IASG CTA Index For May 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 May 2002 Min Inv Inception 88 AIS Capital Management, L.P. MAAP (3x-6x) Composite -8.76 2,000k 7/1/1992 87 AIS Capital Management, L.P. MAAP (2x-4x) Composite -5.86 3,000k 10/1/1992 86 Drury Capital Diversified Trend-Following Program -5.13 5,000k 5/1/1997 85 Northfield Trading Diversified -4.60 2,000k 7/1/1989 84 Winton Capital Management Diversified -3.96 50,000k 10/1/1997 83 Conquest Capital Group Conquest Macro -3.67 250k 5/1/1999 82 Rivoli Fund Management Rivoli International Fund (E) -2.89 5,000k 10/1/1996 81 Mondiale Asset Management Mondiale Trading Program -2.26 0k 9/1/1997 80 John Locke Investments Cyril Systematic Program -1.60 8,000k 7/1/2000 79 Eckhardt Trading Company Evolution Strategies -0.68 20,000k 8/1/1991 78 Eckhardt Trading Company Evolution Strategies 1.2X -0.62 10,000k 10/1/1991 77 Witter & Lester, Inc. Stock Index Futures Trading Program -0.52 400k 1/1/1988 76 ISAM ISAM Systematic Trend Fund -0.37 1,000k 6/1/2001 75 Range Wise Investment Program -0.35 250k 2/1/1991 74 Crabel Capital Management Crabel Multi-Product -0.14 1,000k 3/1/1998 72 Southwest Managed Investments, LLC Global Diversified 0.00 200k 1/1/2002 73 Witter & Lester, Inc. Redstone 0.00 500k 9/1/1994 71 IKOS The IKOS Hedge Fund 0.19 10,000k 7/1/1998 70 Kinkopf Capital Management KCM S&P (Proprietary) 0.30 100k 1/1/1999 69 RAM Management Group MRTP Aggressive 0.30 1,000k 2/1/1998 68 Eclipse Capital Management Global Monetary 0.37 5,000k 8/1/1990 67 Clarke Capital Management Global Magnum 0.39 100k 8/1/1997 66 RAM Management Group RAM MRTP 1X-Conservative 0.52 1,000k 9/1/1993 65 FORT LP Fort Global Diversified 0.53 2,000k 10/1/1993 64 MERIT Alternative Investments GmbH Futures Portfolio 0.61 2,000k 6/1/1998 63 Warrington Asset Management Warrington Strategic Program 0.63 50k 1/1/1997 62 Rotella Capital Management Rotella Polaris Program (Diversified) 0.68 10,000k 1/1/1991 61 Parizek Capital Futures Trading Program 1.25 500k 4/1/2000 60 Superfund Group Superfund Green Q-AG 1.31 2k 3/1/1996 59 QCM Global Diversified Programme 1.34 500k 12/1/1995 57 NuWave Investment Management, LLC NuWave Investment Partners LP 1.39 250k 6/1/2001 58 NuWave Investment Management, LLC Combined Futures Portfolio 1.39 5,000k 6/1/2001 56 Abraham Trading Company Diversified Program 1.51 10,000k 1/1/1988 55 Transtrend B.V. DTP – Standard Risk (EUR) 1.59 10,000k 2/1/1999 54 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.72 1,000k 3/1/1998 53 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.98 0k 11/1/1996 52 Clarke Capital Management Millennium 2.06 1,000k 1/1/1998 51 Ansbacher Investment Management Market Neutral Put Skew Program 2.16 250k 1/1/1996 50 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.17 10,000k 8/1/1999 49 Strategic Ag Trading SAT GRAINS 2.18 100k 4/1/2002 48 Chesapeake Capital Diversified (LV) 2.26 100k 2/1/1988 47 C-View Limited Currency Managed Account Program 2.33 5,000k 10/1/1996 46 Transtrend B.V. DTP – Enhanced Risk (USD) 2.34 10,000k 1/1/1995 45 Alee Capital Management, LLC Poniente Program 2.35 2,500k 1/1/1999 44 