IASG CTA Index For April 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 Apr 2004 Min Inv Inception 106 Superfund Group Superfund Green GCT USD -19.92 15k 1/1/2000 105 Superfund Group Superfund Green Master -19.92 2,000k 5/1/2001 104 Superfund Group Superfund Green L.P. Series B -19.60 5k 10/1/2002 103 Tactical Investment Management Tactical Institutional Commodity Program -18.94 10,000k 4/1/1993 102 DUNN Capital Management World Monetary and Agriculture Program (WMA) -18.35 100k 11/1/1984 101 DUNN Capital Management D'Best Futures Fund, L.P. -16.91 100k 6/1/1994 100 DUNN Capital Management DUNN Combined Fund (DCF) -15.45 100k 5/1/1989 99 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -15.18 0k 11/1/1996 98 Superfund Group Superfund Green L.P. Series A -14.20 5k 10/1/2002 97 FORT LP Fort Global Diversified -14.15 2,000k 10/1/1993 96 Di Tomasso Group Inc. Equilibrium Program -14.14 5,000k 1/1/2002 95 Keck Capital Management LLC The Keck Program -13.67 2,000k 12/1/2003 94 Kelly Angle Inc. Genesis Program -13.33 2,000k 4/1/2000 93 AIS Capital Management, L.P. MAAP (3x-6x) Composite -13.25 2,000k 7/1/1992 92 Rabar Market Research Diversified Program -13.07 2,000k 1/1/1989 91 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -12.95 100k 3/1/2003 90 EMC Capital Advisors, LLC Classic -12.50 5,000k 1/1/1985 89 Estlander & Partners Global XL -12.47 5,000k 8/1/1991 88 Red Oak Commodity Advisors Investment Program -11.78 5,000k 12/1/1989 87 Superfund Group Superfund Green Q-AG -11.69 2k 3/1/1996 86 Mulvaney Capital Management The Mulvaney Global Markets Fund -11.50 100k 5/1/1999 85 Eclipse Capital Management Global Monetary -11.32 5,000k 8/1/1990 84 Rivoli Fund Management Rivoli International Fund (V9) -10.43 5,000k 1/1/2002 83 Saxon Investment Corporation Aggressive Diversified Program -10.36 2,000k 11/1/1993 82 Hyman Beck and Company Global Portfolio -10.28 1,000k 3/1/1991 81 Insch Capital Management SA Interbank Currency Program - 3X Leverage -9.74 100k 1/1/2000 80 Millburn Ridgefield Corporation Diversified Program -9.19 20,000k 2/1/1977 79 Clarke Capital Management Worldwide -9.11 250k 1/1/1996 78 FORT LP Fort Global Contrarian -8.70 2,000k 10/1/2002 77 Hawksbill Capital Management Global Diversified -8.66 5,000k 11/1/1988 76 Winton Capital Management Diversified -8.62 50,000k 10/1/1997 75 M.S. Capital Management Global Diversified Program -8.16 2,000k 11/1/1998 74 Southwest Managed Investments, LLC Global Diversified -8.10 200k 1/1/2002 73 Parizek Capital Futures Trading Program -8.03 500k 4/1/2000 72 AIS Capital Management, L.P. MAAP (2x-4x) Composite -7.93 3,000k 10/1/1992 71 Red Rock Capital, LLC Systematic Global Macro -7.60 500k 9/1/2003 70 Clarke Capital Management Millennium -7.36 1,000k 1/1/1998 69 Drury Capital Diversified Trend-Following Program -6.97 5,000k 5/1/1997 68 Mark J. Walsh Company Standard Program -6.87 2,000k 9/1/1985 67 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -6.69 200k 11/1/1999 66 Saxon Investment Corporation Diversified Program -6.66 3,000k 9/1/1988 65 Rotella Capital Management Rotella Polaris Program (Diversified) -6.53 10,000k 1/1/1991 64 Estlander & Partners Global Markets -6.38 10,000k 8/1/1999 63 Abraham Trading Company Diversified Program -6.22 10,000k 1/1/1988 62 ISAM ISAM Systematic Trend Fund -6.16 1,000k 6/1/2001 61 Chesapeake Capital Diversified (LV) -6.05 100k 2/1/1988 60 Covenant Capital Management Original Program -5.99 5,000k 9/1/1999 59 Alee Capital Management, LLC Mistral Program -5.58 2,500k 1/1/1999 58 Covenant Capital Management Aggressive Program -5.57 3,000k 2/1/2004 57 RAM Management Group MRTP Aggressive -5.42 1,000k 2/1/1998 56 Eckhardt Trading Company Evolution Strategies 1.2X -5.27 10,000k 10/1/1991 55 Estlander & Partners Alpha Trend -5.25 30,000k 10/1/1991 54 Spectrum Asset