IASG CTA Index For August 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 Aug 2003 Min Inv Inception 96 Alder Capital DAC Alder Global 20 -7.73 250k 2/1/2001 95 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -6.00 1,000k 3/1/2003 94 Alee Capital Management, LLC Mistral Program -5.32 2,500k 1/1/1999 93 FORT LP Fort Global Diversified -4.04 2,000k 10/1/1993 92 Mobius Asset Management Custom Trading Program -3.80 100k 1/1/2002 91 Estlander & Partners Global XL -3.64 5,000k 8/1/1991 90 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -3.59 0k 11/1/1996 89 Abraham Trading Company Diversified Program -3.54 10,000k 1/1/1988 88 Alder Capital DAC Alder Global 10 -3.36 250k 10/1/2000 87 John Locke Investments Cyril Systematic Program -2.74 8,000k 7/1/2000 86 Clarke Capital Management Global Basic -2.70 50k 2/1/1996 85 Hyman Beck and Company Global Portfolio -2.03 1,000k 3/1/1991 84 Capricorn Strategies Limited Capricorn fxST (Lev1) -1.99 1,000k 1/1/1999 83 Estlander & Partners Global Markets -1.93 10,000k 8/1/1999 82 Rivoli Fund Management Rivoli International Fund (V9) -1.83 5,000k 1/1/2002 81 M.S. Capital Management Global Diversified Program -1.70 2,000k 11/1/1998 80 RAM Management Group MRTP Aggressive -1.47 1,000k 2/1/1998 79 QCM Global Diversified Programme -1.47 500k 12/1/1995 78 Kinkopf Capital Management KCM S&P (Proprietary) -1.40 100k 1/1/1999 77 Alee Capital Management, LLC Poniente Program -1.02 2,500k 1/1/1999 76 Briarwood Capital Management, Inc. Diversified Trading Program -1.02 3,000k 7/1/2001 75 ISAM ISAM Systematic Trend Fund -1.02 1,000k 6/1/2001 74 Southwest Managed Investments, LLC Global Diversified -0.99 200k 1/1/2002 73 FORT LP Fort Global Contrarian -0.95 2,000k 10/1/2002 72 RAM Management Group RAM MRTP 1X-Conservative -0.89 1,000k 9/1/1993 71 Drury Capital Diversified Trend-Following Program -0.87 5,000k 5/1/1997 70 Rotella Capital Management Rotella Polaris Program (Diversified) -0.84 10,000k 1/1/1991 69 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -0.76 200k 11/1/1999 68 MERIT Alternative Investments GmbH Futures Portfolio -0.52 2,000k 6/1/1998 67 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.49 1,000k 3/1/1998 66 Spectrum Asset Management LLC Global Diversified -0.17 2,000k 1/1/2001 65 Eclipse Capital Management Global Monetary -0.15 5,000k 8/1/1990 64 KMJ Investments KMJ Investments -0.15 1,000k 8/1/1994 63 Transtrend B.V. DTP – Enhanced Risk (USD) -0.10 10,000k 1/1/1995 62 Clarke Capital Management Global Magnum -0.05 100k 8/1/1997 61 Transtrend B.V. DTP – Standard Risk (EUR) -0.04 10,000k 2/1/1999 60 Clarke Capital Management Worldwide -0.03 250k 1/1/1996 58 EMC Capital Advisors, LLC Classic 0.00 5,000k 1/1/1985 59 IKOS The IKOS Hedge Fund 0.00 10,000k 7/1/1998 57 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.01 10,000k 8/1/1999 56 Rabar Market Research Diversified Program 0.03 2,000k 1/1/1989 55 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.07 100k 5/1/1999 54 Estlander & Partners Alpha Trend 0.09 30,000k 10/1/1991 53 Witter & Lester, Inc. Redstone 0.14 500k 9/1/1994 52 Sunrise Capital Partners Sunrise Expanded Diversified Program 0.18 1/1/1989 51 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.19 10,000k 1/1/2001 50 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.19 100k 1/1/2000 49 Quantmetrics Capital Management LLP Premier 12V Strategy 0.20 10,000k 4/1/2003 48 