IASG CTA Index For August 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 Aug 2002 Min Inv Inception 88 RAM Management Group MRTP Aggressive -9.51 1,000k 2/1/1998 87 Red Oak Commodity Advisors Investment Program -8.30 5,000k 12/1/1989 86 Insch Capital Management SA Interbank Currency Program - 3X Leverage -6.59 100k 1/1/2000 85 RAM Management Group RAM MRTP 1X-Conservative -3.00 1,000k 9/1/1993 84 Range Wise Investment Program -2.53 250k 2/1/1991 83 Conquest Capital Group Conquest Macro -2.50 250k 5/1/1999 82 Strategic Ag Trading SAT GRAINS -2.09 100k 4/1/2002 81 Alder Capital DAC Alder Global 20 -1.64 250k 2/1/2001 80 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.63 10,000k 1/1/2001 79 EMC Capital Advisors, LLC Classic -1.30 5,000k 1/1/1985 78 Mobius Asset Management Custom Trading Program -1.20 100k 1/1/2002 77 Trigon Investment Advisors, LLC Foreign Exchange Program -0.62 5,000k 8/1/2000 76 John Locke Investments Cyril Systematic Program -0.45 8,000k 7/1/2000 75 MERIT Alternative Investments GmbH Futures Portfolio -0.43 2,000k 6/1/1998 74 Alee Capital Management, LLC Mistral Program -0.37 2,500k 1/1/1999 73 Eckhardt Trading Company Evolution Strategies -0.34 20,000k 8/1/1991 72 Eckhardt Trading Company Evolution Strategies 1.2X -0.33 10,000k 10/1/1991 71 Alder Capital DAC Alder Global 10 -0.24 250k 10/1/2000 70 C-View Limited Currency Managed Account Program -0.18 5,000k 10/1/1996 69 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.10 1,000k 9/1/1997 68 Dreiss Research Corporation Diversified Program -0.09 1,000k 5/1/1991 67 Ansbacher Investment Management Market Neutral Put Skew Program 0.09 250k 1/1/1996 66 Witter & Lester, Inc. Redstone 0.09 500k 9/1/1994 65 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.19 1,000k 1/1/1999 64 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.36 1,000k 3/1/1998 63 Briarwood Capital Management, Inc. Diversified Trading Program 0.36 3,000k 7/1/2001 62 Clarke Capital Management Global Basic 0.58 50k 2/1/1996 61 Parizek Capital Futures Trading Program 0.61 500k 4/1/2000 60 Sunrise Capital Partners Sunrise Expanded Diversified Program 0.66 1/1/1989 59 Mondiale Asset Management Mondiale Trading Program 0.96 0k 9/1/1997 58 Hyman Beck and Company Global Portfolio 1.23 1,000k 3/1/1991 57 Mark J. Walsh Company Standard Program 1.42 2,000k 9/1/1985 56 Lynx Asset Management AB Lynx Program 1.48 75k 5/1/2000 55 Estlander & Partners Alpha Trend 1.49 30,000k 10/1/1991 54 Saxon Investment Corporation Aggressive Diversified Program 1.50 2,000k 11/1/1993 53 Millburn Ridgefield Corporation Diversified Program 1.52 20,000k 2/1/1977 52 Covenant Capital Management Original Program 1.54 5,000k 9/1/1999 51 Crabel Capital Management Crabel Multi-Product 1.60 1,000k 3/1/1998 50 Estlander & Partners Global Markets 1.75 10,000k 8/1/1999 49 Spectrum Asset Management LLC Global Diversified 1.83 2,000k 1/1/2001 48 Rotella Capital Management Rotella Polaris Program (Diversified) 1.89 10,000k 1/1/1991 47 Northfield Trading Diversified 1.90 2,000k 7/1/1989 46 Transtrend B.V. DTP – Standard Risk (EUR) 1.94 10,000k 2/1/1999 45 Clarke Capital Management Worldwide 