IASG CTA Index For December 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 Dec 2004 Min Inv Inception 116 AIS Capital Management, L.P. MAAP (3x-6x) Composite -15.94 2,000k 7/1/1992 115 RAM Management Group MRTP Aggressive -10.75 1,000k 2/1/1998 114 AIS Capital Management, L.P. MAAP (2x-4x) Composite -10.45 3,000k 10/1/1992 113 Shield Plus LLC Shield Plus Natural Gas -10.01 50k 1/1/2004 112 Keck Capital Management LLC The Keck Program -10.00 2,000k 12/1/2003 111 Alee Capital Management, LLC Mistral Program -6.47 2,500k 1/1/1999 110 Briarwood Capital Management, Inc. Diversified 2XL -5.80 250k 11/1/2004 109 Range Wise Investment Program -5.38 250k 2/1/1991 108 Clarke Capital Management Global Magnum -5.20 100k 8/1/1997 107 Mobius Asset Management Diversified Program -5.19 250k 3/1/2004 106 Clarke Capital Management Millennium -5.11 1,000k 1/1/1998 105 Mulvaney Capital Management The Mulvaney Global Markets Fund -4.94 100k 5/1/1999 104 Mark J. Walsh Company Standard Program -4.70 2,000k 9/1/1985 103 Clarke Capital Management Worldwide -4.29 250k 1/1/1996 102 QCM Global Diversified Programme -3.90 500k 12/1/1995 101 Spectrum Asset Management LLC Global Diversified -3.86 2,000k 1/1/2001 100 Hawksbill Capital Management Global Diversified -3.84 5,000k 11/1/1988 99 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -3.83 100k 3/1/2003 98 EMC Capital Advisors, LLC Classic -3.80 5,000k 1/1/1985 97 DUNN Capital Management DUNN Combined Fund (DCF) -3.68 100k 5/1/1989 96 RAM Management Group RAM MRTP 1X-Conservative -3.48 1,000k 9/1/1993 95 Alee Capital Management, LLC Poniente Program -3.48 2,500k 1/1/1999 94 Mobius Asset Management Custom Trading Program -3.36 100k 1/1/2002 93 Briarwood Capital Management, Inc. Diversified Trading Program -3.28 3,000k 7/1/2001 92 Dreiss Research Corporation Diversified Program -3.21 1,000k 5/1/1991 91 DUNN Capital Management D'Best Futures Fund, L.P. -3.08 100k 6/1/1994 90 Xplor Capital Management, LLC Global CTA Program -2.88 1,500k 7/1/2004 89 Systematic Alpha Management Systematic Alpha Futures Program -2.83 100k 6/1/2004 88 John Locke Investments Cyril Systematic Program -2.68 8,000k 7/1/2000 87 Red Rock Capital, LLC Systematic Global Macro -2.40 500k 9/1/2003 86 Kaiser Trading Group Kaiser Global Diversified Program - Class B -2.30 1,000k 3/1/1998 85 M.S. Capital Management Global Diversified Program -2.19 2,000k 11/1/1998 84 Northfield Trading Diversified -1.90 2,000k 7/1/1989 83 Quantitative Investment Management Quantitative Global Program -1.69 20,000k 10/1/2003 82 Saxon Investment Corporation Aggressive Diversified Program -1.64 2,000k 11/1/1993 81 KMJ Investments KMJ Investments -1.54 1,000k 8/1/1994 80 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.37 200k 11/1/1999 79 Eckhardt Trading Company Evolution Strategies 1.2X -1.19 10,000k 10/1/1991 78 Eckhardt Trading Company Evolution Strategies -1.12 20,000k 8/1/1991 77 Rotella Capital Management Rotella Polaris Program (Diversified) -1.08 10,000k 1/1/1991 76 Rhicon Currency Management Rhicon Strategic Program -1.00 500k 1/1/2004 75 Saxon Investment Corporation Diversified Program -0.92 3,000k 9/1/1988 74 Kelly Angle Inc. Genesis Program -0.85 2,000k 4/1/2000 73 Rabar Market Research Diversified Program -0.84 2,000k 1/1/1989 72 DUNN Capital Management World Monetary and Agriculture Program (WMA) -0.69 100k 11/1/1984 71 FORT LP Fort Global Diversified -0.59 2,000k 10/1/1993 70 Conquest Capital Group Conquest Select -0.58 250k 6/1/2004 69 Trigon Investment Advisors, LLC Foreign Exchange Program -0.51 5,000k 8/1/2000 68 Abraham Trading Company Diversified Program -0.51 10,000k 1/1/1988 67 Parizek Capital Futures Trading Program -0.40 500k 4/1/2000 66 Drury Capital Diversified Trend-Following Program -0.36 5,000k 5/1/1997 65 Superfund Group Superfund Green Master -0.29 2,000k 5/1/2001 64 Warrington Asset Management Warrington Strategic Program -0.26 50k 1/1/1997 63 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.23 10,000k 1/1/2001 62 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.21 1,000k 9/1/1997 61 Winton Capital Management Diversified -0.19 50,000k 10/1/1997 60 Southwest Managed Investments, LLC