IASG CTA Index For July 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 Jul 1998 Min Inv Inception 54 Crabel Capital Management Crabel Multi-Product -6.65 1,000k 3/1/1998 53 Hawksbill Capital Management Global Diversified -6.24 5,000k 11/1/1988 52 Red Oak Commodity Advisors Investment Program -6.09 5,000k 12/1/1989 51 Range Wise Investment Program -5.28 250k 2/1/1991 50 Transtrend B.V. DTP – Enhanced Risk (USD) -4.75 10,000k 1/1/1995 49 Millburn Ridgefield Corporation Diversified Program -4.63 20,000k 2/1/1977 48 Ansbacher Investment Management Market Neutral Put Skew Program -4.01 250k 1/1/1996 47 EMC Capital Advisors, LLC Classic -3.80 5,000k 1/1/1985 46 Eclipse Capital Management Global Monetary -3.46 5,000k 8/1/1990 45 Mark J. Walsh Company Standard Program -2.73 2,000k 9/1/1985 44 Clarke Capital Management Global Magnum -2.40 100k 8/1/1997 43 QCM Global Diversified Programme -2.22 500k 12/1/1995 42 Eckhardt Trading Company Evolution Strategies 1.2X -2.02 10,000k 10/1/1991 41 Hyman Beck and Company Global Portfolio -2.01 1,000k 3/1/1991 40 Eckhardt Trading Company Evolution Strategies -1.59 20,000k 8/1/1991 39 Northfield Trading Diversified -1.50 2,000k 7/1/1989 38 DUNN Capital Management World Monetary and Agriculture Program (WMA) -1.40 100k 11/1/1984 37 Drury Capital Diversified Trend-Following Program -1.38 5,000k 5/1/1997 36 DUNN Capital Management DUNN Combined Fund (DCF) -1.32 100k 5/1/1989 35 DUNN Capital Management D'Best Futures Fund, L.P. -1.30 100k 6/1/1994 34 Clarke Capital Management Global Basic -1.27 50k 2/1/1996 33 RAM Management Group MRTP Aggressive -1.02 1,000k 2/1/1998 32 KMJ Investments KMJ Investments -0.94 1,000k 8/1/1994 31 Tactical Investment Management Tactical Institutional Commodity Program -0.84 10,000k 4/1/1993 30 Abraham Trading Company Diversified Program -0.83 10,000k 1/1/1988 29 Sunrise Capital Partners Sunrise Expanded Diversified Program -0.61 1/1/1989 28 Clarke Capital Management Worldwide -0.56 250k 1/1/1996 27 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.44 1,000k 3/1/1998 26 Estlander & Partners Global XL -0.11 5,000k 8/1/1991 25 Rivoli Fund Management Rivoli International Fund (E) -0.05 5,000k 10/1/1996 24 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.02 1,000k 9/1/1997 22 IKOS The IKOS Hedge Fund 0.00 10,000k 7/1/1998 23 LJM Partners LJM Aggressive Strategy 0.00 500k 7/1/1998 21 Rotella Capital Management Rotella Polaris Program (Diversified) 0.10 10,000k 1/1/1991 20 Mondiale Asset Management Mondiale Trading Program 0.46 0k 9/1/1997 19 Warrington Asset Management Warrington Strategic Program 0.54 50k 1/1/1997 18 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 0.68 0k 11/1/1996 17 RAM Management Group RAM MRTP 1X-Conservative 0.72 1,000k 9/1/1993 16 Saxon Investment Corporation Aggressive Diversified Program 0.77 2,000k 11/1/1993 15 Saxon Investment Corporation Diversified Program 0.80 3,000k 9/1/1988 14 Witter & Lester, Inc. Redstone 0.83 500k 9/1/1994 13 Rabar Market Research Diversified Program 1.16 2,000k 1/1/1989 12 Winton Capital Management Diversified 1.51 50,000k 10/1/1997 11 Estlander & Partners Alpha Trend 1.62 30,000k 10/1/1991 10 MERIT Alternative Investments GmbH Futures Portfolio 2.29 2,000k 6/1/1998 9 Chesapeake Capital Diversified (LV) 3.03 100k 2/1/1988 8 FORT LP Fort Global Diversified 3.64 2,000k 10/1/1993 7 Clarke Capital Management Millennium 4.13 1,000k 1/1/1998 6 Witter & Lester, Inc. Stock Index Futures Trading Program 5.06 400k 1/1/1988 5 Dreiss Research Corporation Diversified Program 7.74 1,000k 5/1/1991 4 Superfund Group Superfund Green Q-AG 10.40 2k 3/1/1996 3 AIS Capital Management, L.P. MAAP (2x-4x) Composite 10.67 3,000k 10/1/1992 2 C-View Limited Currency Managed Account Program 10.74 5,000k 10/1/1996 1 AIS Capital Management, L.P. MAAP (3x-6x) Composite 17.27 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.