IASG CTA Index For August 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 Aug 1999 Min Inv Inception 64 RAM Management Group MRTP Aggressive -16.76 1,000k 2/1/1998 63 Hawksbill Capital Management Global Diversified -8.89 5,000k 11/1/1988 62 Mark J. Walsh Company Standard Program -8.04 2,000k 9/1/1985 61 Clarke Capital Management Global Basic -7.14 50k 2/1/1996 60 Eckhardt Trading Company Evolution Strategies 1.2X -6.42 10,000k 10/1/1991 59 Eckhardt Trading Company Evolution Strategies -5.62 20,000k 8/1/1991 58 RAM Management Group RAM MRTP 1X-Conservative -5.14 1,000k 9/1/1993 57 Clarke Capital Management Global Magnum -4.78 100k 8/1/1997 56 Alee Capital Management, LLC Mistral Program -3.69 2,500k 1/1/1999 55 Rotella Capital Management Rotella Polaris Program (Diversified) -3.51 10,000k 1/1/1991 54 Winton Capital Management Diversified -3.47 50,000k 10/1/1997 53 Superfund Group Superfund Green Q-AG -2.71 2k 3/1/1996 52 Ansbacher Investment Management Market Neutral Put Skew Program -2.68 250k 1/1/1996 51 Transtrend B.V. DTP – Enhanced Risk (USD) -2.51 10,000k 1/1/1995 50 Mondiale Asset Management Mondiale Trading Program -1.95 0k 9/1/1997 49 Transtrend B.V. DTP – Standard Risk (EUR) -1.90 10,000k 2/1/1999 48 Alee Capital Management, LLC Poniente Program -1.76 2,500k 1/1/1999 47 Conquest Capital Group Conquest Macro -1.73 250k 5/1/1999 46 EMC Capital Advisors, LLC Classic -0.80 5,000k 1/1/1985 45 Estlander & Partners Global XL -0.50 5,000k 8/1/1991 44 Rabar Market Research Diversified Program -0.42 2,000k 1/1/1989 43 Rivoli Fund Management Rivoli International Fund (E) -0.30 5,000k 10/1/1996 42 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.13 1,000k 9/1/1997 41 Sunrise Capital Partners Sunrise Expanded Diversified Program -0.13 1/1/1989 40 Clarke Capital Management Millennium -0.08 1,000k 1/1/1998 38 Estlander & Partners Global Markets 0.00 10,000k 8/1/1999 39 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.00 10,000k 8/1/1999 37 MERIT Alternative Investments GmbH Futures Portfolio 0.03 2,000k 6/1/1998 36 Red Oak Commodity Advisors Investment Program 0.44 5,000k 12/1/1989 35 Northfield Trading Diversified 0.50 2,000k 7/1/1989 34 DUNN Capital Management DUNN Combined Fund (DCF) 0.70 100k 5/1/1989 33 Range Wise Investment Program 0.81 250k 2/1/1991 32 M.S. Capital Management Global Diversified Program 0.82 2,000k 11/1/1998 31 Clarke Capital Management Worldwide 1.04 250k 1/1/1996 30 Capricorn Strategies Limited Capricorn fxST (Lev1) 1.05 1,000k 1/1/1999 29 Millburn Ridgefield Corporation Diversified Program 1.11 20,000k 2/1/1977 28 Hyman Beck and Company Global Portfolio 1.22 1,000k 3/1/1991 27 IKOS The IKOS Hedge Fund 1.29 10,000k 7/1/1998 26 C-View Limited Currency Managed Account Program 1.38 5,000k 10/1/1996 25 Witter & Lester, Inc. Stock Index Futures Trading Program 1.44 400k 1/1/1988 24 Eclipse Capital Management Global Monetary 1.49 5,000k 8/1/1990 23 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.55 0k 11/1/1996 22 Estlander & Partners Alpha Trend 1.61 30,000k 10/1/1991 21 QCM Global Diversified Programme 1.74 500k 12/1/1995 20 Warrington Asset Management Warrington Strategic Program 2.13 50k 1/1/1997 19 Mulvaney Capital Management The Mulvaney Global Markets Fund 2.13 100k 5/1/1999 18 AIS Capital Management, L.P. MAAP (2x-4x) Composite 2.24 3,000k 10/1/1992 17 Tactical Investment Management Tactical Institutional Commodity Program 2.46 10,000k 4/1/1993 16 FORT LP Fort Global Diversified 2.66 2,000k 10/1/1993 15 Kaiser Trading Group Kaiser Global Diversified Program - Class B 2.73 1,000k 3/1/1998 14 Witter & Lester, Inc. Redstone 2.81 500k 9/1/1994 13 AIS Capital Management, L.P. MAAP (3x-6x) Composite 3.11 2,000k 7/1/1992 12 Abraham Trading Company Diversified Program 3.12 10,000k 1/1/1988 11 Chesapeake Capital Diversified (LV) 3.37 100k 2/1/1988 10 KMJ Investments KMJ Investments 3.48 1,000k 8/1/1994 9 DUNN Capital Management D'Best Futures Fund, L.P. 4.13 100k 6/1/1994 8 Dreiss Research Corporation Diversified Program 5.33 1,000k 5/1/1991 7 DUNN Capital Management World Monetary and Agriculture Program (WMA) 5.80 100k 11/1/1984 6 Kinkopf Capital Management KCM S&P (Proprietary) 5.90 100k 1/1/1999 5 LJM Partners LJM Aggressive Strategy 7.33 500k 7/1/1998 4 Crabel Capital Management Crabel Multi-Product 8.00 1,000k 3/1/1998 3 Drury Capital Diversified Trend-Following Program 8.54 5,000k 5/1/1997 2 Saxon Investment Corporation Diversified Program 11.06 3,000k 9/1/1988 1 Saxon Investment Corporation Aggressive Diversified Program 23.01 2,000k 11/1/1993 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.