IASG CTA Index For January 2004 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 Jan 2004 Min Inv Inception 103 Clarke Capital Management Global Basic -9.25 50k 2/1/1996 102 Strategic Ag Trading SAT GRAINS -7.34 100k 4/1/2002 101 Alder Capital DAC Alder Global 20 -6.86 250k 2/1/2001 100 Clarke Capital Management Global Magnum -4.99 100k 8/1/1997 99 Clarke Capital Management Millennium -4.74 1,000k 1/1/1998 98 Alee Capital Management, LLC Poniente Program -3.95 2,500k 1/1/1999 97 Trigon Investment Advisors, LLC Foreign Exchange Program -3.50 5,000k 8/1/2000 96 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -2.98 10,000k 1/1/2001 95 Alder Capital DAC Alder Global 10 -2.91 250k 10/1/2000 94 DUNN Capital Management World Monetary and Agriculture Program (WMA) -2.86 100k 11/1/1984 93 Eckhardt Trading Company Evolution Strategies 1.2X -2.48 10,000k 10/1/1991 92 Rivoli Fund Management Rivoli International Fund (E) -2.23 5,000k 10/1/1996 91 Eckhardt Trading Company Evolution Strategies -2.22 20,000k 8/1/1991 90 Spectrum Asset Management LLC Global Diversified -1.84 2,000k 1/1/2001 89 DUNN Capital Management DUNN Combined Fund (DCF) -1.66 100k 5/1/1989 88 Alee Capital Management, LLC Mistral Program -1.56 2,500k 1/1/1999 87 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -1.24 100k 3/1/2003 86 EMC Capital Advisors, LLC Classic -1.10 5,000k 1/1/1985 85 Eclipse Capital Management Global Monetary -0.99 5,000k 8/1/1990 84 Crabel Capital Management Crabel Multi-Product -0.92 1,000k 3/1/1998 83 Hyman Beck and Company Global Portfolio -0.90 1,000k 3/1/1991 82 Northfield Trading Diversified -0.70 2,000k 7/1/1989 81 KMJ Investments KMJ Investments -0.70 1,000k 8/1/1994 80 Kinkopf Capital Management KCM S&P (Proprietary) -0.17 100k 1/1/1999 79 Dreiss Research Corporation Diversified Program -0.12 1,000k 5/1/1991 78 RAM Management Group MRTP Aggressive -0.10 1,000k 2/1/1998 77 RAM Management Group RAM MRTP 1X-Conservative -0.05 1,000k 9/1/1993 74 Rhicon Currency Management Rhicon Strategic Program 0.00 500k 1/1/2004 76 Shield Plus LLC Shield Plus Natural Gas 0.00 50k 1/1/2004 75 Rhicon Currency Management Rhicon Systematic Currency Program 0.00 3,000k 1/1/2004 73 Clarke Capital Management Worldwide 0.03 250k 1/1/1996 72 IKOS The IKOS Hedge Fund 0.05 10,000k 7/1/1998 71 Estlander & Partners Global Markets 0.15 10,000k 8/1/1999 70 Briarwood Capital Management, Inc. Diversified Trading Program 0.22 3,000k 7/1/2001 69 Rotella Capital Management Rotella Polaris Program (Diversified) 0.28 10,000k 1/1/1991 68 Mobius Asset Management Custom Trading Program 0.30 100k 1/1/2002 67 Abraham Trading Company Diversified Program 0.47 10,000k 1/1/1988 66 DUNN Capital Management D'Best Futures Fund, L.P. 0.50 100k 6/1/1994 65 Estlander & Partners Global XL 0.57 5,000k 8/1/1991 64 FORT LP Fort Global Contrarian 0.59 2,000k 10/1/2002 63 Strategic Capital Advisors LLC Contrarian 500 0.61 500k 12/1/2003 62 Mondiale Asset Management Mondiale Trading Program 0.61 0k 9/1/1997 61 Red Oak Commodity Advisors Investment Program 0.64 5,000k 12/1/1989 60 Quantmetrics Capital Management LLP Premier 12V Strategy 0.65 10,000k 4/1/2003 59 Southwest Managed Investments, LLC Global Diversified 0.76 200k 1/1/2002 58 QCM Global Diversified Programme 0.82 500k 12/1/1995 57 FORT LP Fort Global Diversified 0.87 2,000k 10/1/1993 56 Red Rock Capital, LLC Systematic Global Macro 0.88 500k 9/1/2003 55 Quantitative Investment Management Quantitative Global Program 0.92 20,000k 10/1/2003 54 Witter & Lester, Inc. Redstone 0.96 500k 9/1/1994 53 Sunrise Capital Partners Sunrise Expanded Diversified Program 0.98 1/1/1989 52 Millburn Ridgefield Corporation Diversified Program 1.18 