IASG CTA Index For November 1998 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 Nov 1998 Min Inv Inception 55 DUNN Capital Management World Monetary and Agriculture Program (WMA) -13.70 100k 11/1/1984 54 DUNN Capital Management D'Best Futures Fund, L.P. -8.47 100k 6/1/1994 53 FORT LP Fort Global Diversified -8.41 2,000k 10/1/1993 52 IKOS The IKOS Hedge Fund -8.21 10,000k 7/1/1998 51 DUNN Capital Management DUNN Combined Fund (DCF) -7.96 100k 5/1/1989 50 Dreiss Research Corporation Diversified Program -7.87 1,000k 5/1/1991 49 Range Wise Investment Program -7.22 250k 2/1/1991 48 Hyman Beck and Company Global Portfolio -5.68 1,000k 3/1/1991 47 Saxon Investment Corporation Aggressive Diversified Program -5.56 2,000k 11/1/1993 46 Tactical Investment Management Tactical Institutional Commodity Program -5.15 10,000k 4/1/1993 45 Sunrise Capital Partners Sunrise Expanded Diversified Program -4.71 1/1/1989 44 Crabel Capital Management Crabel Multi-Product -4.45 1,000k 3/1/1998 43 Estlander & Partners Alpha Trend -4.30 30,000k 10/1/1991 42 Rabar Market Research Diversified Program -3.75 2,000k 1/1/1989 41 Saxon Investment Corporation Diversified Program -3.08 3,000k 9/1/1988 40 EMC Capital Advisors, LLC Classic -3.00 5,000k 1/1/1985 39 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -2.69 0k 11/1/1996 38 Eclipse Capital Management Global Monetary -2.33 5,000k 8/1/1990 37 Clarke Capital Management Global Magnum -2.05 100k 8/1/1997 36 Red Oak Commodity Advisors Investment Program -2.03 5,000k 12/1/1989 35 Chesapeake Capital Diversified (LV) -1.68 100k 2/1/1988 34 Estlander & Partners Global XL -1.35 5,000k 8/1/1991 33 Transtrend B.V. DTP – Enhanced Risk (USD) -1.06 10,000k 1/1/1995 32 LJM Partners LJM Aggressive Strategy -0.96 500k 7/1/1998 31 Millburn Ridgefield Corporation Diversified Program -0.48 20,000k 2/1/1977 30 Eckhardt Trading Company Evolution Strategies -0.15 20,000k 8/1/1991 28 Eckhardt Trading Company Evolution Strategies 1.2X 0.00 10,000k 10/1/1991 29 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 27 Warrington Asset Management Warrington Strategic Program 0.38 50k 1/1/1997 26 Mark J. Walsh Company Standard Program 0.58 2,000k 9/1/1985 25 Clarke Capital Management Global Basic 0.59 50k 2/1/1996 24 C-View Limited Currency Managed Account Program 0.90 5,000k 10/1/1996 23 Hawksbill Capital Management Global Diversified 0.92 5,000k 11/1/1988 22 Abraham Trading Company Diversified Program 0.94 10,000k 1/1/1988 21 Winton Capital Management Diversified 1.15 50,000k 10/1/1997 20 Clarke Capital Management Worldwide 1.33 250k 1/1/1996 19 MERIT Alternative Investments GmbH Futures Portfolio 1.49 2,000k 6/1/1998 18 Mondiale Asset Management Mondiale Trading Program 1.85 0k 9/1/1997 17 Kaiser Trading Group Kaiser Global Diversified Program - Class B 2.16 1,000k 3/1/1998 16 RAM Management Group RAM MRTP 1X-Conservative 2.28 1,000k 9/1/1993 15 KMJ Investments KMJ Investments 2.48 1,000k 8/1/1994 14 Witter & Lester, Inc. Redstone 2.52 500k 9/1/1994 13 Rivoli Fund Management Rivoli International Fund (E) 2.55 5,000k 10/1/1996 12 QCM Global Diversified Programme 2.96 500k 12/1/1995 11 Rotella Capital Management Rotella Polaris Program (Diversified) 4.19 10,000k 1/1/1991 10 Drury Capital Diversified Trend-Following Program 4.25 5,000k 5/1/1997 9 Northfield Trading Diversified 5.30 2,000k 7/1/1989 8 Clarke Capital Management Millennium 5.45 1,000k 1/1/1998 7 RAM Management Group MRTP Aggressive 5.77 1,000k 2/1/1998 6 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 5.78 1,000k 9/1/1997 5 Ansbacher Investment Management Market Neutral Put Skew Program 7.27 250k 1/1/1996 4 Witter & Lester, Inc. Stock Index Futures Trading Program 7.51 400k 1/1/1988 3 AIS Capital Management, L.P. MAAP (2x-4x) Composite 12.34 3,000k 10/1/1992 2 Superfund Group Superfund Green Q-AG 13.77 2k 3/1/1996 1 AIS Capital Management, L.P. MAAP (3x-6x) Composite 19.01 2,000k 7/1/1992 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.