IASG CTA Index For February 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 Feb 2003 Min Inv Inception 91 Range Wise Investment Program -12.89 250k 2/1/1991 90 Red Oak Commodity Advisors Investment Program -12.53 5,000k 12/1/1989 89 Kinkopf Capital Management KCM S&P (Proprietary) -9.71 100k 1/1/1999 88 Di Tomasso Group Inc. Equilibrium Program -6.71 5,000k 1/1/2002 87 Witter & Lester, Inc. Stock Index Futures Trading Program -4.03 400k 1/1/1988 86 Alder Capital DAC Alder Global 20 -2.48 250k 2/1/2001 85 RAM Management Group MRTP Aggressive -2.15 1,000k 2/1/1998 84 KMJ Investments KMJ Investments -1.84 1,000k 8/1/1994 83 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.42 10,000k 1/1/2001 82 Mondiale Asset Management Mondiale Trading Program -1.37 0k 9/1/1997 81 Alder Capital DAC Alder Global 10 -1.37 250k 10/1/2000 80 C-View Limited Currency Managed Account Program -0.73 5,000k 10/1/1996 79 Strategic Ag Trading SAT GRAINS -0.69 100k 4/1/2002 78 Capricorn Strategies Limited Capricorn fxST (Lev1) -0.57 1,000k 1/1/1999 77 Trigon Investment Advisors, LLC Foreign Exchange Program -0.26 5,000k 8/1/2000 76 Northfield Trading Diversified -0.20 2,000k 7/1/1989 75 RAM Management Group RAM MRTP 1X-Conservative -0.13 1,000k 9/1/1993 74 Dreiss Research Corporation Diversified Program -0.06 1,000k 5/1/1991 73 Covenant Capital Management Original Program 0.38 5,000k 9/1/1999 72 Mobius Asset Management Custom Trading Program 0.50 100k 1/1/2002 71 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.83 1,000k 3/1/1998 70 Witter & Lester, Inc. Redstone 1.09 500k 9/1/1994 69 Southwest Managed Investments, LLC Global Diversified 1.35 200k 1/1/2002 68 FORT LP Fort Global Contrarian 1.35 2,000k 10/1/2002 67 Conquest Capital Group Conquest Macro 1.42 250k 5/1/1999 66 Crabel Capital Management Crabel Multi-Product 1.66 1,000k 3/1/1998 65 Warrington Asset Management Warrington Strategic Program 1.80 50k 1/1/1997 64 Rivoli Fund Management Rivoli International Fund (E) 2.11 5,000k 10/1/1996 63 Hyman Beck and Company Global Portfolio 2.19 1,000k 3/1/1991 62 Saxon Investment Corporation Diversified Program 2.41 3,000k 9/1/1988 61 John Locke Investments Cyril Systematic Program 2.69 8,000k 7/1/2000 60 Transtrend B.V. DTP – Standard Risk (EUR) 2.75 10,000k 2/1/1999 59 Briarwood Capital Management, Inc. Diversified Trading Program 2.77 3,000k 7/1/2001 58 Rotella Capital Management Rotella Polaris Program (Diversified) 3.31 10,000k 1/1/1991 57 Chesapeake Capital Diversified (LV) 3.61 100k 2/1/1988 56 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.83 1,000k 9/1/1997 55 Saxon Investment Corporation Aggressive Diversified Program 3.87 2,000k 11/1/1993 54 MERIT Alternative Investments GmbH Futures Portfolio 3.88 2,000k 6/1/1998 53 IKOS The IKOS Hedge Fund 3.88 10,000k 7/1/1998 52 Transtrend B.V. DTP – Enhanced Risk (EUR) 3.98 10,000k 8/1/1999 51 Lynx Asset Management AB Lynx Program 3.99 75k 5/1/2000 50 Transtrend B.V. DTP – Enhanced Risk (USD) 4.03 10,000k 1/1/1995 49 M.S. Capital Management Global Diversified Program 4.11 2,000k 11/1/1998 48 Estlander & Partners Global Markets 4.13 10,000k 8/1/1999 47 Mark J. Walsh Company Standard Program 4.35 2,000k 9/1/1985 46 QCM Global Diversified Programme 