20,000k 2/1/1977 51 Lynx Asset Management AB Lynx Program 1.19 75k 5/1/2000 50 Hawksbill Capital Management Global Diversified 1.30 5,000k 11/1/1988 49 Kelly Angle Inc. Genesis Program 1.37 2,000k 4/1/2000 48 M.S. Capital Management Global Diversified Program 1.46 2,000k 11/1/1998 47 Transtrend B.V. DTP – Standard Risk (EUR) 1.47 10,000k 2/1/1999 46 MERIT Alternative Investments GmbH Futures Portfolio 1.47 2,000k 6/1/1998 45 Ansbacher Investment Management Market Neutral Put Skew Program 1.49 250k 1/1/1996 44 Warrington Asset Management Warrington Strategic Program 1.55 50k 1/1/1997 43 Chesapeake Capital Diversified (LV) 1.63 100k 2/1/1988 42 Saxon Investment Corporation Diversified Program 1.71 3,000k 9/1/1988 41 Conquest Capital Group Conquest Macro 1.79 250k 5/1/1999 40 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.84 0k 11/1/1996 39 C-View Limited Currency Managed Account Program 1.88 5,000k 10/1/1996 38 Superfund Group Superfund Green GCT USD 1.96 15k 1/1/2000 37 Insch Capital Management SA Interbank Currency Program - 3X Leverage 2.08 100k 1/1/2000 36 Transtrend B.V. DTP – Enhanced Risk (USD) 2.08 10,000k 1/1/1995 35 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.20 10,000k 8/1/1999 34 Capricorn Strategies Limited Capricorn fxST (Lev1) 2.26 1,000k 1/1/1999 33 John Locke Investments Cyril Systematic Program 2.33 8,000k 7/1/2000 32 Drury Capital Diversified Trend-Following Program 2.45 5,000k 5/1/1997 31 Superfund Group Superfund Green L.P. Series A 2.46 5k 10/1/2002 30 LJM Partners LJM Moderately Aggressive Strategy 2.59 500k 4/1/2003 29 Winton Capital Management Diversified 2.72 50,000k 10/1/1997 28 ISAM ISAM Systematic Trend Fund 2.73 1,000k 6/1/2001 27 Rabar Market Research Diversified Program 2.74 2,000k 1/1/1989 26 Superfund Group Superfund Green Master 2.89 2,000k 5/1/2001 25 Superfund Group Superfund Green Q-AG 2.97 2k 3/1/1996 24 Kaiser Trading Group Kaiser Global Diversified Program - Class B 2.98 1,000k 3/1/1998 23 Saxon Investment Corporation Aggressive Diversified Program 3.13 2,000k 11/1/1993 22 Estlander & Partners Alpha Trend 3.43 30,000k 10/1/1991 21 Superfund Group Superfund Green L.P. Series B 3.49 5k 10/1/2002 20 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.69 1,000k 9/1/1997 19 Rivoli Fund Management Rivoli International Fund (V9) 3.74 5,000k 1/1/2002 18 Heyden & Steindl GmbH TOMAC2 3.95 5,000k 3/1/2003 17 Keck Capital Management LLC The Keck Program 3.96 2,000k 12/1/2003 16 LJM Partners LJM Aggressive Strategy 4.11 500k 7/1/1998 15 AIS Capital Management, L.P. MAAP (2x-4x) Composite 4.14 3,000k 10/1/1992 14 Mulvaney Capital Management The Mulvaney Global Markets Fund 4.19 100k 5/1/1999 13 Tactical Investment Management Tactical Institutional Commodity Program 4.51 10,000k 4/1/1993 11 NuWave Investment Management, LLC NuWave Investment Partners LP 4.68 250k 6/1/2001 12 NuWave Investment Management, LLC Combined Futures Portfolio 4.68 5,000k 6/1/2001 10 Covenant Capital Management Original Program 4.86 5,000k 9/1/1999 9 Rosetta Capital Management Rosetta Trading Program 5.07 100k 4/1/2000 8 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 5.16 10,000k 3/1/2003 7 Witter & Lester, Inc. Stock Index Futures Trading Program 5.64 400k 1/1/1988 6 Parizek Capital Futures Trading Program 5.65 500k 4/1/2000 5 Mark J. Walsh Company Standard Program 5.85 2,000k 9/1/1985 4 AIS Capital Management, L.P. MAAP (3x-6x) Composite 6.03 2,000k 7/1/1992 3 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 6.79 200k 11/1/1999 2 Range Wise Investment Program 9.60 250k 2/1/1991 1 Di Tomasso Group Inc. Equilibrium Program 15.03 5,000k 1/1/2002 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.