IASG CTA Index For June 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 Jun 2001 Min Inv Inception 82 Insch Capital Management SA Interbank Currency Program - 3X Leverage -10.94 100k 1/1/2000 81 DUNN Capital Management DUNN Combined Fund (DCF) -9.68 100k 5/1/1989 80 DUNN Capital Management World Monetary and Agriculture Program (WMA) -8.31 100k 11/1/1984 79 Rosetta Capital Management Rosetta Trading Program -7.37 100k 4/1/2000 78 Clarke Capital Management Global Basic -6.54 50k 2/1/1996 77 DUNN Capital Management D'Best Futures Fund, L.P. -6.22 100k 6/1/1994 76 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -6.10 200k 11/1/1999 75 Clarke Capital Management Worldwide -5.68 250k 1/1/1996 74 Clarke Capital Management Millennium -5.37 1,000k 1/1/1998 73 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -5.30 0k 11/1/1996 72 Witter & Lester, Inc. Stock Index Futures Trading Program -4.74 400k 1/1/1988 71 Hyman Beck and Company Global Portfolio -4.59 1,000k 3/1/1991 70 Trigon Investment Advisors, LLC Foreign Exchange Program -4.36 5,000k 8/1/2000 69 Range Wise Investment Program -4.15 250k 2/1/1991 68 Kelly Angle Inc. Genesis Program -3.70 2,000k 4/1/2000 67 Eckhardt Trading Company Evolution Strategies 1.2X -3.54 10,000k 10/1/1991 66 John Locke Investments Cyril Systematic Program -3.39 8,000k 7/1/2000 65 Eckhardt Trading Company Evolution Strategies -3.28 20,000k 8/1/1991 64 Mark J. Walsh Company Standard Program -3.24 2,000k 9/1/1985 63 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -2.84 10,000k 1/1/2001 62 Lynx Asset Management AB Lynx Program -2.68 75k 5/1/2000 61 Winton Capital Management Diversified -2.66 50,000k 10/1/1997 60 Conquest Capital Group Conquest Macro -2.32 250k 5/1/1999 59 Northfield Trading Diversified -2.00 2,000k 7/1/1989 58 Millburn Ridgefield Corporation Diversified Program -1.96 20,000k 2/1/1977 57 Rabar Market Research Diversified Program -1.84 2,000k 1/1/1989 56 Estlander & Partners Alpha Trend -1.81 30,000k 10/1/1991 55 Alee Capital Management, LLC Mistral Program -1.62 2,500k 1/1/1999 54 Transtrend B.V. DTP – Enhanced Risk (USD) -1.36 10,000k 1/1/1995 53 Dreiss Research Corporation Diversified Program -1.34 1,000k 5/1/1991 52 Sunrise Capital Partners Sunrise Expanded Diversified Program -1.27 1/1/1989 51 FORT LP Fort Global Diversified -1.06 2,000k 10/1/1993 50 KMJ Investments KMJ Investments -1.00 1,000k 8/1/1994 49 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.99 1,000k 9/1/1997 48 QCM Global Diversified Programme -0.92 500k 12/1/1995 47 Clarke Capital Management Global Magnum -0.71 100k 8/1/1997 46 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.61 10,000k 8/1/1999 45 Transtrend B.V. DTP – Standard Risk (EUR) -0.56 10,000k 2/1/1999 44 Warrington Asset Management Warrington Strategic Program -0.25 50k 1/1/1997 43 EMC Capital Advisors, LLC Classic -0.20 5,000k 1/1/1985 42 MERIT Alternative Investments GmbH Futures Portfolio -0.18 2,000k 6/1/1998 41 AIS Capital Management, L.P. MAAP (2x-4x) Composite -0.15 3,000k 10/1/1992 40 Crabel Capital Management Crabel Multi-Product -0.02 1,000k 3/1/1998 39 Witter & Lester, Inc. Redstone -0.01 500k 9/1/1994 36 NuWave Investment Management, LLC NuWave Investment Partners LP 0.00 250k 6/1/2001 37 NuWave Investment Management, LLC Combined Futures Portfolio 0.00 5,000k 6/1/2001 38 ISAM ISAM Systematic Trend Fund 0.00 1,000k 6/1/2001 35 Rotella Capital Management Rotella Polaris Program (Diversified) 0.05 10,000k 1/1/1991 34 AIS Capital Management, L.P. MAAP (3x-6x) Composite 0.08 2,000k 7/1/1992 33 Hawksbill Capital Management Global Diversified 0.14 5,000k 11/1/1988 32 Chesapeake Capital Diversified (LV) 0.16 100k 2/1/1988 31 Mondiale Asset Management Mondiale Trading Program 0.34 0k 9/1/1997 30 Estlander & Partners Global Markets 0.37 10,000k 8/1/1999 29 Superfund Group Superfund Green Q-AG 0.39 2k 3/1/1996 28 Estlander & Partners Global XL 0.69 5,000k 8/1/1991 27 Spectrum Asset Management LLC Global Diversified 0.71 2,000k 1/1/2001 26 IKOS The IKOS Hedge Fund 0.81 10,000k 7/1/1998 25 RAM Management Group RAM MRTP 1X-Conservative 1.37 1,000k 9/1/1993 24 Rivoli Fund Management Rivoli International Fund (E) 1.48 5,000k 10/1/1996 23 Alder Capital DAC Alder Global 10 1.48 250k 10/1/2000 22 Eclipse Capital Management Global Monetary 1.56 5,000k 8/1/1990 21 M.S. Capital Management Global Diversified Program 1.67 2,000k 11/1/1998 20 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.85 1,000k 3/1/1998 19 Alee Capital Management, LLC Poniente Program 1.88 2,500k 1/1/1999 18 Covenant Capital Management Original Program 2.21 5,000k 9/1/1999 17 Parizek Capital Futures Trading Program 2.22 500k 4/1/2000 16 Capricorn Strategies Limited Capricorn fxST (Lev1) 2.33 1,000k 1/1/1999 15 Superfund Group Superfund Green Master 2.42 2,000k 5/1/2001 14 Alder Capital DAC Alder Global 20 2.53 250k 2/1/2001 13 C-View Limited Currency Managed Account Program 2.55 5,000k 10/1/1996 12 Saxon Investment Corporation Diversified Program 3.05 3,000k 9/1/1988 11 Tactical Investment Management Tactical Institutional Commodity Program 3.61 10,000k 4/1/1993 10 LJM Partners LJM Aggressive Strategy 3.71 500k 7/1/1998 9 Ansbacher Investment Management Market Neutral Put Skew Program 3.91 250k 1/1/1996 8 RAM Management Group MRTP Aggressive 4.34 1,000k 2/1/1998 7 Abraham Trading Company Diversified Program 4.47 10,000k 1/1/1988 6 Saxon Investment Corporation Aggressive Diversified Program 4.91 2,000k 11/1/1993 5 Drury Capital Diversified Trend-Following Program 4.97 5,000k 5/1/1997 4 Superfund Group Superfund Green GCT USD 5.02 15k 1/1/2000 3 Mulvaney Capital Management The Mulvaney Global Markets Fund 5.39 100k 5/1/1999 2 Red Oak Commodity Advisors Investment Program 11.51 5,000k 12/1/1989 1 Kinkopf Capital Management KCM S&P (Proprietary) 17.83 100k 1/1/1999 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.