IASG CTA Index For January 1996 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Jan 1996 Min Inv Inception 36 Abraham Trading Company Diversified Program -6.85 10,000k 1/1/1988 35 Tactical Investment Management Tactical Institutional Commodity Program -6.84 10,000k 4/1/1993 34 Saxon Investment Corporation Aggressive Diversified Program -5.59 2,000k 11/1/1993 33 Saxon Investment Corporation Diversified Program -4.49 3,000k 9/1/1988 32 Estlander & Partners Alpha Trend -4.26 30,000k 10/1/1991 31 FORT LP Fort Global Diversified -4.16 2,000k 10/1/1993 30 EMC Capital Advisors, LLC Classic -2.90 5,000k 1/1/1985 29 Hawksbill Capital Management Global Diversified -2.76 5,000k 11/1/1988 28 Range Wise Investment Program -1.34 250k 2/1/1991 27 Witter & Lester, Inc. Redstone -0.79 500k 9/1/1994 26 Rabar Market Research Diversified Program -0.13 2,000k 1/1/1989 24 Ansbacher Investment Management Market Neutral Put Skew Program 0.00 250k 1/1/1996 25 Clarke Capital Management Worldwide 0.00 250k 1/1/1996 23 Sunrise Capital Partners Sunrise Expanded Diversified Program 0.54 1/1/1989 22 Rotella Capital Management Rotella Polaris Program (Diversified) 0.94 10,000k 1/1/1991 21 RAM Management Group RAM MRTP 1X-Conservative 1.09 1,000k 9/1/1993 20 Dreiss Research Corporation Diversified Program 1.46 1,000k 5/1/1991 19 QCM Global Diversified Programme 1.68 500k 12/1/1995 18 Chesapeake Capital Diversified (LV) 1.69 100k 2/1/1988 17 Witter & Lester, Inc. Stock Index Futures Trading Program 3.33 400k 1/1/1988 16 Northfield Trading Diversified 3.70 2,000k 7/1/1989 15 Hyman Beck and Company Global Portfolio 3.97 1,000k 3/1/1991 14 KMJ Investments KMJ Investments 4.91 1,000k 8/1/1994 13 Mark J. Walsh Company Standard Program 5.37 2,000k 9/1/1985 12 Transtrend B.V. DTP – Enhanced Risk (USD) 5.38 10,000k 1/1/1995 11 Eclipse Capital Management Global Monetary 5.45 5,000k 8/1/1990 10 AIS Capital Management, L.P. MAAP (2x-4x) Composite 5.88 3,000k 10/1/1992 9 Millburn Ridgefield Corporation Diversified Program 7.16 20,000k 2/1/1977 8 Eckhardt Trading Company Evolution Strategies 8.72 20,000k 8/1/1991 7 Estlander & Partners Global XL 8.96 5,000k 8/1/1991 6 AIS Capital Management, L.P. MAAP (3x-6x) Composite 10.26 2,000k 7/1/1992 5 Red Oak Commodity Advisors Investment Program 10.36 5,000k 12/1/1989 4 Eckhardt Trading Company Evolution Strategies 1.2X 13.92 10,000k 10/1/1991 3 DUNN Capital Management D'Best Futures Fund, L.P. 15.68 100k 6/1/1994 2 DUNN Capital Management World Monetary and Agriculture Program (WMA) 15.80 100k 11/1/1984 1 DUNN Capital Management DUNN Combined Fund (DCF) 20.20 100k 5/1/1989 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.