IASG CTA Index For October 1999 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 Oct 1999 Min Inv Inception 65 DUNN Capital Management D'Best Futures Fund, L.P. -18.63 100k 6/1/1994 64 LJM Partners LJM Aggressive Strategy -18.14 500k 7/1/1998 63 EMC Capital Advisors, LLC Classic -18.10 5,000k 1/1/1985 62 Dreiss Research Corporation Diversified Program -16.61 1,000k 5/1/1991 61 Mark J. Walsh Company Standard Program -16.21 2,000k 9/1/1985 60 RAM Management Group MRTP Aggressive -16.09 1,000k 2/1/1998 59 Hawksbill Capital Management Global Diversified -15.41 5,000k 11/1/1988 58 Estlander & Partners Global XL -13.00 5,000k 8/1/1991 57 Tactical Investment Management Tactical Institutional Commodity Program -12.91 10,000k 4/1/1993 56 Red Oak Commodity Advisors Investment Program -11.86 5,000k 12/1/1989 55 Millburn Ridgefield Corporation Diversified Program -11.10 20,000k 2/1/1977 54 Abraham Trading Company Diversified Program -9.57 10,000k 1/1/1988 53 M.S. Capital Management Global Diversified Program -9.29 2,000k 11/1/1998 52 DUNN Capital Management DUNN Combined Fund (DCF) -8.33 100k 5/1/1989 51 Rotella Capital Management Rotella Polaris Program (Diversified) -7.95 10,000k 1/1/1991 50 Chesapeake Capital Diversified (LV) -7.88 100k 2/1/1988 49 Clarke Capital Management Millennium -7.82 1,000k 1/1/1998 48 Estlander & Partners Alpha Trend -7.74 30,000k 10/1/1991 47 Alee Capital Management, LLC Mistral Program -7.45 2,500k 1/1/1999 46 Rivoli Fund Management Rivoli International Fund (E) -7.30 5,000k 10/1/1996 45 Ansbacher Investment Management Market Neutral Put Skew Program -7.01 250k 1/1/1996 44 DUNN Capital Management World Monetary and Agriculture Program (WMA) -7.00 100k 11/1/1984 43 Estlander & Partners Global Markets -6.99 10,000k 8/1/1999 42 Hyman Beck and Company Global Portfolio -6.91 1,000k 3/1/1991 41 Transtrend B.V. DTP – Enhanced Risk (USD) -6.82 10,000k 1/1/1995 40 Transtrend B.V. DTP – Enhanced Risk (EUR) -6.71 10,000k 8/1/1999 39 Winton Capital Management Diversified -6.20 50,000k 10/1/1997 38 FORT LP Fort Global Diversified -6.16 2,000k 10/1/1993 37 Rabar Market Research Diversified Program -6.01 2,000k 1/1/1989 36 Saxon Investment Corporation Aggressive Diversified Program -5.87 2,000k 11/1/1993 35 QCM Global Diversified Programme -5.50 500k 12/1/1995 34 RAM Management Group RAM MRTP 1X-Conservative -5.29 1,000k 9/1/1993 33 Conquest Capital Group Conquest Macro -5.26 250k 5/1/1999 32 Clarke Capital Management Global Magnum -4.85 100k 8/1/1997 31 Mulvaney Capital Management The Mulvaney Global Markets Fund -4.80 100k 5/1/1999 30 MERIT Alternative Investments GmbH Futures Portfolio -4.78 2,000k 6/1/1998 29 Transtrend B.V. DTP – Standard Risk (EUR) -4.63 10,000k 2/1/1999 28 Clarke Capital Management Worldwide -4.57 250k 1/1/1996 27 Covenant Capital Management Original Program -4.46 5,000k 9/1/1999 26 Warrington Asset Management Warrington Strategic Program -4.40 50k 1/1/1997 25 Eclipse Capital Management Global Monetary -4.30 5,000k 8/1/1990 24 Sunrise Capital Partners Sunrise Expanded Diversified Program -4.08 1/1/1989 23 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -3.37 1,000k 9/1/1997 22 AIS Capital Management, L.P. MAAP (3x-6x) Composite -3.27 2,000k 7/1/1992 21 Saxon Investment Corporation Diversified Program -3.26 3,000k 9/1/1988 20 Eckhardt Trading Company Evolution Strategies 1.2X -3.23 10,000k 10/1/1991 19 Superfund Group Superfund Green Q-AG -3.17 2k 3/1/1996 18 Clarke Capital Management Global Basic -3.16 50k 2/1/1996 17 Eckhardt Trading Company Evolution Strategies -2.86 20,000k 8/1/1991 16 Range Wise Investment Program -2.72 250k 2/1/1991 15 IKOS The IKOS Hedge Fund -2.40 10,000k 7/1/1998 14 Kaiser Trading Group Kaiser Global Diversified Program - Class B -2.09 1,000k 3/1/1998 13 AIS Capital Management, L.P. MAAP (2x-4x) Composite -1.73 3,000k 10/1/1992 12 Drury Capital Diversified Trend-Following Program -1.24 5,000k 5/1/1997 11 Capricorn Strategies Limited Capricorn fxST (Lev1) -1.10 1,000k 1/1/1999 10 Alee Capital Management, LLC Poniente Program -0.74 2,500k 1/1/1999 9 Mondiale Asset Management Mondiale Trading Program -0.39 0k 9/1/1997 8 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 0.13 0k 11/1/1996 7 Witter & Lester, Inc. Redstone 0.67 500k 9/1/1994 6 Witter & Lester, Inc. Stock Index Futures Trading Program 1.53 400k 1/1/1988 5 C-View Limited Currency Managed Account Program 1.95 5,000k 10/1/1996 4 Crabel Capital Management Crabel Multi-Product 2.55 1,000k 3/1/1998 3 Northfield Trading Diversified 4.90 2,000k 7/1/1989 2 KMJ Investments KMJ Investments 5.01 1,000k 8/1/1994 1 Kinkopf Capital Management KCM S&P (Proprietary) 18.50 100k 1/1/1999 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.