IASG CTA Index For July 2019

Monthly Rankings

Rank CTA/Program Jul 2019 Min Inv Inception
184 Purple Valley Capital, Inc.
Diversified Trend 1
-17.43 100k 8/1/2008
183 Worldwide Capital Strategies
Profit Quest Macro World
-10.54 100k 1/1/2010
182 AG Capital Investments, LLC
Discretionary Global Macro Program
-6.11 500k 10/1/2014
181 Eamon Capital
Zephyr Program
-5.53 600k 1/1/2016
180 Sandpiper Asset Management
Sandpiper Global Macro Program
-5.46 1,000k 8/1/2012
179 Silicon Valley Quantitative Advisors
UQP Large
-3.99 500k 1/1/2009
178 Demeter Capital Management
Livestock & Grain Trading Program
-3.72 50k 3/1/2010
177 Aquantum
Aquantum Commodity Spread Program (ACS)
-3.67 5,000k 7/1/2013
176 Schot Capital
Multi Diversified Program
-3.01 1,000k 1/1/2016
175 M&R Capital, LLC
Livestock Trading Program
-2.33 100k 1/1/2015
174 Anderson Creek Trading
Standard Diversified Strategy
-2.32 250k 7/1/2014
173 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
-2.04 500k 10/1/2014
172 SteppenWolf Capital LLC
Enhanced Intelligence Strategy (EI)
-1.92 3,000k 1/1/2016
171 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-1.86 1,000k 3/1/2007
170 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.86 5,000k 8/1/2000
169 ProfitScore Capital Management
Long/Short US Treasury
-1.83 10,000k 10/1/2015
168 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
-1.70 1,000k 6/1/2014
167 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
-1.63 1,000k 9/1/2012
166 Ditsch Trading, LLC
Agricultural Trading Program
-1.62 100k 1/1/2011
165 SteppenWolf Capital LLC
SWARM 2XL
-1.46 2,500k 1/1/2016
164 Davis Commodities, LLC
Davis Trading Program
-1.32 250k 1/1/2016
163 Emil van Essen
Long-Short Commodity Program
-1.28 1,000k 6/1/2013
162 Emil van Essen
Long-Short Commodity Program - Accelerated
-1.27 200k 5/1/2014
161 Superfund Group
Superfund Red EUR SICAV
-1.27 10k 3/1/2013
160 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-1.24 1,000k 5/1/2015
159 Eclipse Capital Management
Alpha Asia
-1.21 25,000k 1/1/2015
158 Red Rock Capital, LLC
Commodity Long-Short
-1.15 500k 9/1/2013
157 R Best LLC
R Best Private Client Program
-1.15 50k 2/1/2010
156 Bocken Trading LLC
Discretionary Trading Program
-1.04 100k 7/1/2011
155 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.02 250k 10/1/2009
154 Typhon Capital Management, LLC
Plutus Grain Strategy
-0.95 250k 4/1/2008
153 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-0.93 40k 6/1/2015
152 SteppenWolf Capital LLC
Multi-Strategy Vol 10
-0.85 3,000k 8/1/2011
151 Emil van Essen
Multi-Strategy Program
-0.83 6,000k 5/1/2014
150 Superfund Group
Superfund Red USD SICAV
-0.83 10k 3/1/2013
149 Rosetta Capital Management
Macro Program
-0.76 50k 1/1/2009
148 SteppenWolf Capital LLC
Swarm Strategy
-0.73 5,000k 1/1/2016
147 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-0.61 500k 6/1/2007
146 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.56 2,000k 7/1/2016
145 Metolius Capital LLC
Metolius Diversified
-0.49 100k 6/1/2010
144 Gregory P Asset Management LLC
Alternative Multi Strategy
-0.45 500k 11/1/2012
143 Prolific Capital Markets, LLC
Prolific Swiss System
-0.42 10,000k 1/1/2014
142 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-0.38 500k 1/1/2015
141 County Cork LLC
RLA I
-0.38 500k 1/1/2009
140 Seven Capital Management
Seven Absolute Return
-0.37 100k 6/1/2009
139 Carbide Capital Inc.
Carbide Hedge Progam
-0.37 1,000k 9/1/2016
138 Sector Arc Advisors
Global Lean Hog Ag
-0.32 250k 10/1/2015
137 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.31 2,000k 10/1/2014
136 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-0.30 250k 5/1/2013
135 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-0.29 500k 9/1/2015
134 Linnis
Linnis ONE, LP
-0.28 100k 8/1/2014
133 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.25 10,000k 8/1/2007
132 ML Systems LLC
Sledon Classic (Client)
