IASG CTA Index For November 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 Nov 2002 Min Inv Inception 91 Saxon Investment Corporation Aggressive Diversified Program -20.54 2,000k 11/1/1993 90 DUNN Capital Management World Monetary and Agriculture Program (WMA) -12.70 100k 11/1/1984 89 Saxon Investment Corporation Diversified Program -11.60 3,000k 9/1/1988 88 DUNN Capital Management D'Best Futures Fund, L.P. -11.02 100k 6/1/1994 87 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -10.41 200k 11/1/1999 86 Superfund Group Superfund Green Master -10.24 2,000k 5/1/2001 85 DUNN Capital Management DUNN Combined Fund (DCF) -9.44 100k 5/1/1989 84 FORT LP Fort Global Diversified -8.98 2,000k 10/1/1993 82 NuWave Investment Management, LLC NuWave Investment Partners LP -8.77 250k 6/1/2001 83 NuWave Investment Management, LLC Combined Futures Portfolio -8.77 5,000k 6/1/2001 81 AIS Capital Management, L.P. MAAP (3x-6x) Composite -7.68 2,000k 7/1/1992 80 Kelly Angle Inc. Genesis Program -7.42 2,000k 4/1/2000 79 Superfund Group Superfund Green Q-AG -6.38 2k 3/1/1996 78 Drury Capital Diversified Trend-Following Program -5.97 5,000k 5/1/1997 77 Superfund Group Superfund Green GCT USD -5.94 15k 1/1/2000 76 Superfund Group Superfund Green L.P. Series B -5.84 5k 10/1/2002 75 ISAM ISAM Systematic Trend Fund -5.54 1,000k 6/1/2001 74 Clarke Capital Management Millennium -5.51 1,000k 1/1/1998 73 QCM Global Diversified Programme -5.49 500k 12/1/1995 72 EMC Capital Advisors, LLC Classic -5.40 5,000k 1/1/1985 71 IKOS The IKOS Hedge Fund -5.25 10,000k 7/1/1998 70 Mulvaney Capital Management The Mulvaney Global Markets Fund -5.08 100k 5/1/1999 69 Sunrise Capital Partners Sunrise Expanded Diversified Program -5.06 1/1/1989 68 FORT LP Fort Global Contrarian -5.01 2,000k 10/1/2002 67 AIS Capital Management, L.P. MAAP (2x-4x) Composite -4.92 3,000k 10/1/1992 66 Southwest Managed Investments, LLC Global Diversified -4.68 200k 1/1/2002 65 Hawksbill Capital Management Global Diversified -4.47 5,000k 11/1/1988 64 Estlander & Partners Global XL -4.27 5,000k 8/1/1991 63 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -4.15 0k 11/1/1996 62 Rivoli Fund Management Rivoli International Fund (V9) -4.01 5,000k 1/1/2002 61 Clarke Capital Management Global Basic -4.01 50k 2/1/1996 60 Eclipse Capital Management Global Monetary -3.64 5,000k 8/1/1990 59 Superfund Group Superfund Green L.P. Series A -3.59 5k 10/1/2002 58 Millburn Ridgefield Corporation Diversified Program -3.53 20,000k 2/1/1977 57 Mark J. Walsh Company Standard Program -2.89 2,000k 9/1/1985 56 Lynx Asset Management AB Lynx Program -2.85 75k 5/1/2000 55 Ansbacher Investment Management Market Neutral Put Skew Program -2.55 250k 1/1/1996 54 Briarwood Capital Management, Inc. Diversified Trading Program -2.51 3,000k 7/1/2001 53 Spectrum Asset Management LLC Global Diversified -2.51 2,000k 1/1/2001 52 Rivoli Fund Management Rivoli International Fund (E) -2.49 5,000k 10/1/1996 51 Parizek Capital Futures Trading Program -2.48 500k 4/1/2000 50 Clarke Capital Management Worldwide -2.40 250k 1/1/1996 49 Rotella Capital Management Rotella Polaris Program (Diversified) -2.37 10,000k 1/1/1991 48 Estlander & Partners Global Markets -2.09 10,000k 8/1/1999 47 Rabar Market Research Diversified