IASG CTA Index

Performance

Year-to-Date: 3.65%
CAROR: 21.82%
Max Drawdown: 29.98
S&P Correlation: 0.04
Annualized Sharpe: 0.95
Annualized Std Dev: 22.20

Performance Chart

Average Performance

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	YTD	DD
2019	-0.66	0.04	1.56	0.96	-0.40	2.11							3.65	0.66
2018	3.05	-2.79	-0.30	0.19	-0.25	-0.13	0.09	1.23	-0.39	-1.95	0.21	0.35	-0.79	4.27
2017	-0.29	0.81	-0.29	0.20	0.32	-0.59	0.96	0.85	-1.02	2.06	0.03	0.93	4.01	1.02
2016	1.35	1.96	-0.95	-0.23	-0.34	2.63	0.97	-1.08	-0.05	-1.23	0.37	0.14	3.50	2.35
2015	4.40	0.03	1.28	-1.31	0.39	-1.91	1.72	-1.88	1.26	-1.05	2.03	-0.82	4.02	3.00
2014	-0.70	1.67	-0.40	0.50	0.66	1.38	0.64	2.72	3.56	-0.47	3.59	1.43	15.46	0.70
2013	1.90	-0.06	0.79	1.44	-1.17	-1.11	-0.20	-0.86	-0.66	0.97	1.36	0.99	3.36	3.94
2012	0.44	0.95	-0.44	0.68	2.15	-1.16	3.60	-0.07	-0.93	-1.91	-0.07	0.47	3.63	2.96
2011	-0.41	2.33	-0.20	3.96	-2.95	-2.50	3.33	0.23	0.14	-2.69	0.48	0.58	2.04	5.37
2010	-2.68	0.88	2.60	1.59	-1.62	0.77	-0.15	2.89	3.54	4.52	-1.52	5.10	16.75	2.68
2009	0.24	0.44	-1.40	-1.10	3.12	-1.63	-0.15	1.71	1.88	-1.98	4.66	-2.41	3.16	2.48
2008	4.11	9.63	-0.76	-0.49	1.94	3.44	-2.78	-0.22	1.69	6.82	2.49	2.73	31.85	2.99
2007	1.94	-1.91	-1.43	5.30	3.26	2.11	-3.48	-1.97	6.13	4.63	0.67	2.64	18.81	5.38
2006	4.01	-1.26	3.76	6.31	-1.22	-1.40	-2.66	0.13	-0.44	2.06	3.26	1.74	14.81	5.49
2005	-3.28	1.21	0.10	-3.24	2.45	2.75	0.32	1.63	1.96	-1.89	4.80	1.58	8.38	5.18
2004	1.55	5.91	1.17	-5.39	-0.81	-2.62	-0.12	-0.54	2.65	3.22	5.90	-0.21	10.59	9.22
2003	6.05	6.05	-6.31	0.69	7.26	-2.94	0.33	1.33	1.14	4.61	-0.69	4.94	23.82	6.31
2002	-1.25	-2.23	-0.52	-0.98	3.16	8.47	6.17	3.37	5.05	-5.17	-1.75	7.86	23.28	6.84
2001	0.62	1.65	7.85	-5.89	0.51	-0.24	-0.63	2.68	5.97	5.31	-6.58	0.55	11.35	6.58
2000	1.03	0.59	-3.02	-1.82	3.11	0.06	-2.19	4.18	-1.58	1.29	6.52	9.96	18.77	4.79
1999	-2.98	4.59	-1.61	4.80	-2.92	3.40	0.04	1.12	1.14	-6.60	2.98	4.35	7.84	6.60
1998	2.20	0.98	0.75	-3.98	2.58	0.89	0.61	10.32	3.48	-1.28	-0.18	4.71	22.46	3.98
1997	6.21	5.10	0.75	-3.28	-1.59	1.34	8.65	-6.07	3.28	-3.10	2.29	4.57	18.53	6.07
1996	3.63	-7.85	5.36	10.82	-4.05	2.50	-8.02	1.99	7.36	9.85	7.76	-2.75	27.14	9.54
1995	-3.21	5.48	12.64	4.38	8.03	0.27	-5.43	1.54	-0.75	-1.99	4.55	9.78	39.40	6.59
1994	-7.63	-2.35	7.21	1.50	7.17	2.07	-3.02	-7.17	2.85	-2.84	6.42	-0.77	2.01	10.03
1993	0.54	7.73	-0.93	7.39	3.59	3.67	7.71	2.08	-1.68	-0.16	3.07	6.81	47.04	1.84
1992	-10.44	-5.06	-2.69	-2.25	-2.53	8.56	11.53	4.26	-3.80	-2.46	2.78	-1.81	-5.77	21.17
1991	-5.16	-1.12	6.38	-4.81	-2.44	2.63	-3.15	-0.86	5.78	-0.46	0.23	24.39	19.85	8.70
1990	5.04	2.85	11.95	14.08	-10.74	6.45	12.80	11.33	4.80	1.02	2.31	-0.91	76.72	10.74
1989	3.70	-4.79	11.52	-8.51	26.22	-3.20	7.16	-15.93	-3.01	-14.13	4.74	19.49	15.59	29.98
1988	-1.02	0.93	-7.63	-11.27	11.13	44.36	-8.68	-0.30	2.70	9.96	8.43	2.70	50.42	18.11
1987	16.62	-3.57	8.87	48.35	2.08	-2.75	6.86	-6.65	2.61	-5.58	12.66	6.91	109.88	9.55
1986	7.56	38.71	11.60	-2.35	-5.34	-7.61	3.61	7.09	-9.12	-4.13	-4.24	1.52	33.62	20.95
1985	12.82	13.55	-10.34	-14.03	30.45	-10.13	11.30	-11.49	-17.73	1.57	21.33	11.92	29.43	27.18
1984	4.99	0.67	1.58	2.62	4.61	-4.13	17.62	-7.62	4.23	-1.83	-7.83	13.69	28.73	12.88
1983	5.94	-0.65	-1.24	0.22	1.61	-5.14	-0.25	5.25	-1.04	2.10	-4.96	-2.15	-0.95	7.00
1982	4.34	8.56	9.84	-0.30	0.04	8.67	-8.24	3.20	6.84	-2.72	-1.50	5.00	37.27	8.24
1981	11.41	10.37	-7.34	9.08	7.60	10.24	6.60	0.29	-2.57	-3.39	7.37	-7.69	47.04	7.69
1980	20.46	4.15	9.41	-1.84	4.76	3.42	1.89	-1.45	-0.86	7.68	4.20	5.94	72.74	2.30
1979	-1.59	5.57	1.40	6.38	4.63	7.71	-0.75	2.11	15.25	0.09	5.56	6.73	66.34	1.59
1978	5.90	4.37	14.25	-13.84	10.10	-1.21	7.36	1.59	5.71	11.94	-11.71	-3.65	29.92	14.93
1977		0.10	2.54	6.52	-4.83	1.63	5.93	-2.88	-7.14	4.44	-2.12	9.28	12.86	9.81

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.

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IASG CTA Index

Performance

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