Management LLC Global Diversified -5.24 2,000k 1/1/2001 53 Sunrise Capital Partners Sunrise Expanded Diversified Program -4.77 1/1/1989 52 Eckhardt Trading Company Evolution Strategies -4.37 20,000k 8/1/1991 50 NuWave Investment Management, LLC NuWave Investment Partners LP -4.33 250k 6/1/2001 51 NuWave Investment Management, LLC Combined Futures Portfolio -4.33 5,000k 6/1/2001 49 QCM Global Diversified Programme -3.53 500k 12/1/1995 48 Alee Capital Management, LLC Poniente Program -3.31 2,500k 1/1/1999 47 Mobius Asset Management Diversified Program -3.25 250k 3/1/2004 46 Transtrend B.V. DTP – Enhanced Risk (USD) -3.17 10,000k 1/1/1995 45 IKOS The IKOS Hedge Fund -3.12 10,000k 7/1/1998 44 Transtrend B.V. DTP – Enhanced Risk (EUR) -3.09 10,000k 8/1/1999 43 Rivoli Fund Management Rivoli International Fund (E) -2.86 5,000k 10/1/1996 42 Heyden & Steindl GmbH TOMAC2 -2.83 5,000k 3/1/2003 41 Briarwood Capital Management, Inc. Diversified Trading Program -2.73 3,000k 7/1/2001 40 Trigon Investment Advisors, LLC Foreign Exchange Program -2.72 5,000k 8/1/2000 39 RAM Management Group RAM MRTP 1X-Conservative -2.18 1,000k 9/1/1993 38 Transtrend B.V. DTP – Standard Risk (EUR) -2.06 10,000k 2/1/1999 37 Lynx Asset Management AB Lynx Program -2.05 75k 5/1/2000 36 Mobius Asset Management Custom Trading Program -1.81 100k 1/1/2002 35 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.72 1,000k 3/1/2003 34 Dreiss Research Corporation Diversified Program -1.26 1,000k 5/1/1991 33 Mondiale Asset Management Mondiale Trading Program -1.20 0k 9/1/1997 32 Quantitative Investment Management Quantitative Global Program -0.63 20,000k 10/1/2003 31 MERIT Alternative Investments GmbH Futures Portfolio -0.58 2,000k 6/1/1998 30 KMJ Investments KMJ Investments -0.30 1,000k 8/1/1994 29 C-View Limited Currency Managed Account Program -0.17 5,000k 10/1/1996 28 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.00 10,000k 4/1/2004 27 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.07 1,000k 9/1/1997 26 Shield Plus LLC Shield Plus Natural Gas 0.14 50k 1/1/2004 25 Strategic Ag Trading SAT GRAINS 0.15 100k 4/1/2002 24 Alder Capital DAC Alder Global 10 0.15 250k 10/1/2000 23 Alder Capital DAC Alder Global 20 0.15 250k 2/1/2001 22 Conquest Capital Group Conquest Macro 0.18 250k 5/1/1999 21 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.38 1,000k 1/1/1999 20 Witter & Lester, Inc. Redstone 0.44 500k 9/1/1994 19 Quantmetrics Capital Management LLP Premier 12V Strategy 0.91 10,000k 4/1/2003 18 Clarke Capital Management Global Basic 1.13 50k 2/1/1996 17 Warrington Asset Management Warrington Strategic Program 1.54 50k 1/1/1997 16 Rhicon Currency Management Rhicon Strategic Program 2.12 500k 1/1/2004 15 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 2.21 10,000k 1/1/2001 14 Crabel Capital Management Crabel Multi-Product 2.25 1,000k 3/1/1998 13 John Locke Investments Cyril Systematic Program 2.41 8,000k 7/1/2000 12 Witter & Lester, Inc. Stock Index Futures Trading Program 2.49 400k 1/1/1988 11 Rhicon Currency Management Rhicon Systematic Currency Program 2.72 3,000k 1/1/2004 10 Clarke Capital Management Global Magnum 3.20 100k 8/1/1997 9 Ansbacher Investment Management Market Neutral Put Skew Program 3.20 250k 1/1/1996 8 LJM Partners LJM Moderately Aggressive Strategy 3.53 500k 4/1/2003 7 Strategic Capital Advisors LLC Contrarian 500 3.54 500k 12/1/2003 6 Northfield Trading Diversified 3.80 2,000k 7/1/1989 5 LJM Partners LJM Aggressive Strategy 4.22 500k 7/1/1998 4 Kinkopf Capital Management KCM S&P (Proprietary) 4.41 100k 1/1/1999 3 Kaiser Trading Group Kaiser Global Diversified Program - Class B 5.26 1,000k 3/1/1998 2 Range Wise Investment Program 11.11 250k 2/1/1991 1 Rosetta Capital Management Rosetta Trading Program 12.05 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.