Flash Report

Stats as of 11/15/2021 2PM CST

Have you seen our updated website?

With a site used by thousands over its 25-year history, IASG works very hard to make sure we stay relevant with updated features and the most free information available in our space. Our industry leading database is used by the largest fund managers all the way down to the next generation of traders studying futures in their university classrooms.  Before we move on to the updates that impact you, first a house cleaning item before you can get started…   

You may have seen more notifications from us lately as we launched the new IASG.com. The updated version is requiring a password refresh. While frustrating, this is in line with security measures that protect your privacy as we could not bring that personal information over because it is shielded even from us. Changing this is easy by clicking on the Forgot password link in the login box. If you do not receive an email immediately, be sure to check your spam folder for the notification. 
> Read more…

Greatest Sale Ending
The greatest sale on IASG is coming to an end as Adalpha Asset Management is changing their fee structure for new investors from 0/30 management and incentive fee to 1/20 effective January 1st, 2021.
» Read more

Established Track Record > 5 Years
CTA/ProgramAssetsOct-21YTDStyle/Sector
Adalpha Asset Management
Diversified Short-Term Program
$48.1M1.237.74Short Term Diversified
Genio Capital Ltd.
PRIMO (2L) Systematic Macro Program
$91M1.774.02Short Term Diversified
Quantica Capital AG
Managed Futures
$744M-4.30-0.77Systematic – Long Term Trend
Fort LP
Global Contrarian
$2,257M5.55-1.14Systematic – Mean Reversion
AG Capital Management Partners, LP
Discretionary Global Macro Program
$80M-3.71-9.80Discretionary Global Macro
S&P 500 Index 6.9126.76 

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Emerging Track Record < 5 Years
CTA/ProgramMin AcctOct-21YTDStyle/Sector
Cayler Capital
Systematic Energy Diversified
$250k4.208.05Energy
Sigma Advanced Capital Management
Carbon Neutral Alpha Program
$400k1.277.68Carbon Neutral Strategy
Covenant Capital Management
Hedged Equity Program
$100k7.9730.99Short Term Vol/Index
Cazadores Investments Limited
Commodity Alpha
$1M-0.408.59Systematic Commodity
Ravinia Investment Management
Algorithmic Multi-Strategy
$100k1.5811.11Short Term Vol/Index
S&P 500 Index 6.9126.76 

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Top Programs Last Month
Managers with assets greater than $10M
CTA/ProgramOctCARORWDD
SMN Investment Services GmbH
Diversified Futures Fund (i14)
10.286.30-45.42
DUNN Capital Management
D’Best Futures Fund, L.P.
10.249.39-52.07
Mulvaney Capital Management
Global Markets Fund
9.8512.81-45.08
KeyQuant
Key Trends
9.088.32-30.24
DUNN Capital Management
World Monetary and Agriculture Program (WMA)
8.7812.79-57.88

> See more

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Top Programs Last 12 Months
Managers with assets greater than $10M
CTA/Program1yrSharpeWDD
Martin Fund Management LLC
Options Program
116.372.27-5.25
Mulvaney Capital Management
Global Markets Fund
86.620.48-45.08
SMN Investment Services GmbH
Diversified Futures Fund (i14)
55.740.43-39.31
Opus Futures LLC
Advanced Ag Futures Trading Program
45.170.45-50.66
Tactical Investment Management
Tactical Institutional Commodity Program
44.620.71-41.53

> See more

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Managers with assets greater than $10M
CTA/Program3yrSharpeWDD
AIS Capital Management, L.P.
MAAP (2x-4x) Composite
166.790.37-78.95
EMC Capital Advisors, LLC
Classic
80.060.53-45.35
Leibniz Group
Systematic Intelligence Vol 20
72.930.75-23.19
Vivienne Investissement
MACH 3
71.130.62-29.61
Quality Capital Management Ltd.
Systematic Macro Programme
70.210.45-53.56

> See more

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


IASG Indexes
CTA/Program IndexOctYTD1yr
Trend Following Strategy Index2.9813.0220.36
Diversified Trader Index2.3410.2813.32
Systematic Trader Index1.817.7710.03
IASG CTA Index1.718.2511.14
Discretionary Trader Index1.788.4511.06

> See all indexes

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Return Summary
Active CTAs/Programs 
As of November 15, 2021287
Through October ’21233 (81%)
Last 60 Days233 (81%)
October 2021 ROR 
Managers with (+)168
Managers with (-)64
Average (+)3.53
Average (-)-2.09%
Highest23.56%
Average1.97%
Lowest-9.71%

> See latest stats

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.