IASG CTA Index For May 2019

Monthly Rankings

Rank CTA/Program May 2019 Min Inv Inception
193 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-9.64 50k 7/1/2011
192 Tomas Capital Pty Ltd
GCAF | USD
-9.45 1,500k 7/1/2011
191 Turk Capital LLC
US Equity Long/Short Strategy
-9.01 250k 4/1/2014
190 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
-8.80 1,000k 1/1/2015
189 Tom Capital AG
Tom Capital Growth Fund
-7.90 5,000k 12/1/2015
188 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-7.71 5,000k 6/1/2010
187 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-7.56 25k 2/1/2016
186 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-7.26 250k 11/1/1996
185 Urban Tree Capital, LLC
UTC Plus (Client)
-6.53 100k 3/1/2013
184 Emil van Essen
Long-Short Commodity Program - Accelerated
-6.33 200k 5/1/2014
183 Vivienne Investissement
MACH 3
-6.03 100k 6/1/2015
182 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-5.59 100k 4/1/2014
181 Sandpiper Asset Management
Sandpiper Global Macro Program
-5.48 1,000k 8/1/2012
180 Doherty Advisors LLC
Orion
-5.29 1,000k 6/1/2015
179 Emil van Essen
Long-Short Commodity Program
-5.29 1,000k 6/1/2013
178 Emil van Essen
Multi-Strategy Program
-5.28 6,000k 5/1/2014
177 QTS Capital Management, LLC
Tail Reaper
-5.16 100k 8/1/2012
176 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
-5.14 50k 10/1/2011
175 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-4.95 500k 1/1/2015
174 Turk Capital LLC
US Market Hedge Strategy
-4.58 250k 11/1/2015
173 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-4.48 100k 1/1/2014
172 County Cork LLC
County Cork Macro Equity Hedge
-4.33 1,000k 2/1/2016
171 Sector Arc Advisors
Global Lean Hog Ag
-3.92 250k 10/1/2015
170 Independent View
IV Quantitative Futures Fund
-3.92 100k 11/1/2012
169 Emil van Essen
Spread Trading Program Limited
-3.77 5,000k 7/1/2013
168 Anderson Creek Trading
Standard Diversified Strategy
-3.56 250k 7/1/2014
167 RCMA Capital LLP
Merchant Commodity Fund
-3.56 1,000k 6/1/2004
166 QCAM Asset Management AG
Swarm Strategy
-3.55 5,000k 1/1/2016
165 Alder Capital DAC
CALM Eurozone Equity Program
-3.43 100k 5/1/2015
164 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-3.30 100k 12/1/1998
163 Witter & Lester, Inc.
Diversified Trading Program
-3.21 100k 4/1/2013
162 M&R Capital, LLC
Livestock Trading Program
-3.09 100k 1/1/2015
161 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.07 1,000k 3/1/2003
160 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
-3.03 200k 2/1/2016
159 Estlander & Partners
Freedom
-2.90 20,000k 8/1/2010
158 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-2.86 5,000k 9/1/2013
157 ISAM
ISAM Systematic Trend (Levitas)
-2.84 1,000k 5/1/2010
156 Quantica Capital AG
2X Quantica Managed Futures Fund
-2.80 100k 1/1/2014
155 Vortex
Currency Program
-2.75 500k 1/1/2014
154 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-2.69 5,000k 11/1/2012
153 Millburn Ridgefield Corporation
Multi-Markets Program
-2.69 25,000k 10/1/2004
152 Episteme Capital Partners (US), LLC
Episteme Systematic Quest (ESQ) Composite
-2.66 5,000k 9/1/2009
151 Buckingham Global Advisors, LLC
Weekly Emini Program
-2.64 200k 3/1/2015
150 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
-2.46 500k 1/1/2015
149 Episteme Capital Partners (US), LLC
Episteme Systematic Quest TR (ESQTR) Composite
-2.45 5,000k 9/1/2009
148 Demeter Capital Management
Livestock & Grain Trading Program
-2.35 50k 3/1/2010
147 Aquantum
Aquantum Commodity Spread Program (ACS)
-2.30 5,000k 7/1/2013
146 Silicon Valley Quantitative Advisors
UQP Large
-2.24 500k 1/1/2009
145 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-2.14 3,000k 9/1/2015
144 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-2.12 100k 10/1/2011
143 Pinstripe Trading, LLC
Standard
-2.08 125k 8/1/2009
142 Superfund Group
Superfund Red EUR SICAV
-2.05 10k 3/1/2013
141 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-2.05 1,000k 12/1/2014
140 Vivienne Investissement
OUESSANT UCITS FUND (A)
-2.01 100k 5/1/2012
139 Superfund Group
Superfund Red USD SICAV
-1.94 10k 3/1/2013
138 Crabel Capital Management
Crabel Multi-Product
-1.75 1,000k 3/1/1998
137 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-1.73 500k 9/1/2015
136 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
-1.69 500k 9/1/2015
135 Quantica Capital AG
1X Quantica Managed Futures Fund
-1.50 100k 1/1/2014
134 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-1.35 100k 4/1/2015
133 Robust Methods LLC
Macro Managed Account
-1.19 5,000k 1/1/2005
132 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.19 250k 10/1/2009
131 Amapa Capital Advisors LLC
Energy Program
-1.18 1,000k 2/1/2015
130 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.15 3,000k 5/1/2010
129 QTS Capital Management, LLC
QTS Partners, L.P.
