IASG CTA Index For May 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 May 2001 Min Inv Inception 79 Red Oak Commodity Advisors Investment Program -13.45 5,000k 12/1/1989 78 AIS Capital Management, L.P. MAAP (3x-6x) Composite -9.22 2,000k 7/1/1992 77 AIS Capital Management, L.P. MAAP (2x-4x) Composite -6.10 3,000k 10/1/1992 76 Mark J. Walsh Company Standard Program -4.52 2,000k 9/1/1985 75 Alee Capital Management, LLC Poniente Program -4.03 2,500k 1/1/1999 74 Northfield Trading Diversified -2.80 2,000k 7/1/1989 73 Kaiser Trading Group Kaiser Global Diversified Program - Class B -2.62 1,000k 3/1/1998 72 Winton Capital Management Diversified -2.61 50,000k 10/1/1997 71 IKOS The IKOS Hedge Fund -2.31 10,000k 7/1/1998 70 Rabar Market Research Diversified Program -1.98 2,000k 1/1/1989 69 Capricorn Strategies Limited Capricorn fxST (Lev1) -1.64 1,000k 1/1/1999 68 Alder Capital DAC Alder Global 20 -1.50 250k 2/1/2001 67 Chesapeake Capital Diversified (LV) -1.43 100k 2/1/1988 66 DUNN Capital Management World Monetary and Agriculture Program (WMA) -0.91 100k 11/1/1984 65 KMJ Investments KMJ Investments -0.91 1,000k 8/1/1994 64 Witter & Lester, Inc. Stock Index Futures Trading Program -0.83 400k 1/1/1988 63 Rotella Capital Management Rotella Polaris Program (Diversified) -0.77 10,000k 1/1/1991 62 Alder Capital DAC Alder Global 10 -0.77 250k 10/1/2000 61 EMC Capital Advisors, LLC Classic -0.70 5,000k 1/1/1985 60 Range Wise Investment Program -0.69 250k 2/1/1991 59 Mulvaney Capital Management The Mulvaney Global Markets Fund -0.66 100k 5/1/1999 58 Lynx Asset Management AB Lynx Program -0.49 75k 5/1/2000 57 Saxon Investment Corporation Aggressive Diversified Program -0.42 2,000k 11/1/1993 56 Eclipse Capital Management Global Monetary -0.29 5,000k 8/1/1990 55 QCM Global Diversified Programme -0.27 500k 12/1/1995 54 Hawksbill Capital Management Global Diversified -0.11 5,000k 11/1/1988 53 Clarke Capital Management Global Magnum -0.10 100k 8/1/1997 52 Saxon Investment Corporation Diversified Program -0.10 3,000k 9/1/1988 51 Superfund Group Superfund Green Master 0.00 2,000k 5/1/2001 50 Parizek Capital Futures Trading Program 0.23 500k 4/1/2000 49 DUNN Capital Management DUNN Combined Fund (DCF) 0.24 100k 5/1/1989 48 Spectrum Asset Management LLC Global Diversified 0.25 2,000k 1/1/2001 47 Witter & Lester, Inc. Redstone 0.34 500k 9/1/1994 46 FORT LP Fort Global Diversified 0.34 2,000k 10/1/1993 45 MERIT Alternative Investments GmbH Futures Portfolio 0.38 2,000k 6/1/1998 44 Rivoli Fund Management Rivoli International Fund (E) 0.47 5,000k 10/1/1996 43 RAM Management Group RAM MRTP 1X-Conservative 0.48 1,000k 9/1/1993 42 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 0.49 0k 11/1/1996 41 DUNN Capital Management D'Best Futures Fund, L.P. 0.52 100k 6/1/1994 40 Dreiss Research Corporation Diversified Program 0.55 1,000k 5/1/1991 39 Transtrend B.V. DTP – Standard Risk (EUR) 0.86 10,000k 2/1/1999 38 Alee Capital Management, LLC Mistral Program 1.10 2,500k 1/1/1999 37 Estlander & Partners Alpha Trend 1.26 30,000k 10/1/1991 36 M.S. Capital Management Global Diversified Program 1.27 2,000k 11/1/1998 35 Transtrend B.V. DTP – Enhanced Risk (USD) 1.29 10,000k 1/1/1995 34 Mondiale Asset Management Mondiale Trading Program 1.53 0k 9/1/1997 33 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.62 10,000k 8/1/1999 32 Clarke Capital Management Global Basic 1.68 50k 2/1/1996 31 Estlander & Partners Global Markets 1.83 10,000k 8/1/1999 30 Millburn Ridgefield Corporation Diversified Program 1.84 20,000k 2/1/1977 29 Superfund Group Superfund Green GCT USD 1.89 15k 1/1/2000 28 Warrington Asset Management Warrington Strategic Program 2.11 50k 1/1/1997 27 Estlander & Partners Global XL 2.20 5,000k 8/1/1991 26 Drury Capital Diversified Trend-Following Program 2.41 5,000k 5/1/1997 25 C-View Limited Currency Managed Account Program 2.43 5,000k 10/1/1996 24 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 2.72 10,000k 1/1/2001 23 John Locke Investments Cyril Systematic Program 2.72 8,000k 7/1/2000 22 Clarke Capital Management Millennium 2.88 1,000k 1/1/1998 21 Tactical Investment Management Tactical Institutional Commodity Program 3.04 10,000k 4/1/1993 20 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.18 1,000k 9/1/1997 19 Sunrise Capital Partners Sunrise Expanded Diversified Program 3.27 1/1/1989 18 Eckhardt Trading Company Evolution Strategies 3.40 20,000k 8/1/1991 17 Hyman Beck and Company Global Portfolio 3.44 1,000k 3/1/1991 16 Conquest Capital Group Conquest Macro 3.77 250k 5/1/1999 15 Clarke Capital Management Worldwide 3.83 250k 1/1/1996 14 Covenant Capital Management Original Program 3.84 5,000k 9/1/1999 13 RAM Management Group MRTP Aggressive 3.88 1,000k 2/1/1998 12 Kinkopf Capital Management KCM S&P (Proprietary) 4.02 100k 1/1/1999 11 Trigon Investment Advisors, LLC Foreign Exchange Program 4.07 5,000k 8/1/2000 10 Eckhardt Trading Company Evolution Strategies 1.2X 4.11 10,000k 10/1/1991 9 Superfund Group Superfund Green Q-AG 4.32 2k 3/1/1996 8 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 4.89 200k 11/1/1999 7 Ansbacher Investment Management Market Neutral Put Skew Program 5.07 250k 1/1/1996 6 Abraham Trading Company Diversified Program 5.13 10,000k 1/1/1988 5 Crabel Capital Management Crabel Multi-Product 5.27 1,000k 3/1/1998 4 Kelly Angle Inc. Genesis Program 6.51 2,000k 4/1/2000 3 LJM Partners LJM Aggressive Strategy 6.81 500k 7/1/1998 2 Rosetta Capital Management Rosetta Trading Program 7.89 100k 4/1/2000 1 Insch Capital Management SA Interbank Currency Program - 3X Leverage 15.19 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.