Global Diversified -0.09 200k 1/1/2002 59 MERIT Alternative Investments GmbH Futures Portfolio -0.03 2,000k 6/1/1998 58 Manning & Napier MN Xenon Global Fixed Income Program 0.01 2,000k 8/1/2004 57 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 0.07 0k 11/1/1996 56 Witter & Lester, Inc. Redstone 0.15 500k 9/1/1994 55 Quantmetrics Capital Management LLP Premier 12V Strategy 0.18 10,000k 4/1/2003 54 Superfund Group Superfund Green L.P. Series A 0.19 5k 10/1/2002 53 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.26 1,000k 1/1/1999 52 Heyden & Steindl GmbH TOMAC2 0.26 5,000k 3/1/2003 51 Tactical Investment Management Tactical Institutional Commodity Program 0.39 10,000k 4/1/1993 50 Superfund Group Superfund Green L.P. Series B 0.41 5k 10/1/2002 49 Eclipse Capital Management Global Monetary 0.43 5,000k 8/1/1990 48 Mondiale Asset Management Mondiale Trading Program 0.43 0k 9/1/1997 47 C-View Limited Currency Managed Account Program 0.51 5,000k 10/1/1996 46 Millburn Ridgefield Corporation Multi-Markets Program 0.71 25,000k 10/1/2004 45 Superfund Group Superfund Green GCT USD 0.75 15k 1/1/2000 44 Crabel Capital Management Crabel Multi-Product 0.81 1,000k 3/1/1998 43 Transtrend B.V. DTP – Standard Risk (EUR) 1.04 10,000k 2/1/1999 42 Lynx Asset Management AB Lynx Program 1.09 75k 5/1/2000 41 Millburn Ridgefield Corporation Diversified Program 1.11 20,000k 2/1/1977 40 Ansbacher Investment Management Market Neutral Put Skew Program 1.12 250k 1/1/1996 39 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 1.17 10,000k 4/1/2004 38 Sunrise Capital Partners Sunrise Expanded Diversified Program 1.19 1/1/1989 37 IKOS The IKOS Hedge Fund 1.25 10,000k 7/1/1998 36 Clarke Capital Management Global Basic 1.32 50k 2/1/1996 35 Rhicon Currency Management Rhicon Systematic Currency Program 1.36 3,000k 1/1/2004 34 FORT LP Fort Global Contrarian 1.45 2,000k 10/1/2002 33 Chesapeake Capital Diversified (LV) 1.53 100k 2/1/1988 32 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.55 10,000k 8/1/2004 31 Clarke Capital Management FX Plus 1.56 1,000k 5/1/2004 30 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.57 10,000k 8/1/1999 29 Strategic Ag Trading SAT GRAINS 1.60 100k 4/1/2002 28 Estlander & Partners Global Markets 1.63 10,000k 8/1/1999 27 Estlander & Partners Alpha Trend 1.70 30,000k 10/1/1991 26 Transtrend B.V. DTP – Enhanced Risk (USD) 1.71 10,000k 1/1/1995 25 Estlander & Partners Global XL 1.82 5,000k 8/1/1991 24 Alder Capital DAC Alder Global 10 1.95 250k 10/1/2000 23 Welton Investment Partners Welton Global 2.08 10,000k 6/1/2004 22 Kinkopf Capital Management KCM S&P (Proprietary) 2.33 100k 1/1/1999 21 Strategic Capital Advisors LLC Contrarian 500 2.34 500k 12/1/2003 20 LJM Partners LJM Moderately Aggressive Strategy 2.52 500k 4/1/2003 19 Hyman Beck and Company Global Portfolio 2.63 1,000k 3/1/1991 17 NuWave Investment Management, LLC NuWave Investment Partners LP 2.69 250k 6/1/2001 18 NuWave Investment Management, LLC Combined Futures Portfolio 2.69 5,000k 6/1/2001 16 Superfund Group Superfund Green Q-AG 2.74 2k 3/1/1996 15 Rivoli Fund Management Rivoli International Fund (E) 2.75 5,000k 10/1/1996 14 Witter & Lester, Inc. Stock Index Futures Trading Program 2.78 400k 1/1/1988 13 Rivoli Fund Management Rivoli International Fund (V9) 3.17 5,000k 1/1/2002 12 LJM Partners LJM Aggressive Strategy 3.51 500k 7/1/1998 11 Rosetta Capital Management Rosetta Trading Program 3.68 100k 4/1/2000 10 Conquest Capital Group Conquest Macro 3.80 250k 5/1/1999 9 Jaguar Investments Ltd Vario Capital Strategy 3.82 1,000k 5/1/2016 8 ISAM ISAM Systematic Trend Fund 4.18 1,000k 6/1/2001 7 Alder Capital DAC Alder Global 20 4.26 250k 2/1/2001 6 Red Oak Commodity Advisors Investment Program 5.23 5,000k 12/1/1989 5 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 5.39 10,000k 3/1/2003 4 Covenant Capital Management Original Program 6.60 5,000k 9/1/1999 3 Covenant Capital Management Aggressive Program 10.34 3,000k 2/1/2004 2 Di Tomasso Group Inc. Equilibrium Program 13.43 5,000k 1/1/2002 1 Insch Capital Management SA Interbank Currency Program - 3X Leverage 13.69 100k 1/1/2000 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.