IASG CTA Index For January 2000 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 Jan 2000 Min Inv Inception 68 Kaiser Trading Group Kaiser Global Diversified Program - Class B -7.02 1,000k 3/1/1998 67 Drury Capital Diversified Trend-Following Program -5.58 5,000k 5/1/1997 66 Mulvaney Capital Management The Mulvaney Global Markets Fund -5.02 100k 5/1/1999 65 Ansbacher Investment Management Market Neutral Put Skew Program -4.95 150k 1/1/1996 64 Winton Capital Management Diversified -3.96 50,000k 10/1/1997 63 Red Oak Commodity Advisors Investment Program -3.19 5,000k 12/1/1989 62 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -2.85 0k 11/1/1996 61 Clarke Capital Management Global Magnum -2.69 100k 8/1/1997 60 Eckhardt Trading Company Evolution Strategies 1.2X -2.48 10,000k 10/1/1991 59 Rotella Capital Management Rotella Polaris Program (Diversified) -2.37 10,000k 1/1/1991 58 Eckhardt Trading Company Evolution Strategies -2.14 20,000k 8/1/1991 57 Hyman Beck and Company Global Portfolio -1.75 1,000k 3/1/1991 56 Covenant Capital Management Original Program -1.69 5,000k 9/1/1999 55 Estlander & Partners Alpha Trend -1.02 30,000k 10/1/1991 54 Estlander & Partners Global XL -0.99 5,000k 8/1/1991 53 Chesapeake Capital Diversified (LV) -0.87 100k 2/1/1988 52 Rabar Market Research Diversified Program -0.71 2,000k 1/1/1989 51 EMC Capital Advisors, LLC Classic -0.70 5,000k 1/1/1985 50 MERIT Alternative Investments GmbH Futures Portfolio -0.68 2,000k 6/1/1998 49 Alee Capital Management, LLC Mistral Program -0.48 2,500k 1/1/1999 48 Clarke Capital Management Global Basic -0.45 50k 2/1/1996 47 Saxon Investment Corporation Diversified Program -0.42 3,000k 9/1/1988 46 QCM Global Diversified Programme -0.38 500k 12/1/1995 45 RAM Management Group MRTP Aggressive -0.26 1,000k 2/1/1998 44 Saxon Investment Corporation Aggressive Diversified Program -0.26 2,000k 11/1/1993 43 RAM Management Group RAM MRTP 1X-Conservative -0.01 1,000k 9/1/1993 41 Superfund Group Superfund Green GCT USD 0.00 15k 1/1/2000 42 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.00 100k 1/1/2000 40 KMJ Investments KMJ Investments 0.06 1,000k 8/1/1994 39 AIS Capital Management, L.P. MAAP (2x-4x) Composite 0.07 3,000k 10/1/1992 38 C-View Limited Currency Managed Account Program 0.15 5,000k 10/1/1996 37 AIS Capital Management, L.P. MAAP (3x-6x) Composite 0.46 2,000k 7/1/1992 36 Range Wise Investment Program 0.55 250k 2/1/1991 35 Estlander & Partners Global Markets 0.87 10,000k 8/1/1999 34 Eclipse Capital Management Global Monetary 0.87 5,000k 8/1/1990 33 Transtrend B.V. DTP – Standard Risk (EUR) 0.90 10,000k 2/1/1999 32 Mark J. Walsh Company Standard Program 0.92 2,000k 9/1/1985 31 Mondiale Asset Management Mondiale Trading Program 1.07 0k 9/1/1997 30 Capricorn Strategies Limited Capricorn fxST (Lev1) 1.15 1,000k 1/1/1999 29 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.31 10,000k 8/1/1999 28 Transtrend B.V. DTP – Enhanced Risk (USD) 1.55 10,000k 1/1/1995 27 Superfund Group Superfund Green Q-AG 1.84 2k 3/1/1996 26 Millburn Ridgefield Corporation Diversified Program 1.86 20,000k 2/1/1977 25 Crabel Capital Management Crabel Multi-Product 2.02 1,000k 3/1/1998 24 Warrington Asset Management Warrington Strategic Program 2.52 50k 1/1/1997 23 Witter & Lester, Inc. Redstone 2.74 500k 9/1/1994 22 Clarke Capital Management Worldwide 2.85 250k 1/1/1996 21 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.88 1,000k 9/1/1997 20 Clarke Capital Management Millennium 3.09 1,000k 1/1/1998 19 Kinkopf Capital Management KCM S&P (Proprietary) 3.43 100k 1/1/1999 18 M.S. Capital Management Global Diversified Program 3.50 2,000k 11/1/1998 17 DUNN Capital Management DUNN Combined Fund (DCF) 3.51 100k 5/1/1989 16 Dreiss Research Corporation Diversified Program 3.63 1,000k 5/1/1991 15 DUNN Capital Management D'Best Futures Fund, L.P. 3.71 100k 6/1/1994 14 Sunrise Capital Partners Sunrise Expanded Diversified Program 3.78 1/1/1989 13 Tactical Investment Management Tactical Institutional Commodity Program 3.82 10,000k 4/1/1993 12 Alee Capital Management, LLC Poniente Program 3.89 2,500k 1/1/1999 11 Northfield Trading Diversified 4.20 2,000k 7/1/1989 10 Conquest Capital Group Conquest Macro 4.25 250k 5/1/1999 9 FORT LP Fort Global Diversified 4.49 2,000k 3/1/2002 8 Hawksbill Capital Management Global Diversified 4.71 5,000k 11/1/1988 7 LJM Partners LJM Aggressive Strategy 4.83 500k 7/1/1998 6 IKOS The IKOS Hedge Fund 5.20 10,000k 7/1/1998 5 Rivoli Fund Management Rivoli International Fund (E) 6.14 5,000k 10/1/1996 4 DUNN Capital Management World Monetary and Agriculture Program (WMA) 6.90 100k 11/1/1984 3 Abraham Trading Company Diversified Program 8.02 10,000k 1/1/1988 2 Witter & Lester, Inc. Stock Index Futures Trading Program 9.84 400k 1/1/1988 1 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 22.70 200k 11/1/1999 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.