IASG CTA Index For December 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 Dec 2003 Min Inv Inception 100 Rosetta Capital Management Rosetta Trading Program -14.77 100k 4/1/2000 99 Range Wise Investment Program -9.10 250k 2/1/1991 98 Kinkopf Capital Management KCM S&P (Proprietary) -5.70 100k 1/1/1999 97 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.47 100k 11/1/1984 96 DUNN Capital Management DUNN Combined Fund (DCF) -3.25 100k 5/1/1989 95 LJM Partners LJM Aggressive Strategy -2.48 500k 7/1/1998 94 Mobius Asset Management Custom Trading Program -2.20 100k 1/1/2002 93 Strategic Ag Trading SAT GRAINS -1.90 100k 4/1/2002 92 LJM Partners LJM Moderately Aggressive Strategy -1.87 500k 4/1/2003 91 Crabel Capital Management Crabel Multi-Product -1.40 1,000k 3/1/1998 90 KMJ Investments KMJ Investments -1.31 1,000k 8/1/1994 89 Kelly Angle Inc. Genesis Program -0.72 2,000k 4/1/2000 88 DUNN Capital Management D'Best Futures Fund, L.P. -0.50 100k 6/1/1994 87 Northfield Trading Diversified -0.20 2,000k 7/1/1989 86 Strategic Capital Advisors LLC Contrarian 500 0.00 250k 12/1/2003 85 Keck Capital Management LLC The Keck Program 0.00 2,000k 12/1/2003 84 Transtrend B.V. DTP – Standard Risk (EUR) 0.14 10,000k 2/1/1999 83 Dreiss Research Corporation Diversified Program 0.14 1,000k 5/1/1991 82 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.15 10,000k 8/1/1999 81 Warrington Asset Management Warrington Strategic Program 0.16 50k 1/1/1997 80 Spectrum Asset Management LLC Global Diversified 0.17 2,000k 1/1/2001 79 Witter & Lester, Inc. Redstone 0.22 500k 9/1/1994 78 Transtrend B.V. DTP – Enhanced Risk (USD) 0.22 10,000k 1/1/1995 77 Conquest Capital Group Conquest Macro 0.23 250k 5/1/1999 76 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.35 1,000k 3/1/1998 75 MERIT Alternative Investments GmbH Futures Portfolio 0.36 2,000k 6/1/1998 74 Witter & Lester, Inc. Stock Index Futures Trading Program 0.86 400k 1/1/1988 73 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 1.02 10,000k 1/1/2001 72 IKOS The IKOS Hedge Fund 1.15 10,000k 7/1/1998 71 Alee Capital Management, LLC Poniente Program 1.19 2,500k 1/1/1999 69 NuWave Investment Management, LLC NuWave Investment Partners LP 1.27 250k 6/1/2001 70 NuWave Investment Management, LLC Combined Futures Portfolio 1.27 5,000k 6/1/2001 68 C-View Limited Currency Managed Account Program 1.29 5,000k 10/1/1996 67 Ansbacher Investment Management Market Neutral Put Skew Program 1.76 150k 1/1/1996 66 Quantmetrics Capital Management LLP Premier 12V Strategy 1.88 10,000k 4/1/2003 65 M.S. Capital Management Global Diversified Program 1.94 2,000k 11/1/1998 64 Mondiale Asset Management Mondiale Trading Program 2.13 0k 9/1/1997 63 Capricorn Strategies Limited Capricorn fxST (Lev1) 2.21 1,000k 1/1/1999 62 RAM Management Group RAM MRTP 1X-Conservative 2.22 1,000k 9/1/1993 61 Eckhardt Trading Company Evolution Strategies 2.69 20,000k 8/1/1991 60 Trigon Investment Advisors, LLC Foreign Exchange Program 2.76 5,000k 8/1/2000 59 Rivoli Fund Management Rivoli International Fund (E) 2.76 5,000k 10/1/1996 58 Estlander & Partners Global Markets 2.91 10,000k 8/1/1999 57 Quantitative Investment Management Quantitative Global Program 3.35 20,000k 10/1/2003 56 Eckhardt Trading Company Evolution Strategies 1.2X 3.35 10,000k 10/1/1991 55 Millburn Ridgefield Corporation Diversified Program 3.53 20,000k 2/1/1977 54 Mark J. Walsh Company Standard Program 3.56 2,000k 9/1/1985 53 Alder Capital DAC Alder Global 10 3.57 250k 10/1/2000 52 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.60 