IASG CTA Index For August 2019

Monthly Rankings

Rank CTA/Program Aug 2019 Min Inv Inception
183 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
-14.47 50k 10/1/2011
182 DeltaHedge
VIXVOX 1
-8.22 250k 8/1/2015
181 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
-7.74 1,000k 1/1/2015
180 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-6.28 5,000k 11/1/2012
179 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-6.21 100k 4/1/2014
178 Emil van Essen
Long-Short Commodity Program - Accelerated
-5.84 200k 5/1/2014
177 Pearl Capital Advisors, LLC
Hedged VIX Program
-5.32 500k 10/1/2015
176 DeltaHedge
VIXVOX 2
-5.31 250k 8/1/2015
175 Future Trade AG
Thales Swing Trading Programme
-4.59 250k 6/1/2007
174 QCAM Asset Management AG
SWARM 2XL
-4.52 2,500k 1/1/2016
173 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-4.51 5,000k 9/1/2013
172 Emil van Essen
Long-Short Commodity Program
-4.46 1,000k 6/1/2013
171 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-4.20 250k 5/1/2013
170 M&R Capital, LLC
Livestock Trading Program
-4.18 100k 1/1/2015
169 Pinstripe Trading, LLC
Standard
-4.18 125k 8/1/2009
168 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-4.05 1,000k 5/1/2015
167 Urban Tree Capital, LLC
UTC Plus (Client)
-3.71 100k 3/1/2013
166 Typhon Capital Management, LLC
Plutus Grain Strategy
-3.42 250k 4/1/2008
165 Ditsch Trading, LLC
Agricultural Trading Program
-3.33 100k 1/1/2011
164 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-3.31 50k 9/1/2009
163 Rosetta Capital Management
Macro Program
-3.25 50k 1/1/2009
162 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-2.98 1,000k 12/1/2014
161 Turk Capital LLC
US Equity Long/Short Strategy
-2.97 250k 4/1/2014
160 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
-2.66 1,000k 2/1/2015
159 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.63 5,000k 6/1/2010
158 Emil van Essen
Multi-Strategy Program
-2.51 6,000k 5/1/2014
157 Tlaloc Capital LLC
Grains Program
-2.47 1,000k 4/1/2010
156 Superfund Group
Superfund Red EUR SICAV
-2.27 10k 3/1/2013
155 QCAM Asset Management AG
Swarm Strategy
-2.26 5,000k 1/1/2016
154 GammaQ
Breckhurst Commodity Fund
-2.24 1,000k 10/1/2006
153 Superfund Group
Superfund Red USD SICAV
-2.13 10k 3/1/2013
152 Aquantum
Aquantum Commodity Spread Program (ACS)
-1.97 5,000k 7/1/2013
151 Sector Arc Advisors
Global Lean Hog Ag
-1.95 250k 10/1/2015
150 Gregory P Asset Management LLC
Low Volatility Income Strategy
-1.81 100k 5/1/2015
149 Demeter Capital Management
Livestock & Grain Trading Program
-1.77 50k 3/1/2010
148 Crabel Capital Management
WPD Crabel Futures Program
-1.56 1,000k 7/1/2008
147 Turk Capital LLC
US Market Hedge Strategy
-1.46 250k 11/1/2015
146 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-1.42 100k 10/1/2011
145 Bocken Trading LLC
Discretionary Trading Program
-1.38 100k 7/1/2011
144 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.37 3,000k 5/1/2010
143 Tom Capital AG
Tom Capital Growth Fund
-1.30 5,000k 12/1/2015
142 Emil van Essen
Spread Trading Program Limited
-1.25 5,000k 7/1/2013
141 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-1.23 100k 1/1/2014
140 ProfitScore Capital Management
Long/Short US Treasury
-1.18 10,000k 10/1/2015
139 Schindler Capital Management, LLC
Dairy Advantage Program
-1.07 200k 8/1/2005
138 GammaQ
Commodity Program Managed Account
-1.05 3,000k 4/1/2011
137 Buttonwood LLC
Energy Diversified 1
-1.01 100k 7/1/2014
136 RCMA Capital LLP
Merchant Commodity Fund
-1.00 1,000k 6/1/2004
135 Meliora Capital LLP
Commodity Absolute Return (1x)
-0.88 250k 11/1/2014
134 QCAM Asset Management AG
Enhanced Intelligence Strategy (EI)
