IASG CTA Index For March 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 Mar 2004 Min Inv Inception 105 Quantitative Investment Management Quantitative Global Program -8.93 20,000k 10/1/2003 104 Alee Capital Management, LLC Mistral Program -7.14 2,500k 1/1/1999 103 Hyman Beck and Company Global Portfolio -6.03 1,000k 3/1/1991 102 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -5.54 0k 11/1/1996 101 Estlander & Partners Global XL -5.13 5,000k 8/1/1991 100 Rivoli Fund Management Rivoli International Fund (V9) -4.35 5,000k 1/1/2002 99 Rivoli Fund Management Rivoli International Fund (E) -3.71 5,000k 10/1/1996 98 Estlander & Partners Global Markets -2.91 10,000k 8/1/1999 97 ISAM ISAM Systematic Trend Fund -2.91 1,000k 6/1/2001 96 Chesapeake Capital Diversified (LV) -2.70 100k 2/1/1988 95 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -2.69 100k 3/1/2003 94 Northfield Trading Diversified -2.60 2,000k 7/1/1989 93 Superfund Group Superfund Green L.P. Series B -2.59 5k 10/1/2002 92 QCM Global Diversified Programme -2.39 500k 12/1/1995 91 Transtrend B.V. DTP – Enhanced Risk (USD) -2.18 10,000k 1/1/1995 90 EMC Capital Advisors, LLC Classic -2.10 5,000k 1/1/1985 89 Superfund Group Superfund Green L.P. Series A -2.10 5k 10/1/2002 88 Crabel Capital Management Crabel Multi-Product -1.89 1,000k 3/1/1998 87 Briarwood Capital Management, Inc. Diversified Trading Program -1.73 3,000k 7/1/2001 86 Superfund Group Superfund Green Master -1.71 2,000k 5/1/2001 85 Lynx Asset Management AB Lynx Program -1.69 75k 5/1/2000 84 Conquest Capital Group Conquest Macro -1.64 250k 5/1/1999 83 Rabar Market Research Diversified Program -1.20 2,000k 1/1/1989 82 Millburn Ridgefield Corporation Diversified Program -1.14 20,000k 2/1/1977 81 Transtrend B.V. DTP – Standard Risk (EUR) -1.08 10,000k 2/1/1999 79 NuWave Investment Management, LLC NuWave Investment Partners LP -0.94 250k 6/1/2001 80 NuWave Investment Management, LLC Combined Futures Portfolio -0.94 5,000k 6/1/2001 78 Eckhardt Trading Company Evolution Strategies 1.2X -0.91 10,000k 10/1/1991 77 Hawksbill Capital Management Global Diversified -0.87 5,000k 11/1/1988 76 Winton Capital Management Diversified -0.80 50,000k 10/1/1997 75 Trigon Investment Advisors, LLC Foreign Exchange Program -0.80 5,000k 8/1/2000 74 Alee Capital Management, LLC Poniente Program -0.77 2,500k 1/1/1999 73 Eckhardt Trading Company Evolution Strategies -0.75 20,000k 8/1/1991 72 MERIT Alternative Investments GmbH Futures Portfolio -0.69 2,000k 6/1/1998 71 DUNN Capital Management DUNN Combined Fund (DCF) -0.68 100k 5/1/1989 70 Rotella Capital Management Rotella Polaris Program (Diversified) -0.58 10,000k 1/1/1991 69 Superfund Group Superfund Green GCT USD -0.54 15k 1/1/2000 68 Eclipse Capital Management Global Monetary -0.36 5,000k 8/1/1990 67 Mobius Asset Management Diversified Program 0.00 250k 3/1/2004 66 Mondiale Asset Management Mondiale Trading Program 0.10 0k 9/1/1997 65 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.13 1,000k 3/1/1998 64 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.16 1,000k 9/1/1997 63 Alder Capital DAC Alder Global 20 0.22 250k 2/1/2001 62 Alder Capital DAC Alder Global 10 0.25 250k 10/1/2000 61 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 0.30 200k 11/1/1999 60 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.36 10,000k 1/1/2001 59 Superfund Group Superfund Green Q-AG 0.42 2k 3/1/1996 58 Dreiss Research Corporation Diversified Program 0.56 1,000k 5/1/1991 57 Ansbacher Investment Management Market Neutral Put Skew Program 0.65 250k 1/1/1996 56 RAM Management Group RAM MRTP 1X-Conservative 0.69 1,000k 9/1/1993 55 M.S. Capital Management Global Diversified Program 0.72 2,000k 11/1/1998 54 Parizek Capital Futures Trading