IASG CTA Index
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD |
| 2012 | 0.34 | 0.83 | -1.53 | 0.13 | | | | | | | | | -0.25 | 1.53 |
| 2011 | -0.49 | 1.85 | -1.09 | 3.50 | -2.90 | -2.20 | 2.09 | -0.29 | -0.62 | -2.89 | 0.40 | 0.11 | -2.72 | 6.72 |
| 2010 | -2.06 | 0.83 | 1.92 | 0.93 | -1.06 | 0.75 | -0.04 | 2.46 | 3.10 | 2.97 | -1.84 | 4.65 | 13.08 | 2.06 |
| 2009 | 0.35 | 0.50 | -1.29 | -0.61 | 2.88 | -0.81 | -0.34 | 1.21 | 1.33 | -1.32 | 3.66 | -1.74 | 3.73 | 1.89 |
| 2008 | 3.26 | 8.46 | -0.32 | -0.13 | 2.11 | 3.33 | -2.87 | 0.48 | 0.14 | 4.64 | 2.10 | 2.33 | 25.68 | 2.87 |
| 2007 | 1.12 | -1.57 | -1.91 | 3.17 | 2.34 | 2.24 | -1.80 | -1.73 | 6.54 | 3.28 | 1.34 | 2.74 | 16.54 | 3.50 |
| 2006 | 3.48 | -1.05 | 2.90 | 5.37 | -0.64 | -0.82 | -2.18 | 0.57 | -0.23 | 1.70 | 3.25 | 0.63 | 13.46 | 3.60 |
| 2005 | -2.44 | 1.61 | 0.54 | -2.46 | 2.89 | 2.79 | -0.09 | 1.40 | 1.59 | -0.46 | 4.05 | 1.06 | 10.75 | 2.79 |
| 2004 | 1.06 | 5.99 | 1.46 | -4.50 | -0.14 | -2.58 | 0.12 | -0.63 | 2.35 | 2.77 | 4.90 | 0.20 | 11.06 | 7.56 |
| 2003 | 4.87 | 4.50 | -5.68 | 1.19 | 6.92 | -2.90 | 0.44 | 1.61 | 1.53 | 3.71 | -1.00 | 4.59 | 20.82 | 5.68 |
| 2002 | -0.89 | -2.39 | 1.76 | -1.16 | 3.61 | 7.46 | 4.20 | 3.11 | 4.07 | -3.72 | -1.25 | 7.47 | 23.79 | 4.92 |
| 2001 | 0.92 | -0.02 | 6.06 | -4.29 | 1.30 | -0.31 | 0.46 | 2.30 | 3.61 | 4.94 | -5.45 | 1.54 | 10.97 | 5.45 |
| 2000 | 2.04 | 0.62 | -1.87 | -1.54 | 3.68 | 0.35 | -1.03 | 4.34 | -1.25 | 1.20 | 5.43 | 9.50 | 22.97 | 3.38 |
| 1999 | -2.34 | 3.48 | 0.11 | 3.78 | -2.28 | 3.48 | 0.35 | 0.19 | 0.06 | -5.32 | 3.39 | 2.64 | 7.31 | 5.32 |
| 1998 | 2.51 | -0.17 | 0.37 | -4.70 | 2.18 | -0.09 | -0.03 | 12.54 | 5.57 | -1.65 | -0.28 | 3.14 | 20.05 | 4.70 |
| 1997 | 5.93 | 4.81 | 0.76 | -3.16 | -0.31 | 1.02 | 8.83 | -5.53 | 3.18 | -2.67 | 1.65 | 4.69 | 19.88 | 5.53 |
| 1996 | 3.49 | -6.77 | 2.52 | 9.93 | -4.82 | 1.53 | -5.02 | 1.01 | 8.26 | 10.43 | 8.09 | -4.08 | 24.95 | 8.21 |
| 1995 | -4.01 | 5.80 | 13.44 | 3.31 | 3.91 | -0.08 | -4.40 | 0.90 | -0.89 | -2.35 | 3.74 | 8.30 | 29.62 | 6.71 |
| 1994 | -6.91 | -4.12 | 7.15 | -0.44 | 7.83 | 5.78 | -1.45 | -6.10 | 3.00 | -0.47 | 6.25 | 0.15 | 9.63 | 10.74 |