1,000k 9/1/1997 51 Rotella Capital Management Rotella Polaris Program (Diversified) 3.66 10,000k 1/1/1991 50 Lynx Asset Management AB Lynx Program 3.69 75k 5/1/2000 49 Briarwood Capital Management, Inc. Diversified Trading Program 4.08 3,000k 7/1/2001 48 John Locke Investments Cyril Systematic Program 4.15 8,000k 7/1/2000 47 Covenant Capital Management Original Program 4.65 5,000k 9/1/1999 46 ISAM ISAM Systematic Trend Fund 4.78 1,000k 6/1/2001 45 Estlander & Partners Alpha Trend 4.89 30,000k 10/1/1991 44 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 4.89 100k 3/1/2003 43 QCM Global Diversified Programme 4.99 500k 12/1/1995 42 Eclipse Capital Management Global Monetary 5.01 5,000k 8/1/1990 41 Clarke Capital Management Worldwide 5.27 250k 1/1/1996 40 Mulvaney Capital Management The Mulvaney Global Markets Fund 5.35 100k 5/1/1999 39 Hyman Beck and Company Global Portfolio 5.60 1,000k 3/1/1991 38 Estlander & Partners Global XL 5.73 5,000k 8/1/1991 37 Parizek Capital Futures Trading Program 6.13 500k 4/1/2000 36 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 6.43 10,000k 3/1/2003 35 Chesapeake Capital Diversified (LV) 6.61 100k 2/1/1988 34 Drury Capital Diversified Trend-Following Program 6.64 5,000k 5/1/1997 33 Tactical Investment Management Tactical Institutional Commodity Program 6.75 10,000k 4/1/1993 32 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 6.89 0k 11/1/1996 31 Saxon Investment Corporation Diversified Program 7.26 3,000k 9/1/1988 30 Alder Capital DAC Alder Global 20 7.36 250k 2/1/2001 29 RAM Management Group MRTP Aggressive 7.57 1,000k 2/1/1998 28 Alee Capital Management, LLC Mistral Program 7.96 2,500k 1/1/1999 27 Clarke Capital Management Millennium 8.11 1,000k 1/1/1998 26 Sunrise Capital Partners Sunrise Expanded Diversified Program 8.28 1/1/1989 25 Red Rock Capital, LLC Systematic Global Macro 8.32 500k 9/1/2003 24 EMC Capital Advisors, LLC Classic 8.60 5,000k 1/1/1985 23 Abraham Trading Company Diversified Program 8.69 10,000k 1/1/1988 22 FORT LP Fort Global Contrarian 9.28 2,000k 10/1/2002 21 Rivoli Fund Management Rivoli International Fund (V9) 9.31 5,000k 1/1/2002 20 AIS Capital Management, L.P. MAAP (2x-4x) Composite 9.34 3,000k 10/1/1992 19 Rabar Market Research Diversified Program 9.45 2,000k 1/1/1989 18 FORT LP Fort Global Diversified 9.88 2,000k 3/1/2002 17 Winton Capital Management Diversified 10.27 50,000k 10/1/1997 16 Red Oak Commodity Advisors Investment Program 10.46 5,000k 12/1/1989 15 Hawksbill Capital Management Global Diversified 10.57 5,000k 11/1/1988 14 Clarke Capital Management Global Magnum 10.92 100k 8/1/1997 13 Insch Capital Management SA Interbank Currency Program - 3X Leverage 12.33 100k 1/1/2000 12 Saxon Investment Corporation Aggressive Diversified Program 12.34 2,000k 11/1/1993 11 Heyden & Steindl GmbH TOMAC2 12.36 5,000k 3/1/2003 10 Superfund Group Superfund Green Q-AG 12.86 2k 3/1/1996 9 Di Tomasso Group Inc. Equilibrium Program 12.88 5,000k 1/1/2002 8 AIS Capital Management, L.P. MAAP (3x-6x) Composite 14.10 2,000k 7/1/1992 7 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 14.46 200k 11/1/1999 6 Superfund Group Superfund Green GCT USD 16.28 15k 1/1/2000 5 Clarke Capital Management Global Basic 17.71 50k 2/1/1996 4 Southwest Managed Investments, LLC Global Diversified 18.80 200k 1/1/2002 3 Superfund Group Superfund Green L.P. Series A 19.45 5k 10/1/2002 2 Superfund Group Superfund Green Master 24.60 2,000k 5/1/2001 1 Superfund Group Superfund Green L.P. Series B 27.33 5k 10/1/2002 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.