IASG CTA Index For June 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 Jun 1998 Min Inv Inception 52 AIS Capital Management, L.P. MAAP (3x-6x) Composite -12.17 2,000k 7/1/1992 51 Estlander & Partners Global XL -10.78 5,000k 8/1/1991 50 AIS Capital Management, L.P. MAAP (2x-4x) Composite -7.80 3,000k 10/1/1992 49 RAM Management Group MRTP Aggressive -7.57 1,000k 2/1/1998 48 Clarke Capital Management Millennium -7.02 1,000k 1/1/1998 47 EMC Capital Advisors, LLC Classic -6.30 5,000k 1/1/1985 46 Saxon Investment Corporation Aggressive Diversified Program -6.06 2,000k 11/1/1993 45 Hawksbill Capital Management Global Diversified -3.86 5,000k 11/1/1988 44 Clarke Capital Management Global Magnum -3.28 100k 8/1/1997 43 Saxon Investment Corporation Diversified Program -3.19 3,000k 9/1/1988 42 Clarke Capital Management Worldwide -3.17 250k 1/1/1996 41 RAM Management Group RAM MRTP 1X-Conservative -2.73 1,000k 9/1/1993 40 Abraham Trading Company Diversified Program -2.34 10,000k 1/1/1988 39 Hyman Beck and Company Global Portfolio -2.28 1,000k 3/1/1991 38 Eclipse Capital Management Global Monetary -2.19 5,000k 8/1/1990 37 Crabel Capital Management Crabel Multi-Product -1.87 1,000k 3/1/1998 36 FORT LP Fort Global Diversified -1.34 2,000k 3/1/2002 35 Rotella Capital Management Rotella Polaris Program (Diversified) -1.20 10,000k 1/1/1991 34 DUNN Capital Management DUNN Combined Fund (DCF) -0.75 100k 5/1/1989 33 Chesapeake Capital Diversified (LV) -0.67 100k 2/1/1988 32 Range Wise Investment Program -0.66 250k 2/1/1991 31 DUNN Capital Management World Monetary and Agriculture Program (WMA) -0.40 100k 11/1/1984 30 Mondiale Asset Management Mondiale Trading Program -0.33 0k 9/1/1997 29 KMJ Investments KMJ Investments -0.20 1,000k 8/1/1994 28 MERIT Alternative Investments GmbH Futures Portfolio 0.00 2,000k 6/1/1998 27 Northfield Trading Diversified 0.20 2,000k 7/1/1989 26 Clarke Capital Management Global Basic 0.47 50k 2/1/1996 25 Witter & Lester, Inc. Redstone 0.71 500k 9/1/1994 24 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 1.34 1,000k 9/1/1997 23 Transtrend B.V. DTP – Enhanced Risk (USD) 1.36 10,000k 1/1/1995 22 Eckhardt Trading Company Evolution Strategies 1.57 20,000k 8/1/1991 21 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.73 0k 11/1/1996 20 Estlander & Partners Alpha Trend 1.77 30,000k 10/1/1991 19 Superfund Group Superfund Green Q-AG 1.96 2k 3/1/1996 18 Eckhardt Trading Company Evolution Strategies 1.2X 2.04 10,000k 10/1/1991 17 Rabar Market Research Diversified Program 2.12 2,000k 1/1/1989 16 Drury Capital Diversified Trend-Following Program 2.20 5,000k 5/1/1997 15 Witter & Lester, Inc. Stock Index Futures Trading Program 2.36 400k 1/1/1988 14 Millburn Ridgefield Corporation Diversified Program 2.37 20,000k 2/1/1977 13 Winton Capital Management Diversified 2.97 50,000k 10/1/1997 12 Sunrise Capital Partners Sunrise Expanded Diversified Program 3.34 1/1/1989 11 DUNN Capital Management D'Best Futures Fund, L.P. 3.39 100k 6/1/1994 10 Mark J. Walsh Company Standard Program 3.43 2,000k 9/1/1985 9 QCM Global Diversified Programme 3.72 500k 12/1/1995 8 Dreiss Research Corporation Diversified Program 3.77 1,000k 5/1/1991 7 Kaiser Trading Group Kaiser Global Diversified Program - Class B 3.96 1,000k 3/1/1998 6 Warrington Asset Management Warrington Strategic Program 4.19 50k 1/1/1997 5 Tactical Investment Management Tactical Institutional Commodity Program 4.67 10,000k 4/1/1993 4 Rivoli Fund Management Rivoli International Fund (E) 5.58 5,000k 10/1/1996 3 Ansbacher Investment Management Market Neutral Put Skew Program 5.98 150k 1/1/1996 2 Red Oak Commodity Advisors Investment Program 8.57 5,000k 12/1/1989 1 C-View Limited Currency Managed Account Program 12.42 5,000k 10/1/1996 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.