IASG CTA Index For October 1997 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 Oct 1997 Min Inv Inception 47 Saxon Investment Corporation Aggressive Diversified Program -16.04 2,000k 11/1/1993 46 Mark J. Walsh Company Standard Program -11.95 2,000k 9/1/1985 45 Red Oak Commodity Advisors Investment Program -11.80 5,000k 12/1/1989 44 Clarke Capital Management Global Basic -10.77 50k 2/1/1996 43 Saxon Investment Corporation Diversified Program -9.68 3,000k 9/1/1988 42 Clarke Capital Management Global Magnum -9.62 100k 8/1/1997 41 Drury Capital Diversified Trend-Following Program -9.35 5,000k 5/1/1997 40 Estlander & Partners Alpha Trend -9.11 30,000k 10/1/1991 39 Transtrend B.V. DTP – Enhanced Risk (USD) -8.58 10,000k 1/1/1995 38 AIS Capital Management, L.P. MAAP (3x-6x) Composite -7.98 2,000k 7/1/1992 37 EMC Capital Advisors, LLC Classic -6.50 5,000k 1/1/1985 36 Superfund Group Superfund Green Q-AG -6.24 2k 3/1/1996 35 Ansbacher Investment Management Market Neutral Put Skew Program -6.01 250k 1/1/1996 34 Estlander & Partners Global XL -5.45 5,000k 8/1/1991 33 Abraham Trading Company Diversified Program -5.37 10,000k 1/1/1988 32 AIS Capital Management, L.P. MAAP (2x-4x) Composite -5.08 3,000k 10/1/1992 31 Warrington Asset Management Warrington Strategic Program -4.90 50k 1/1/1997 30 Clarke Capital Management Worldwide -3.88 250k 1/1/1996 29 Rabar Market Research Diversified Program -3.33 2,000k 1/1/1989 28 Witter & Lester, Inc. Redstone -2.54 500k 9/1/1994 27 KMJ Investments KMJ Investments -2.35 1,000k 8/1/1994 26 Chesapeake Capital Diversified (LV) -2.34 100k 2/1/1988 25 Northfield Trading Diversified -2.20 2,000k 7/1/1989 24 Tactical Investment Management Tactical Institutional Commodity Program -2.05 10,000k 4/1/1993 23 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -1.76 0k 11/1/1996 22 Millburn Ridgefield Corporation Diversified Program -1.69 20,000k 2/1/1977 21 Rivoli Fund Management Rivoli International Fund (E) -1.43 5,000k 10/1/1996 20 Sunrise Capital Partners Sunrise Expanded Diversified Program -1.18 1/1/1989 19 Hyman Beck and Company Global Portfolio -1.06 1,000k 3/1/1991 18 Eclipse Capital Management Global Monetary -0.77 5,000k 8/1/1990 17 DUNN Capital Management World Monetary and Agriculture Program (WMA) -0.60 100k 11/1/1984 16 Eckhardt Trading Company Evolution Strategies 1.2X -0.46 10,000k 10/1/1991 15 Eckhardt Trading Company Evolution Strategies -0.41 20,000k 8/1/1991 14 DUNN Capital Management DUNN Combined Fund (DCF) -0.10 100k 5/1/1989 13 Rotella Capital Management Rotella Polaris Program (Diversified) -0.06 10,000k 1/1/1991 12 Winton Capital Management Diversified 0.00 50,000k 10/1/1997 11 Range Wise Investment Program 0.27 250k 2/1/1991 10 DUNN Capital Management D'Best Futures Fund, L.P. 0.32 100k 6/1/1994 9 Mondiale Asset Management Mondiale Trading Program 0.82 0k 9/1/1997 8 Hawksbill Capital Management Global Diversified 1.30 5,000k 11/1/1988 7 RAM Management Group RAM MRTP 1X-Conservative 1.96 1,000k 9/1/1993 6 C-View Limited Currency Managed Account Program 3.06 5,000k 10/1/1996 5 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.06 1,000k 9/1/1997 4 FORT LP Fort Global Diversified 3.48 2,000k 10/1/1993 3 QCM Global Diversified Programme 4.02 500k 12/1/1995 2 Witter & Lester, Inc. Stock Index Futures Trading Program 5.50 400k 1/1/1988 1 Dreiss Research Corporation Diversified Program 13.61 1,000k 5/1/1991 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.