Tactical Investment Management Tactical Institutional Commodity Program 0.34 10,000k 4/1/1993 47 Mark J. Walsh Company Standard Program 0.40 2,000k 9/1/1985 46 Lynx Asset Management AB Lynx Program 0.41 75k 5/1/2000 45 Eckhardt Trading Company Evolution Strategies 0.44 20,000k 8/1/1991 44 Witter & Lester, Inc. Stock Index Futures Trading Program 0.51 400k 1/1/1988 43 Winton Capital Management Diversified 0.62 50,000k 10/1/1997 42 C-View Limited Currency Managed Account Program 0.68 5,000k 10/1/1996 41 Saxon Investment Corporation Diversified Program 0.69 3,000k 9/1/1988 40 Eckhardt Trading Company Evolution Strategies 1.2X 0.70 10,000k 10/1/1991 39 Trigon Investment Advisors, LLC Foreign Exchange Program 1.09 5,000k 8/1/2000 38 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 1.11 1,000k 9/1/1997 37 Saxon Investment Corporation Aggressive Diversified Program 1.20 2,000k 11/1/1993 36 Superfund Group Superfund Green Q-AG 1.47 2k 3/1/1996 35 Crabel Capital Management Crabel Multi-Product 1.48 1,000k 3/1/1998 34 Northfield Trading Diversified 1.50 2,000k 7/1/1989 33 Dreiss Research Corporation Diversified Program 1.68 1,000k 5/1/1991 32 Ansbacher Investment Management Market Neutral Put Skew Program 1.93 250k 1/1/1996 31 Millburn Ridgefield Corporation Diversified Program 1.94 20,000k 2/1/1977 30 Hawksbill Capital Management Global Diversified 2.06 5,000k 11/1/1988 29 Superfund Group Superfund Green L.P. Series A 2.16 5k 10/1/2002 28 Covenant Capital Management Original Program 2.17 5,000k 9/1/1999 27 Mondiale Asset Management Mondiale Trading Program 2.36 0k 9/1/1997 26 Chesapeake Capital Diversified (LV) 2.42 100k 2/1/1988 25 Clarke Capital Management Millennium 2.50 1,000k 1/1/1998 24 Conquest Capital Group Conquest Macro 2.56 250k 5/1/1999 23 Superfund Group Superfund Green GCT USD 2.62 15k 1/1/2000 22 Strategic Ag Trading SAT GRAINS 2.72 100k 4/1/2002 21 Warrington Asset Management Warrington Strategic Program 2.99 50k 1/1/1997 20 Superfund Group Superfund Green L.P. Series B 3.42 5k 10/1/2002 19 LJM Partners LJM Moderately Aggressive Strategy 3.52 500k 4/1/2003 18 Parizek Capital Futures Trading Program 3.60 500k 4/1/2000 17 Superfund Group Superfund Green Master 3.64 2,000k 5/1/2001 16 LJM Partners LJM Aggressive Strategy 4.20 500k 7/1/1998 15 Heyden & Steindl GmbH TOMAC2 4.29 5,000k 3/1/2003 14 Kelly Angle Inc. Genesis Program 4.47 2,000k 4/1/2000 12 NuWave Investment Management, LLC NuWave Investment Partners LP 4.59 250k 6/1/2001 13 NuWave Investment Management, LLC Combined Futures Portfolio 4.59 5,000k 6/1/2001 11 Red Oak Commodity Advisors Investment Program 5.00 5,000k 12/1/1989 10 Rivoli Fund Management Rivoli International Fund (E) 5.03 5,000k 10/1/1996 9 AIS Capital Management, L.P. MAAP (2x-4x) Composite 6.40 3,000k 10/1/1992 8 Range Wise Investment Program 7.94 250k 2/1/1991 7 Di Tomasso Group Inc. Equilibrium Program 8.44 5,000k 1/1/2002 6 DUNN Capital Management D'Best Futures Fund, L.P. 8.49 100k 6/1/1994 5 DUNN Capital Management DUNN Combined Fund (DCF) 10.60 100k 5/1/1989 4 AIS Capital Management, L.P. MAAP (3x-6x) Composite 11.06 2,000k 7/1/1992 3 DUNN Capital Management World Monetary and Agriculture Program (WMA) 16.70 100k 11/1/1984 2 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 29.29 100k 3/1/2003 1 Rosetta Capital Management Rosetta Trading Program 30.15 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.