IASG CTA Index For January 2002 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 Jan 2002 Min Inv Inception 87 RAM Management Group MRTP Aggressive -13.05 1,000k 2/1/1998 86 Winton Capital Management Diversified -10.13 50,000k 10/1/1997 85 Insch Capital Management SA Interbank Currency Program - 3X Leverage -9.65 100k 1/1/2000 84 Alee Capital Management, LLC Mistral Program -6.99 2,500k 1/1/1999 83 Mark J. Walsh Company Standard Program -6.57 2,000k 9/1/1985 82 Clarke Capital Management Global Magnum -5.85 100k 8/1/1997 81 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -5.63 0k 11/1/1996 80 Tactical Investment Management Tactical Institutional Commodity Program -5.52 10,000k 4/1/1993 79 Rosetta Capital Management Rosetta Trading Program -5.21 100k 4/1/2000 78 Estlander & Partners Global XL -5.04 5,000k 8/1/1991 77 Hawksbill Capital Management Global Diversified -4.97 5,000k 11/1/1988 76 Covenant Capital Management Original Program -4.93 5,000k 9/1/1999 75 EMC Capital Advisors, LLC Classic -4.70 5,000k 1/1/1985 74 Estlander & Partners Alpha Trend -4.60 30,000k 10/1/1991 73 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -4.38 200k 11/1/1999 72 AIS Capital Management, L.P. MAAP (3x-6x) Composite -4.37 2,000k 7/1/1992 71 Saxon Investment Corporation Aggressive Diversified Program -4.32 2,000k 11/1/1993 70 RAM Management Group RAM MRTP 1X-Conservative -3.57 1,000k 9/1/1993 69 Clarke Capital Management Global Basic -3.55 50k 2/1/1996 68 Clarke Capital Management Millennium -3.42 1,000k 1/1/1998 67 Dreiss Research Corporation Diversified Program -3.28 1,000k 5/1/1991 66 Witter & Lester, Inc. Stock Index Futures Trading Program -3.14 400k 1/1/1988 65 AIS Capital Management, L.P. MAAP (2x-4x) Composite -2.96 3,000k 10/1/1992 64 Hyman Beck and Company Global Portfolio -2.81 1,000k 3/1/1991 63 Kelly Angle Inc. Genesis Program -2.60 2,000k 4/1/2000 62 Sunrise Capital Partners Sunrise Expanded Diversified Program -2.52 1/1/1989 61 QCM Global Diversified Programme -2.49 500k 12/1/1995 60 Saxon Investment Corporation Diversified Program -2.40 3,000k 9/1/1988 59 MERIT Alternative Investments GmbH Futures Portfolio -2.34 2,000k 6/1/1998 57 NuWave Investment Management, LLC NuWave Investment Partners LP -2.33 250k 6/1/2001 58 NuWave Investment Management, LLC Combined Futures Portfolio -2.33 5,000k 6/1/2001 56 Estlander & Partners Global Markets -2.28 10,000k 8/1/1999 55 Chesapeake Capital Diversified (LV) -2.11 100k 2/1/1988 54 John Locke Investments Cyril Systematic Program -2.11 8,000k 7/1/2000 53 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -2.10 1,000k 9/1/1997 52 M.S. Capital Management Global Diversified Program -1.76 2,000k 11/1/1998 51 Abraham Trading Company Diversified Program -1.73 10,000k 1/1/1988 50 Rotella Capital Management Rotella Polaris Program (Diversified) -1.58 10,000k 1/1/1991 49 Spectrum Asset Management LLC Global Diversified -1.51 2,000k 1/1/2001 48 Alee Capital Management, LLC Poniente Program -1.48 2,500k 1/1/1999 47 DUNN Capital Management D'Best Futures Fund, L.P. -1.42 100k 6/1/1994 46 Clarke Capital Management Worldwide -1.31 250k 1/1/1996 