IASG CTA Index For November 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 Nov 2001 Min Inv Inception 83 Superfund Group Superfund Green Master -24.59 2,000k 5/1/2001 82 DUNN Capital Management DUNN Combined Fund (DCF) -24.56 100k 5/1/1989 81 DUNN Capital Management World Monetary and Agriculture Program (WMA) -23.52 100k 11/1/1984 80 Kelly Angle Inc. Genesis Program -22.81 2,000k 4/1/2000 79 DUNN Capital Management D'Best Futures Fund, L.P. -22.67 100k 6/1/1994 78 Dreiss Research Corporation Diversified Program -20.02 1,000k 5/1/1991 77 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -17.32 200k 11/1/1999 76 Estlander & Partners Global XL -16.24 5,000k 8/1/1991 75 Superfund Group Superfund Green GCT USD -14.62 15k 1/1/2000 74 Abraham Trading Company Diversified Program -13.68 10,000k 1/1/1988 73 Superfund Group Superfund Green Q-AG -12.76 2k 3/1/1996 72 Northfield Trading Diversified -11.60 2,000k 7/1/1989 71 Hyman Beck and Company Global Portfolio -11.44 1,000k 3/1/1991 70 Saxon Investment Corporation Aggressive Diversified Program -11.17 2,000k 11/1/1993 69 Eclipse Capital Management Global Monetary -11.03 5,000k 8/1/1990 68 Sunrise Capital Partners Sunrise Expanded Diversified Program -10.33 1/1/1989 67 FORT LP Fort Global Diversified -10.21 2,000k 10/1/1993 66 Clarke Capital Management Global Basic -10.10 50k 2/1/1996 65 Chesapeake Capital Diversified (LV) -10.09 100k 2/1/1988 64 EMC Capital Advisors, LLC Classic -9.70 5,000k 1/1/1985 63 Covenant Capital Management Original Program -9.67 5,000k 9/1/1999 62 Tactical Investment Management Tactical Institutional Commodity Program -9.62 10,000k 4/1/1993 61 Mark J. Walsh Company Standard Program -9.61 2,000k 9/1/1985 60 Drury Capital Diversified Trend-Following Program -9.34 5,000k 5/1/1997 59 Clarke Capital Management Global Magnum -8.73 100k 8/1/1997 58 Conquest Capital Group Conquest Macro -8.64 250k 5/1/1999 57 Rabar Market Research Diversified Program -8.06 2,000k 1/1/1989 56 Millburn Ridgefield Corporation Diversified Program -7.76 20,000k 2/1/1977 55 Estlander & Partners Global Markets -7.64 10,000k 8/1/1999 54 RAM Management Group MRTP Aggressive -7.61 1,000k 2/1/1998 53 Parizek Capital Futures Trading Program -7.53 500k 4/1/2000 52 Clarke Capital Management Millennium -7.28 1,000k 1/1/1998 51 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -7.16 0k 11/1/1996 50 Briarwood Capital Management, Inc. Diversified Trading Program -7.13 3,000k 7/1/2001 49 Hawksbill Capital Management Global Diversified -7.12 5,000k 11/1/1988 48 Winton Capital Management Diversified -7.10 50,000k 10/1/1997 47 ISAM ISAM Systematic Trend Fund -6.84 1,000k 6/1/2001 46 Saxon Investment Corporation Diversified Program -6.77 3,000k 9/1/1988 45 Lynx Asset Management AB Lynx Program -6.35 75k 5/1/2000 44 Rivoli Fund Management Rivoli International Fund (E) -6.18 5,000k 10/1/1996 43 Clarke Capital Management Worldwide -5.98 250k 1/1/1996 42 Alee Capital Management, LLC Mistral Program -5.43 2,500k 1/1/1999 41 M.S. Capital Management Global Diversified Program -5.34 2,000k 11/1/1998 40 Rotella Capital Management Rotella Polaris Program (Diversified) -4.30 10,000k 1/1/1991 39 John Locke Investments Cyril Systematic Program -4.06 8,000k 7/1/2000 38 AIS Capital Management, L.P. MAAP (3x-6x) Composite -3.95 2,000k 7/1/1992 37 Spectrum Asset Management LLC Global Diversified -3.92 2,000k 1/1/2001 36 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -3.80 1,000k 9/1/1997 35 Alee Capital Management, LLC Poniente Program -3.70 2,500k 1/1/1999 34 Estlander & Partners Alpha Trend -3.57 30,000k 10/1/1991 33 QCM Global Diversified Programme -3.16 500k 12/1/1995 32 Transtrend B.V. DTP – Enhanced Risk (USD) -3.12 10,000k 1/1/1995 31 MERIT Alternative Investments GmbH Futures Portfolio -2.94 2,000k 6/1/1998 30 Red Oak Commodity Advisors Investment Program -2.94 5,000k 12/1/1989 29 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.75 10,000k 8/1/1999 28 Eckhardt Trading Company Evolution Strategies 1.2X -2.53 10,000k 10/1/1991 27 RAM Management Group RAM MRTP 1X-Conservative -2.51 1,000k 9/1/1993 26 AIS Capital Management, L.P. MAAP (2x-4x) Composite -2.49 3,000k 10/1/1992 25 Eckhardt Trading Company Evolution Strategies -2.36 20,000k 8/1/1991 24 Trigon Investment Advisors, LLC Foreign Exchange Program -2.07 5,000k 8/1/2000 23 Crabel Capital Management Crabel Multi-Product -1.80 1,000k 3/1/1998 22 Transtrend B.V. DTP – Standard Risk (EUR) -1.61 10,000k 2/1/1999 21 Alder Capital DAC Alder Global 20 -1.28 250k 2/1/2001 20 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.58 1,000k 3/1/1998 19 KMJ Investments KMJ Investments -0.55 1,000k 8/1/1994 18 Range Wise Investment Program -0.46 250k 2/1/1991 17 Alder Capital DAC Alder Global 10 -0.35 250k 10/1/2000 15 NuWave Investment Management, LLC NuWave Investment Partners LP -0.31 250k 6/1/2001 16 NuWave Investment Management, LLC Combined Futures Portfolio -0.31 5,000k 6/1/2001 13 Ansbacher Investment Management Market Neutral Put Skew Program 0.00 250k 1/1/1996 14 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.00 100k 5/1/1999 12 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.03 1,000k 1/1/1999 11 IKOS The IKOS Hedge Fund 0.06 10,000k 7/1/1998 10 Witter & Lester, Inc. Stock Index Futures Trading Program 0.82 400k 1/1/1988 9 C-View Limited Currency Managed Account Program 1.24 5,000k 10/1/1996 8 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 1.33 10,000k 1/1/2001 7 Witter & Lester, Inc. Redstone 1.41 500k 9/1/1994 6 Warrington Asset Management Warrington Strategic Program 1.69 50k 1/1/1997 5 Kinkopf Capital Management KCM S&P (Proprietary) 2.55 100k 1/1/1999 4 Mondiale Asset Management Mondiale Trading Program 3.04 0k 9/1/1997 3 Rosetta Capital Management Rosetta Trading Program 5.41 100k 4/1/2000 2 LJM Partners LJM Aggressive Strategy 12.67 500k 7/1/1998 1 Insch Capital Management SA Interbank Currency Program - 3X Leverage 13.00 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.