IASG CTA Index For November 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 Nov 1999 Min Inv Inception 66 Red Oak Commodity Advisors Investment Program -11.43 5,000k 12/1/1989 65 Witter & Lester, Inc. Stock Index Futures Trading Program -4.61 400k 1/1/1988 64 Crabel Capital Management Crabel Multi-Product -3.13 1,000k 3/1/1998 63 FORT LP Fort Global Diversified -2.89 2,000k 10/1/1993 62 Range Wise Investment Program -1.13 250k 2/1/1991 61 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.05 1,000k 3/1/1998 60 Witter & Lester, Inc. Redstone -0.68 500k 9/1/1994 59 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -0.60 0k 11/1/1996 58 Eclipse Capital Management Global Monetary -0.45 5,000k 8/1/1990 57 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 0.00 200k 11/1/1999 56 Eckhardt Trading Company Evolution Strategies 0.04 20,000k 8/1/1991 55 Eckhardt Trading Company Evolution Strategies 1.2X 0.41 10,000k 10/1/1991 54 Hyman Beck and Company Global Portfolio 0.48 1,000k 3/1/1991 53 Northfield Trading Diversified 0.50 2,000k 7/1/1989 52 Clarke Capital Management Global Basic 0.50 50k 2/1/1996 51 C-View Limited Currency Managed Account Program 0.55 5,000k 10/1/1996 50 Alee Capital Management, LLC Poniente Program 0.65 2,500k 1/1/1999 49 Transtrend B.V. DTP – Standard Risk (EUR) 0.95 10,000k 2/1/1999 48 Capricorn Strategies Limited Capricorn fxST (Lev1) 1.29 1,000k 1/1/1999 47 DUNN Capital Management World Monetary and Agriculture Program (WMA) 1.30 100k 11/1/1984 46 KMJ Investments KMJ Investments 1.30 1,000k 8/1/1994 45 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.44 10,000k 8/1/1999 44 DUNN Capital Management DUNN Combined Fund (DCF) 1.45 100k 5/1/1989 43 Mondiale Asset Management Mondiale Trading Program 1.72 0k 9/1/1997 42 Mark J. Walsh Company Standard Program 1.80 2,000k 9/1/1985 41 Transtrend B.V. DTP – Enhanced Risk (USD) 1.84 10,000k 1/1/1995 40 Kinkopf Capital Management KCM S&P (Proprietary) 1.99 100k 1/1/1999 39 EMC Capital Advisors, LLC Classic 2.10 5,000k 1/1/1985 38 Rabar Market Research Diversified Program 2.13 2,000k 1/1/1989 37 M.S. Capital Management Global Diversified Program 2.17 2,000k 11/1/1998 36 IKOS The IKOS Hedge Fund 2.17 10,000k 7/1/1998 35 Warrington Asset Management Warrington Strategic Program 2.20 50k 1/1/1997 34 Millburn Ridgefield Corporation Diversified Program 2.34 20,000k 2/1/1977 33 MERIT Alternative Investments GmbH Futures Portfolio 2.37 2,000k 6/1/1998 32 DUNN Capital Management D'Best Futures Fund, L.P. 2.69 100k 6/1/1994 31 Rivoli Fund Management Rivoli International Fund (E) 2.78 5,000k 10/1/1996 30 Tactical Investment Management Tactical Institutional Commodity Program 2.85 10,000k 4/1/1993 29 RAM Management Group RAM MRTP 1X-Conservative 3.03 1,000k 9/1/1993 28 Saxon Investment Corporation Diversified Program 3.14 3,000k 9/1/1988 27 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.50 1,000k 9/1/1997 26 Estlander & Partners Alpha Trend 3.70 30,000k 10/1/1991 25 Covenant Capital Management Original Program 3.88 5,000k 9/1/1999 24 Chesapeake Capital Diversified (LV) 4.16 100k 2/1/1988 23 Conquest Capital Group Conquest Macro 4.28 250k 5/1/1999 22 Sunrise Capital Partners Sunrise Expanded Diversified Program 4.36 1/1/1989 21 Rotella Capital Management Rotella Polaris Program (Diversified) 4.40 10,000k 1/1/1991 20 Clarke Capital Management Global Magnum 5.17 100k 8/1/1997 19 Drury Capital Diversified Trend-Following Program 5.20 5,000k 5/1/1997 18 Estlander & Partners Global Markets 5.64 10,000k 8/1/1999 17 Saxon Investment Corporation Aggressive Diversified Program 5.91 2,000k 11/1/1993 16 Ansbacher Investment Management Market Neutral Put Skew Program 6.03 250k 1/1/1996 15 Clarke Capital Management Worldwide 6.29 250k 1/1/1996 14 QCM Global Diversified Programme 6.81 500k 12/1/1995 13 Mulvaney Capital Management The Mulvaney Global Markets Fund 7.01 100k 5/1/1999 12 Hawksbill Capital Management Global Diversified 7.26 5,000k 11/1/1988 11 Clarke Capital Management Millennium 7.39 1,000k 1/1/1998 10 AIS Capital Management, L.P. MAAP (2x-4x) Composite 8.70 3,000k 10/1/1992 9 RAM Management Group MRTP Aggressive 9.42 1,000k 2/1/1998 8 LJM Partners LJM Aggressive Strategy 10.52 500k 7/1/1998 7 Superfund Group Superfund Green Q-AG 10.56 2k 3/1/1996 6 Alee Capital Management, LLC Mistral Program 10.71 2,500k 1/1/1999 5 Estlander & Partners Global XL 11.26 5,000k 8/1/1991 4 AIS Capital Management, L.P. MAAP (3x-6x) Composite 12.68 2,000k 7/1/1992 3 Abraham Trading Company Diversified Program 13.64 10,000k 1/1/1988 2 Winton Capital Management Diversified 13.93 50,000k 10/1/1997 1 Dreiss Research Corporation Diversified Program 16.68 1,000k 5/1/1991 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.