2.01 250k 1/1/1996 44 Rivoli Fund Management Rivoli International Fund (E) 2.06 5,000k 10/1/1996 43 Warrington Asset Management Warrington Strategic Program 2.33 50k 1/1/1997 42 KMJ Investments KMJ Investments 2.34 1,000k 8/1/1994 41 Chesapeake Capital Diversified (LV) 2.55 100k 2/1/1988 40 Southwest Managed Investments, LLC Global Diversified 2.73 200k 1/1/2002 39 Alee Capital Management, LLC Poniente Program 2.74 2,500k 1/1/1999 38 Transtrend B.V. DTP – Enhanced Risk (USD) 2.78 10,000k 1/1/1995 37 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.79 10,000k 8/1/1999 36 Estlander & Partners Global XL 3.12 5,000k 8/1/1991 35 Rabar Market Research Diversified Program 3.18 2,000k 1/1/1989 34 Eclipse Capital Management Global Monetary 3.22 5,000k 8/1/1990 33 Hawksbill Capital Management Global Diversified 3.45 5,000k 11/1/1988 32 IKOS The IKOS Hedge Fund 3.51 10,000k 7/1/1998 31 Drury Capital Diversified Trend-Following Program 3.75 5,000k 5/1/1997 30 Rivoli Fund Management Rivoli International Fund (V9) 3.78 5,000k 1/1/2002 29 Clarke Capital Management Global Magnum 3.89 100k 8/1/1997 28 ISAM ISAM Systematic Trend Fund 4.01 1,000k 6/1/2001 27 QCM Global Diversified Programme 4.26 500k 12/1/1995 26 LJM Partners LJM Aggressive Strategy 4.42 500k 7/1/1998 25 Tactical Investment Management Tactical Institutional Commodity Program 4.48 10,000k 4/1/1993 23 NuWave Investment Management, LLC NuWave Investment Partners LP 4.61 250k 6/1/2001 24 NuWave Investment Management, LLC Combined Futures Portfolio 4.61 5,000k 6/1/2001 22 AIS Capital Management, L.P. MAAP (2x-4x) Composite 5.19 3,000k 10/1/1992 21 FORT LP Fort Global Diversified 5.32 2,000k 10/1/1993 20 Witter & Lester, Inc. Stock Index Futures Trading Program 5.34 400k 1/1/1988 19 Mulvaney Capital Management The Mulvaney Global Markets Fund 5.44 100k 5/1/1999 18 Winton Capital Management Diversified 6.04 50,000k 10/1/1997 17 Di Tomasso Group Inc. Equilibrium Program 6.10 5,000k 1/1/2002 16 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 6.66 0k 11/1/1996 15 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 7.03 200k 11/1/1999 14 AIS Capital Management, L.P. MAAP (3x-6x) Composite 7.79 2,000k 7/1/1992 13 Clarke Capital Management Millennium 8.14 1,000k 1/1/1998 12 Superfund Group Superfund Green Q-AG 8.20 2k 3/1/1996 11 M.S. Capital Management Global Diversified Program 9.00 2,000k 11/1/1998 10 Abraham Trading Company Diversified Program 9.86 10,000k 1/1/1988 9 DUNN Capital Management World Monetary and Agriculture Program (WMA) 10.50 100k 11/1/1984 8 Saxon Investment Corporation Diversified Program 10.88 3,000k 9/1/1988 7 DUNN Capital Management DUNN Combined Fund (DCF) 11.39 100k 5/1/1989 6 Kelly Angle Inc. Genesis Program 11.40 2,000k 4/1/2000 5 DUNN Capital Management D'Best Futures Fund, L.P. 13.19 100k 6/1/1994 4 Rosetta Capital Management Rosetta Trading Program 13.21 100k 4/1/2000 3 Superfund Group Superfund Green Master 13.54 2,000k 5/1/2001 2 Superfund Group Superfund Green GCT USD 15.23 15k 1/1/2000 1 Kinkopf Capital Management KCM S&P (Proprietary) 23.32 100k 1/1/1999 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.