IASG CTA Index Need help with terms? Snapshot Historical Data Programs Performance 2020 8.96% CAROR 19.55% Max Drawdown 43.72 S&P Correlation 0.09 Annualized Sharpe 0.77 Annualized Std Dev 26.04 Performance Chart Average Performance YearJanFebMarAprMayJunJulAugSepOctNovDecYTDDD 20200.80-0.012.990.35-0.23-0.742.170.28-1.58-0.731.913.538.962.30 2019-0.360.351.420.97-0.562.170.922.73-2.06-1.040.460.655.703.08 20183.28-2.63-0.120.27-0.08-0.230.180.97-0.45-2.090.150.77-0.104.15 2017-0.161.11-0.240.430.43-0.560.980.96-1.312.550.090.865.201.31 20161.602.48-1.45-0.10-0.423.000.97-1.130.06-1.580.270.223.872.63 20154.760.121.31-1.440.22-1.961.73-2.071.46-1.192.11-1.133.763.51 2014-0.471.54-0.370.650.651.200.752.703.86-0.533.711.7916.480.53 20132.040.170.861.63-1.13-1.55-0.24-0.80-0.701.191.450.743.634.35 20120.370.96-0.710.702.17-1.014.330.13-1.05-2.40-0.120.623.893.54 2011-0.452.57-0.253.81-2.96-2.583.751.050.01-2.970.760.362.835.46 2010-3.020.872.531.83-1.960.77-0.493.573.564.85-1.565.2617.003.02 20090.640.35-1.77-1.133.30-1.88-0.381.852.05-1.995.09-3.112.733.11 20083.7310.20-0.69-0.612.353.63-3.90-0.522.407.933.092.7933.994.41 20071.82-1.80-1.105.522.842.83-3.76-2.196.655.220.212.8420.125.87 20064.21-1.074.476.39-0.72-1.55-2.40-0.11-0.362.223.391.6316.885.05 2005-3.141.400.20-3.122.322.530.421.311.84-1.934.491.477.754.66 20041.956.321.58-5.79-0.97-2.74-0.46-0.212.863.315.77-0.4411.059.87 20036.487.21-7.860.256.94-3.151.001.910.855.24-0.834.8424.077.86 2002-1.54-1.97-0.17-1.752.418.947.644.266.15-6.54-2.298.1324.238.69 20010.542.928.10-6.520.91-0.55-0.652.537.536.33-7.12-0.0513.467.17 20001.201.42-2.93-1.802.98-0.31-2.284.00-1.451.547.119.9420.274.68 1999-3.104.66-1.964.43-2.912.69-0.721.530.81-6.442.424.525.366.44 19981.960.991.20-3.612.790.541.109.353.84-0.65-0.395.1924.053.61 19974.813.740.27-3.28-1.601.109.02-5.372.94-2.102.644.4116.885.37 19962.81-7.605.459.97-2.362.89-7.452.017.349.187.93-1.7329.877.60 1995-2.535.2412.474.717.851.03-4.791.61-1.20-0.433.966.1638.254.83 1994-5.73-3.166.993.096.452.50-3.12-7.181.36-1.974.73-0.642.1510.64 19932.117.43-1.186.153.624.087.654.96-1.780.282.484.8548.381.77 1992-10.52-4.68-0.52-3.94-1.268.0210.924.43-4.98-2.852.09-1.73-6.7419.53 1991-3.62-0.879.13-3.85-3.612.54-1.41-0.626.28-1.880.2621.7623.607.32 19909.753.0717.0416.92-10.587.926.377.942.79-2.603.60-1.0576.0410.58 19897.31-4.0211.01-6.9825.47-3.028.37-15.72-4.03-14.453.9519.7120.7630.80 19882.023.70-6.41-9.936.7736.32-10.282.934.849.466.280.7547.2915.70 198718.11-5.5311.3969.97-1.85-4.167.94-8.046.10-5.859.684.88126.688.13 198616.0554.3817.62-7.70-5.59-14.341.209.830.17-4.85-3.09-0.0661.3925.35 198516.4716.57-13.78-20.4547.08-14.6510.42-16.14-28.790.0530.3115.0115.5843.72 1984-10.9518.015.0910.95 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.