IASG CTA Index For February 1999 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 Feb 1999 Min Inv Inception 60 Kinkopf Capital Management KCM S&P (Proprietary) -14.93 100k 1/1/1999 59 Red Oak Commodity Advisors Investment Program -12.94 5,000k 12/1/1989 58 Crabel Capital Management Crabel Multi-Product -6.80 1,000k 3/1/1998 57 Witter & Lester, Inc. Stock Index Futures Trading Program -3.45 400k 1/1/1988 56 Rivoli Fund Management Rivoli International Fund (E) -3.05 5,000k 10/1/1996 55 M.S. Capital Management Global Diversified Program -1.51 2,000k 11/1/1998 54 Northfield Trading Diversified -1.40 2,000k 7/1/1989 53 Saxon Investment Corporation Aggressive Diversified Program -1.37 2,000k 11/1/1993 52 Mondiale Asset Management Mondiale Trading Program -1.00 0k 9/1/1997 51 IKOS The IKOS Hedge Fund -0.63 10,000k 7/1/1998 50 Saxon Investment Corporation Diversified Program -0.29 3,000k 9/1/1988 49 C-View Limited Currency Managed Account Program -0.15 5,000k 10/1/1996 48 Transtrend B.V. DTP – Standard Risk (EUR) 0.00 10,000k 2/1/1999 47 Range Wise Investment Program 0.31 250k 2/1/1991 46 Witter & Lester, Inc. Redstone 0.85 500k 9/1/1994 45 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.86 1,000k 9/1/1997 44 Superfund Group Superfund Green Q-AG 0.98 2k 3/1/1996 43 Clarke Capital Management Millennium 1.12 1,000k 1/1/1998 42 Capricorn Strategies Limited Capricorn fxST (Lev1) 1.15 1,000k 1/1/1999 41 Transtrend B.V. DTP – Enhanced Risk (USD) 1.22 10,000k 1/1/1995 40 Rotella Capital Management Rotella Polaris Program (Diversified) 1.26 10,000k 1/1/1991 39 Hyman Beck and Company Global Portfolio 1.67 1,000k 3/1/1991 38 QCM Global Diversified Programme 1.79 500k 12/1/1995 37 Tactical Investment Management Tactical Institutional Commodity Program 1.84 10,000k 4/1/1993 36 Chesapeake Capital Diversified (LV) 1.90 100k 2/1/1988 35 FORT LP Fort Global Diversified 2.85 2,000k 3/1/2002 34 Warrington Asset Management Warrington Strategic Program 3.04 50k 1/1/1997 33 Estlander & Partners Global XL 3.12 5,000k 8/1/1991 32 Millburn Ridgefield Corporation Diversified Program 3.22 20,000k 2/1/1977 31 Eclipse Capital Management Global Monetary 3.27 5,000k 8/1/1990 30 Ansbacher Investment Management Market Neutral Put Skew Program 3.27 150k 1/1/1996 29 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 3.34 0k 11/1/1996 28 Clarke Capital Management Global Basic 3.55 50k 2/1/1996 27 Winton Capital Management Diversified 3.61 50,000k 10/1/1997 26 Rabar Market Research Diversified Program 3.70 2,000k 1/1/1989 25 Alee Capital Management, LLC Poniente Program 3.86 2,500k 1/1/1999 24 DUNN Capital Management World Monetary and Agriculture Program (WMA) 3.90 100k 11/1/1984 23 AIS Capital Management, L.P. MAAP (2x-4x) Composite 4.33 3,000k 10/1/1992 22 Estlander & Partners Alpha Trend 4.42 30,000k 10/1/1991 21 Eckhardt Trading Company Evolution Strategies 5.12 20,000k 8/1/1991 20 Sunrise Capital Partners Sunrise Expanded Diversified Program 5.14 1/1/1989 19 RAM Management Group RAM MRTP 1X-Conservative 5.49 1,000k 9/1/1993 18 MERIT Alternative Investments GmbH Futures Portfolio 5.67 2,000k 6/1/1998 17 Drury Capital Diversified Trend-Following Program 6.05 5,000k 5/1/1997 16 AIS Capital Management, L.P. MAAP (3x-6x) Composite 6.37 2,000k 7/1/1992 15 Eckhardt Trading Company Evolution Strategies 1.2X 6.42 10,000k 10/1/1991 14 Clarke Capital Management Worldwide 6.84 250k 1/1/1996 13 Hawksbill Capital Management Global Diversified 7.25 5,000k 11/1/1988 12 Clarke Capital Management Global Magnum 7.45 100k 8/1/1997 11 Alee Capital Management, LLC Mistral Program 7.65 2,500k 1/1/1999 10 Dreiss Research Corporation Diversified Program 7.66 1,000k 5/1/1991 9 DUNN Capital Management DUNN Combined Fund (DCF) 8.67 100k 5/1/1989 8 LJM Partners LJM Aggressive Strategy 10.38 500k 7/1/1998 7 KMJ Investments KMJ Investments 13.32 1,000k 8/1/1994 6 Abraham Trading Company Diversified Program 13.35 10,000k 1/1/1988 5 RAM Management Group MRTP Aggressive 15.10 1,000k 2/1/1998 4 DUNN Capital Management D'Best Futures Fund, L.P. 16.01 100k 6/1/1994 3 Mark J. Walsh Company Standard Program 16.10 2,000k 9/1/1985 2 EMC Capital Advisors, LLC Classic 17.30 5,000k 1/1/1985 1 Kaiser Trading Group Kaiser Global Diversified Program - Class B 18.32 1,000k 3/1/1998 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.