IASG CTA Index For June 2019

Monthly Rankings

Rank CTA/Program Jun 2019 Min Inv Inception
192 RCMA Capital LLP
Merchant Commodity Fund
-5.70 1,000k 6/1/2004
191 Ditsch Trading, LLC
Agricultural Trading Program
-3.72 100k 1/1/2011
190 Davis Commodities, LLC
Davis Trading Program
-3.54 250k 1/1/2016
189 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
-3.51 50k 10/1/2011
188 Demeter Capital Management
Livestock & Grain Trading Program
-3.42 50k 3/1/2010
187 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-3.28 50k 9/1/2009
186 Vortex
Currency Program
-2.95 500k 1/1/2014
185 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-2.71 100k 12/1/2014
184 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.60 5,000k 8/1/2000
183 Aquantum
Aquantum Commodity Spread Program (ACS)
-2.57 5,000k 7/1/2013
182 Red Rock Capital, LLC
Commodity Long-Short
-2.44 500k 9/1/2013
181 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
-2.44 10,000k 2/1/2006
180 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-2.30 250k 5/1/2013
179 Typhon Capital Management, LLC
Helios Deutsche
-2.28 250k 4/1/2014
178 Soaring Pelican, LLC
Diversified S&P Program
-1.98 100k 1/1/2011
177 County Cork LLC
RLA I
-1.75 500k 1/1/2009
176 Wharton Capital Management
Wharton AG Futures Program
-1.74 100k 9/1/2011
175 Garraway Capital Management LLP
Garraway Financial Trends
-1.66 100k 9/1/2012
174 Whitmore Capital Management LLC
Whitmore Capital LP
-1.60 250k 6/1/2012
173 Silicon Valley Quantitative Advisors
UQP Large
-1.47 500k 1/1/2009
172 Certeza Asset Management
4x Omni
-1.44 1,000k 11/1/2014
171 R Best LLC
World Select Program
-1.44 2,000k 4/1/2016
170 Rosetta Capital Management
Macro Program
-1.43 50k 1/1/2009
169 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.34 250k 5/1/2011
168 Anderson Creek Trading
Standard Diversified Strategy
-1.31 250k 7/1/2014
167 Mesirow Financial Investment Management, Inc.
Emerging Markets Alpha Programme
-1.28 10,000k 2/1/2008
166 Bocken Trading LLC
Discretionary Trading Program
-1.22 100k 7/1/2011
165 R Best LLC
R Best Private Client Program
-1.17 50k 2/1/2010
164 QTS Capital Management, LLC
QTS Partners, L.P.
-1.10 100k 1/1/2011
163 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-1.06 5,000k 6/1/2010
162 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-1.04 5,000k 9/1/2013
161 QTS Capital Management, LLC
Tail Reaper
-0.96 100k 8/1/2012
160 QCAM Asset Management AG
Enhanced Intelligence Strategy (EI)