-0.23 300k 8/1/2014
131 Amapa Capital Advisors LLC
Energy Program
-0.21 1,000k 2/1/2015
130 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
-0.17 500k 9/1/2015
129 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
128 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-0.12 5,000k 11/1/2012
127 Blake Capital Management, Inc.
SRD Currencies
-0.07 100k 3/1/2013
126 Three Rock Capital Management
Global Macro Program
-0.06 1,000k 1/1/2009
125 Typhon Capital Management, LLC
Vulcan Metals Strategy
-0.06 2,000k 11/1/2011
124 R Best LLC
World Select Program
-0.05 2,000k 4/1/2016
123 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.04 250k 7/1/2015
122 Schindler Capital Management, LLC
Dairy Advantage Program
-0.03 200k 8/1/2005
121 HPX Financial LLC
HPX Old School Program
-0.03 200k 6/1/2006
106 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
0.00 500k 1/1/2015
107 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
108 Witter & Lester, Inc.
Redstone
0.00 500k 9/1/1994
109 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
0.00 10,000k 2/1/2006
110 Mesirow Financial Investment Management, Inc.
Emerging Markets Alpha Programme
0.00 10,000k 2/1/2008
111 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
0.00 10,000k 4/1/2004
112 QTS Capital Management, LLC
Tail Reaper
0.00 100k 8/1/2012
113 GammaQ
Commodity Program Managed Account
0.00 3,000k 4/1/2011
114 NickJen Capital Management & Consultants LLC
NRD-1
0.00 1,000k 4/1/2008
115 Witter & Lester, Inc.
Diversified Trading Program
0.00 100k 4/1/2013
116 RCMA Capital LLP
Merchant Commodity Fund
0.00 1,000k 6/1/2004
117 Buttonwood LLC
Energy Diversified 1
0.00 100k 7/1/2014
118 GammaQ
Breckhurst Commodity Fund
0.00 1,000k 10/1/2006
119 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
120 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.00 100k 4/1/2015
105 Emil van Essen
Spread Trading Program Limited
0.01 5,000k 7/1/2013
104 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
0.03 10,000k 7/1/2008
103 Tlaloc Capital LLC
Grains Program
0.04 1,000k 4/1/2010
102 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
0.06 40k 1/1/2016
101 Alder Capital DAC
CALM Eurozone Equity Program
0.10 100k 5/1/2015
100 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
0.12 1,000k 2/1/2015
99 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.15 3,000k 5/1/2010
98 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
0.16 60k 9/1/2016
97 Warrington Asset Management
Warrington Strategic Program
0.25 50k 1/1/1997
96 Crediton Hill LLC
Crediton Hill Managed Account Program
0.27 250k 8/1/2013
95 Crabel Capital Management
Crabel Multi-Product
0.29 1,000k 3/1/1998
94 Pearl Capital Advisors, LLC
Hedged VIX Program
0.34 500k 10/1/2015
93 Greenwave Capital Management
Greenwave Flagship Plus
0.37 1,000k 6/1/2008
92 Turk Capital LLC
US Market Hedge Strategy
0.43 250k 11/1/2015
91 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.43 100k 4/1/2014
90 Rivoli Fund Management
Long/Short Bond Fund (Class P)
0.43 5,000k 12/1/2001
89 Pinstripe Trading, LLC
Standard
0.58 125k 8/1/2009
88 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.62 1,000k 4/1/2015
87 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
0.62 50k 10/1/2011
86 Carbide Capital Inc.
Carbide Absolute Return Program
0.68 200k 9/1/2014
85 Certeza Asset Management
4x Macro Vega
0.69 1,000k 1/1/2012
84 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
0.73 250k 2/1/2016
83 Greenwave Capital Management
Greenwave Flagship Plus 2x
0.74 1,500k 4/1/2016
82 Warrington Asset Management
Tactical Program Client
0.76 500k 2/1/2015
81 Tianyou Asset Management, LLC
Tianyou Fund LP
0.81 100k 10/1/2012
80 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.81 1,000k 3/1/2003
79 Blake Capital Management, Inc.
SRD Short Equities
0.81 100k 1/1/2011
78 Bensboro Advisors, LLC
Seasonal Spread Trading Program
0.82 500k 1/1/2015
77 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
0.84 50k 9/1/2009
76 Alee Capital Management, LLC
Mistral Program
0.85 2,500k 1/1/1999
75 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
0.98 100k 1/1/2014
74 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.99 50k 7/1/2011
73 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
1.00 200k 2/1/2016
72 Tom Capital AG
Tom Capital Growth Fund
1.00 5,000k 12/1/2015
71 Turk Capital LLC
US Equity Long/Short Strategy
1.00 250k 4/1/2014
70 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
1.02 100k 10/1/2011
69 dormouse Limited
dormouse - Managed Account
1.03 10,000k 7/1/2011
68 Tomas Capital Pty Ltd
GCAF | USD
1.06 1,500k 7/1/2011
67 dormouse Limited
dormouse Fund B Shares
1.12 10,000k 8/1/2016
66 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
1.13 500k 1/1/2011
65 Gregory P Asset Management LLC
Low Volatility Income Strategy
1.17 100k 5/1/2015
64 Automaton Trading LLC
Diversified
1.21 500k 7/1/2014
63 Buckingham Global Advisors, LLC
Weekly Emini Program
1.22 200k 3/1/2015
62 EMC Capital Advisors, LLC
EMC Alpha Program
1.22 5,000k 6/1/2013
61 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
1.22 2,000k 7/1/2016
60 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
1.28 1,000k 12/1/2014
59 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
1.35 100k 2/1/2010
58 Crabel Capital Management
WPD Crabel Futures Program
1.38 1,000k 7/1/2008
57 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.41 3,000k 5/1/2014
56 QTS Capital Management, LLC
QTS Partners, L.P.
