IASG CTA Index For March 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 Mar 2003 Min Inv Inception 94 Superfund Group Superfund Green Master -31.14 2,000k 5/1/2001 93 Superfund Group Superfund Green L.P. Series B -29.11 5k 10/1/2002 92 Kelly Angle Inc. Genesis Program -27.65 2,000k 4/1/2000 91 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -25.64 200k 11/1/1999 90 AIS Capital Management, L.P. MAAP (3x-6x) Composite -24.13 2,000k 7/1/1992 89 Superfund Group Superfund Green GCT USD -23.21 15k 1/1/2000 88 DUNN Capital Management World Monetary and Agriculture Program (WMA) -22.44 100k 11/1/1984 87 DUNN Capital Management D'Best Futures Fund, L.P. -21.80 100k 6/1/1994 86 DUNN Capital Management DUNN Combined Fund (DCF) -20.56 100k 5/1/1989 85 Superfund Group Superfund Green L.P. Series A -20.12 5k 10/1/2002 84 Clarke Capital Management Millennium -18.26 1,000k 1/1/1998 83 Di Tomasso Group Inc. Equilibrium Program -17.63 5,000k 1/1/2002 82 Superfund Group Superfund Green Q-AG -16.72 2k 3/1/1996 81 Hawksbill Capital Management Global Diversified -15.81 5,000k 11/1/1988 80 AIS Capital Management, L.P. MAAP (2x-4x) Composite -14.42 3,000k 10/1/1992 79 Mulvaney Capital Management The Mulvaney Global Markets Fund -12.83 100k 5/1/1999 78 EMC Capital Advisors, LLC Classic -12.60 5,000k 1/1/1985 77 Mark J. Walsh Company Standard Program -12.40 2,000k 9/1/1985 76 Parizek Capital Futures Trading Program -12.10 500k 4/1/2000 75 Southwest Managed Investments, LLC Global Diversified -11.65 200k 1/1/2002 74 Saxon Investment Corporation Aggressive Diversified Program -11.59 2,000k 11/1/1993 73 Clarke Capital Management Global Basic -11.50 50k 2/1/1996 72 Rosetta Capital Management Rosetta Trading Program -11.10 100k 4/1/2000 71 M.S. Capital Management Global Diversified Program -10.81 2,000k 11/1/1998 70 Winton Capital Management Diversified -10.80 50,000k 10/1/1997 69 Rabar Market Research Diversified Program -10.35 2,000k 1/1/1989 68 Chesapeake Capital Diversified (LV) -8.76 100k 2/1/1988 67 Clarke Capital Management Global Magnum -8.48 100k 8/1/1997 66 Millburn Ridgefield Corporation Diversified Program -8.25 20,000k 2/1/1977 65 Spectrum Asset Management LLC Global Diversified -8.15 2,000k 1/1/2001 64 Alee Capital Management, LLC Mistral Program -8.13 2,500k 1/1/1999 63 Estlander & Partners Alpha Trend -7.48 30,000k 10/1/1991 62 Clarke Capital Management Worldwide -7.42 250k 1/1/1996 61 Tactical Investment Management Tactical Institutional Commodity Program -7.41 10,000k 4/1/1993 60 Covenant Capital Management Original Program -7.33 5,000k 9/1/1999 59 Saxon Investment Corporation Diversified Program -6.92 3,000k 9/1/1988 58 NuWave Investment Management, LLC Combined Futures Portfolio -6.51 5,000k 6/1/2001 57 NuWave Investment Management, LLC NuWave Investment Partners LP -6.51 250k 6/1/2001 56 Drury Capital Diversified Trend-Following Program -6.32 5,000k 5/1/1997 55 Rivoli Fund Management Rivoli International Fund (E) -6.23 5,000k 10/1/1996 54 Sunrise Capital Partners Sunrise Expanded Diversified Program -6.15 1/1/1989 53 Estlander & Partners Global XL -6.14 5,000k 8/1/1991 52 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -5.66 0k 11/1/1996 51 ISAM ISAM Systematic Trend Fund -5.56 1,000k 6/1/2001 50 Transtrend B.V. DTP – Enhanced Risk (EUR) -5.23 10,000k 8/1/1999 49 Transtrend B.V. DTP – Enhanced