Program 0.72 500k 4/1/2000 53 John Locke Investments Cyril Systematic Program 0.84 8,000k 7/1/2000 52 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.87 1,000k 1/1/1999 51 Abraham Trading Company Diversified Program 0.88 10,000k 1/1/1988 50 Witter & Lester, Inc. Redstone 0.91 500k 9/1/1994 49 Tactical Investment Management Tactical Institutional Commodity Program 1.44 10,000k 4/1/1993 48 RAM Management Group MRTP Aggressive 1.56 1,000k 2/1/1998 47 Estlander & Partners Alpha Trend 1.71 30,000k 10/1/1991 46 IKOS The IKOS Hedge Fund 1.86 10,000k 7/1/1998 45 Clarke Capital Management Millennium 1.96 1,000k 1/1/1998 44 Kinkopf Capital Management KCM S&P (Proprietary) 2.01 100k 1/1/1999 43 Drury Capital Diversified Trend-Following Program 2.33 5,000k 5/1/1997 42 Sunrise Capital Partners Sunrise Expanded Diversified Program 2.35 1/1/1989 41 Mulvaney Capital Management The Mulvaney Global Markets Fund 2.37 100k 5/1/1999 40 Spectrum Asset Management LLC Global Diversified 2.40 2,000k 1/1/2001 39 Clarke Capital Management Global Basic 2.41 50k 2/1/1996 38 Saxon Investment Corporation Diversified Program 2.53 3,000k 9/1/1988 37 Quantmetrics Capital Management LLP Premier 12V Strategy 2.58 10,000k 4/1/2003 36 LJM Partners LJM Moderately Aggressive Strategy 2.65 500k 4/1/2003 35 Strategic Capital Advisors LLC Contrarian 500 2.66 500k 12/1/2003 34 C-View Limited Currency Managed Account Program 2.89 5,000k 10/1/1996 33 DUNN Capital Management World Monetary and Agriculture Program (WMA) 2.90 100k 11/1/1984 32 Strategic Ag Trading SAT GRAINS 3.00 100k 4/1/2002 31 FORT LP Fort Global Contrarian 3.05 2,000k 10/1/2002 30 DUNN Capital Management D'Best Futures Fund, L.P. 3.13 100k 6/1/1994 29 FORT LP Fort Global Diversified 3.13 2,000k 10/1/1993 28 Warrington Asset Management Warrington Strategic Program 3.22 50k 1/1/1997 27 LJM Partners LJM Aggressive Strategy 3.63 500k 7/1/1998 26 Southwest Managed Investments, LLC Global Diversified 3.67 200k 1/1/2002 25 Rhicon Currency Management Rhicon Systematic Currency Program 4.03 3,000k 1/1/2004 24 Mark J. Walsh Company Standard Program 4.09 2,000k 9/1/1985 23 Witter & Lester, Inc. Stock Index Futures Trading Program 4.15 400k 1/1/1988 22 Range Wise Investment Program 4.42 250k 2/1/1991 21 Saxon Investment Corporation Aggressive Diversified Program 4.44 2,000k 11/1/1993 20 Covenant Capital Management Original Program 4.68 5,000k 9/1/1999 19 Clarke Capital Management Worldwide 4.88 250k 1/1/1996 18 Red Oak Commodity Advisors Investment Program 4.91 5,000k 12/1/1989 17 Transtrend B.V. DTP – Enhanced Risk (EUR) 4.91 10,000k 8/1/1999 16 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 5.80 10,000k 3/1/2003 15 Rhicon Currency Management Rhicon Strategic Program 5.84 500k 1/1/2004 14 Insch Capital Management SA Interbank Currency Program - 3X Leverage 5.88 100k 1/1/2000 13 Mobius Asset Management Custom Trading Program 6.31 100k 1/1/2002 12 Clarke Capital Management Global Magnum 6.86 100k 8/1/1997 11 Covenant Capital Management Aggressive Program 6.97 3,000k 2/1/2004 10 Kelly Angle Inc. Genesis Program 7.55 2,000k 4/1/2000 9 Red Rock Capital, LLC Systematic Global Macro 7.79 500k 9/1/2003 8 KMJ Investments KMJ Investments 7.86 1,000k 8/1/1994 7 Di Tomasso Group Inc. Equilibrium Program 9.55 5,000k 1/1/2002 6 Keck Capital Management LLC The Keck Program 9.64 2,000k 12/1/2003 5 AIS Capital Management, L.P. MAAP (2x-4x) Composite 11.61 3,000k 10/1/1992 4 Shield Plus LLC Shield Plus Natural Gas 12.43 50k 1/1/2004 3 AIS Capital Management, L.P. MAAP (3x-6x) Composite 17.76 2,000k 7/1/1992 2 Rosetta Capital Management Rosetta Trading Program 22.77 100k 4/1/2000 1 Heyden & Steindl GmbH TOMAC2 25.77 5,000k 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.