IASG CTA Index For October 2003 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 Oct 2003 Min Inv Inception 98 Clarke Capital Management Global Basic -14.20 50k 2/1/1996 97 Kelly Angle Inc. Genesis Program -10.67 2,000k 4/1/2000 96 FORT LP Fort Global Diversified -7.42 2,000k 10/1/1993 95 Millburn Ridgefield Corporation Diversified Program -6.99 20,000k 2/1/1977 94 Insch Capital Management SA Interbank Currency Program - 3X Leverage -5.60 100k 1/1/2000 93 Conquest Capital Group Conquest Macro -5.27 250k 5/1/1999 92 DUNN Capital Management DUNN Combined Fund (DCF) -5.23 100k 5/1/1989 91 Rivoli Fund Management Rivoli International Fund (V9) -5.21 5,000k 1/1/2002 90 FORT LP Fort Global Contrarian -5.02 2,000k 10/1/2002 89 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.23 100k 11/1/1984 88 Northfield Trading Diversified -3.30 2,000k 7/1/1989 87 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -3.20 1,000k 9/1/1997 86 Alder Capital DAC Alder Global 20 -3.13 250k 2/1/2001 85 DUNN Capital Management D'Best Futures Fund, L.P. -2.82 100k 6/1/1994 84 Alee Capital Management, LLC Poniente Program -1.80 2,500k 1/1/1999 83 Heyden & Steindl GmbH TOMAC2 -1.53 5,000k 3/1/2003 82 Rotella Capital Management Rotella Polaris Program (Diversified) -1.49 10,000k 1/1/1991 81 Clarke Capital Management Global Magnum -1.35 100k 8/1/1997 80 Crabel Capital Management Crabel Multi-Product -1.30 1,000k 3/1/1998 79 Alder Capital DAC Alder Global 10 -1.28 250k 10/1/2000 78 KMJ Investments KMJ Investments -1.26 1,000k 8/1/1994 77 Hawksbill Capital Management Global Diversified -1.19 5,000k 11/1/1988 76 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.16 1,000k 3/1/1998 75 Eckhardt Trading Company Evolution Strategies 1.2X -0.70 10,000k 10/1/1991 74 Eckhardt Trading Company Evolution Strategies -0.70 20,000k 8/1/1991 73 Eclipse Capital Management Global Monetary -0.63 5,000k 8/1/1990 72 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.53 10,000k 3/1/2003 71 Quantitative Investment Management Quantitative Global Program 0.00 20,000k 10/1/2003 70 C-View Limited Currency Managed Account Program 0.13 5,000k 10/1/1996 69 Witter & Lester, Inc. Redstone 0.39 500k 9/1/1994 68 Mobius Asset Management Custom Trading Program 0.40 100k 1/1/2002 67 ISAM ISAM Systematic Trend Fund 0.50 1,000k 6/1/2001 66 Warrington Asset Management Warrington Strategic Program 0.51 50k 1/1/1997 65 Rivoli Fund Management Rivoli International Fund (E) 0.67 5,000k 10/1/1996 64 Dreiss Research Corporation Diversified Program 1.21 1,000k 5/1/1991 63 Mondiale Asset Management Mondiale Trading Program 1.40 0k 9/1/1997 62 Capricorn Strategies Limited Capricorn fxST (Lev1) 1.67 1,000k 1/1/1999 61 Transtrend B.V. DTP – Standard Risk (EUR) 1.68 10,000k 2/1/1999 60 Mark J. Walsh Company Standard Program 1.79 2,000k 9/1/1985 59 MERIT Alternative Investments GmbH Futures Portfolio 2.08 2,000k 6/1/1998 58 Quantmetrics Capital Management LLP Premier 12V Strategy 2.08 10,000k 4/1/2003 57 IKOS The IKOS Hedge Fund 2.19 10,000k 7/1/1998 56 Ansbacher Investment Management Market Neutral Put Skew Program 2.32 250k 1/1/1996 55 John Locke Investments Cyril Systematic Program 2.43 8,000k 7/1/2000 54 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.46 10,000k 8/1/1999 53 Transtrend B.V. DTP – Enhanced Risk (USD) 2.49 10,000k 1/1/1995 52 Trigon Investment Advisors, LLC Foreign Exchange Program 2.51 5,000k 8/1/2000 51 Briarwood Capital Management, Inc. Diversified Trading Program 2.63 3,000k 7/1/2001 