IASG CTA Index For November 1997 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 Nov 1997 Min Inv Inception 47 Dreiss Research Corporation Diversified Program -6.70 1,000k 5/1/1991 46 Eckhardt Trading Company Evolution Strategies 1.2X -5.08 10,000k 10/1/1991 45 Saxon Investment Corporation Aggressive Diversified Program -4.69 2,000k 11/1/1993 44 Eckhardt Trading Company Evolution Strategies -3.54 20,000k 8/1/1991 43 Saxon Investment Corporation Diversified Program -2.43 3,000k 9/1/1988 42 Eclipse Capital Management Global Monetary -1.63 5,000k 8/1/1990 41 Estlander & Partners Alpha Trend -1.27 30,000k 10/1/1991 40 QCM Global Diversified Programme -1.25 500k 12/1/1995 39 C-View Limited Currency Managed Account Program -0.87 5,000k 10/1/1996 38 Red Oak Commodity Advisors Investment Program -0.60 5,000k 12/1/1989 37 Northfield Trading Diversified -0.40 2,000k 7/1/1989 36 Rotella Capital Management Rotella Polaris Program (Diversified) -0.35 10,000k 1/1/1991 35 Mondiale Asset Management Mondiale Trading Program -0.17 0k 9/1/1997 34 Millburn Ridgefield Corporation Diversified Program -0.10 20,000k 2/1/1977 33 Range Wise Investment Program 0.03 250k 2/1/1991 32 Tactical Investment Management Tactical Institutional Commodity Program 0.13 10,000k 4/1/1993 31 Rabar Market Research Diversified Program 0.51 2,000k 1/1/1989 30 RAM Management Group RAM MRTP 1X-Conservative 0.53 1,000k 9/1/1993 29 Witter & Lester, Inc. Redstone 0.60 500k 9/1/1994 28 Estlander & Partners Global XL 0.67 5,000k 8/1/1991 27 Hawksbill Capital Management Global Diversified 0.95 5,000k 11/1/1988 26 EMC Capital Advisors, LLC Classic 1.00 5,000k 1/1/1985 25 Witter & Lester, Inc. Stock Index Futures Trading Program 1.43 400k 1/1/1988 24 Rivoli Fund Management Rivoli International Fund (E) 1.51 5,000k 10/1/1996 23 Superfund Group Superfund Green Q-AG 1.60 2k 3/1/1996 22 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.61 0k 11/1/1996 21 Clarke Capital Management Worldwide 1.61 250k 1/1/1996 20 Hyman Beck and Company Global Portfolio 1.65 1,000k 3/1/1991 19 Chesapeake Capital Diversified (LV) 1.70 100k 2/1/1988 18 Sunrise Capital Partners Sunrise Expanded Diversified Program 1.82 1/1/1989 17 DUNN Capital Management D'Best Futures Fund, L.P. 1.99 100k 6/1/1994 16 Abraham Trading Company Diversified Program 2.10 10,000k 1/1/1988 15 FORT LP Fort Global Diversified 2.25 2,000k 3/1/2002 14 Warrington Asset Management Warrington Strategic Program 2.34 50k 1/1/1997 13 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.80 1,000k 9/1/1997 12 Clarke Capital Management Global Magnum 3.60 100k 8/1/1997 11 AIS Capital Management, L.P. MAAP (2x-4x) Composite 3.61 3,000k 10/1/1992 10 AIS Capital Management, L.P. MAAP (3x-6x) Composite 4.98 2,000k 7/1/1992 9 KMJ Investments KMJ Investments 5.28 1,000k 8/1/1994 8 Mark J. Walsh Company Standard Program 5.52 2,000k 9/1/1985 7 Transtrend B.V. DTP – Enhanced Risk (USD) 5.72 10,000k 1/1/1995 6 DUNN Capital Management DUNN Combined Fund (DCF) 5.93 100k 5/1/1989 5 Clarke Capital Management Global Basic 8.01 50k 2/1/1996 4 DUNN Capital Management World Monetary and Agriculture Program (WMA) 9.80 100k 11/1/1984 3 Winton Capital Management Diversified 9.96 50,000k 10/1/1997 2 Ansbacher Investment Management Market Neutral Put Skew Program 11.48 150k 1/1/1996 1 Drury Capital Diversified Trend-Following Program 17.34 5,000k 5/1/1997 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.