-1.14 100k 1/1/2011
128 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.10 250k 5/1/2011
127 R Best LLC
World Select Program
-0.97 2,000k 4/1/2016
126 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.80 10,000k 8/1/2007
125 R Best LLC
R Best Private Client Program
-0.78 50k 2/1/2010
124 Bulkara Capital
Bulkara Systematic Fund SP
-0.78 250k 4/1/2014
123 FORT LP
Fort Global Contrarian
-0.76 2,000k 10/1/2002
122 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-0.73 1,000k 10/1/2006
121 QCAM Asset Management AG
Multi-Strategy Vol 10
-0.72 3,000k 8/1/2011
120 Jaguar Investments Ltd
Ultro Capital Strategy
-0.66 1,000k 1/1/2012
119 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.64 100k 2/1/2010
118 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-0.60 10,000k 3/1/1998
117 Soaring Pelican, LLC
Diversified S&P Program
-0.54 100k 1/1/2011
116 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
-0.50 1,000k 6/1/2014
115 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.48 2,000k 10/1/2014
114 Typhon Capital Management, LLC
Helios Deutsche
-0.45 250k 4/1/2014
113 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-0.37 1,000k 5/1/2014
112 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-0.32 100k 12/1/2014
111 Blake Capital Management, Inc.
SRD Short Equities
-0.21 100k 1/1/2011
110 Dreiss Research Corporation
Diversified Program
-0.20 1,000k 5/1/1991
109 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-0.16 1k 6/1/2009
108 Carbide Capital Inc.
Carbide Absolute Return Program
-0.14 200k 9/1/2014
107 Pearl Capital Advisors, LLC
Hedged VIX Program
-0.08 500k 10/1/2015
106 Blake Capital Management, Inc.
SRD Currencies
-0.07 100k 3/1/2013
105 Warrington Asset Management
Tactical Program Client
-0.02 500k 2/1/2015
92 Garraway Capital Management LLP
Garraway Financial Trends
0.00 100k 9/1/2012
93 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
98 Certeza Asset Management
4x Omni
0.00 1,000k 11/1/2014
97 Certeza Asset Management
4x Macro Vega
0.00 1,000k 1/1/2012
94 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
0.00 10,000k 2/1/2006
95 Mesirow Financial Investment Management, Inc.
Emerging Markets Alpha Programme
0.00 10,000k 2/1/2008
96 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
0.00 10,000k 4/1/2004
100 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
0.00 100k 7/1/2013
104 Hehmeyer Capital Management, LLC
Hehmeyer Meat Complex
0.00 100k 11/1/2013
99 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
0.00 250k 3/1/2010
102 Hehmeyer Capital Management, LLC
Hehmeyer Discretionary S&P
0.00 250k 4/1/2016
91 Crabel Capital Management
WPD Crabel Futures Program