-0.94 3,000k 1/1/2016
159 Alee Capital Management, LLC
Mistral Program
-0.78 2,500k 1/1/1999
158 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.73 2,000k 10/1/2014
157 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
-0.68 500k 9/1/2015
156 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-0.49 500k 9/1/2015
155 M&R Capital, LLC
Livestock Trading Program
-0.47 100k 1/1/2015
154 DeltaHedge
VIXVOX 1
-0.43 250k 8/1/2015
153 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.43 10,000k 8/1/2007
152 Eclipse Capital Management
Alpha Asia
-0.41 25,000k 1/1/2015
151 Typhon Capital Management, LLC
Vulcan Metals Strategy
-0.34 2,000k 11/1/2011
150 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
-0.34 500k 1/1/2011
149 NickJen Capital Management & Consultants LLC
NRD-1
-0.26 1,000k 4/1/2008
148 Blake Capital Management, Inc.
SRD Currencies
-0.23 100k 3/1/2013
147 Warrington Asset Management
Warrington Strategic Program
-0.18 50k 1/1/1997
146 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
145 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-0.15 20,000k 5/1/2013
144 Certeza Asset Management
4x Macro Vega
-0.12 1,000k 1/1/2012
143 Blake Capital Management, Inc.
SRD Short Equities
-0.11 100k 1/1/2011
142 ProfitScore Capital Management
Long/Short US Treasury
-0.06 10,000k 10/1/2015
141 DeltaHedge
VIXVOX 2
-0.03 250k 8/1/2015
140 HPX Financial LLC
HPX Old School Program
-0.02 200k 6/1/2006
135 GammaQ
Breckhurst Commodity Fund
0.00 1,000k 10/1/2006
132 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
0.00 10,000k 7/1/2008
133 Witter & Lester, Inc.
Redstone
0.00 500k 9/1/1994
122 Doherty Advisors LLC
Relative Value Growth
0.00 1,000k 6/1/2003
138 Doherty Advisors LLC
Orion
0.00 1,000k 6/1/2015
121 Doherty Advisors LLC
Compass
0.00 1,000k 6/1/2015
139 ROW Asset Managment
ROW Diversified 2X Fund, LP
0.00 1,000k 8/1/2016
124 Centurion Investment Management Inc.
Zero Margin Program
0.00 1,000k 5/1/2016
137 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
0.00 1,000k 2/1/2015
128 Emil van Essen
Long-Short Commodity Program - Accelerated
0.00 200k 5/1/2014
127 Emil van Essen
Multi-Strategy Program
0.00 6,000k 5/1/2014
118 GammaQ
Commodity Program Managed Account
0.00 3,000k 4/1/2011
120 Doherty Advisors LLC
Grey Swan Hedge
0.00 10,000k 4/1/2010
136 ISAM
ISAM Systematic Trend (Levitas)
0.00 1,000k 5/1/2010
134 ROW Asset Managment
Row Diversified Fund, L.P.
0.00 1,000k 11/1/2011
123 Doherty Advisors LLC
Relative Value Plus
0.00 1,000k 7/1/2011
129 Jaguar Investments Ltd
Ultro Capital Strategy
0.00 1,000k 1/1/2012
125 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
130 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
0.00 1,000k 9/1/2012
131 Emil van Essen
Long-Short Commodity Program
0.00 1,000k 6/1/2013
126 Witter & Lester, Inc.
Diversified Trading Program
0.00 100k 4/1/2013
119 Emil van Essen
Spread Trading Program Limited
0.00 5,000k 7/1/2013
117 Evergreen Commodity Advisors, LLC
Discretionary
0.03 100k 1/1/2015
116 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
0.07 40k 1/1/2016
115 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
0.08 1,000k 12/1/2014
114 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.12 250k 7/1/2015
113 Meliora Capital LLP
Commodity Absolute Return (1x)
0.12 250k 11/1/2014
112 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.18 2,000k 7/1/2016
111 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
0.19 10,000k 4/1/2004
110 Sandpiper Asset Management
Sandpiper Global Macro Program
0.21 1,000k 8/1/2012
109 Amapa Capital Advisors LLC
Energy Program
0.22 1,000k 2/1/2015
108 Crediton Hill LLC
Crediton Hill Managed Account Program
0.23 250k 8/1/2013
107 Sector Arc Advisors
Global Lean Hog Ag
0.23 250k 10/1/2015
106 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.24 250k 10/1/2009
105 Greenwave Capital Management
Greenwave Flagship Plus
0.25 1,000k 6/1/2008
104 Gregory P Asset Management LLC
Alternative Multi Strategy
0.26 500k 11/1/2012
103 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.26 500k 8/1/2012
102 Buttonwood LLC
Energy Diversified 1
0.27 100k 7/1/2014
101 ML Systems LLC
Sledon Classic (Client)