4.44 500k 12/1/1995 45 Spectrum Asset Management LLC Global Diversified 4.56 2,000k 1/1/2001 44 Sunrise Capital Partners Sunrise Expanded Diversified Program 4.62 1/1/1989 43 Alee Capital Management, LLC Mistral Program 4.68 2,500k 1/1/1999 42 Eclipse Capital Management Global Monetary 5.16 5,000k 8/1/1990 41 Ansbacher Investment Management Market Neutral Put Skew Program 5.17 150k 1/1/1996 40 Rabar Market Research Diversified Program 5.21 2,000k 1/1/1989 39 Estlander & Partners Alpha Trend 5.21 30,000k 10/1/1991 38 Hawksbill Capital Management Global Diversified 5.48 5,000k 11/1/1988 37 Rivoli Fund Management Rivoli International Fund (V9) 5.49 5,000k 1/1/2002 36 ISAM ISAM Systematic Trend Fund 5.56 1,000k 6/1/2001 35 Clarke Capital Management Worldwide 6.21 250k 1/1/1996 34 Parizek Capital Futures Trading Program 6.22 500k 4/1/2000 33 Millburn Ridgefield Corporation Diversified Program 6.35 20,000k 2/1/1977 32 Drury Capital Diversified Trend-Following Program 6.94 5,000k 5/1/1997 31 Mulvaney Capital Management The Mulvaney Global Markets Fund 7.22 100k 5/1/1999 30 Eckhardt Trading Company Evolution Strategies 7.26 20,000k 8/1/1991 29 Estlander & Partners Global XL 7.35 5,000k 8/1/1991 28 FORT LP Fort Global Diversified 7.54 2,000k 3/1/2002 27 Insch Capital Management SA Interbank Currency Program - 3X Leverage 8.05 100k 1/1/2000 26 Eckhardt Trading Company Evolution Strategies 1.2X 8.82 10,000k 10/1/1991 25 Tactical Investment Management Tactical Institutional Commodity Program 9.08 10,000k 4/1/1993 24 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 9.39 0k 11/1/1996 23 EMC Capital Advisors, LLC Classic 10.30 5,000k 1/1/1985 22 AIS Capital Management, L.P. MAAP (2x-4x) Composite 10.57 3,000k 10/1/1992 20 NuWave Investment Management, LLC NuWave Investment Partners LP 10.98 250k 6/1/2001 21 NuWave Investment Management, LLC Combined Futures Portfolio 10.98 5,000k 6/1/2001 19 Rosetta Capital Management Rosetta Trading Program 11.04 100k 4/1/2000 18 Winton Capital Management Diversified 11.95 50,000k 10/1/1997 17 Superfund Group Superfund Green L.P. Series A 12.00 5k 10/1/2002 16 Superfund Group Superfund Green Q-AG 12.04 2k 3/1/1996 15 Alee Capital Management, LLC Poniente Program 12.46 2,500k 1/1/1999 14 Clarke Capital Management Global Magnum 12.52 100k 8/1/1997 13 DUNN Capital Management DUNN Combined Fund (DCF) 13.17 100k 5/1/1989 12 Abraham Trading Company Diversified Program 13.18 10,000k 1/1/1988 11 LJM Partners LJM Aggressive Strategy 13.53 500k 7/1/1998 10 DUNN Capital Management World Monetary and Agriculture Program (WMA) 13.83 100k 11/1/1984 9 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 14.17 200k 11/1/1999 8 Superfund Group Superfund Green GCT USD 15.52 15k 1/1/2000 7 Clarke Capital Management Millennium 16.15 1,000k 1/1/1998 6 DUNN Capital Management D'Best Futures Fund, L.P. 16.62 100k 6/1/1994 5 Kelly Angle Inc. Genesis Program 16.71 2,000k 4/1/2000 4 Superfund Group Superfund Green L.P. Series B 17.07 5k 10/1/2002 3 Clarke Capital Management Global Basic 18.33 50k 2/1/1996 2 AIS Capital Management, L.P. MAAP (3x-6x) Composite 19.57 2,000k 7/1/1992 1 Superfund Group Superfund Green Master 20.27 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.