IASG CTA Index For September 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 Sep 2003 Min Inv Inception 97 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -13.16 200k 11/1/1999 96 Kelly Angle Inc. Genesis Program -10.26 2,000k 4/1/2000 95 DUNN Capital Management DUNN Combined Fund (DCF) -8.99 100k 5/1/1989 94 M.S. Capital Management Global Diversified Program -8.16 2,000k 11/1/1998 93 DUNN Capital Management World Monetary and Agriculture Program (WMA) -7.63 100k 11/1/1984 92 Hyman Beck and Company Global Portfolio -6.59 1,000k 3/1/1991 91 Superfund Group Superfund Green GCT USD -5.87 15k 1/1/2000 90 DUNN Capital Management D'Best Futures Fund, L.P. -5.64 100k 6/1/1994 89 Superfund Group Superfund Green Master -5.57 2,000k 5/1/2001 87 NuWave Investment Management, LLC NuWave Investment Partners LP -3.89 250k 6/1/2001 88 NuWave Investment Management, LLC Combined Futures Portfolio -3.89 5,000k 6/1/2001 86 Sunrise Capital Partners Sunrise Expanded Diversified Program -3.40 1/1/1989 85 Superfund Group Superfund Green Q-AG -2.87 2k 3/1/1996 84 Chesapeake Capital Diversified (LV) -2.78 100k 2/1/1988 83 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.09 10,000k 8/1/1999 82 Transtrend B.V. DTP – Enhanced Risk (USD) -2.04 10,000k 1/1/1995 81 Rivoli Fund Management Rivoli International Fund (V9) -1.64 5,000k 1/1/2002 80 Witter & Lester, Inc. Stock Index Futures Trading Program -1.41 400k 1/1/1988 79 KMJ Investments KMJ Investments -1.25 1,000k 8/1/1994 78 Parizek Capital Futures Trading Program -1.18 500k 4/1/2000 77 Transtrend B.V. DTP – Standard Risk (EUR) -1.15 10,000k 2/1/1999 76 Clarke Capital Management Global Basic -0.82 50k 2/1/1996 75 Kinkopf Capital Management KCM S&P (Proprietary) -0.77 100k 1/1/1999 74 Millburn Ridgefield Corporation Diversified Program -0.71 20,000k 2/1/1977 73 Estlander & Partners Alpha Trend -0.57 30,000k 10/1/1991 72 Northfield Trading Diversified -0.50 2,000k 7/1/1989 71 Rivoli Fund Management Rivoli International Fund (E) -0.46 5,000k 10/1/1996 70 Mondiale Asset Management Mondiale Trading Program -0.14 0k 9/1/1997 69 Red Oak Commodity Advisors Investment Program -0.14 5,000k 12/1/1989 68 Red Rock Capital, LLC Systematic Global Macro 0.00 500k 9/1/2003 67 Superfund Group Superfund Green L.P. Series B 0.04 5k 10/1/2002 66 Superfund Group Superfund Green L.P. Series A 0.12 5k 10/1/2002 65 Eckhardt Trading Company Evolution Strategies 0.15 20,000k 8/1/1991 64 Estlander & Partners Global Markets 0.21 10,000k 8/1/1999 63 Witter & Lester, Inc. Redstone 0.25 500k 9/1/1994 62 Winton Capital Management Diversified 0.26 50,000k 10/1/1997 61 Alder Capital DAC Alder Global 10 0.27 250k 10/1/2000 60 QCM Global Diversified Programme 0.32 500k 12/1/1995 59 Eckhardt Trading Company Evolution Strategies 1.2X 0.44 10,000k 10/1/1991 58 Eclipse Capital Management Global Monetary 0.44 5,000k 8/1/1990 57 Strategic Ag Trading SAT GRAINS 0.46 100k 4/1/2002 56 Warrington Asset Management Warrington Strategic Program 0.52 50k 1/1/1997 55 Estlander & Partners Global XL 0.53 5,000k 8/1/1991 54 Ansbacher Investment Management Market Neutral Put Skew Program 0.63 250k 1/1/1996 53 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.81 1,000k 1/1/1999 52 Alder Capital DAC Alder Global 20 0.82 250k 2/1/2001 51 ISAM ISAM Systematic Trend Fund 0.87 1,000k 6/1/2001 50 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.91 10,000k 3/1/2003 49 Rotella Capital Management Rotella Polaris Program (Diversified) 1.08 10,000k 1/1/1991 48 IKOS The IKOS Hedge Fund 1.16 10,000k 7/1/1998 47 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 1.26 10,000k 1/1/2001 46 Mobius Asset Management Custom Trading Program 1.30 100k 1/1/2002 45 Rabar Market Research Diversified Program 1.33 2,000k 1/1/1989 44 C-View Limited Currency Managed Account Program 1.36 5,000k 10/1/1996 43 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.48 0k 11/1/1996 42 Clarke Capital Management Global Magnum 1.56 100k 8/1/1997 41 Alee Capital Management, LLC Poniente Program 1.61 2,500k 1/1/1999 40 LJM Partners LJM Moderately Aggressive Strategy 1.65 500k 4/1/2003 39 Tactical Investment Management Tactical Institutional Commodity Program 1.71 10,000k 4/1/1993 38 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 1.78 1,000k 9/1/1997 37 Crabel Capital Management Crabel Multi-Product 1.79 1,000k 3/1/1998 36 MERIT Alternative Investments GmbH Futures Portfolio 2.06 2,000k 6/1/1998 35 FORT LP Fort Global Diversified 2.08 2,000k 10/1/1993 34 RAM Management Group RAM MRTP 1X-Conservative 2.40 1,000k 9/1/1993 33 EMC Capital Advisors, LLC Classic 2.60 5,000k 1/1/1985 32 LJM Partners LJM Aggressive Strategy 2.70 500k 7/1/1998 31 Clarke Capital Management Worldwide 2.75 250k 1/1/1996 30 Southwest Managed Investments, LLC Global Diversified 3.11 200k 1/1/2002 29 Clarke Capital Management Millennium 3.36 1,000k 1/1/1998 28 Kaiser Trading Group Kaiser Global Diversified Program - Class B 3.52 1,000k 3/1/1998 27 Drury Capital Diversified Trend-Following Program 4.17 5,000k 5/1/1997 26 Conquest Capital Group Conquest Macro 4.33 250k 5/1/1999 25 Hawksbill Capital Management Global Diversified 4.34 5,000k 11/1/1988 24 Alee Capital Management, LLC Mistral Program 4.34 2,500k 1/1/1999 23 Spectrum Asset Management LLC Global Diversified 4.49 2,000k 1/1/2001 22 AIS Capital Management, L.P. MAAP (2x-4x) Composite 4.58 3,000k 10/1/1992 21 Briarwood Capital Management, Inc. Diversified Trading Program 4.60 3,000k 7/1/2001 20 Trigon Investment Advisors, LLC Foreign Exchange Program 4.74 5,000k 8/1/2000 19 FORT LP Fort Global Contrarian 4.77 2,000k 10/1/2002 18 Quantmetrics Capital Management LLP Premier 12V Strategy 4.90 10,000k 4/1/2003 17 Insch Capital Management SA Interbank Currency Program - 3X Leverage 5.08 100k 1/1/2000 16 Lynx Asset Management AB Lynx Program 6.45 75k 5/1/2000 15 Covenant Capital Management Original Program 6.61 5,000k 9/1/1999 14 Mulvaney Capital Management The Mulvaney Global Markets Fund 6.66 100k 5/1/1999 13 RAM Management Group MRTP Aggressive 6.77 1,000k 2/1/1998 12 Abraham Trading Company Diversified Program 7.02 10,000k 1/1/1988 11 Mark J. Walsh Company Standard Program 7.12 2,000k 9/1/1985 10 Saxon Investment Corporation Diversified Program 7.22 3,000k 9/1/1988 9 Heyden & Steindl GmbH TOMAC2 7.62 5,000k 3/1/2003 8 AIS Capital Management, L.P. MAAP (3x-6x) Composite 7.76 2,000k 7/1/1992 7 John Locke Investments Cyril Systematic Program 8.25 8,000k 7/1/2000 6 Di Tomasso Group Inc. Equilibrium Program 9.40 5,000k 1/1/2002 5 Saxon Investment Corporation Aggressive Diversified Program 12.04 2,000k 11/1/1993 4 Range Wise Investment Program 13.64 250k 2/1/1991 3 Rosetta Capital Management Rosetta Trading Program 14.37 100k 4/1/2000 2 Dreiss Research Corporation Diversified Program 15.72 1,000k 5/1/1991 1 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 17.04 100k 3/1/2003 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.