50 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 2.76 10,000k 1/1/2001 49 RAM Management Group RAM MRTP 1X-Conservative 3.20 1,000k 9/1/1993 48 Witter & Lester, Inc. Stock Index Futures Trading Program 3.45 400k 1/1/1988 47 Clarke Capital Management Worldwide 3.49 250k 1/1/1996 46 Rabar Market Research Diversified Program 3.97 2,000k 1/1/1989 45 Superfund Group Superfund Green L.P. Series A 3.99 5k 10/1/2002 44 Lynx Asset Management AB Lynx Program 4.29 75k 5/1/2000 43 Winton Capital Management Diversified 4.72 50,000k 10/1/1997 42 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 5.25 0k 11/1/1996 41 AIS Capital Management, L.P. MAAP (2x-4x) Composite 5.33 3,000k 10/1/1992 40 Estlander & Partners Global Markets 5.42 10,000k 8/1/1999 39 Red Rock Capital, LLC Systematic Global Macro 5.43 500k 9/1/2003 38 Southwest Managed Investments, LLC Global Diversified 5.49 200k 1/1/2002 37 Kinkopf Capital Management KCM S&P (Proprietary) 5.63 100k 1/1/1999 36 Spectrum Asset Management LLC Global Diversified 5.78 2,000k 1/1/2001 35 Superfund Group Superfund Green L.P. Series B 5.92 5k 10/1/2002 34 Sunrise Capital Partners Sunrise Expanded Diversified Program 5.98 1/1/1989 33 Hyman Beck and Company Global Portfolio 6.22 1,000k 3/1/1991 32 Superfund Group Superfund Green Q-AG 6.54 2k 3/1/1996 31 LJM Partners LJM Moderately Aggressive Strategy 6.99 500k 4/1/2003 30 EMC Capital Advisors, LLC Classic 7.20 5,000k 1/1/1985 29 Red Oak Commodity Advisors Investment Program 7.70 5,000k 12/1/1989 28 Clarke Capital Management Millennium 8.23 1,000k 1/1/1998 26 NuWave Investment Management, LLC NuWave Investment Partners LP 8.63 250k 6/1/2001 27 NuWave Investment Management, LLC Combined Futures Portfolio 8.63 5,000k 6/1/2001 25 Parizek Capital Futures Trading Program 8.83 500k 4/1/2000 24 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 9.42 200k 11/1/1999 23 AIS Capital Management, L.P. MAAP (3x-6x) Composite 9.53 2,000k 7/1/1992 22 QCM Global Diversified Programme 9.70 500k 12/1/1995 21 Estlander & Partners Global XL 9.77 5,000k 8/1/1991 20 LJM Partners LJM Aggressive Strategy 10.00 500k 7/1/1998 19 RAM Management Group MRTP Aggressive 10.21 1,000k 2/1/1998 18 Superfund Group Superfund Green GCT USD 10.23 15k 1/1/2000 17 Estlander & Partners Alpha Trend 10.37 30,000k 10/1/1991 16 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 10.38 100k 3/1/2003 15 M.S. Capital Management Global Diversified Program 10.43 2,000k 11/1/1998 14 Covenant Capital Management Original Program 11.35 5,000k 9/1/1999 13 Tactical Investment Management Tactical Institutional Commodity Program 12.69 10,000k 4/1/1993 12 Saxon Investment Corporation Diversified Program 13.07 3,000k 9/1/1988 11 Alee Capital Management, LLC Mistral Program 13.27 2,500k 1/1/1999 10 Drury Capital Diversified Trend-Following Program 13.80 5,000k 5/1/1997 9 Di Tomasso Group Inc. Equilibrium Program 15.15 5,000k 1/1/2002 8 Strategic Ag Trading SAT GRAINS 15.18 100k 4/1/2002 7 Mulvaney Capital Management The Mulvaney Global Markets Fund 15.32 100k 5/1/1999 6 Chesapeake Capital Diversified (LV) 15.48 100k 2/1/1988 5 Superfund Group Superfund Green Master 15.63 2,000k 5/1/2001 4 Saxon Investment Corporation Aggressive Diversified Program 21.16 2,000k 11/1/1993 3 Abraham Trading Company Diversified Program 22.09 10,000k 1/1/1988 2 Range Wise Investment Program 23.87 250k 2/1/1991 1 Rosetta Capital Management Rosetta Trading Program 31.08 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.