33 2,000k 10/1/2002
68 EMC Capital Advisors, LLC
EMC Alpha Program
1.37 5,000k 6/1/2013
67 Emil van Essen
Long-Short Commodity Program - Accelerated
1.40 200k 5/1/2014
66 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.40 1k 10/1/2006
65 Red Rock Capital, LLC
Commodity Long-Short
1.40 500k 9/1/2013
64 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
1.41 1,000k 1/1/2013
63 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
1.43 100k 10/1/2011
62 Pinstripe Trading, LLC
Standard
1.43 125k 8/1/2009
61 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
1.50 1,000k 10/1/2016
60 Gregory P Asset Management LLC
Alternative Multi Strategy
1.53 500k 11/1/2012
59 Vivienne Investissement
OUESSANT UCITS FUND (A)
1.54 100k 5/1/2012
58 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
1.59 10,000k 3/1/1998
57 Turk Capital LLC
US Market Hedge Strategy
1.59 250k 11/1/2015
56 Leibniz Group
Systematic Intelligence Vol 10
1.64 3,000k 8/1/2011
55 DeltaHedge
VIXVOX 1
1.66 250k 8/1/2015
54 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
1.68 250k 10/1/2011
53 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.70 3,000k 5/1/2014
52 Quantica Capital AG
1X Quantica Managed Futures Fund
1.70 100k 1/1/2014
51 Estlander & Partners
Freedom
1.89 20,000k 8/1/2010
50 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
1.91 500k 8/1/2007
49 Eamon Capital
Zephyr Program
1.92 600k 1/1/2016
48 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
1.99 40k 1/1/2016
47 DeltaHedge
VIXVOX 2
2.00 250k 8/1/2015
46 Doherty Advisors LLC
Compass
2.03 1,000k 6/1/2015
45 Meliora Capital LLP
Commodity Absolute Return (1x)
2.08 250k 11/1/2014
44 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
2.08 250k 11/1/1996
43 Davis Commodities, LLC
Davis Trading Program
2.10 250k 1/1/2016
42 Leibniz Group
Enhanced Intelligence Strategy
2.11 100k 1/1/2016
41 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
2.26 5,000k 9/1/2013
40 County Cork LLC
County Cork Macro Equity Hedge
2.26 1,000k 2/1/2016
39 Amapa Capital Advisors LLC
Energy Program
2.32 1,000k 2/1/2015
38 Anderson Creek Trading
Standard Diversified Strategy
2.32 250k 7/1/2014
37 Whitmore Capital Management LLC
Whitmore Capital LP
2.35 250k 6/1/2012
36 Tom Capital AG
Tom Capital Growth Fund
2.40 5,000k 12/1/2015
35 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
2.49 100k 4/1/2014
34 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
2.50 1,000k 5/1/2014
33 Schindler Capital Management, LLC
Dairy Advantage Program
2.54 400k 8/1/2005
32 ISAM
ISAM Systematic Trend (Levitas)
2.59 1,000k 5/1/2010
31 Superfund Group
Superfund Red USD SICAV
2.68 10k 3/1/2013
30 Schot Capital
Multi Diversified Program
2.71 1,000k 1/1/2016
29 Superfund Group
Superfund Red EUR SICAV
2.71 10k 3/1/2013
28 Chesapeake Capital
Diversified Plus (HV)
2.96 100k 4/1/1994
27 Doherty Advisors LLC
Orion
3.01 1,000k 6/1/2015
26 Sandpiper Asset Management
Sandpiper Global Macro Program
3.21 1,000k 8/1/2012
25 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
3.22 5,000k 9/1/2009
24 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
3.22 1k 6/1/2009
23 Turk Capital LLC
US Equity Long/Short Strategy
3.27 250k 4/1/2014
22 Enduring Investments LLC
Enduring Commodity Alpha
3.32 500k 9/1/2015
21 M&R Capital, LLC
Livestock Trading Program
3.36 100k 1/1/2015
20 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
3.38 5,000k 9/1/2009
19 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.42 1,000k 3/1/2003
18 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
3.59 1,000k 1/1/2015
17 Alder Capital DAC
CALM Eurozone Equity Program
3.68 100k 5/1/2015
16 Candriam Investor Group
Alternative Return Systemat
3.77 125k 1/1/2007
15 Quantica Capital AG
2X Quantica Managed Futures Fund
3.90 100k 1/1/2014
14 Independent View
IV Quantitative Futures Fund
4.04 100k 11/1/2012
13 QMS Capital Management LP
QMS Diversified Global Macro Strategy
4.34 5,000k 6/1/2010
12 FTC Capital GmbH
FTC Futures Fund Classic (USD)
4.50 250k 10/1/2010
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.
5.35 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
6.39 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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