IASG CTA Index For August 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 Aug 1997 Min Inv Inception 44 Saxon Investment Corporation Aggressive Diversified Program -23.15 2,000k 11/1/1993 43 DUNN Capital Management D'Best Futures Fund, L.P. -20.94 100k 6/1/1994 42 Mark J. Walsh Company Standard Program -18.67 2,000k 9/1/1985 41 Hawksbill Capital Management Global Diversified -16.63 5,000k 11/1/1988 40 DUNN Capital Management DUNN Combined Fund (DCF) -14.24 100k 5/1/1989 39 Clarke Capital Management Global Basic -13.34 50k 2/1/1996 38 Saxon Investment Corporation Diversified Program -13.32 3,000k 9/1/1988 37 AIS Capital Management, L.P. MAAP (3x-6x) Composite -13.03 2,000k 7/1/1992 36 Superfund Group Superfund Green Q-AG -11.42 2k 3/1/1996 35 DUNN Capital Management World Monetary and Agriculture Program (WMA) -10.20 100k 11/1/1984 34 AIS Capital Management, L.P. MAAP (2x-4x) Composite -8.66 3,000k 10/1/1992 33 Abraham Trading Company Diversified Program -8.08 10,000k 1/1/1988 32 Chesapeake Capital Diversified (LV) -7.88 100k 2/1/1988 31 Rabar Market Research Diversified Program -7.75 2,000k 1/1/1989 30 Millburn Ridgefield Corporation Diversified Program -7.09 20,000k 2/1/1977 29 Red Oak Commodity Advisors Investment Program -6.91 5,000k 12/1/1989 28 Estlander & Partners Global XL -6.87 5,000k 8/1/1991 27 QCM Global Diversified Programme -5.71 500k 12/1/1995 26 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -5.69 0k 11/1/1996 25 Eckhardt Trading Company Evolution Strategies 1.2X -4.64 10,000k 10/1/1991 24 Dreiss Research Corporation Diversified Program -4.62 1,000k 5/1/1991 23 EMC Capital Advisors, LLC Classic -4.30 5,000k 1/1/1985 22 Eckhardt Trading Company Evolution Strategies -4.11 20,000k 8/1/1991 21 Clarke Capital Management Worldwide -3.63 250k 1/1/1996 20 Estlander & Partners Alpha Trend -3.57 30,000k 10/1/1991 19 Sunrise Capital Partners Sunrise Expanded Diversified Program -3.32 1/1/1989 18 FORT LP Fort Global Diversified -3.23 2,000k 10/1/1993 17 Hyman Beck and Company Global Portfolio -2.78 1,000k 3/1/1991 16 RAM Management Group RAM MRTP 1X-Conservative -2.32 1,000k 9/1/1993 15 Ansbacher Investment Management Market Neutral Put Skew Program -2.22 250k 1/1/1996 14 Eclipse Capital Management Global Monetary -2.21 5,000k 8/1/1990 13 Drury Capital Diversified Trend-Following Program -2.12 5,000k 5/1/1997 12 C-View Limited Currency Managed Account Program -1.44 5,000k 10/1/1996 11 Rivoli Fund Management Rivoli International Fund (E) -1.32 5,000k 10/1/1996 10 Northfield Trading Diversified -1.30 2,000k 7/1/1989 9 Rotella Capital Management Rotella Polaris Program (Diversified) -1.03 10,000k 1/1/1991 8 KMJ Investments KMJ Investments -0.84 1,000k 8/1/1994 7 Clarke Capital Management Global Magnum 0.00 100k 8/1/1997 6 Witter & Lester, Inc. Stock Index Futures Trading Program 0.19 400k 1/1/1988 5 Warrington Asset Management Warrington Strategic Program 0.39 50k 1/1/1997 4 Witter & Lester, Inc. Redstone 0.44 500k 9/1/1994 3 Range Wise Investment Program 0.77 250k 2/1/1991 2 Transtrend B.V. DTP – Enhanced Risk (USD) 1.02 10,000k 1/1/1995 1 Tactical Investment Management Tactical Institutional Commodity Program 3.86 10,000k 4/1/1993 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.