-0.65 3,000k 1/1/2016
133 JTM Capital Management LLC
JTM Absolute Return Strategy
-0.56 100k 10/1/2016
132 Typhon Capital Management, LLC
Vulcan Metals Strategy
-0.48 2,000k 11/1/2011
131 County Cork LLC
RLA I
-0.39 500k 1/1/2009
130 Blake Capital Management, Inc.
SRD Short Equities
-0.33 100k 1/1/2011
129 NickJen Capital Management & Consultants LLC
NRD-1
-0.31 1,000k 4/1/2008
128 QCAM Asset Management AG
Multi-Strategy Vol 10
-0.27 3,000k 8/1/2011
127 Blake Capital Management, Inc.
SRD Currencies
-0.25 100k 3/1/2013
126 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
-0.24 100k 11/1/2013
125 County Cork LLC
County Cork Macro Equity Hedge
-0.22 1,000k 2/1/2016
124 Warrington Asset Management
Tactical Program Client
-0.17 500k 2/1/2015
123 Whitmore Capital Management LLC
Whitmore Capital LP
-0.06 250k 6/1/2012
122 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
-0.06 500k 9/1/2015
121 Jaguar Investments Ltd
Aegir Capital Strategy
-0.01 1,000k 1/1/2012
118 Alder Capital DAC
CALM Eurozone Equity Program
0.00 100k 5/1/2015
114 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.00 5,000k 8/1/2000
115 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.00 10,000k 8/1/2007
113 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
0.00 1,000k 9/1/2012
110 Greenwave Capital Management
Greenwave Flagship Plus
0.00 1,000k 6/1/2008
117 Greenwave Capital Management
Greenwave Flagship Plus 2x
0.00 1,500k 4/1/2016
116 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
0.00 10,000k 7/1/2008
112 Garraway Capital Management LLP
Garraway Financial Trends
0.00 100k 9/1/2012
111 HPX Financial LLC
HPX Old School Program
0.00 200k 6/1/2006
120 Davis Commodities, LLC
Davis Trading Program
0.00 250k 1/1/2016
119 J8 Capital Management LLP
J8 Global Absolute Return Strategy
0.00 500k 1/1/2015
109 Warrington Asset Management
Warrington Strategic Program
0.01 50k 1/1/1997
108 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
0.05 40k 1/1/2016
107 Amapa Capital Advisors LLC
Energy Program
0.05 1,000k 2/1/2015
106 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
0.06 100k 12/1/2014
105 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
0.10 1,000k 6/1/2014
104 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.15 250k 10/1/2009
103 Gregory P Asset Management LLC
Alternative Multi Strategy
0.15 500k 11/1/2012
102 Bulkara Capital
Bulkara Systematic Fund SP
0.18 250k 4/1/2014
101 Crediton Hill LLC
Crediton Hill Managed Account Program
0.20 250k 8/1/2013
100 Independent View
IV Quantitative Futures Fund
0.32 100k 11/1/2012
99 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.43 1,000k 4/1/2015
98 Carbide Capital Inc.
Carbide Hedge Progam
0.54 1,000k 9/1/2016
97 Typhon Capital Management, LLC
Helios Deutsche
0.55 250k 4/1/2014
96 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.71 250k 7/1/2015
95 Automaton Trading LLC
Diversified
0.71 500k 7/1/2014
94 Carbide Capital Inc.
Carbide Absolute Return Program
