Stats as of 11/15/2021 2PM CST
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.
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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.
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| CTA/Program | Assets | Oct-21 | YTD | Style/Sector | |
| Adalpha Asset Management Diversified Short-Term Program | $48.1M | 1.23 | 7.74 | Short Term Diversified | |
| Genio Capital Ltd. PRIMO (2L) Systematic Macro Program | $91M | 1.77 | 4.02 | Short Term Diversified | |
| Quantica Capital AG Managed Futures | $744M | -4.30 | -0.77 | Systematic – Long Term Trend | |
| Fort LP Global Contrarian | $2,257M | 5.55 | -1.14 | Systematic – Mean Reversion | |
| AG Capital Management Partners, LP Discretionary Global Macro Program | $80M | -3.71 | -9.80 | Discretionary Global Macro | |
| S&P 500 Index | 6.91 | 26.76 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
| CTA/Program | Min Acct | Oct-21 | YTD | Style/Sector | |
| Cayler Capital Systematic Energy Diversified | $250k | 4.20 | 8.05 | Energy | |
| Sigma Advanced Capital Management Carbon Neutral Alpha Program | $400k | 1.27 | 7.68 | Carbon Neutral Strategy | |
| Covenant Capital Management Hedged Equity Program | $100k | 7.97 | 30.99 | Short Term Vol/Index | |
| Cazadores Investments Limited Commodity Alpha | $1M | -0.40 | 8.59 | Systematic Commodity | |
| Ravinia Investment Management Algorithmic Multi-Strategy | $100k | 1.58 | 11.11 | Short Term Vol/Index | |
| S&P 500 Index | 6.91 | 26.76 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
| CTA/Program | Oct | CAROR | WDD | |
| SMN Investment Services GmbH Diversified Futures Fund (i14) | 10.28 | 6.30 | -45.42 | |
| DUNN Capital Management D’Best Futures Fund, L.P. | 10.24 | 9.39 | -52.07 | |
| Mulvaney Capital Management Global Markets Fund | 9.85 | 12.81 | -45.08 | |
| KeyQuant Key Trends | 9.08 | 8.32 | -30.24 | |
| DUNN Capital Management World Monetary and Agriculture Program (WMA) | 8.78 | 12.79 | -57.88 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
| CTA/Program | 1yr | Sharpe | WDD | |
| Martin Fund Management LLC Options Program | 116.37 | 2.27 | -5.25 | |
| Mulvaney Capital Management Global Markets Fund | 86.62 | 0.48 | -45.08 | |
| SMN Investment Services GmbH Diversified Futures Fund (i14) | 55.74 | 0.43 | -39.31 | |
| Opus Futures LLC Advanced Ag Futures Trading Program | 45.17 | 0.45 | -50.66 | |
| Tactical Investment Management Tactical Institutional Commodity Program | 44.62 | 0.71 | -41.53 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
| CTA/Program | 3yr | Sharpe | WDD | |
| AIS Capital Management, L.P. MAAP (2x-4x) Composite | 166.79 | 0.37 | -78.95 | |
| EMC Capital Advisors, LLC Classic | 80.06 | 0.53 | -45.35 | |
| Leibniz Group Systematic Intelligence Vol 20 | 72.93 | 0.75 | -23.19 | |
| Vivienne Investissement MACH 3 | 71.13 | 0.62 | -29.61 | |
| Quality Capital Management Ltd. Systematic Macro Programme | 70.21 | 0.45 | -53.56 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
| CTA/Program Index | Oct | YTD | 1yr | |
| Trend Following Strategy Index | 2.98 | 13.02 | 20.36 | |
| Diversified Trader Index | 2.34 | 10.28 | 13.32 | |
| Systematic Trader Index | 1.81 | 7.77 | 10.03 | |
| IASG CTA Index | 1.71 | 8.25 | 11.14 | |
| Discretionary Trader Index | 1.78 | 8.45 | 11.06 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
| Active CTAs/Programs | |
| As of November 15, 2021 | 287 |
| Through October ’21 | 233 (81%) |
| Last 60 Days | 233 (81%) |
| October 2021 ROR | |
| Managers with (+) | 168 |
| Managers with (-) | 64 |
| Average (+) | 3.53 |
| Average (-) | -2.09% |
| Highest | 23.56% |
| Average | 1.97% |
| Lowest | -9.71% |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.