IASG CTA Index
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD |
| 2013 | 1.14 | -0.96 | 0.39 | 1.13 | | | | | | | | | 1.70 | 0.96 |
| 2012 | 0.51 | 0.95 | -1.36 | -0.10 | 3.12 | -2.09 | 2.37 | -0.12 | -0.66 | -2.09 | -0.10 | 0.59 | 0.88 | 2.95 |
| 2011 | -0.48 | 1.80 | -0.67 | 3.34 | -2.60 | -2.03 | 2.28 | 0.40 | 0.21 | -2.68 | 0.38 | 0.20 | -0.06 | 4.58 |
| 2010 | -1.66 | 1.11 | 1.97 | 0.92 | -1.12 | 1.07 | 0.04 | 2.45 | 3.10 | 3.13 | -1.73 | 4.30 | 14.21 | 1.73 |
| 2009 | 0.46 | 0.42 | -1.35 | -0.28 | 3.29 | -0.63 | -0.31 | 1.58 | 1.62 | -0.98 | 4.00 | -1.66 | 6.14 | 1.66 |
| 2008 | 3.12 | 8.23 | -0.44 | -0.25 | 1.83 | 3.31 | -2.61 | 0.69 | 0.29 | 4.13 | 2.27 | 2.44 | 25.09 | 2.61 |
| 2007 | 1.34 | -1.79 | -1.77 | 3.37 | 2.22 | 2.14 | -1.86 | -2.10 | 6.80 | 3.45 | 1.09 | 2.96 | 16.59 | 3.91 |
| 2006 | 3.41 | -0.89 | 2.96 | 5.46 | -0.98 | -1.23 | -2.32 | 0.70 | -0.37 | 1.58 | 3.25 | 0.77 | 12.71 | 4.47 |
| 2005 | -2.42 | 1.71 | 0.41 | -2.32 | 3.05 | 2.97 | 0.06 | 1.44 | 1.70 | -0.93 | 4.35 | 0.88 | 11.20 | 2.66 |
| 2004 | 1.22 | 6.14 | 1.45 | -4.84 | -0.16 | -2.73 | -0.05 | -0.67 | 2.28 | 2.75 | 5.38 | 0.31 | 11.08 | 8.25 |
| 2003 | 5.10 | 4.85 | -5.82 | 1.23 | 7.05 | -2.76 | 0.35 | 1.82 | 1.49 | 3.82 | -1.04 | 4.70 | 21.99 | 5.82 |
| 2002 | -1.07 | -2.28 | 1.65 | -1.49 | 3.94 | 7.59 | 4.42 | 3.15 | 4.44 | -3.88 | -1.27 | 7.74 | 24.52 | 5.10 |
| 2001 | 1.08 | 0.20 | 6.39 | -4.57 | 1.26 | -0.41 | 0.33 | 2.57 | 3.76 | 5.04 | -5.60 | 1.28 | 11.19 | 5.60 |
| 2000 | 1.95 | 0.99 | -1.98 | -1.53 | 3.57 | 0.26 | -1.11 | 4.38 | -1.09 | 0.85 | 5.52 | 9.87 | 23.17 | 3.48 |
| 1999 | -2.42 | 3.73 | 0.08 | 4.00 | -2.57 | 3.59 | 0.31 | 0.25 | 0.06 | -5.37 | 3.52 | 2.64 | 7.56 | 5.37 |
| 1998 | 2.64 | -0.25 | 0.21 | -5.05 | 2.37 | -0.07 | -0.03 | 12.91 | 5.45 | -1.47 | -0.24 | 3.17 | 20.30 | 5.09 |
| 1997 | 6.14 | 5.09 | 0.87 | -3.40 | -0.51 | 1.01 | 8.93 | -5.90 | 3.31 | -2.99 | 1.93 | 4.91 | 19.99 | 5.90 |
| 1996 | 3.66 | -6.89 | 2.60 | 10.41 | -5.01 | 1.53 | -5.45 | 0.99 | 8.69 | 10.65 | 8.32 | -4.41 | 25.39 | 8.81 |
| 1995 | -4.08 | 5.60 | 13.41 | 3.32 | 4.17 | -0.16 | -4.58 | 1.01 | -0.99 | -2.20 | 3.93 | 8.64 | 30.09 | 6.82 |
| 1994 | -7.04 | -4.23 | 7.08 | -0.59 | 7.99 | 5.88 | -1.63 | -6.31 | 2.92 | -0.02 | 6.47 | 0.27 | 9.69 | 10.98 |
| 1993 | -1.34 | 7.82 | -0.30 | 6.92 | 3.67 | 2.26 | 8.02 | 0.17 | -1.55 | -0.72 | 2.15 | 7.37 | 39.45 | 2.26 |
| 1992 | -8.24 | -3.95 | -1.48 | -2.52 | -1.21 | 8.21 | 10.07 | 5.69 | -3.25 | -1.48 | 2.73 | -1.82 | 1.18 | 16.39 |
| 1991 | -7.44 | -1.33 | 7.81 | -3.80 | -1.71 | 3.85 | -4.38 | -0.93 | 3.97 | 0.40 | 0.25 | 21.83 | 16.76 | 8.67 |
| 1990 | 4.20 | 4.29 | 9.21 | 11.55 | -9.58 | 6.84 | 12.10 | 10.84 | 5.37 | 1.45 | 2.19 | -1.55 | 70.90 | 9.58 |
| 1989 | -1.89 | -2.95 | 12.38 | -6.23 | 21.28 | 0.28 | 1.74 | -10.78 | -2.16 | -9.67 | 6.64 | 17.30 | 22.46 | 21.15 |
| 1988 | -0.96 | 0.15 | -4.30 | -8.38 | 8.70 | 32.26 | -4.21 | -0.33 | 1.95 | 5.96 | 3.38 | 4.42 | 39.20 | 13.04 |
| 1987 | 18.70 | -2.03 | 8.71 | 37.55 | 0.48 | -2.62 | 7.09 | -5.26 | 1.91 | -7.66 | 9.73 | 6.00 | 88.94 | 10.85 |
| 1986 | 4.79 | 28.75 | 9.50 | -5.24 | -2.13 | -8.97 | 4.37 | 6.85 | -10.61 | -6.53 | -5.87 | 1.40 | 10.94 | 25.95 |
| 1985 | 10.52 | 13.06 | -7.58 | -9.03 | 23.58 | -8.14 | 9.84 | -9.53 | -16.44 | 2.05 | 19.16 | 10.21 | 32.73 | 24.40 |
| 1984 | 3.12 | 1.41 | 2.02 | 1.36 | 7.20 | -4.81 | 12.25 | -4.48 | 6.29 | 0.49 | -6.27 | 9.62 | 29.82 | 6.27 |
| 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.