IASG CTA Index For August 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 Aug 1998 Min Inv Inception 54 LJM Partners LJM Aggressive Strategy -36.99 500k 7/1/1998 53 Red Oak Commodity Advisors Investment Program -23.72 5,000k 12/1/1989 52 AIS Capital Management, L.P. MAAP (3x-6x) Composite -11.94 2,000k 7/1/1992 51 Crabel Capital Management Crabel Multi-Product -8.37 1,000k 3/1/1998 50 AIS Capital Management, L.P. MAAP (2x-4x) Composite -7.26 3,000k 10/1/1992 49 C-View Limited Currency Managed Account Program -5.07 5,000k 10/1/1996 48 Witter & Lester, Inc. Redstone -3.21 500k 9/1/1994 47 Range Wise Investment Program -2.15 250k 2/1/1991 46 Ansbacher Investment Management Market Neutral Put Skew Program -1.97 250k 1/1/1996 45 Warrington Asset Management Warrington Strategic Program -1.80 50k 1/1/1997 44 Witter & Lester, Inc. Stock Index Futures Trading Program -1.13 400k 1/1/1988 43 IKOS The IKOS Hedge Fund 1.90 10,000k 7/1/1998 42 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.14 1,000k 9/1/1997 41 Mondiale Asset Management Mondiale Trading Program 2.74 0k 9/1/1997 40 Kaiser Trading Group Kaiser Global Diversified Program - Class B 5.21 1,000k 3/1/1998 39 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 5.36 0k 11/1/1996 38 Estlander & Partners Alpha Trend 5.64 30,000k 10/1/1991 37 KMJ Investments KMJ Investments 6.14 1,000k 8/1/1994 36 Millburn Ridgefield Corporation Diversified Program 6.51 20,000k 2/1/1977 35 MERIT Alternative Investments GmbH Futures Portfolio 6.78 2,000k 6/1/1998 34 Chesapeake Capital Diversified (LV) 7.27 100k 2/1/1988 33 FORT LP Fort Global Diversified 8.31 2,000k 10/1/1993 32 RAM Management Group RAM MRTP 1X-Conservative 9.14 1,000k 9/1/1993 31 Sunrise Capital Partners Sunrise Expanded Diversified Program 9.54 1/1/1989 30 Superfund Group Superfund Green Q-AG 9.88 2k 3/1/1996 29 Winton Capital Management Diversified 10.99 50,000k 10/1/1997 28 Northfield Trading Diversified 11.20 2,000k 7/1/1989 27 Eclipse Capital Management Global Monetary 13.15 5,000k 8/1/1990 26 Hyman Beck and Company Global Portfolio 13.70 1,000k 3/1/1991 25 QCM Global Diversified Programme 15.43 500k 12/1/1995 24 Rivoli Fund Management Rivoli International Fund (E) 15.63 5,000k 10/1/1996 23 Dreiss Research Corporation Diversified Program 16.20 1,000k 5/1/1991 22 Tactical Investment Management Tactical Institutional Commodity Program 16.37 10,000k 4/1/1993 21 Rotella Capital Management Rotella Polaris Program (Diversified) 16.50 10,000k 1/1/1991 20 Drury Capital Diversified Trend-Following Program 19.34 5,000k 5/1/1997 19 Rabar Market Research Diversified Program 19.37 2,000k 1/1/1989 18 Transtrend B.V. DTP – Enhanced Risk (USD) 19.57 10,000k 1/1/1995 17 DUNN Capital Management DUNN Combined Fund (DCF) 19.91 100k 5/1/1989 16 Clarke Capital Management Worldwide 21.67 250k 1/1/1996 15 Abraham Trading Company Diversified Program 23.24 10,000k 1/1/1988 14 Eckhardt Trading Company Evolution Strategies 25.28 20,000k 8/1/1991 13 DUNN Capital Management D'Best Futures Fund, L.P. 25.46 100k 6/1/1994 12 Saxon Investment Corporation Diversified Program 27.38 3,000k 9/1/1988 11 DUNN Capital Management World Monetary and Agriculture Program (WMA) 27.50 100k 11/1/1984 10 RAM Management Group MRTP Aggressive 27.79 1,000k 2/1/1998 9 Estlander & Partners Global XL 28.06 5,000k 8/1/1991 8 Clarke Capital Management Millennium 29.81 1,000k 1/1/1998 7 Eckhardt Trading Company Evolution Strategies 1.2X 32.07 10,000k 10/1/1991 6 Clarke Capital Management Global Basic 32.12 50k 2/1/1996 5 EMC Capital Advisors, LLC Classic 32.80 5,000k 1/1/1985 4 Clarke Capital Management Global Magnum 34.46 100k 8/1/1997 3 Mark J. Walsh Company Standard Program 40.83 2,000k 9/1/1985 2 Saxon Investment Corporation Aggressive Diversified Program 47.13 2,000k 11/1/1993 1 Hawksbill Capital Management Global Diversified 80.29 5,000k 11/1/1988 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.