0.00 1,000k 7/1/2008
90 Chesapeake Capital
Diversified Plus (HV)
0.00 100k 4/1/1994
103 Enduring Investments LLC
Enduring Commodity Alpha
0.00 500k 9/1/2015
101 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
0.00 500k 8/1/2007
89 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
0.02 1,000k 1/1/2013
88 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
0.13 10,000k 7/1/2008
87 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
0.13 40k 1/1/2016
86 Schindler Capital Management, LLC
Dairy Advantage Program
0.16 200k 8/1/2005
85 514 Capital Partners
514 Fund
0.16 100k 11/1/2013
84 Metolius Capital LLC
Metolius Diversified
0.19 100k 6/1/2010
83 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
0.23 1,000k 3/1/2007
82 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
0.25 500k 1/1/2011
81 NickJen Capital Management & Consultants LLC
NRD-1
0.26 1,000k 4/1/2008
80 Automaton Trading LLC
Diversified
0.33 500k 7/1/2014
79 FTC Capital GmbH
FTC Futures Fund Classic (USD)
0.34 250k 10/1/2010
78 Crediton Hill LLC
Crediton Hill Managed Account Program
0.35 250k 8/1/2013
77 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.35 2,000k 11/1/2011
76 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
0.36 1,000k 2/1/2015
75 Three Rock Capital Management
Global Macro Program
0.36 1,000k 1/1/2009
74 EMC Capital Advisors, LLC
EMC Alpha Program
0.38 5,000k 6/1/2013
73 Orion Asset Management
Algorithmic Trading Program
0.41 10k 1/1/2013
72 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.42 500k 10/1/2014
71 Jaguar Investments Ltd
Aegir Capital Strategy
0.44 1,000k 1/1/2012
70 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.47 1k 10/1/2006
69 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.49 250k 10/1/2011
68 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
0.56 250k 2/1/2016
67 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.56 2,000k 7/1/2016
66 DUNN Capital Management
DUNN WMA Institutional Program
0.57 100k 10/1/2011
65 EMC Capital Advisors, LLC
EMC Alpha Plus Program
0.62 3,000k 5/1/2014
64 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.64 1,000k 3/1/2003
63 ML Systems LLC
Sledon Classic (Client)
0.66 300k 8/1/2014
62 Witter & Lester, Inc.
Redstone
0.68 500k 9/1/1994
61 HPX Financial LLC
HPX Old School Program
0.73 200k 6/1/2006
60 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
0.79 40k 6/1/2015
59 Future Trade AG
Thales Swing Trading Programme
0.79 250k 6/1/2007
58 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.94 1,000k 4/1/2015
57 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.95 500k 8/1/2012
56 ROW Asset Managment
Row Diversified Fund, L.P.