Program -2.06 2,000k 1/1/1989 46 Abraham Trading Company Diversified Program -1.80 10,000k 1/1/1988 45 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -1.80 1,000k 9/1/1997 44 John Locke Investments Cyril Systematic Program -1.74 8,000k 7/1/2000 43 MERIT Alternative Investments GmbH Futures Portfolio -1.73 2,000k 6/1/1998 42 Transtrend B.V. DTP – Enhanced Risk (USD) -1.71 10,000k 1/1/1995 41 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.68 10,000k 8/1/1999 40 Warrington Asset Management Warrington Strategic Program -1.64 50k 1/1/1997 39 Chesapeake Capital Diversified (LV) -1.58 100k 2/1/1988 38 Capricorn Strategies Limited Capricorn fxST (Lev1) -1.53 1,000k 1/1/1999 37 Eckhardt Trading Company Evolution Strategies 1.2X -1.41 10,000k 10/1/1991 36 Eckhardt Trading Company Evolution Strategies -1.40 20,000k 8/1/1991 35 Alee Capital Management, LLC Mistral Program -1.24 2,500k 1/1/1999 34 Northfield Trading Diversified -1.00 2,000k 7/1/1989 33 Transtrend B.V. DTP – Standard Risk (EUR) -0.92 10,000k 2/1/1999 32 Hyman Beck and Company Global Portfolio -0.88 1,000k 3/1/1991 31 Di Tomasso Group Inc. Equilibrium Program -0.81 5,000k 1/1/2002 30 Winton Capital Management Diversified -0.69 50,000k 10/1/1997 29 Estlander & Partners Alpha Trend -0.43 30,000k 10/1/1991 28 Strategic Ag Trading SAT GRAINS -0.31 100k 4/1/2002 27 Dreiss Research Corporation Diversified Program -0.06 1,000k 5/1/1991 26 Alee Capital Management, LLC Poniente Program 0.23 2,500k 1/1/1999 25 Alder Capital DAC Alder Global 10 0.33 250k 10/1/2000 24 Witter & Lester, Inc. Redstone 0.45 500k 9/1/1994 23 KMJ Investments KMJ Investments 0.56 1,000k 8/1/1994 22 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.75 10,000k 1/1/2001 21 C-View Limited Currency Managed Account Program 0.76 5,000k 10/1/1996 20 M.S. Capital Management Global Diversified Program 0.82 2,000k 11/1/1998 19 Alder Capital DAC Alder Global 20 1.01 250k 2/1/2001 18 RAM Management Group RAM MRTP 1X-Conservative 1.08 1,000k 9/1/1993 17 Trigon Investment Advisors, LLC Foreign Exchange Program 1.37 5,000k 8/1/2000 16 Mondiale Asset Management Mondiale Trading Program 1.38 0k 9/1/1997 15 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.57 1,000k 3/1/1998 14 Mobius Asset Management Custom Trading Program 1.90 100k 1/1/2002 13 Clarke Capital Management Global Magnum 2.04 100k 8/1/1997 12 Conquest Capital Group Conquest Macro 2.08 250k 5/1/1999 11 Tactical Investment Management Tactical Institutional Commodity Program 2.27 10,000k 4/1/1993 10 Covenant Capital Management Original Program 2.82 5,000k 9/1/1999 9 Insch Capital Management SA Interbank Currency Program - 3X Leverage 3.22 100k 1/1/2000 8 Witter & Lester, Inc. Stock Index Futures Trading Program 4.18 400k 1/1/1988 7 Crabel Capital Management Crabel Multi-Product 4.34 1,000k 3/1/1998 6 RAM Management Group MRTP Aggressive 5.30 1,000k 2/1/1998 5 LJM Partners LJM Aggressive Strategy 5.65 500k 7/1/1998 4 Kinkopf Capital Management KCM S&P (Proprietary) 9.11 100k 1/1/1999 3 Range Wise Investment Program 11.56 250k 2/1/1991 2 Red Oak Commodity Advisors Investment Program 15.37 5,000k 12/1/1989 1 Rosetta Capital Management Rosetta Trading Program 59.95 100k 4/1/2000 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.