0.29 300k 8/1/2014
100 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
0.31 100k 11/1/2013
99 Jaguar Investments Ltd
Aegir Capital Strategy
0.33 1,000k 1/1/2012
98 Bensboro Advisors, LLC
Seasonal Spread Trading Program
0.34 500k 1/1/2015
97 Millburn Ridgefield Corporation
Commodity Program
0.44 25,000k 3/1/2005
96 Greenwave Capital Management
Greenwave Flagship Plus 2x
0.47 1,500k 4/1/2016
95 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.50 1,000k 5/1/2014
94 Pearl Capital Advisors, LLC
Hedged VIX Program
0.50 500k 10/1/2015
93 Melissinos Trading
Eupatrid Program
0.51 50k 1/1/2011
92 Bulkara Capital
Bulkara Systematic Fund SP
0.55 250k 4/1/2014
91 Tianyou Asset Management, LLC
Tianyou Fund LP
0.57 100k 10/1/2012
90 Metolius Capital LLC
Metolius Diversified
0.72 100k 6/1/2010
89 Pinstripe Trading, LLC
Standard
0.73 125k 8/1/2009
88 Warrington Asset Management
Tactical Program Client
0.76 500k 2/1/2015
87 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.84 1,000k 4/1/2015
86 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.85 250k 10/1/2011
85 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
0.86 200k 2/1/2016
84 J8 Capital Management LLP
J8 Global Absolute Return Strategy
0.90 500k 1/1/2015
83 Carbide Capital Inc.
Carbide Absolute Return Program
0.97 200k 9/1/2014
82 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
1.00 1,000k 6/1/2014
81 John Locke Investments
Cyril Systematic UCITS Fund
1.07 8,000k 7/1/2000
80 Typhon Capital Management, LLC
Plutus Grain Strategy
1.13 250k 4/1/2008
79 Estlander & Partners
Freedom
1.13 20,000k 8/1/2010
78 Three Rock Capital Management
Global Macro Program
1.15 1,000k 1/1/2009
77 QCAM Asset Management AG
Swarm Strategy
1.24 5,000k 1/1/2016
76 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
1.27 1,000k 3/1/2007
75 Automaton Trading LLC
Diversified
1.31 500k 7/1/2014
74 Paskewitz Asset Management LLC
Multi-strategy Futures Program
1.37 3,000k 5/1/2010
73 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.41 1k 10/1/2006
72 QCAM Asset Management AG
Multi-Strategy Vol 10
1.41 3,000k 8/1/2011
71 Kopis Capital Management, LLC
Commodity Long Short Separate Account
1.48 1,000k 5/1/2015
70 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
1.54 100k 2/1/2010
69 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
1.56 250k 2/1/2016
68 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
1.56 500k 6/1/2007
67 Crabel Capital Management
WPD Crabel Futures Program
1.82 1,000k 7/1/2008
66 Tlaloc Capital LLC
Grains Program
1.83 1,000k 4/1/2010
65 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
1.85 100k 4/1/2015
64 Superfund Group
Superfund Red EUR SICAV
1.87 10k 3/1/2013
63 Gregory P Asset Management LLC
Low Volatility Income Strategy
1.91 100k 5/1/2015
62 Millburn Ridgefield Corporation
Multi-Markets Program
1.93 25,000k 10/1/2004
61 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
1.97 2,000k 7/1/2016
60 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
2.10 40k 6/1/2015
59 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
2.12 1k 6/1/2009
58 DUNN Capital Management
DUNN WMA Institutional Program
2.15 100k 10/1/2011
57 Purple Valley Capital, Inc.
Diversified Trend 1
2.15 100k 8/1/2008
56 Buckingham Global Advisors, LLC
Weekly Emini Program
2.16 200k 3/1/2015
55 Schindler Capital Management, LLC
Dairy Advantage Program
2.20 200k 8/1/2005
54 QCAM Asset Management AG
SWARM 2XL
2.28 2,500k 1/1/2016
53 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
2.35 500k 1/1/2015
52 Superfund Group
Superfund Red USD SICAV
2.55 10k 3/1/2013
51 Prolific Capital Markets, LLC
Prolific Swiss System
2.64 10,000k 1/1/2014
