IASG CTA Index For June 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 Jun 2002 Min Inv Inception 88 Kinkopf Capital Management KCM S&P (Proprietary) -10.58 100k 1/1/1999 87 Witter & Lester, Inc. Stock Index Futures Trading Program -8.91 400k 1/1/1988 86 Rosetta Capital Management Rosetta Trading Program -6.66 100k 4/1/2000 85 Di Tomasso Group Inc. Equilibrium Program -6.61 5,000k 1/1/2002 84 Red Oak Commodity Advisors Investment Program -1.48 5,000k 12/1/1989 83 Ansbacher Investment Management Market Neutral Put Skew Program -1.35 250k 1/1/1996 82 Clarke Capital Management Global Magnum -1.16 100k 8/1/1997 81 LJM Partners LJM Aggressive Strategy -0.68 500k 7/1/1998 80 M.S. Capital Management Global Diversified Program -0.48 2,000k 11/1/1998 79 Witter & Lester, Inc. Redstone -0.37 500k 9/1/1994 78 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.82 1,000k 3/1/1998 77 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.96 1,000k 1/1/1999 76 Warrington Asset Management Warrington Strategic Program 1.07 50k 1/1/1997 75 C-View Limited Currency Managed Account Program 1.32 5,000k 10/1/1996 74 Mondiale Asset Management Mondiale Trading Program 1.68 0k 9/1/1997 73 MERIT Alternative Investments GmbH Futures Portfolio 1.80 2,000k 6/1/1998 72 RAM Management Group RAM MRTP 1X-Conservative 1.91 1,000k 9/1/1993 71 IKOS The IKOS Hedge Fund 2.04 10,000k 7/1/1998 70 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 2.51 10,000k 1/1/2001 69 Eckhardt Trading Company Evolution Strategies 2.59 20,000k 8/1/1991 68 Eckhardt Trading Company Evolution Strategies 1.2X 3.07 10,000k 10/1/1991 67 Clarke Capital Management Global Basic 3.15 50k 2/1/1996 66 AIS Capital Management, L.P. MAAP (2x-4x) Composite 3.30 3,000k 10/1/1992 65 Range Wise Investment Program 3.49 250k 2/1/1991 64 Insch Capital Management SA Interbank Currency Program - 3X Leverage 4.19 100k 1/1/2000 63 Chesapeake Capital Diversified (LV) 4.19 100k 2/1/1988 62 Covenant Capital Management Original Program 4.45 5,000k 9/1/1999 61 Alee Capital Management, LLC Poniente Program 4.61 2,500k 1/1/1999 60 Alder Capital DAC Alder Global 10 4.70 250k 10/1/2000 59 AIS Capital Management, L.P. MAAP (3x-6x) Composite 4.73 2,000k 7/1/1992 58 Transtrend B.V. DTP – Standard Risk (EUR) 4.84 10,000k 2/1/1999 57 Estlander & Partners Global Markets 5.05 10,000k 8/1/1999 56 Mobius Asset Management Custom Trading Program 6.00 100k 1/1/2002 55 Northfield Trading Diversified 6.00 2,000k 7/1/1989 54 Clarke Capital Management Worldwide 6.11 250k 1/1/1996 53 Conquest Capital Group Conquest Macro 6.16 250k 5/1/1999 52 Rotella Capital Management Rotella Polaris Program (Diversified) 6.69 10,000k 1/1/1991 51 Rivoli Fund Management Rivoli International Fund (E) 6.82 5,000k 10/1/1996 50 QCM Global Diversified Programme 6.93 500k 12/1/1995 49 Estlander & Partners Alpha Trend 7.14 30,000k 10/1/1991 48 Crabel Capital Management Crabel Multi-Product 7.14 1,000k 3/1/1998 47 Alee Capital Management, LLC Mistral Program 7.16 2,500k 1/1/1999 46 Spectrum Asset Management LLC Global Diversified 7.28 2,000k 1/1/2001 45 Mulvaney Capital Management The Mulvaney Global Markets