Risk (USD) -5.04 10,000k 1/1/1995 48 Briarwood Capital Management, Inc. Diversified Trading Program -5.00 3,000k 7/1/2001 47 Alee Capital Management, LLC Poniente Program -4.99 2,500k 1/1/1999 46 Abraham Trading Company Diversified Program -4.73 10,000k 1/1/1988 45 John Locke Investments Cyril Systematic Program -4.65 8,000k 7/1/2000 44 Lynx Asset Management AB Lynx Program -4.52 75k 5/1/2000 43 Rotella Capital Management Rotella Polaris Program (Diversified) -4.37 10,000k 1/1/1991 42 Crabel Capital Management Crabel Multi-Product -4.05 1,000k 3/1/1998 41 Hyman Beck and Company Global Portfolio -3.98 1,000k 3/1/1991 40 Estlander & Partners Global Markets -3.68 10,000k 8/1/1999 39 Eclipse Capital Management Global Monetary -3.63 5,000k 8/1/1990 38 Transtrend B.V. DTP – Standard Risk (EUR) -3.45 10,000k 2/1/1999 37 FORT LP Fort Global Diversified -3.22 2,000k 3/1/2002 36 RAM Management Group MRTP Aggressive -3.09 1,000k 2/1/1998 35 QCM Global Diversified Programme -2.97 500k 12/1/1995 34 MERIT Alternative Investments GmbH Futures Portfolio -2.51 2,000k 6/1/1998 33 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -2.17 1,000k 9/1/1997 32 Rivoli Fund Management Rivoli International Fund (V9) -2.13 5,000k 1/1/2002 31 RAM Management Group RAM MRTP 1X-Conservative -1.02 1,000k 9/1/1993 30 Trigon Investment Advisors, LLC Foreign Exchange Program -0.96 5,000k 8/1/2000 29 Mobius Asset Management Custom Trading Program -0.80 100k 1/1/2002 28 Eckhardt Trading Company Evolution Strategies -0.58 20,000k 8/1/1991 27 Northfield Trading Diversified -0.50 2,000k 7/1/1989 26 Eckhardt Trading Company Evolution Strategies 1.2X -0.44 10,000k 10/1/1991 25 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.32 1,000k 3/1/1998 24 Strategic Ag Trading SAT GRAINS -0.32 100k 4/1/2002 23 KMJ Investments KMJ Investments -0.31 1,000k 8/1/1994 22 Dreiss Research Corporation Diversified Program -0.03 1,000k 5/1/1991 20 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 0.00 100k 3/1/2003 19 Heyden & Steindl GmbH TOMAC2 0.00 5,000k 3/1/2003 21 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.00 10,000k 3/1/2003 18 Range Wise Investment Program 0.06 250k 2/1/1991 17 Mondiale Asset Management Mondiale Trading Program 0.27 0k 9/1/1997 16 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.43 10,000k 1/1/2001 15 C-View Limited Currency Managed Account Program 0.58 5,000k 10/1/1996 14 Witter & Lester, Inc. Redstone 0.89 500k 9/1/1994 13 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.97 1,000k 1/1/1999 12 FORT LP Fort Global Contrarian 1.35 2,000k 10/1/2002 11 Alder Capital DAC Alder Global 10 1.47 250k 10/1/2000 10 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.57 100k 1/1/2000 9 IKOS The IKOS Hedge Fund 2.37 10,000k 7/1/1998 8 Warrington Asset Management Warrington Strategic Program 2.63 50k 1/1/1997 7 Witter & Lester, Inc. Stock Index Futures Trading Program 3.44 400k 1/1/1988 6 Alder Capital DAC Alder Global 20 3.47 250k 2/1/2001 5 LJM Partners LJM Aggressive Strategy 4.39 500k 7/1/1998 4 Ansbacher Investment Management Market Neutral Put Skew Program 5.10 150k 1/1/1996 3 Kinkopf Capital Management KCM S&P (Proprietary) 6.62 100k 1/1/1999 2 Conquest Capital Group Conquest Macro 6.89 250k 5/1/1999 1 Red Oak Commodity Advisors Investment Program 18.91 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.