50 FTC Capital GmbH
FTC Futures Fund Classic (USD)
2.71 250k 10/1/2010
49 Tom Capital AG
Tom Capital Growth Fund
2.80 5,000k 12/1/2015
48 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
2.92 1,000k 1/1/2015
47 dormouse Limited
dormouse - Managed Account
3.04 10,000k 7/1/2011
46 dormouse Limited
dormouse Fund B Shares
3.10 10,000k 8/1/2016
45 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
3.11 500k 10/1/2014
44 NuWave Investment Management, LLC
NuWave Matrix Portfolio
3.14 3,000k 9/1/2015
43 Linnis
Linnis ONE, LP
3.28 100k 8/1/2014
42 Urban Tree Capital, LLC
UTC Plus (Client)
3.32 100k 3/1/2013
41 EMC Capital Advisors, LLC
EMC Alpha Program
3.34 5,000k 6/1/2013
40 FORT LP
Fort Global Contrarian
3.38 2,000k 10/1/2002
39 Chesapeake Capital
Diversified Plus (HV)
3.61 100k 4/1/1994
38 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
3.63 100k 4/1/2014
37 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
3.77 100k 10/1/2011
36 EMC Capital Advisors, LLC
EMC Alpha Plus Program
3.84 3,000k 5/1/2014
35 Candriam Investor Group
Alternative Return Systemat
3.85 125k 1/1/2007
34 Crabel Capital Management
Crabel Multi-Product
3.90 1,000k 3/1/1998
33 Alder Capital DAC
CALM Eurozone Equity Program
4.02 100k 5/1/2015
32 Robust Methods LLC
Macro Managed Account
4.06 5,000k 1/1/2005
31 Independent View
IV Quantitative Futures Fund
4.10 100k 11/1/2012
30 Vivienne Investissement
OUESSANT UCITS FUND (A)
4.21 100k 5/1/2012
29 Worldwide Capital Strategies
Profit Quest Macro World
4.21 100k 1/1/2010
28 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
4.33 250k 11/1/1996
27 FORT LP
Fort Global Diversified
4.41 2,000k 10/1/1993
26 Eamon Capital
Zephyr Program
4.56 600k 1/1/2016
25 Turk Capital LLC
US Market Hedge Strategy
4.86 250k 11/1/2015
24 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
4.91 100k 1/1/2014
23 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
5.03 1,000k 1/1/2013
22 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
5.10 50k 7/1/2011
21 Aspect Capital
Aspect Diversified Fund - Class A (USD)
5.11 100k 12/1/1998
20 Tomas Capital Pty Ltd
GCAF | USD
5.11 1,500k 7/1/2011
19 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
5.19 10,000k 3/1/1998
18 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
5.35 1,000k 10/1/2006
17 514 Capital Partners
514 Fund
5.62 100k 11/1/2013
16 Dreiss Research Corporation
Diversified Program
6.01 1,000k 5/1/1991
15 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
6.10 5,000k 11/1/2012
14 FORT LP
Global Futures Program (formerly Global Diversified Classic)
6.14 10,000k 10/1/1993
13 Future Trade AG
Thales Swing Trading Programme
6.28 250k 6/1/2007
12 Quantica Capital AG
1X Quantica Managed Futures Fund
6.30 100k 1/1/2014
11 County Cork LLC
County Cork Macro Equity Hedge
6.41 1,000k 2/1/2016
10 Schot Capital
Multi Diversified Program
6.76 1,000k 1/1/2016
9 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
6.78 1,000k 3/1/2003
8 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
8.43 1,000k 3/1/2003
7 Episteme Capital Partners (US), LLC
Episteme Systematic Quest (ESQ) Composite
8.81 5,000k 9/1/2009
6 Episteme Capital Partners (US), LLC
Episteme Systematic Quest TR (ESQTR) Composite
8.90 5,000k 9/1/2009
5 Estlander & Partners
Alpha Trend II - Class P
9.10 100k 12/1/2008
4 Turk Capital LLC
US Equity Long/Short Strategy
9.71 250k 4/1/2014
3 AG Capital Investments, LLC
Discretionary Global Macro Program
10.21 500k 10/1/2014
2 Vivienne Investissement
MACH 3
12.43 100k 6/1/2015
1 Quantica Capital AG
2X Quantica Managed Futures Fund
12.60 100k 1/1/2014

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