IASG CTA Index For February 1998 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 Feb 1998 Min Inv Inception 49 Clarke Capital Management Millennium -6.94 1,000k 1/1/1998 48 AIS Capital Management, L.P. MAAP (3x-6x) Composite -6.55 2,000k 7/1/1992 47 Clarke Capital Management Global Basic -5.86 50k 2/1/1996 46 DUNN Capital Management World Monetary and Agriculture Program (WMA) -5.30 100k 11/1/1984 45 Estlander & Partners Global XL -4.91 5,000k 8/1/1991 44 Clarke Capital Management Global Magnum -4.75 100k 8/1/1997 43 Saxon Investment Corporation Aggressive Diversified Program -4.55 2,000k 11/1/1993 42 Red Oak Commodity Advisors Investment Program -4.45 5,000k 12/1/1989 41 FORT LP Fort Global Diversified -4.22 2,000k 3/1/2002 40 DUNN Capital Management D'Best Futures Fund, L.P. -3.97 100k 6/1/1994 39 AIS Capital Management, L.P. MAAP (2x-4x) Composite -3.83 3,000k 10/1/1992 38 Tactical Investment Management Tactical Institutional Commodity Program -3.36 10,000k 4/1/1993 37 Eclipse Capital Management Global Monetary -3.12 5,000k 8/1/1990 36 DUNN Capital Management DUNN Combined Fund (DCF) -3.04 100k 5/1/1989 35 Millburn Ridgefield Corporation Diversified Program -2.47 20,000k 2/1/1977 34 Saxon Investment Corporation Diversified Program -2.45 3,000k 9/1/1988 33 Northfield Trading Diversified -2.40 2,000k 7/1/1989 32 Rivoli Fund Management Rivoli International Fund (E) -2.26 5,000k 10/1/1996 31 KMJ Investments KMJ Investments -1.58 1,000k 8/1/1994 30 Range Wise Investment Program -1.56 250k 2/1/1991 29 RAM Management Group RAM MRTP 1X-Conservative -1.26 1,000k 9/1/1993 28 Hawksbill Capital Management Global Diversified -0.84 5,000k 11/1/1988 27 Hyman Beck and Company Global Portfolio -0.41 1,000k 3/1/1991 26 Clarke Capital Management Worldwide -0.35 250k 1/1/1996 25 Rotella Capital Management Rotella Polaris Program (Diversified) -0.25 10,000k 1/1/1991 24 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.19 1,000k 9/1/1997 23 RAM Management Group MRTP Aggressive 0.00 1,000k 2/1/1998 22 Transtrend B.V. DTP – Enhanced Risk (USD) 0.21 10,000k 1/1/1995 21 Warrington Asset Management Warrington Strategic Program 0.70 50k 1/1/1997 20 Witter & Lester, Inc. Redstone 0.86 500k 9/1/1994 19 Witter & Lester, Inc. Stock Index Futures Trading Program 1.15 400k 1/1/1988 18 Rabar Market Research Diversified Program 1.55 2,000k 1/1/1989 17 Dreiss Research Corporation Diversified Program 1.70 1,000k 5/1/1991 16 Eckhardt Trading Company Evolution Strategies 2.48 20,000k 8/1/1991 15 QCM Global Diversified Programme 2.69 500k 12/1/1995 14 Winton Capital Management Diversified 3.27 50,000k 10/1/1997 13 Sunrise Capital Partners Sunrise Expanded Diversified Program 3.28 1/1/1989 12 EMC Capital Advisors, LLC Classic 3.30 5,000k 1/1/1985 11 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 3.46 0k 11/1/1996 10 C-View Limited Currency Managed Account Program 3.66 5,000k 10/1/1996 9 Eckhardt Trading Company Evolution Strategies 1.2X 3.70 10,000k 10/1/1991 8 Abraham Trading Company Diversified Program 4.09 10,000k 1/1/1988 7 Superfund Group Superfund Green Q-AG 4.58 2k 3/1/1996 6 Mark J. Walsh Company Standard Program 4.64 2,000k 9/1/1985 5 Estlander & Partners Alpha Trend 4.71 30,000k 10/1/1991 4 Mondiale Asset Management Mondiale Trading Program 5.02 0k 9/1/1997 3 Chesapeake Capital Diversified (LV) 6.06 100k 2/1/1988 2 Drury Capital Diversified Trend-Following Program 6.11 5,000k 5/1/1997 1 Ansbacher Investment Management Market Neutral Put Skew Program 11.12 150k 1/1/1996 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.