1.45 100k 1/1/2011
55 Certeza Asset Management
4x Omni
1.46 1,000k 11/1/2014
54 Bulkara Capital
Bulkara Systematic Fund SP
1.47 250k 4/1/2014
53 County Cork LLC
County Cork Macro Equity Hedge
1.50 1,000k 2/1/2016
52 FORT LP
Fort Global Diversified
1.53 2,000k 10/1/1993
51 514 Capital Partners
514 Fund
1.65 100k 11/1/2013
50 Soaring Pelican, LLC
Diversified S&P Program
1.72 100k 1/1/2011
49 Typhon Capital Management, LLC
Helios Deutsche
1.72 250k 4/1/2014
48 Vivienne Investissement
OUESSANT UCITS FUND (A)
1.73 100k 5/1/2012
47 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
1.78 20,000k 5/1/2013
46 FORT LP
Global Futures Program (formerly Global Diversified Classic)
1.79 10,000k 10/1/1993
45 Meliora Capital LLP
Commodity Absolute Return (1x)
2.08 250k 11/1/2014
44 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
2.20 5,000k 9/1/2009
43 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.24 1,000k 3/1/2003
42 Jaguar Investments Ltd
Aegir Capital Strategy
2.28 1,000k 1/1/2012
41 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
2.29 5,000k 9/1/2013
40 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
2.30 5,000k 9/1/2009
39 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.32 5,000k 6/1/2010
38 FORT LP
Fort Global Contrarian
2.35 2,000k 10/1/2002
37 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
2.40 100k 11/1/2013
36 DUNN Capital Management
DUNN WMA Institutional Program
2.50 100k 10/1/2011
35 FTC Capital GmbH
FTC Futures Fund Classic (USD)
2.53 250k 10/1/2010
34 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
2.53 1,000k 5/1/2014
33 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
2.53 1,000k 10/1/2006
32 Chesapeake Capital
Diversified Plus (HV)
2.54 100k 4/1/1994
31 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
2.58 250k 10/1/2011
30 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.63 1k 10/1/2006
29 Future Trade AG
Thales Swing Trading Programme
2.67 250k 6/1/2007
28 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
2.75 1,000k 1/1/2015
27 Whitmore Capital Management LLC
Whitmore Capital LP
2.92 250k 6/1/2012
26 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
3.05 10,000k 3/1/1998
25 DeltaHedge
VIXVOX 2
3.13 250k 8/1/2015
24 Urban Tree Capital, LLC
UTC Plus (Client)
3.40 100k 3/1/2013
23 Robust Methods LLC
Macro Managed Account
3.44 5,000k 1/1/2005
22 Estlander & Partners
Alpha Trend II - Class P
3.45 100k 12/1/2008
21 Dixon Midland Company LLC
Dixon Midland Diversified LLC
3.48 250k 5/1/2011
20 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
3.58 100k 12/1/2014
19 Quantica Capital AG
1X Quantica Managed Futures Fund
3.60 100k 1/1/2014
18 Evergreen Commodity Advisors, LLC
Discretionary
3.66 100k 1/1/2015
17 Wharton Capital Management
Wharton AG Futures Program
3.85 100k 9/1/2011
16 Independent View
IV Quantitative Futures Fund
3.87 100k 11/1/2012
15 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
3.91 250k 11/1/1996
14 Vortex
Currency Program
3.93 500k 1/1/2014
13 ISAM
ISAM Systematic Trend (Levitas)
3.93 1,000k 5/1/2010
12 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
4.16 1,000k 1/1/2013
11 Melissinos Trading
Eupatrid Program
4.20 50k 1/1/2011
10 Aspect Capital
Aspect Diversified Fund - Class A (USD)
4.30 100k 12/1/1998
9 Estlander & Partners
Freedom
4.44 20,000k 8/1/2010
8 NuWave Investment Management, LLC
NuWave Matrix Portfolio
4.63 3,000k 9/1/2015
7 DeltaHedge
VIXVOX 1
4.81 250k 8/1/2015
6 Garraway Capital Management LLP
Garraway Financial Trends
4.97 100k 9/1/2012
5 John Locke Investments
Cyril Systematic UCITS Fund
5.09 8,000k 7/1/2000
4 Vivienne Investissement
MACH 3
5.25 100k 6/1/2015
3 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
5.27 1k 6/1/2009
2 Quantica Capital AG
2X Quantica Managed Futures Fund
6.80 100k 1/1/2014
1 Dreiss Research Corporation
Diversified Program
9.82 1,000k 5/1/1991

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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