0.73 200k 9/1/2014
93 Vivienne Investissement
OUESSANT UCITS FUND (A)
0.74 100k 5/1/2012
92 Glendorn Capital Management LLC
MultiWeek Trading Strategy
0.75 1,500k 10/1/2016
91 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
0.77 250k 11/1/1996
90 Linnis
Linnis ONE, LP
0.78 100k 8/1/2014
89 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
0.82 250k 2/1/2016
88 Orion Asset Management
Algorithmic Trading Program
0.87 10k 1/1/2013
87 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
0.95 500k 6/1/2007
86 Dynamica Global Investments
Dynamica Commodity Trading Strategy
0.96 500k 9/1/2015
85 R Best LLC
R Best Private Client Program
1.02 50k 2/1/2010
84 NuWave Investment Management, LLC
Commodity Value Portfolio
1.03 2,000k 10/1/2014
83 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
1.03 200k 2/1/2016
82 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
1.03 250k 10/1/2011
81 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
1.04 10,000k 2/1/2006
80 Vortex
Currency Program
1.18 500k 1/1/2014
79 Evergreen Commodity Advisors, LLC
Discretionary
1.21 100k 1/1/2015
78 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
1.22 1,000k 3/1/2007
77 Buckingham Global Advisors, LLC
Weekly Emini Program
1.27 200k 3/1/2015
76 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
1.44 100k 4/1/2015
75 Certeza Asset Management
4x Macro Vega
1.74 1,000k 1/1/2012
74 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
1.88 100k 2/1/2010
73 FORT LP
Fort Global Contrarian
2.14 2,000k 10/1/2002
72 Vivienne Investissement
MACH 3
2.20 100k 6/1/2015
71 Certeza Asset Management
4x Omni
2.26 1,000k 11/1/2014
70 Bensboro Advisors, LLC
Seasonal Spread Trading Program
2.27 500k 1/1/2015
69 Episteme Capital Partners (US), LLC
Episteme Systematic Quest (ESQ) Composite
2.37 5,000k 9/1/2009
68 NuWave Investment Management, LLC
Short-Term Futures Portfolio
2.39 2,000k 7/1/2016
67 361 Capital LLC
361 Global Managed Futures Strategy Fund
2.39 2,000k 3/1/2014
66 John Locke Investments
Cyril Systematic UCITS Fund
2.47 8,000k 7/1/2000
65 Tianyou Asset Management, LLC
Tianyou Fund LP
2.48 100k 10/1/2012
64 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
2.56 60k 9/1/2016
63 dormouse Limited
dormouse - Managed Account
2.56 10,000k 7/1/2011
62 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.59 1k 10/1/2006
61 Episteme Capital Partners (US), LLC
Episteme Systematic Quest TR (ESQTR) Composite
2.60 5,000k 9/1/2009
60 Three Rock Capital Management
Global Macro Program
2.66 1,000k 1/1/2009
59 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
2.82 2,000k 7/1/2016
58 R Best LLC
World Select Program
2.83 2,000k 4/1/2016
57 dormouse Limited
dormouse Fund B Shares
2.84 10,000k 8/1/2016
56 Seven Capital Management
Seven Absolute Return
2.92 100k 6/1/2009
55 Schot Capital
Multi Diversified Program
3.09 1,000k 1/1/2016
54 Metolius Capital LLC
Metolius Diversified
3.12 100k 6/1/2010
53 QTS Capital Management, LLC
QTS Partners, L.P.