| 1993 | -0.87 | 7.79 | -0.24 | 6.91 | 3.42 | 2.38 | 7.60 | 0.48 | -1.54 | -0.37 | 2.32 | 7.22 | 40.39 | 1.91 |
| 1992 | -8.01 | -4.32 | -1.39 | -2.49 | -1.50 | 8.07 | 10.21 | 5.31 | -3.35 | -1.34 | 2.50 | -1.72 | 0.43 | 16.64 |
| 1991 | -6.47 | -1.02 | 6.08 | -3.87 | -1.32 | 3.17 | -4.07 | -0.56 | 4.74 | 0.52 | 0.04 | 21.44 | 17.26 | 8.31 |
| 1990 | 4.92 | 7.09 | 8.88 | 11.55 | -9.60 | 6.52 | 11.30 | 10.51 | 5.40 | 0.68 | 2.19 | -1.04 | 73.42 | 9.60 |
| 1989 | -1.71 | -2.36 | 11.14 | -6.18 | 20.11 | -0.87 | 3.04 | -10.32 | -2.66 | -9.95 | 7.64 | 15.72 | 20.21 | 21.39 |
| 1988 | -0.91 | 0.49 | -3.63 | -6.95 | 11.37 | 30.52 | -6.09 | 1.75 | 0.96 | 5.64 | 3.57 | 3.04 | 41.15 | 10.71 |
| 1987 | 16.76 | -1.78 | 7.91 | 31.53 | -1.48 | -2.01 | 5.28 | -4.66 | 1.65 | -6.75 | 8.70 | 4.62 | 70.00 | 9.63 |
| 1986 | 8.08 | 25.25 | 7.94 | -3.75 | 0.53 | -8.46 | 4.11 | 6.79 | -10.58 | -4.41 | -4.51 | 0.69 | 18.27 | 19.62 |
| 1985 | 13.52 | 9.10 | -6.89 | -4.97 | 23.65 | -7.83 | 6.41 | -3.90 | -13.59 | 5.89 | 15.11 | 11.69 | 50.23 | 18.56 |
| 1984 | 3.12 | 1.41 | 2.02 | 1.36 | 7.20 | -4.81 | 9.53 | -6.28 | 8.23 | -3.76 | 4.39 | 8.37 | 33.47 | 6.28 |
| 1983 | 5.95 | -0.64 | -1.23 | -0.08 | 0.90 | -4.42 | 1.52 | 1.90 | -0.10 | -1.04 | -3.44 | -2.66 | -3.69 | 9.10 |
| 1982 | 4.35 | 8.58 | 9.85 | -0.28 | 0.06 | 8.68 | -8.22 | 3.22 | 6.85 | -2.71 | -1.49 | 5.01 | 37.50 | 8.22 |
| 1981 | 11.43 | 10.38 | -7.33 | 9.09 | 7.62 | 10.25 | 6.62 | 0.31 | -2.56 | -3.37 | 7.39 | -7.68 | 47.29 | 7.68 |
| 1980 | 20.48 | 4.16 | 9.42 | -1.83 | 4.77 | 3.44 | 1.91 | -1.44 | -0.85 | 7.69 | 4.21 | 5.95 | 72.99 | 2.28 |
| 1979 | -1.57 | 5.58 | 1.41 | 6.40 | 4.64 | 7.72 | -0.73 | 2.12 | 15.26 | 0.10 | 5.58 | 6.75 | 66.62 | 1.57 |
| 1978 | 5.91 | 4.38 | 14.27 | -13.83 | 10.12 | -1.20 | 7.37 | 1.61 | 5.73 | 11.96 | -11.70 | -3.64 | 30.14 | 14.91 |
| 1977 | | 0.11 | 2.56 | 6.54 | -4.81 | 1.64 | 5.94 | -2.86 | -7.12 | 4.45 | -2.10 | 9.30 | 13.06 | 9.78 |
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 CTA 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.