IASG CTA Index For November 2000 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 2000 Min Inv Inception 75 Crabel Capital Management Crabel Multi-Product -6.12 1,000k 3/1/1998 74 RAM Management Group MRTP Aggressive -5.09 1,000k 2/1/1998 73 LJM Partners LJM Aggressive Strategy -4.64 500k 7/1/1998 72 Red Oak Commodity Advisors Investment Program -4.35 5,000k 12/1/1989 71 Witter & Lester, Inc. Stock Index Futures Trading Program -4.22 400k 1/1/1988 70 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.50 100k 1/1/2000 69 RAM Management Group RAM MRTP 1X-Conservative -2.40 1,000k 9/1/1993 68 AIS Capital Management, L.P. MAAP (3x-6x) Composite -2.38 2,000k 7/1/1992 67 AIS Capital Management, L.P. MAAP (2x-4x) Composite -1.46 3,000k 10/1/1992 66 Witter & Lester, Inc. Redstone -1.00 500k 9/1/1994 65 Kinkopf Capital Management KCM S&P (Proprietary) -0.01 100k 1/1/1999 64 IKOS The IKOS Hedge Fund 0.13 10,000k 7/1/1998 63 KMJ Investments KMJ Investments 0.41 1,000k 8/1/1994 62 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.50 1,000k 9/1/1997 61 Parizek Capital Futures Trading Program 0.71 500k 4/1/2000 60 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.80 1,000k 1/1/1999 59 Alder Capital DAC Alder Global 10 0.82 250k 10/1/2000 58 MERIT Alternative Investments GmbH Futures Portfolio 0.84 2,000k 6/1/1998 57 M.S. Capital Management Global Diversified Program 0.85 2,000k 11/1/1998 56 C-View Limited Currency Managed Account Program 0.99 5,000k 10/1/1996 55 Estlander & Partners Global Markets 1.44 10,000k 8/1/1999 54 Trigon Investment Advisors, LLC Foreign Exchange Program 1.45 5,000k 8/1/2000 53 Warrington Asset Management Warrington Strategic Program 1.58 50k 1/1/1997 52 Estlander & Partners Alpha Trend 1.79 30,000k 10/1/1991 51 Ansbacher Investment Management Market Neutral Put Skew Program 2.13 250k 1/1/1996 50 Mondiale Asset Management Mondiale Trading Program 2.30 0k 9/1/1997 49 Range Wise Investment Program 2.48 250k 2/1/1991 48 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 3.09 0k 11/1/1996 47 Transtrend B.V. DTP – Standard Risk (EUR) 3.47 10,000k 2/1/1999 46 Estlander & Partners Global XL 3.53 5,000k 8/1/1991 45 Covenant Capital Management Original Program 3.64 5,000k 9/1/1999 44 Hyman Beck and Company Global Portfolio 3.83 1,000k 3/1/1991 43 Transtrend B.V. DTP – Enhanced Risk (EUR) 4.14 10,000k 8/1/1999 42 Northfield Trading Diversified 4.20 2,000k 7/1/1989 41 Alee Capital Management, LLC Poniente Program 4.44 2,500k 1/1/1999 40 Clarke Capital Management Worldwide 4.68 250k 1/1/1996 39 Alee Capital Management, LLC Mistral Program 4.77 2,500k 1/1/1999 38 John Locke Investments Cyril Systematic Program 4.97 8,000k 7/1/2000 37 Superfund Group Superfund Green Q-AG 5.06 2k 3/1/1996 36 Rabar Market Research Diversified Program 5.60 2,000k 1/1/1989 35 Lynx Asset Management AB Lynx Program 5.69 75k 5/1/2000 34 QCM Global Diversified Programme 5.81 500k 12/1/1995 33 Transtrend B.V. DTP – Enhanced Risk (USD) 5.97 10,000k 1/1/1995 32 Kaiser Trading Group Kaiser Global Diversified Program - Class B 6.05 1,000k 3/1/1998 31 Mark J. Walsh Company Standard Program 6.10 2,000k 9/1/1985 30 Rivoli Fund Management Rivoli International Fund (E) 6.10 5,000k 10/1/1996 29 Sunrise Capital Partners Sunrise Expanded Diversified Program 6.16 1/1/1989 28 Millburn Ridgefield Corporation Diversified Program 6.24 20,000k 2/1/1977 27 Drury Capital Diversified Trend-Following Program 6.33 5,000k 5/1/1997 26 Rotella Capital Management Rotella Polaris Program (Diversified) 6.81 10,000k 1/1/1991 25 EMC Capital Advisors, LLC Classic 7.20 5,000k 1/1/1985 24 Winton Capital Management Diversified 7.33 50,000k 10/1/1997 23 Chesapeake Capital Diversified (LV) 7.42 100k 2/1/1988 22 Conquest Capital Group Conquest Macro 7.81 250k 5/1/1999 21 Rosetta Capital Management Rosetta Trading Program 7.89 100k 4/1/2000 20 Saxon Investment Corporation Diversified Program 8.14 3,000k 9/1/1988 19 Abraham Trading Company Diversified Program 8.58 10,000k 1/1/1988 18 Clarke Capital Management Global Magnum 8.93 100k 8/1/1997 17 Superfund Group Superfund Green GCT USD 8.94 15k 1/1/2000 16 Mulvaney Capital Management The Mulvaney Global Markets Fund 9.05 100k 5/1/1999 15 Tactical Investment Management Tactical Institutional Commodity Program 9.67 10,000k 4/1/1993 14 Clarke Capital Management Global Basic 9.76 50k 2/1/1996 13 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 11.84 200k 11/1/1999 12 FORT LP Fort Global Diversified 11.85 2,000k 10/1/1993 11 Kelly Angle Inc. Genesis Program 11.95 2,000k 4/1/2000 10 Eckhardt Trading Company Evolution Strategies 12.30 20,000k 8/1/1991 9 Clarke Capital Management Millennium 12.57 1,000k 1/1/1998 8 Dreiss Research Corporation Diversified Program 12.62 1,000k 5/1/1991 7 Eclipse Capital Management Global Monetary 14.25 5,000k 8/1/1990 6 Hawksbill Capital Management Global Diversified 15.01 5,000k 11/1/1988 5 Eckhardt Trading Company Evolution Strategies 1.2X 15.98 10,000k 10/1/1991 4 Saxon Investment Corporation Aggressive Diversified Program 16.46 2,000k 11/1/1993 3 DUNN Capital Management DUNN Combined Fund (DCF) 20.47 100k 5/1/1989 2 DUNN Capital Management D'Best Futures Fund, L.P. 27.06 100k 6/1/1994 1 DUNN Capital Management World Monetary and Agriculture Program (WMA) 28.04 100k 11/1/1984 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.