3.37 100k 1/1/2011
52 FORT LP
Fort Global Diversified
3.38 2,000k 10/1/1993
51 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
3.43 500k 1/1/2011
50 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
3.48 1,000k 5/1/2014
49 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
3.50 1,000k 3/1/2003
48 EMC Capital Advisors, LLC
EMC Alpha Program
3.60 5,000k 6/1/2013
47 Eclipse Capital Management
Alpha Asia
3.62 25,000k 1/1/2015
46 EMC Capital Advisors, LLC
EMC Alpha Plus Program
3.65 3,000k 5/1/2014
45 Anderson Creek Trading
Standard Diversified Strategy
3.68 250k 7/1/2014
44 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
3.70 500k 10/1/2014
43 Crabel Capital Management
Crabel Multi-Product
3.72 1,000k 3/1/1998
42 NuWave Investment Management, LLC
NuWave Matrix Portfolio
3.73 3,000k 9/1/2015
41 ISAM
ISAM Systematic Trend (Levitas)
3.90 1,000k 5/1/2010
40 Mesirow Financial Investment Management, Inc.
Emerging Markets Alpha Programme
3.90 10,000k 2/1/2008
39 Chesapeake Capital
Diversified Plus (HV)
3.91 100k 4/1/1994
38 Quantica Capital AG
1X Quantica Managed Futures Fund
4.00 100k 1/1/2014
37 Rivoli Fund Management
Long/Short Bond Fund (Class P)
4.14 5,000k 12/1/2001
36 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
4.16 1k 6/1/2009
35 Red Rock Capital, LLC
Commodity Long-Short
4.38 500k 9/1/2013
34 FORT LP
Global Futures Program (formerly Global Diversified Classic)
4.39 10,000k 10/1/1993
33 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
4.65 1,000k 1/1/2013
32 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.73 1,000k 3/1/2003
31 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
4.90 10,000k 4/1/2004
30 QTS Capital Management, LLC
Tail Reaper
5.19 100k 8/1/2012
29 Alee Capital Management, LLC
Mistral Program
5.29 2,500k 1/1/1999
28 514 Capital Partners
514 Fund
5.40 100k 11/1/2013
27 DUNN Capital Management
DUNN WMA Institutional Program
5.47 100k 10/1/2011
26 AG Capital Investments, LLC
Discretionary Global Macro Program
5.54 500k 10/1/2014
25 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
5.82 50k 7/1/2011
24 ML Systems LLC
Sledon Classic (Client)
5.86 300k 8/1/2014
23 Tomas Capital Pty Ltd
GCAF | USD
6.07 1,500k 7/1/2011
22 FTC Capital GmbH
FTC Futures Fund Classic (USD)
6.32 250k 10/1/2010
21 Dixon Midland Company LLC
Dixon Midland Diversified LLC
6.85 250k 5/1/2011
20 Eamon Capital
Zephyr Program
6.94 600k 1/1/2016
19 Aspect Capital
Aspect Diversified Fund - Class A (USD)
7.05 100k 12/1/1998
18 Sandpiper Asset Management
Sandpiper Global Macro Program
7.23 1,000k 8/1/2012
17 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
7.28 1,000k 10/1/2006
16 Soaring Pelican, LLC
Diversified S&P Program
7.40 100k 1/1/2011
15 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
7.69 20,000k 5/1/2013
14 Prolific Capital Markets, LLC
Prolific Swiss System
7.78 10,000k 1/1/2014
13 Silicon Valley Quantitative Advisors
UQP Large
7.85 500k 1/1/2009
12 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
8.01 10,000k 3/1/1998
11 Quantica Capital AG
2X Quantica Managed Futures Fund
8.10 100k 1/1/2014
10 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
8.13 40k 6/1/2015
9 Melissinos Trading
Eupatrid Program
8.15 50k 1/1/2011
8 Wharton Capital Management
Wharton AG Futures Program
8.19 100k 9/1/2011
7 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
8.22 25k 2/1/2016
6 Candriam Investor Group
Alternative Return Systemat
9.16 125k 1/1/2007
5 Estlander & Partners
Freedom
9.24 20,000k 8/1/2010
4 Worldwide Capital Strategies
Profit Quest Macro World
13.66 100k 1/1/2010
3 Estlander & Partners
Alpha Trend II - Class P
18.68 100k 12/1/2008
2 Purple Valley Capital, Inc.
Diversified Trend 1
24.84 100k 8/1/2008
1 Dreiss Research Corporation
Diversified Program
26.01 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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