45 Trigon Investment Advisors, LLC Foreign Exchange Program -1.28 5,000k 8/1/2000 44 FORT LP Fort Global Diversified -1.25 2,000k 10/1/1993 43 Transtrend B.V. DTP – Enhanced Risk (USD) -1.17 10,000k 1/1/1995 42 Red Oak Commodity Advisors Investment Program -1.14 5,000k 12/1/1989 41 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.04 10,000k 1/1/2001 40 Mondiale Asset Management Mondiale Trading Program -0.95 0k 9/1/1997 39 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.93 10,000k 8/1/1999 38 Rabar Market Research Diversified Program -0.72 2,000k 1/1/1989 37 Transtrend B.V. DTP – Standard Risk (EUR) -0.70 10,000k 2/1/1999 36 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.61 1,000k 3/1/1998 35 Superfund Group Superfund Green Q-AG -0.59 2k 3/1/1996 34 IKOS The IKOS Hedge Fund -0.06 10,000k 7/1/1998 33 Superfund Group Superfund Green Master -0.02 2,000k 5/1/2001 28 Mobius Asset Management Custom Trading Program 0.00 100k 1/1/2002 29 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.00 100k 5/1/1999 30 Rivoli Fund Management Rivoli International Fund (V9) 0.00 5,000k 1/1/2002 32 Southwest Managed Investments, LLC Global Diversified 0.00 200k 1/1/2002 31 Di Tomasso Group Inc. Equilibrium Program 0.00 5,000k 1/1/2002 27 KMJ Investments KMJ Investments 0.05 1,000k 8/1/1994 26 Witter & Lester, Inc. Redstone 0.06 500k 9/1/1994 25 C-View Limited Currency Managed Account Program 0.26 5,000k 10/1/1996 24 Lynx Asset Management AB Lynx Program 0.40 75k 5/1/2000 23 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.41 1,000k 1/1/1999 22 Eclipse Capital Management Global Monetary 0.42 5,000k 8/1/1990 21 Drury Capital Diversified Trend-Following Program 0.52 5,000k 5/1/1997 20 DUNN Capital Management DUNN Combined Fund (DCF) 0.66 100k 5/1/1989 19 Range Wise Investment Program 0.71 250k 2/1/1991 18 ISAM ISAM Systematic Trend Fund 0.96 1,000k 6/1/2001 17 Alder Capital DAC Alder Global 10 0.99 250k 10/1/2000 16 Superfund Group Superfund Green GCT USD 1.06 15k 1/1/2000 15 Crabel Capital Management Crabel Multi-Product 1.25 1,000k 3/1/1998 14 Briarwood Capital Management, Inc. Diversified Trading Program 1.29 3,000k 7/1/2001 13 Rivoli Fund Management Rivoli International Fund (E) 1.34 5,000k 10/1/1996 12 Parizek Capital Futures Trading Program 1.78 500k 4/1/2000 11 Millburn Ridgefield Corporation Diversified Program 2.12 20,000k 2/1/1977 10 Northfield Trading Diversified 2.30 2,000k 7/1/1989 9 Alder Capital DAC Alder Global 20 2.47 250k 2/1/2001 8 Warrington Asset Management Warrington Strategic Program 2.48 50k 1/1/1997 7 Eckhardt Trading Company Evolution Strategies 2.69 20,000k 8/1/1991 6 DUNN Capital Management World Monetary and Agriculture Program (WMA) 3.03 100k 11/1/1984 5 Eckhardt Trading Company Evolution Strategies 1.2X 3.22 10,000k 10/1/1991 4 Kinkopf Capital Management KCM S&P (Proprietary) 3.81 100k 1/1/1999 3 Ansbacher Investment Management Market Neutral Put Skew Program 5.29 250k 1/1/1996 2 Conquest Capital Group Conquest Macro 6.14 250k 5/1/1999 1 LJM Partners LJM Aggressive Strategy 6.40 500k 7/1/1998 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.