IASG CTA Index For December 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 Dec 2001 Min Inv Inception 83 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -14.02 200k 11/1/1999 82 Rosetta Capital Management Rosetta Trading Program -10.53 100k 4/1/2000 81 RAM Management Group MRTP Aggressive -8.45 1,000k 2/1/1998 80 Covenant Capital Management Original Program -6.04 5,000k 9/1/1999 79 Superfund Group Superfund Green Master -5.44 2,000k 5/1/2001 78 Winton Capital Management Diversified -5.15 50,000k 10/1/1997 77 FORT LP Fort Global Diversified -4.97 2,000k 10/1/1993 76 Superfund Group Superfund Green GCT USD -4.85 15k 1/1/2000 75 Range Wise Investment Program -4.70 250k 2/1/1991 74 M.S. Capital Management Global Diversified Program -4.24 2,000k 11/1/1998 73 IKOS The IKOS Hedge Fund -3.83 10,000k 7/1/1998 72 Mark J. Walsh Company Standard Program -3.78 2,000k 9/1/1985 71 Parizek Capital Futures Trading Program -3.69 500k 4/1/2000 70 Northfield Trading Diversified -3.50 2,000k 7/1/1989 69 Dreiss Research Corporation Diversified Program -3.43 1,000k 5/1/1991 68 Witter & Lester, Inc. Stock Index Futures Trading Program -2.98 400k 1/1/1988 67 Alee Capital Management, LLC Poniente Program -2.77 2,500k 1/1/1999 66 RAM Management Group RAM MRTP 1X-Conservative -2.03 1,000k 9/1/1993 65 Chesapeake Capital Diversified (LV) -1.92 100k 2/1/1988 64 ISAM ISAM Systematic Trend Fund -1.81 1,000k 6/1/2001 63 EMC Capital Advisors, LLC Classic -1.70 5,000k 1/1/1985 62 Hyman Beck and Company Global Portfolio -1.46 1,000k 3/1/1991 61 Hawksbill Capital Management Global Diversified -1.18 5,000k 11/1/1988 60 Clarke Capital Management Global Basic -1.04 50k 2/1/1996 59 Superfund Group Superfund Green Q-AG -0.98 2k 3/1/1996 58 Clarke Capital Management Millennium -0.64 1,000k 1/1/1998 57 Clarke Capital Management Worldwide -0.62 250k 1/1/1996 56 KMJ Investments KMJ Investments -0.57 1,000k 8/1/1994 55 Abraham Trading Company Diversified Program -0.50 10,000k 1/1/1988 54 John Locke Investments Cyril Systematic Program -0.47 8,000k 7/1/2000 53 Capricorn Strategies Limited Capricorn fxST (Lev1) -0.44 1,000k 1/1/1999 52 Rotella Capital Management Rotella Polaris Program (Diversified) -0.26 10,000k 1/1/1991 51 Alee Capital Management, LLC Mistral Program -0.12 2,500k 1/1/1999 50 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.00 100k 5/1/1999 49 Kelly Angle Inc. Genesis Program 0.19 2,000k 4/1/2000 48 Clarke Capital Management Global Magnum 0.19 100k 8/1/1997 47 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.22 10,000k 1/1/2001 46 Rivoli Fund Management Rivoli International Fund (E) 0.48 5,000k 10/1/1996 45 QCM Global Diversified Programme 0.49 500k 12/1/1995 44 DUNN Capital Management D'Best Futures Fund, L.P. 0.64 100k 6/1/1994 43 AIS Capital Management, L.P. MAAP (2x-4x) Composite 0.69 3,000k 10/1/1992 42 Estlander & Partners Alpha Trend 0.72 30,000k 10/1/1991 41 Eckhardt Trading Company Evolution Strategies 0.76 20,000k 8/1/1991 40 MERIT Alternative Investments GmbH Futures Portfolio 0.83 2,000k 6/1/1998 39 Witter & Lester, Inc. Redstone 0.92 500k 9/1/1994 38 C-View Limited Currency Managed Account Program 0.98 5,000k 10/1/1996 37 Eckhardt Trading Company Evolution Strategies 1.2X 1.00 10,000k 10/1/1991 36 AIS Capital Management, L.P. MAAP (3x-6x) Composite 1.05 2,000k 7/1/1992 35 Ansbacher Investment Management Market Neutral Put Skew Program 1.46 250k 1/1/1996 34 Briarwood Capital Management, Inc. Diversified Trading Program 1.53 3,000k 7/1/2001 33 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.53 1,000k 3/1/1998 32 Tactical Investment Management Tactical Institutional Commodity Program 1.55 10,000k 4/1/1993 31 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.76 0k 11/1/1996 30 Mondiale Asset Management Mondiale Trading Program 1.87 0k 9/1/1997 29 Sunrise Capital Partners Sunrise Expanded Diversified Program 1.88 1/1/1989 28 Crabel Capital Management Crabel Multi-Product 2.02 1,000k 3/1/1998 27 Millburn Ridgefield Corporation Diversified Program 2.03 20,000k 2/1/1977 26 Lynx Asset Management AB Lynx Program 2.36 75k 5/1/2000 25 Warrington Asset Management Warrington Strategic Program 2.45 50k 1/1/1997 24 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.80 1,000k 9/1/1997 23 Spectrum Asset Management LLC Global Diversified 2.82 2,000k 1/1/2001 22 Eclipse Capital Management Global Monetary 2.88 5,000k 8/1/1990 20 NuWave Investment Management, LLC NuWave Investment Partners LP 3.08 250k 6/1/2001 21 NuWave Investment Management, LLC Combined Futures Portfolio 3.08 5,000k 6/1/2001 19 Transtrend B.V. DTP – Standard Risk (EUR) 3.23 10,000k 2/1/1999 18 Trigon Investment Advisors, LLC Foreign Exchange Program 3.25 5,000k 8/1/2000 17 Estlander & Partners Global Markets 3.64 10,000k 8/1/1999 16 Conquest Capital Group Conquest Macro 3.87 250k 5/1/1999 15 Saxon Investment Corporation Diversified Program 3.95 3,000k 9/1/1988 14 Kinkopf Capital Management KCM S&P (Proprietary) 4.09 100k 1/1/1999 13 Rabar Market Research Diversified Program 4.20 2,000k 1/1/1989 12 Drury Capital Diversified Trend-Following Program 4.82 5,000k 5/1/1997 11 Transtrend B.V. DTP – Enhanced Risk (USD) 4.86 10,000k 1/1/1995 10 Transtrend B.V. DTP – Enhanced Risk (EUR) 5.03 10,000k 8/1/1999 9 Alder Capital DAC Alder Global 10 5.77 250k 10/1/2000 8 DUNN Capital Management DUNN Combined Fund (DCF) 6.08 100k 5/1/1989 7 LJM Partners LJM Aggressive Strategy 6.65 500k 7/1/1998 6 DUNN Capital Management World Monetary and Agriculture Program (WMA) 6.73 100k 11/1/1984 5 Estlander & Partners Global XL 7.42 5,000k 8/1/1991 4 Saxon Investment Corporation Aggressive Diversified Program 8.11 2,000k 11/1/1993 3 Alder Capital DAC Alder Global 20 12.52 250k 2/1/2001 2 Red Oak Commodity Advisors Investment Program 13.26 5,000k 12/1/1989 1 Insch Capital Management SA Interbank Currency Program - 3X Leverage 18.97 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.