IASG CTA Index For June 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 Jun 1999 Min Inv Inception 62 Crabel Capital Management Crabel Multi-Product -2.44 1,000k 3/1/1998 61 Mark J. Walsh Company Standard Program -1.75 2,000k 9/1/1985 60 Range Wise Investment Program -1.69 250k 2/1/1991 59 Tactical Investment Management Tactical Institutional Commodity Program -1.69 10,000k 4/1/1993 58 Witter & Lester, Inc. Stock Index Futures Trading Program -1.28 400k 1/1/1988 57 EMC Capital Advisors, LLC Classic -1.10 5,000k 1/1/1985 56 M.S. Capital Management Global Diversified Program -1.06 2,000k 11/1/1998 55 Abraham Trading Company Diversified Program -0.68 10,000k 1/1/1988 54 Alee Capital Management, LLC Poniente Program -0.54 2,500k 1/1/1999 53 Clarke Capital Management Global Basic -0.49 50k 2/1/1996 52 Superfund Group Superfund Green Q-AG -0.43 2k 3/1/1996 51 Drury Capital Diversified Trend-Following Program -0.36 5,000k 5/1/1997 50 FORT LP Fort Global Diversified -0.26 2,000k 10/1/1993 49 Mulvaney Capital Management The Mulvaney Global Markets Fund -0.14 100k 5/1/1999 48 Rabar Market Research Diversified Program -0.02 2,000k 1/1/1989 47 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 0.21 0k 11/1/1996 46 Witter & Lester, Inc. Redstone 0.45 500k 9/1/1994 45 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.79 1,000k 1/1/1999 44 IKOS The IKOS Hedge Fund 0.80 10,000k 7/1/1998 43 RAM Management Group RAM MRTP 1X-Conservative 0.93 1,000k 9/1/1993 42 Alee Capital Management, LLC Mistral Program 0.97 2,500k 1/1/1999 41 Mondiale Asset Management Mondiale Trading Program 1.06 0k 9/1/1997 40 Estlander & Partners Global XL 1.10 5,000k 8/1/1991 39 Eckhardt Trading Company Evolution Strategies 1.43 20,000k 8/1/1991 38 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.49 1,000k 3/1/1998 37 Eckhardt Trading Company Evolution Strategies 1.2X 1.87 10,000k 10/1/1991 36 Rivoli Fund Management Rivoli International Fund (E) 2.03 5,000k 10/1/1996 35 Rotella Capital Management Rotella Polaris Program (Diversified) 2.06 10,000k 1/1/1991 34 Warrington Asset Management Warrington Strategic Program 2.07 50k 1/1/1997 33 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.10 1,000k 9/1/1997 32 Sunrise Capital Partners Sunrise Expanded Diversified Program 2.18 1/1/1989 31 Estlander & Partners Alpha Trend 2.26 30,000k 10/1/1991 30 Clarke Capital Management Global Magnum 2.44 100k 8/1/1997 29 Saxon Investment Corporation Diversified Program 2.46 3,000k 9/1/1988 28 Dreiss Research Corporation Diversified Program 2.74 1,000k 5/1/1991 27 Conquest Capital Group Conquest Macro 2.86 250k 5/1/1999 26 Eclipse Capital Management Global Monetary 3.12 5,000k 8/1/1990 25 Transtrend B.V. DTP – Standard Risk (EUR) 3.12 10,000k 2/1/1999 24 Hyman Beck and Company Global Portfolio 3.41 1,000k 3/1/1991 23 QCM Global Diversified Programme 3.54 500k 12/1/1995 22 Chesapeake Capital Diversified (LV) 3.57 100k 2/1/1988 21 LJM Partners LJM Aggressive Strategy 3.91 500k 7/1/1998 20 RAM Management Group MRTP Aggressive 3.93 1,000k 2/1/1998 19 Saxon Investment Corporation Aggressive Diversified Program 3.96 2,000k 11/1/1993 18 DUNN Capital Management DUNN Combined Fund (DCF) 4.14 100k 5/1/1989 17 Northfield Trading Diversified 4.20 2,000k 7/1/1989 16 MERIT Alternative Investments GmbH Futures Portfolio 4.30 2,000k 6/1/1998 15 Transtrend B.V. DTP – Enhanced Risk (USD) 4.51 10,000k 1/1/1995 14 DUNN Capital Management D'Best Futures Fund, L.P. 4.98 100k 6/1/1994 13 Clarke Capital Management Worldwide 5.08 250k 1/1/1996 12 Clarke Capital Management Millennium 5.09 1,000k 1/1/1998 11 KMJ Investments KMJ Investments 5.27 1,000k 8/1/1994 10 Winton Capital Management Diversified 5.29 50,000k 10/1/1997 9 C-View Limited Currency Managed Account Program 5.40 5,000k 10/1/1996 8 Millburn Ridgefield Corporation Diversified Program 5.65 20,000k 2/1/1977 7 Hawksbill Capital Management Global Diversified 6.11 5,000k 11/1/1988 6 Ansbacher Investment Management Market Neutral Put Skew Program 7.21 250k 1/1/1996 5 DUNN Capital Management World Monetary and Agriculture Program (WMA) 9.60 100k 11/1/1984 4 AIS Capital Management, L.P. MAAP (2x-4x) Composite 13.93 3,000k 10/1/1992 3 AIS Capital Management, L.P. MAAP (3x-6x) Composite 21.39 2,000k 7/1/1992 2 Red Oak Commodity Advisors Investment Program 32.01 5,000k 12/1/1989 1 Kinkopf Capital Management KCM S&P (Proprietary) 39.66 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.