IASG CTA Index For September 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 Sep 2001 Min Inv Inception 83 LJM Partners LJM Aggressive Strategy -24.25 500k 7/1/1998 82 Red Oak Commodity Advisors Investment Program -14.00 5,000k 12/1/1989 81 Crabel Capital Management Crabel Multi-Product -9.81 1,000k 3/1/1998 80 Witter & Lester, Inc. Stock Index Futures Trading Program -9.52 400k 1/1/1988 79 Alder Capital DAC Alder Global 20 -6.93 250k 2/1/2001 78 Covenant Capital Management Original Program -6.92 5,000k 9/1/1999 77 Warrington Asset Management Warrington Strategic Program -6.15 50k 1/1/1997 76 Clarke Capital Management Global Basic -5.64 50k 2/1/1996 75 Alder Capital DAC Alder Global 10 -3.98 250k 10/1/2000 74 Kinkopf Capital Management KCM S&P (Proprietary) -3.97 100k 1/1/1999 73 Alee Capital Management, LLC Poniente Program -3.95 2,500k 1/1/1999 72 Eckhardt Trading Company Evolution Strategies 1.2X -3.39 10,000k 10/1/1991 71 Eckhardt Trading Company Evolution Strategies -3.28 20,000k 8/1/1991 70 Witter & Lester, Inc. Redstone -3.01 500k 9/1/1994 69 Millburn Ridgefield Corporation Diversified Program -2.69 20,000k 2/1/1977 68 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -2.67 10,000k 1/1/2001 67 Clarke Capital Management Global Magnum -1.31 100k 8/1/1997 65 NuWave Investment Management, LLC NuWave Investment Partners LP -1.31 250k 6/1/2001 66 NuWave Investment Management, LLC Combined Futures Portfolio -1.31 5,000k 6/1/2001 64 Range Wise Investment Program -1.20 250k 2/1/1991 63 KMJ Investments KMJ Investments -1.16 1,000k 8/1/1994 62 Conquest Capital Group Conquest Macro -1.12 250k 5/1/1999 61 Trigon Investment Advisors, LLC Foreign Exchange Program -0.94 5,000k 8/1/2000 60 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.50 1,000k 9/1/1997 59 Northfield Trading Diversified -0.40 2,000k 7/1/1989 58 Clarke Capital Management Millennium -0.23 1,000k 1/1/1998 57 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.00 100k 5/1/1999 56 IKOS The IKOS Hedge Fund 0.31 10,000k 7/1/1998 55 Clarke Capital Management Worldwide 0.51 250k 1/1/1996 54 C-View Limited Currency Managed Account Program 0.56 5,000k 10/1/1996 53 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.95 1,000k 3/1/1998 52 Saxon Investment Corporation Diversified Program 1.09 3,000k 9/1/1988 51 DUNN Capital Management World Monetary and Agriculture Program (WMA) 1.13 100k 11/1/1984 50 Saxon Investment Corporation Aggressive Diversified Program 1.29 2,000k 11/1/1993 49 MERIT Alternative Investments GmbH Futures Portfolio 1.89 2,000k 6/1/1998 48 Rabar Market Research Diversified Program 2.02 2,000k 1/1/1989 47 John Locke Investments Cyril Systematic Program 2.21 8,000k 7/1/2000 46 AIS Capital Management, L.P. MAAP (2x-4x) Composite 2.36 3,000k 10/1/1992 45 Capricorn Strategies Limited Capricorn fxST (Lev1) 2.75 1,000k 1/1/1999 44 Kelly Angle Inc. Genesis Program 2.92 2,000k 4/1/2000 43 Insch Capital Management SA Interbank Currency Program - 3X Leverage 2.92 100k 1/1/2000 42 RAM Management Group RAM MRTP 1X-Conservative 3.02 1,000k 9/1/1993 41 Briarwood Capital Management, Inc. Diversified Trading Program 3.45 3,000k 7/1/2001 40 AIS Capital Management, L.P. MAAP (3x-6x) Composite 3.48 2,000k 7/1/1992 39 Spectrum Asset Management LLC Global Diversified 3.90 2,000k 1/1/2001 38 Mondiale Asset Management Mondiale Trading Program 4.47 0k 9/1/1997 37 Winton Capital Management Diversified 4.64 50,000k 10/1/1997 36 Rivoli Fund Management Rivoli International Fund (E) 4.92 5,000k 10/1/1996 35 Ansbacher Investment Management Market Neutral Put Skew Program 4.98 250k 1/1/1996 34 Transtrend B.V. DTP – Standard Risk (EUR) 5.23 10,000k 2/1/1999 33 Tactical Investment Management Tactical Institutional Commodity Program 5.29 10,000k 4/1/1993 32 Estlander & Partners Global Markets 5.34 10,000k 8/1/1999 31 Alee Capital Management, LLC Mistral Program 5.57 2,500k 1/1/1999 30 Eclipse Capital Management Global Monetary 5.97 5,000k 8/1/1990 29 Estlander & Partners Alpha Trend 5.99 30,000k 10/1/1991 28 Drury Capital Diversified Trend-Following Program 6.23 5,000k 5/1/1997 27 DUNN Capital Management DUNN Combined Fund (DCF) 6.37 100k 5/1/1989 26 Lynx Asset Management AB Lynx Program 6.81 75k 5/1/2000 25 Rotella Capital Management Rotella Polaris Program (Diversified) 7.04 10,000k 1/1/1991 24 Mark J. Walsh Company Standard Program 7.06 2,000k 9/1/1985 23 Chesapeake Capital Diversified (LV) 7.15 100k 2/1/1988 22 Sunrise Capital Partners Sunrise Expanded Diversified Program 7.36 1/1/1989 21 Transtrend B.V. DTP – Enhanced Risk (USD) 7.82 10,000k 1/1/1995 20 Transtrend B.V. DTP – Enhanced Risk (EUR) 8.33 10,000k 8/1/1999 19 ISAM ISAM Systematic Trend Fund 8.37 1,000k 6/1/2001 18 M.S. Capital Management Global Diversified Program 8.72 2,000k 11/1/1998 17 RAM Management Group MRTP Aggressive 8.97 1,000k 2/1/1998 16 Abraham Trading Company Diversified Program 9.28 10,000k 1/1/1988 15 Parizek Capital Futures Trading Program 9.66 500k 4/1/2000 14 QCM Global Diversified Programme 9.84 500k 12/1/1995 13 FORT LP Fort Global Diversified 10.04 2,000k 10/1/1993 12 Hawksbill Capital Management Global Diversified 10.39 5,000k 11/1/1988 11 DUNN Capital Management D'Best Futures Fund, L.P. 11.19 100k 6/1/1994 10 Estlander & Partners Global XL 11.42 5,000k 8/1/1991 9 EMC Capital Advisors, LLC Classic 13.00 5,000k 1/1/1985 8 Hyman Beck and Company Global Portfolio 13.37 1,000k 3/1/1991 7 Superfund Group Superfund Green Q-AG 15.41 2k 3/1/1996 6 Dreiss Research Corporation Diversified Program 16.35 1,000k 5/1/1991 5 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 18.43 0k 11/1/1996 4 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 20.94 200k 11/1/1999 3 Superfund Group Superfund Green GCT USD 28.42 15k 1/1/2000 2 Rosetta Capital Management Rosetta Trading Program 31.75 100k 4/1/2000 1 Superfund Group Superfund Green Master 38.38 2,000k 5/1/2001 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.