Clarke Capital Management Worldwide 2.52 250k 1/1/1996 43 Capricorn Strategies Limited Capricorn fxST (Lev1) 2.55 1,000k 1/1/1999 42 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 2.62 10,000k 1/1/2001 41 Estlander & Partners Global Markets 2.78 10,000k 8/1/1999 40 Rivoli Fund Management Rivoli International Fund (V9) 3.33 5,000k 1/1/2002 39 Superfund Group Superfund Green GCT USD 3.56 15k 1/1/2000 38 Superfund Group Superfund Green Master 3.71 2,000k 5/1/2001 37 Alder Capital DAC Alder Global 10 3.79 250k 10/1/2000 36 Dreiss Research Corporation Diversified Program 3.84 1,000k 5/1/1991 35 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.96 1,000k 9/1/1997 34 Sunrise Capital Partners Sunrise Expanded Diversified Program 4.26 1/1/1989 33 DUNN Capital Management D'Best Futures Fund, L.P. 4.67 100k 6/1/1994 32 Clarke Capital Management Global Basic 4.79 50k 2/1/1996 31 DUNN Capital Management DUNN Combined Fund (DCF) 5.09 100k 5/1/1989 30 Hyman Beck and Company Global Portfolio 5.11 1,000k 3/1/1991 29 DUNN Capital Management World Monetary and Agriculture Program (WMA) 5.41 100k 11/1/1984 28 Estlander & Partners Global XL 5.54 5,000k 8/1/1991 27 Lynx Asset Management AB Lynx Program 5.65 75k 5/1/2000 26 Spectrum Asset Management LLC Global Diversified 5.75 2,000k 1/1/2001 25 Briarwood Capital Management, Inc. Diversified Trading Program 5.99 3,000k 7/1/2001 24 M.S. Capital Management Global Diversified Program 6.06 2,000k 11/1/1998 23 Estlander & Partners Alpha Trend 6.27 30,000k 10/1/1991 22 Kelly Angle Inc. Genesis Program 6.44 2,000k 4/1/2000 21 EMC Capital Advisors, LLC Classic 6.50 5,000k 1/1/1985 20 Millburn Ridgefield Corporation Diversified Program 6.58 20,000k 2/1/1977 19 Mulvaney Capital Management The Mulvaney Global Markets Fund 6.75 100k 5/1/1999 18 Rabar Market Research Diversified Program 6.77 2,000k 1/1/1989 17 Insch Capital Management SA Interbank Currency Program - 3X Leverage 7.06 100k 1/1/2000 16 LJM Partners LJM Aggressive Strategy 7.90 500k 7/1/1998 15 Alder Capital DAC Alder Global 20 8.08 250k 2/1/2001 14 Saxon Investment Corporation Diversified Program 8.20 3,000k 9/1/1988 13 Trigon Investment Advisors, LLC Foreign Exchange Program 8.43 5,000k 8/1/2000 12 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 8.74 200k 11/1/1999 11 Alee Capital Management, LLC Mistral Program 9.02 2,500k 1/1/1999 10 Hawksbill Capital Management Global Diversified 9.06 5,000k 11/1/1988 9 Tactical Investment Management Tactical Institutional Commodity Program 9.92 10,000k 4/1/1993 8 Mark J. Walsh Company Standard Program 10.10 2,000k 9/1/1985 7 Rosetta Capital Management Rosetta Trading Program 11.19 100k 4/1/2000 6 Mobius Asset Management Custom Trading Program 12.70 100k 1/1/2002 5 Saxon Investment Corporation Aggressive Diversified Program 14.39 2,000k 11/1/1993 4 KMJ Investments KMJ Investments 16.59 1,000k 8/1/1994 3 Di Tomasso Group Inc. Equilibrium Program 21.53 5,000k 1/1/2002 2 Covenant Capital Management Original Program 25.11 5,000k 9/1/1999 1 Red Oak Commodity Advisors Investment Program 25.68 5,000k 12/1/1989 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.