IASG CTA Index For November 2003 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 2003 Min Inv Inception 98 Strategic Ag Trading SAT GRAINS -12.29 100k 4/1/2002 97 Kelly Angle Inc. Genesis Program -10.85 2,000k 4/1/2000 96 Alee Capital Management, LLC Mistral Program -9.79 2,500k 1/1/1999 95 Rosetta Capital Management Rosetta Trading Program -9.02 100k 4/1/2000 94 Saxon Investment Corporation Aggressive Diversified Program -8.70 2,000k 11/1/1993 93 Hawksbill Capital Management Global Diversified -8.54 5,000k 11/1/1988 92 RAM Management Group MRTP Aggressive -8.02 1,000k 2/1/1998 91 Heyden & Steindl GmbH TOMAC2 -7.12 5,000k 3/1/2003 90 John Locke Investments Cyril Systematic Program -6.73 8,000k 7/1/2000 89 M.S. Capital Management Global Diversified Program -6.37 2,000k 11/1/1998 88 Briarwood Capital Management, Inc. Diversified Trading Program -5.84 3,000k 7/1/2001 87 Range Wise Investment Program -5.55 250k 2/1/1991 86 Saxon Investment Corporation Diversified Program -5.30 3,000k 9/1/1988 85 Parizek Capital Futures Trading Program -5.26 500k 4/1/2000 84 Mark J. Walsh Company Standard Program -4.94 2,000k 9/1/1985 83 Alee Capital Management, LLC Poniente Program -4.73 2,500k 1/1/1999 82 DUNN Capital Management DUNN Combined Fund (DCF) -4.58 100k 5/1/1989 81 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.45 100k 11/1/1984 80 Southwest Managed Investments, LLC Global Diversified -4.23 200k 1/1/2002 79 Clarke Capital Management Global Basic -4.14 50k 2/1/1996 78 DUNN Capital Management D'Best Futures Fund, L.P. -4.13 100k 6/1/1994 77 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.80 100k 1/1/2000 76 Rivoli Fund Management Rivoli International Fund (V9) -3.78 5,000k 1/1/2002 75 Estlander & Partners Alpha Trend -3.71 30,000k 10/1/1991 74 Witter & Lester, Inc. Stock Index Futures Trading Program -3.47 400k 1/1/1988 73 Clarke Capital Management Millennium -3.43 1,000k 1/1/1998 72 Northfield Trading Diversified -3.00 2,000k 7/1/1989 71 Superfund Group Superfund Green Master -2.78 2,000k 5/1/2001 70 EMC Capital Advisors, LLC Classic -2.70 5,000k 1/1/1985 69 Kaiser Trading Group Kaiser Global Diversified Program - Class B -2.65 1,000k 3/1/1998 68 Quantitative Investment Management Quantitative Global Program -2.64 20,000k 10/1/2003 67 Superfund Group Superfund Green GCT USD -2.54 15k 1/1/2000 66 Winton Capital Management Diversified -2.48 50,000k 10/1/1997 65 RAM Management Group RAM MRTP 1X-Conservative -2.35 1,000k 9/1/1993 64 Covenant Capital Management Original Program -2.29 5,000k 9/1/1999 63 Millburn Ridgefield Corporation Diversified Program -2.25 20,000k 2/1/1977 62 Superfund Group Superfund Green Q-AG -2.25 2k 3/1/1996 61 Tactical Investment Management Tactical Institutional Commodity Program -2.04 10,000k 4/1/1993 60 Superfund Group Superfund Green L.P. Series B -2.04 5k 10/1/2002 59 Clarke Capital Management Global Magnum -1.77 100k 8/1/1997 58 Superfund Group Superfund Green L.P. Series A -1.75 5k 10/1/2002 57 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.70 10,000k 3/1/2003 56 Rabar Market Research Diversified Program -1.52 2,000k 1/1/1989 55 Clarke Capital Management Worldwide -1.48 250k 1/1/1996 54 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -1.14 0k 11/1/1996 53 Sunrise Capital Partners Sunrise Expanded Diversified Program -1.08 1/1/1989 52 Drury Capital Diversified Trend-Following Program -1.03 5,000k 5/1/1997 51 QCM Global Diversified Programme -0.89 500k 12/1/1995 50 Transtrend B.V. DTP – Enhanced Risk (USD) -0.69 10,000k 1/1/1995 49 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.69 10,000k 8/1/1999 48 MERIT Alternative Investments GmbH Futures Portfolio -0.68 2,000k 6/1/1998 47 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.44 10,000k 1/1/2001 46 Transtrend B.V. DTP – Standard Risk (EUR) -0.43 10,000k 2/1/1999 45 Conquest Capital Group Conquest Macro -0.42 250k 5/1/1999 44 Mulvaney Capital Management The Mulvaney Global Markets Fund -0.27 100k 5/1/1999 43 Kinkopf Capital Management KCM S&P (Proprietary) -0.16 100k 1/1/1999 42 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -0.13 200k 11/1/1999 41 Abraham Trading Company Diversified Program -0.03 10,000k 1/1/1988 40 Spectrum Asset Management LLC Global Diversified 0.08 2,000k 1/1/2001 39 Dreiss Research Corporation Diversified Program 0.08 1,000k 5/1/1991 38 Hyman Beck and Company Global Portfolio 0.13 1,000k 3/1/1991 37 Crabel Capital Management Crabel Multi-Product 0.21 1,000k 3/1/1998 36 Rotella Capital Management Rotella Polaris Program (Diversified) 0.21 10,000k 1/1/1991 35 KMJ Investments KMJ Investments 0.42 1,000k 8/1/1994 34 Alder Capital DAC Alder Global 10 0.51 250k 10/1/2000 33 Eclipse Capital Management Global Monetary 0.52 5,000k 8/1/1990 32 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.64 1,000k 1/1/1999 31 Witter & Lester, Inc. Redstone 0.70 500k 9/1/1994 30 ISAM ISAM Systematic Trend Fund 0.70 1,000k 6/1/2001 29 Rivoli Fund Management Rivoli International Fund (E) 0.79 5,000k 10/1/1996 28 Eckhardt Trading Company Evolution Strategies 0.86 20,000k 8/1/1991 27 Di Tomasso Group Inc. Equilibrium Program 0.89 5,000k 1/1/2002 26 Trigon Investment Advisors, LLC Foreign Exchange Program 0.92 5,000k 8/1/2000 25 Alder Capital DAC Alder Global 20 0.97 250k 2/1/2001 24 Mondiale Asset Management Mondiale Trading Program 0.98 0k 9/1/1997 23 C-View Limited Currency Managed Account Program 1.02 5,000k 10/1/1996 22 Lynx Asset Management AB Lynx Program 1.14 75k 5/1/2000 21 Eckhardt Trading Company Evolution Strategies 1.2X 1.29 10,000k 10/1/1991 20 Estlander & Partners Global Markets 1.30 10,000k 8/1/1999 19 FORT LP Fort Global Diversified 1.39 2,000k 3/1/2002 18 Ansbacher Investment Management Market Neutral Put Skew Program 1.45 150k 1/1/1996 17 IKOS The IKOS Hedge Fund 1.46 10,000k 7/1/1998 16 Mobius Asset Management Custom Trading Program 1.60 100k 1/1/2002 15 Chesapeake Capital Diversified (LV) 1.91 100k 2/1/1988 14 LJM Partners LJM Moderately Aggressive Strategy 2.05 500k 4/1/2003 12 NuWave Investment Management, LLC NuWave Investment Partners LP 2.07 250k 6/1/2001 13 NuWave Investment Management, LLC Combined Futures Portfolio 2.07 5,000k 6/1/2001 11 AIS Capital Management, L.P. MAAP (2x-4x) Composite 2.08 3,000k 10/1/1992 10 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.09 1,000k 9/1/1997 9 Quantmetrics Capital Management LLP Premier 12V Strategy 2.14 10,000k 4/1/2003 8 Estlander & Partners Global XL 2.22 5,000k 8/1/1991 7 FORT LP Fort Global Contrarian 2.56 2,000k 10/1/2002 6 Red Rock Capital, LLC Systematic Global Macro 2.99 500k 9/1/2003 5 LJM Partners LJM Aggressive Strategy 3.15 500k 7/1/1998 4 AIS Capital Management, L.P. MAAP (3x-6x) Composite 3.35 2,000k 7/1/1992 3 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 3.64 100k 3/1/2003 2 Warrington Asset Management Warrington Strategic Program 4.07 50k 1/1/1997 1 Red Oak Commodity Advisors Investment Program 6.13 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.