1.02 1,000k 11/1/2011
55 ProfitScore Capital Management
Long/Short US Treasury
1.03 10,000k 10/1/2015
54 Doherty Advisors LLC
Grey Swan Hedge
1.09 10,000k 4/1/2010
53 Warrington Asset Management
Warrington Strategic Program
1.12 50k 1/1/1997
52 Centurion Investment Management Inc.
Zero Margin Program
1.13 1,000k 5/1/2016
51 Greenwave Capital Management
Greenwave Flagship Plus
1.23 1,000k 6/1/2008
50 Millburn Ridgefield Corporation
Commodity Program
1.24 25,000k 3/1/2005
49 dormouse Limited
dormouse - Managed Account
1.37 10,000k 7/1/2011
48 Tianyou Asset Management, LLC
Tianyou Fund LP
1.50 100k 10/1/2012
47 FORT LP
Fort Global Diversified
1.51 2,000k 10/1/1993
46 Doherty Advisors LLC
Compass
1.56 1,000k 6/1/2015
45 Doherty Advisors LLC
Relative Value Growth
1.56 1,000k 6/1/2003
44 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
1.64 250k 7/1/2015
43 Kopis Capital Management, LLC
Commodity Long Short Separate Account
1.78 1,000k 5/1/2015
42 Meliora Capital LLP
Commodity Absolute Return (1x)
1.85 250k 11/1/2014
41 County Cork LLC
RLA I
1.86 500k 1/1/2009
40 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
1.92 100k 11/1/2013
39 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
1.92 50k 9/1/2009
38 Evergreen Commodity Advisors, LLC
Discretionary
1.95 100k 1/1/2015
37 Melissinos Trading
Eupatrid Program
2.17 50k 1/1/2011
36 GammaQ
Commodity Program Managed Account
2.19 3,000k 4/1/2011
35 AG Capital Investments, LLC
Discretionary Global Macro Program
2.30 500k 10/1/2014
34 Greenwave Capital Management
Greenwave Flagship Plus 2x
2.39 1,500k 4/1/2016
33 FORT LP
Global Futures Program (formerly Global Diversified Classic)
2.54 10,000k 10/1/1993
32 Bocken Trading LLC
Discretionary Trading Program
2.54 100k 7/1/2011
31 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
2.65 1,000k 9/1/2012
30 Doherty Advisors LLC
Relative Value Plus
2.65 1,000k 7/1/2011
29 QCAM Asset Management AG
Enhanced Intelligence Strategy (EI)
2.78 3,000k 1/1/2016
28 Gregory P Asset Management LLC
Alternative Multi Strategy
2.90 500k 11/1/2012
27 Worldwide Capital Strategies
Profit Quest Macro World
2.91 100k 1/1/2010
26 Ditsch Trading, LLC
Agricultural Trading Program
3.19 100k 1/1/2011
25 Bensboro Advisors, LLC
Seasonal Spread Trading Program
3.33 500k 1/1/2015
24 Schot Capital
Multi Diversified Program
3.35 1,000k 1/1/2016
23 Prolific Capital Markets, LLC
Prolific Swiss System
3.62 10,000k 1/1/2014
22 Wharton Capital Management
Wharton AG Futures Program
3.63 100k 9/1/2011
21 Eclipse Capital Management
Alpha Asia
3.86 25,000k 1/1/2015
20 Rosetta Capital Management
Macro Program
3.86 50k 1/1/2009
19 Trigon Investment Advisors, LLC
Foreign Exchange Program
4.00 5,000k 8/1/2000
18 GammaQ
Breckhurst Commodity Fund
4.00 1,000k 10/1/2006
17 Alee Capital Management, LLC
Mistral Program
4.28 2,500k 1/1/1999
16 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
4.53 500k 6/1/2007
15 Typhon Capital Management, LLC
Plutus Grain Strategy
4.98 250k 4/1/2008
14 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
5.30 250k 5/1/2013
13 DeltaHedge
VIXVOX 2
5.89 250k 8/1/2015
12 Purple Valley Capital, Inc.
Diversified Trend 1
5.93 100k 8/1/2008
11 Davis Commodities, LLC
Davis Trading Program
5.99 250k 1/1/2016
10 Whitmore Capital Management LLC
Whitmore Capital LP
6.06 250k 6/1/2012
9 Gregory P Asset Management LLC
Low Volatility Income Strategy
6.09 100k 5/1/2015
8 Linnis
Linnis ONE, LP
6.22 100k 8/1/2014
7 DeltaHedge
VIXVOX 1
6.86 250k 8/1/2015
6 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
7.85 20,000k 5/1/2013
5 Red Rock Capital, LLC
Commodity Long-Short
8.12 500k 9/1/2013
4 Eamon Capital
Zephyr Program
8.14 600k 1/1/2016
3 John Locke Investments
Cyril Systematic UCITS Fund
8.72 8,000k 7/1/2000
2 Estlander & Partners
Alpha Trend II - Class P
12.60 100k 12/1/2008
1 Tlaloc Capital LLC
Grains Program
13.67 1,000k 4/1/2010

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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