IASG CTA Index For May 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 May 1998 Min Inv Inception 51 Red Oak Commodity Advisors Investment Program -8.33 5,000k 12/1/1989 50 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.80 100k 11/1/1984 49 Ansbacher Investment Management Market Neutral Put Skew Program -2.46 150k 1/1/1996 48 Hawksbill Capital Management Global Diversified -1.66 5,000k 11/1/1988 47 AIS Capital Management, L.P. MAAP (3x-6x) Composite -1.36 2,000k 7/1/1992 46 QCM Global Diversified Programme -1.35 500k 12/1/1995 45 DUNN Capital Management DUNN Combined Fund (DCF) -0.95 100k 5/1/1989 44 Range Wise Investment Program -0.80 250k 2/1/1991 43 AIS Capital Management, L.P. MAAP (2x-4x) Composite -0.74 3,000k 10/1/1992 42 EMC Capital Advisors, LLC Classic -0.60 5,000k 1/1/1985 41 C-View Limited Currency Managed Account Program -0.60 5,000k 10/1/1996 40 Northfield Trading Diversified -0.30 2,000k 7/1/1989 39 Crabel Capital Management Crabel Multi-Product -0.24 1,000k 3/1/1998 38 Saxon Investment Corporation Aggressive Diversified Program -0.05 2,000k 11/1/1993 37 Saxon Investment Corporation Diversified Program 0.29 3,000k 9/1/1988 36 Mondiale Asset Management Mondiale Trading Program 0.63 0k 9/1/1997 35 DUNN Capital Management D'Best Futures Fund, L.P. 0.82 100k 6/1/1994 34 Witter & Lester, Inc. Redstone 0.96 500k 9/1/1994 33 Witter & Lester, Inc. Stock Index Futures Trading Program 1.23 400k 1/1/1988 32 Estlander & Partners Alpha Trend 1.37 30,000k 10/1/1991 31 KMJ Investments KMJ Investments 1.82 1,000k 8/1/1994 30 Eckhardt Trading Company Evolution Strategies 1.89 20,000k 8/1/1991 29 Eckhardt Trading Company Evolution Strategies 1.2X 2.28 10,000k 10/1/1991 28 Rotella Capital Management Rotella Polaris Program (Diversified) 2.60 10,000k 1/1/1991 27 Abraham Trading Company Diversified Program 2.61 10,000k 1/1/1988 26 Sunrise Capital Partners Sunrise Expanded Diversified Program 2.65 1/1/1989 25 RAM Management Group RAM MRTP 1X-Conservative 2.66 1,000k 9/1/1993 24 Kaiser Trading Group Kaiser Global Diversified Program - Class B 2.77 1,000k 3/1/1998 23 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.78 1,000k 9/1/1997 22 Eclipse Capital Management Global Monetary 2.81 5,000k 8/1/1990 21 Mark J. Walsh Company Standard Program 2.82 2,000k 9/1/1985 20 Hyman Beck and Company Global Portfolio 3.23 1,000k 3/1/1991 19 Tactical Investment Management Tactical Institutional Commodity Program 3.27 10,000k 4/1/1993 18 Warrington Asset Management Warrington Strategic Program 3.39 50k 1/1/1997 17 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 3.51 0k 11/1/1996 16 Transtrend B.V. DTP – Enhanced Risk (USD) 3.55 10,000k 1/1/1995 15 Chesapeake Capital Diversified (LV) 3.62 100k 2/1/1988 14 Millburn Ridgefield Corporation Diversified Program 4.17 20,000k 2/1/1977 13 Rabar Market Research Diversified Program 4.17 2,000k 1/1/1989 12 RAM Management Group MRTP Aggressive 4.20 1,000k 2/1/1998 11 Rivoli Fund Management Rivoli International Fund (E) 6.28 5,000k 10/1/1996 10 Dreiss Research Corporation Diversified Program 6.34 1,000k 5/1/1991 9 Clarke Capital Management Worldwide 6.40 250k 1/1/1996 8 Drury Capital Diversified Trend-Following Program 7.78 5,000k 5/1/1997 7 FORT LP Fort Global Diversified 8.08 2,000k 3/1/2002 6 Winton Capital Management Diversified 8.53 50,000k 10/1/1997 5 Superfund Group Superfund Green Q-AG 8.74 2k 3/1/1996 4 Estlander & Partners Global XL 9.99 5,000k 8/1/1991 3 Clarke Capital Management Global Basic 12.86 50k 2/1/1996 2 Clarke Capital Management Global Magnum 16.38 100k 8/1/1997 1 Clarke Capital Management Millennium 16.89 1,000k 1/1/1998 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.