Fund 7.38 100k 5/1/1999 44 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 7.39 1,000k 9/1/1997 43 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 7.40 0k 11/1/1996 41 NuWave Investment Management, LLC NuWave Investment Partners LP 7.49 250k 6/1/2001 42 NuWave Investment Management, LLC Combined Futures Portfolio 7.49 5,000k 6/1/2001 40 RAM Management Group MRTP Aggressive 7.69 1,000k 2/1/1998 39 Alder Capital DAC Alder Global 20 7.73 250k 2/1/2001 38 Abraham Trading Company Diversified Program 7.75 10,000k 1/1/1988 37 Transtrend B.V. DTP – Enhanced Risk (EUR) 7.84 10,000k 8/1/1999 36 Strategic Ag Trading SAT GRAINS 7.87 100k 4/1/2002 35 Winton Capital Management Diversified 7.95 50,000k 10/1/1997 34 Transtrend B.V. DTP – Enhanced Risk (USD) 8.41 10,000k 1/1/1995 33 Sunrise Capital Partners Sunrise Expanded Diversified Program 8.59 1/1/1989 32 FORT LP Fort Global Diversified 8.64 2,000k 10/1/1993 31 Estlander & Partners Global XL 9.17 5,000k 8/1/1991 30 Saxon Investment Corporation Diversified Program 9.74 3,000k 9/1/1988 29 Tactical Investment Management Tactical Institutional Commodity Program 9.78 10,000k 4/1/1993 28 Trigon Investment Advisors, LLC Foreign Exchange Program 10.13 5,000k 8/1/2000 27 ISAM ISAM Systematic Trend Fund 10.72 1,000k 6/1/2001 26 Lynx Asset Management AB Lynx Program 10.75 75k 5/1/2000 25 Eclipse Capital Management Global Monetary 11.33 5,000k 8/1/1990 24 Rabar Market Research Diversified Program 11.41 2,000k 1/1/1989 23 John Locke Investments Cyril Systematic Program 11.47 8,000k 7/1/2000 22 Drury Capital Diversified Trend-Following Program 11.62 5,000k 5/1/1997 21 Southwest Managed Investments, LLC Global Diversified 11.66 200k 1/1/2002 20 Millburn Ridgefield Corporation Diversified Program 12.13 20,000k 2/1/1977 19 KMJ Investments KMJ Investments 12.78 1,000k 8/1/1994 18 Hyman Beck and Company Global Portfolio 13.18 1,000k 3/1/1991 17 Parizek Capital Futures Trading Program 13.42 500k 4/1/2000 16 Superfund Group Superfund Green Q-AG 13.67 2k 3/1/1996 15 EMC Capital Advisors, LLC Classic 13.70 5,000k 1/1/1985 14 Briarwood Capital Management, Inc. Diversified Trading Program 14.39 3,000k 7/1/2001 13 Rivoli Fund Management Rivoli International Fund (V9) 14.91 5,000k 1/1/2002 12 Hawksbill Capital Management Global Diversified 15.04 5,000k 11/1/1988 11 Clarke Capital Management Millennium 16.44 1,000k 1/1/1998 10 Dreiss Research Corporation Diversified Program 16.44 1,000k 5/1/1991 9 Saxon Investment Corporation Aggressive Diversified Program 16.58 2,000k 11/1/1993 8 Mark J. Walsh Company Standard Program 16.98 2,000k 9/1/1985 7 DUNN Capital Management D'Best Futures Fund, L.P. 20.47 100k 6/1/1994 6 DUNN Capital Management DUNN Combined Fund (DCF) 22.12 100k 5/1/1989 5 Superfund Group Superfund Green GCT USD 23.54 15k 1/1/2000 4 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 24.16 200k 11/1/1999 3 DUNN Capital Management World Monetary and Agriculture Program (WMA) 24.24 100k 11/1/1984 2 Kelly Angle Inc. Genesis Program 28.83 2,000k 4/1/2000 1 Superfund Group Superfund Green Master 30.37 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.