IASG CTA Index For October 2001 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 Oct 2001 Min Inv Inception 83 Red Oak Commodity Advisors Investment Program -3.06 5,000k 12/1/1989 82 Crabel Capital Management Crabel Multi-Product -2.58 1,000k 3/1/1998 81 Range Wise Investment Program -2.06 250k 2/1/1991 80 C-View Limited Currency Managed Account Program -1.99 5,000k 10/1/1996 79 Spectrum Asset Management LLC Global Diversified -0.88 2,000k 1/1/2001 78 Rivoli Fund Management Rivoli International Fund (E) -0.84 5,000k 10/1/1996 77 Mondiale Asset Management Mondiale Trading Program -0.79 0k 9/1/1997 76 Capricorn Strategies Limited Capricorn fxST (Lev1) -0.56 1,000k 1/1/1999 75 IKOS The IKOS Hedge Fund -0.49 10,000k 7/1/1998 74 EMC Capital Advisors, LLC Classic -0.30 5,000k 1/1/1985 73 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.20 1,000k 3/1/1998 72 KMJ Investments KMJ Investments -0.20 1,000k 8/1/1994 70 NuWave Investment Management, LLC NuWave Investment Partners LP -0.10 250k 6/1/2001 71 NuWave Investment Management, LLC Combined Futures Portfolio -0.10 5,000k 6/1/2001 69 Trigon Investment Advisors, LLC Foreign Exchange Program -0.07 5,000k 8/1/2000 68 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.00 100k 5/1/1999 67 Alder Capital DAC Alder Global 10 0.01 250k 10/1/2000 66 RAM Management Group RAM MRTP 1X-Conservative 0.06 1,000k 9/1/1993 65 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.13 1,000k 9/1/1997 64 Lynx Asset Management AB Lynx Program 0.25 75k 5/1/2000 63 Witter & Lester, Inc. Redstone 0.36 500k 9/1/1994 62 RAM Management Group MRTP Aggressive 0.41 1,000k 2/1/1998 61 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.53 10,000k 1/1/2001 60 Transtrend B.V. DTP – Standard Risk (EUR) 0.72 10,000k 2/1/1999 59 Alder Capital DAC Alder Global 20 0.75 250k 2/1/2001 58 Witter & Lester, Inc. Stock Index Futures Trading Program 0.79 400k 1/1/1988 57 Transtrend B.V. DTP – Enhanced Risk (USD) 1.07 10,000k 1/1/1995 56 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.41 10,000k 8/1/1999 55 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.78 100k 1/1/2000 54 MERIT Alternative Investments GmbH Futures Portfolio 1.99 2,000k 6/1/1998 53 Alee Capital Management, LLC Mistral Program 2.08 2,500k 1/1/1999 52 Kinkopf Capital Management KCM S&P (Proprietary) 2.19 100k 1/1/1999 51 Northfield Trading Diversified 2.40 2,000k 7/1/1989 50 Parizek Capital Futures Trading Program 2.42 500k 4/1/2000 49 Ansbacher Investment Management Market Neutral Put Skew Program 3.26 250k 1/1/1996 48 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 3.37 0k 11/1/1996 47 Covenant Capital Management Original Program 3.50 5,000k 9/1/1999 46 AIS Capital Management, L.P. MAAP (2x-4x) Composite 3.62 3,000k 10/1/1992 45 Warrington Asset Management Warrington Strategic Program 3.73 50k 1/1/1997 44 Mark J. Walsh Company Standard Program 3.76 2,000k 9/1/1985 43 Drury Capital Diversified Trend-Following Program 3.82 5,000k 5/1/1997 42 Rotella Capital Management Rotella Polaris Program (Diversified) 3.85 10,000k 1/1/1991 41 Superfund Group Superfund Green Q-AG 3.95 2k 3/1/1996 40 Millburn Ridgefield Corporation Diversified Program 4.06 20,000k 2/1/1977 39 Abraham Trading Company Diversified Program 4.13 10,000k 1/1/1988 38 ISAM ISAM Systematic Trend Fund 4.26 1,000k 6/1/2001 37 Estlander & Partners Global Markets 4.31 10,000k 8/1/1999 36 Clarke Capital Management Worldwide 4.49 250k 1/1/1996 35 John Locke Investments Cyril Systematic Program 4.53 8,000k 7/1/2000 34 M.S. Capital Management Global Diversified Program 4.88 2,000k 11/1/1998 33 LJM Partners LJM Aggressive Strategy 5.00 500k 7/1/1998 32 Chesapeake Capital Diversified (LV) 5.01 100k 2/1/1988 31 Conquest Capital Group Conquest Macro 5.05 250k 5/1/1999 30 Alee Capital Management, LLC Poniente Program 5.10 2,500k 1/1/1999 29 Superfund Group Superfund Green GCT USD 5.27 15k 1/1/2000 28 Estlander & Partners Alpha Trend 5.30 30,000k 10/1/1991 27 QCM Global Diversified Programme 5.35 500k 12/1/1995 26 AIS Capital Management, L.P. MAAP (3x-6x) Composite 5.44 2,000k 7/1/1992 25 Eckhardt Trading Company Evolution Strategies 5.58 20,000k 8/1/1991 24 Eclipse Capital Management Global Monetary 6.01 5,000k 8/1/1990 23 Briarwood Capital Management, Inc. Diversified Trading Program 6.24 3,000k 7/1/2001 22 Sunrise Capital Partners Sunrise Expanded Diversified Program 6.25 1/1/1989 21 Rabar Market Research Diversified Program 6.39 2,000k 1/1/1989 20 Eckhardt Trading Company Evolution Strategies 1.2X 6.54 10,000k 10/1/1991 19 Hyman Beck and Company Global Portfolio 6.94 1,000k 3/1/1991 18 Clarke Capital Management Millennium 7.54 1,000k 1/1/1998 17 Tactical Investment Management Tactical Institutional Commodity Program 8.13 10,000k 4/1/1993 16 Dreiss Research Corporation Diversified Program 8.94 1,000k 5/1/1991 15 Estlander & Partners Global XL 9.40 5,000k 8/1/1991 14 Saxon Investment Corporation Diversified Program 10.50 3,000k 9/1/1988 13 Hawksbill Capital Management Global Diversified 11.09 5,000k 11/1/1988 12 Clarke Capital Management Global Magnum 11.22 100k 8/1/1997 11 Superfund Group Superfund Green Master 13.41 2,000k 5/1/2001 10 Winton Capital Management Diversified 13.75 50,000k 10/1/1997 9 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 14.48 200k 11/1/1999 8 Clarke Capital Management Global Basic 16.08 50k 2/1/1996 7 FORT LP Fort Global Diversified 16.18 2,000k 10/1/1993 6 DUNN Capital Management DUNN Combined Fund (DCF) 17.98 100k 5/1/1989 5 Kelly Angle Inc. Genesis Program 18.18 2,000k 4/1/2000 4 Saxon Investment Corporation Aggressive Diversified Program 19.21 2,000k 11/1/1993 3 DUNN Capital Management D'Best Futures Fund, L.P. 19.33 100k 6/1/1994 2 DUNN Capital Management World Monetary and Agriculture Program (WMA) 20.74 100k 11/1/1984 1 Rosetta Capital Management Rosetta Trading Program 40.67 100k 4/1/2000 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.