IASG CTA Index For March 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 Mar 2000 Min Inv Inception 68 LJM Partners LJM Aggressive Strategy -34.72 500k 7/1/1998 67 DUNN Capital Management World Monetary and Agriculture Program (WMA) -17.30 100k 11/1/1984 66 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -13.40 200k 11/1/1999 65 Dreiss Research Corporation Diversified Program -11.14 1,000k 5/1/1991 64 M.S. Capital Management Global Diversified Program -9.73 2,000k 11/1/1998 63 FORT LP Fort Global Diversified -9.72 2,000k 3/1/2002 62 Clarke Capital Management Global Basic -9.00 50k 2/1/1996 61 Mulvaney Capital Management The Mulvaney Global Markets Fund -8.40 100k 5/1/1999 60 DUNN Capital Management D'Best Futures Fund, L.P. -8.38 100k 6/1/1994 59 DUNN Capital Management DUNN Combined Fund (DCF) -6.72 100k 5/1/1989 58 Clarke Capital Management Global Magnum -6.60 100k 8/1/1997 57 Ansbacher Investment Management Market Neutral Put Skew Program -5.90 150k 1/1/1996 56 MERIT Alternative Investments GmbH Futures Portfolio -5.43 2,000k 6/1/1998 55 Hyman Beck and Company Global Portfolio -5.07 1,000k 3/1/1991 54 Hawksbill Capital Management Global Diversified -4.68 5,000k 11/1/1988 53 Rivoli Fund Management Rivoli International Fund (E) -4.61 5,000k 10/1/1996 52 AIS Capital Management, L.P. MAAP (3x-6x) Composite -4.54 2,000k 7/1/1992 51 Millburn Ridgefield Corporation Diversified Program -4.28 20,000k 2/1/1977 50 Superfund Group Superfund Green Q-AG -4.20 2k 3/1/1996 49 Abraham Trading Company Diversified Program -4.16 10,000k 1/1/1988 48 Tactical Investment Management Tactical Institutional Commodity Program -4.05 10,000k 4/1/1993 47 Red Oak Commodity Advisors Investment Program -3.53 5,000k 12/1/1989 46 Winton Capital Management Diversified -3.28 50,000k 10/1/1997 45 AIS Capital Management, L.P. MAAP (2x-4x) Composite -3.25 3,000k 10/1/1992 44 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -3.16 0k 11/1/1996 43 Clarke Capital Management Worldwide -2.94 250k 1/1/1996 42 Covenant Capital Management Original Program -2.78 5,000k 9/1/1999 41 Clarke Capital Management Millennium -2.66 1,000k 1/1/1998 40 EMC Capital Advisors, LLC Classic -2.50 5,000k 1/1/1985 39 Superfund Group Superfund Green GCT USD -2.45 15k 1/1/2000 38 Transtrend B.V. DTP – Enhanced Risk (USD) -2.29 10,000k 1/1/1995 37 KMJ Investments KMJ Investments -2.23 1,000k 8/1/1994 36 Eckhardt Trading Company Evolution Strategies 1.2X -2.15 10,000k 10/1/1991 35 Rabar Market Research Diversified Program -2.13 2,000k 1/1/1989 34 Eckhardt Trading Company Evolution Strategies -1.94 20,000k 8/1/1991 33 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.78 10,000k 8/1/1999 32 QCM Global Diversified Programme -1.77 500k 12/1/1995 31 Drury Capital Diversified Trend-Following Program -1.59 5,000k 5/1/1997 30 Sunrise Capital Partners Sunrise Expanded Diversified Program -1.51 1/1/1989 29 Transtrend B.V. DTP – Standard Risk (EUR) -1.49 10,000k 2/1/1999 28 Rotella Capital Management Rotella Polaris Program (Diversified) -1.45 10,000k 1/1/1991 27 C-View Limited Currency Managed Account Program -1.02 5,000k 10/1/1996 26 Estlander & Partners Global XL -0.06 5,000k 8/1/1991 25 Estlander & Partners Alpha Trend -0.01 30,000k 10/1/1991 24 RAM Management Group RAM MRTP 1X-Conservative 0.04 1,000k 9/1/1993 23 Witter & Lester, Inc. Redstone 0.09 500k 9/1/1994 22 Range Wise Investment Program 0.29 250k 2/1/1991 21 Northfield Trading Diversified 0.30 2,000k 7/1/1989 20 Estlander & Partners Global Markets 0.43 10,000k 8/1/1999 19 Saxon Investment Corporation Aggressive Diversified Program 0.68 2,000k 11/1/1993 18 Saxon Investment Corporation Diversified Program 0.73 3,000k 9/1/1988 17 RAM Management Group MRTP Aggressive 1.20 1,000k 2/1/1998 16 Alee Capital Management, LLC Poniente Program 1.51 2,500k 1/1/1999 15 Crabel Capital Management Crabel Multi-Product 1.55 1,000k 3/1/1998 14 Warrington Asset Management Warrington Strategic Program 1.62 50k 1/1/1997 13 Mark J. Walsh Company Standard Program 1.83 2,000k 9/1/1985 12 Chesapeake Capital Diversified (LV) 1.88 100k 2/1/1988 11 Alee Capital Management, LLC Mistral Program 2.48 2,500k 1/1/1999 10 Eclipse Capital Management Global Monetary 3.29 5,000k 8/1/1990 9 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.35 1,000k 9/1/1997 8 Mondiale Asset Management Mondiale Trading Program 3.36 0k 9/1/1997 7 Capricorn Strategies Limited Capricorn fxST (Lev1) 3.38 1,000k 1/1/1999 6 Kaiser Trading Group Kaiser Global Diversified Program - Class B 3.44 1,000k 3/1/1998 5 IKOS The IKOS Hedge Fund 4.04 10,000k 7/1/1998 4 Kinkopf Capital Management KCM S&P (Proprietary) 5.20 100k 1/1/1999 3 Conquest Capital Group Conquest Macro 7.16 250k 5/1/1999 2 Witter & Lester, Inc. Stock Index Futures Trading Program 8.09 400k 1/1/1988 1 Insch Capital Management SA Interbank Currency Program - 3X Leverage 13.99 100k 1/1/2000 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.