IASG CTA Index For May 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 May 2004 Min Inv Inception 107 Parizek Capital Futures Trading Program -10.36 500k 4/1/2000 106 Keck Capital Management LLC The Keck Program -9.16 2,000k 12/1/2003 105 Tactical Investment Management Tactical Institutional Commodity Program -7.83 10,000k 4/1/1993 104 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -7.18 100k 3/1/2003 103 Mulvaney Capital Management The Mulvaney Global Markets Fund -6.99 100k 5/1/1999 102 DUNN Capital Management World Monetary and Agriculture Program (WMA) -6.84 100k 11/1/1984 101 Estlander & Partners Global XL -6.64 5,000k 8/1/1991 100 Strategic Ag Trading SAT GRAINS -6.29 100k 4/1/2002 99 Drury Capital Diversified Trend-Following Program -6.06 5,000k 5/1/1997 98 Hyman Beck and Company Global Portfolio -5.63 1,000k 3/1/1991 97 EMC Capital Advisors, LLC Classic -5.60 5,000k 1/1/1985 96 Red Oak Commodity Advisors Investment Program -5.06 5,000k 12/1/1989 95 DUNN Capital Management DUNN Combined Fund (DCF) -4.90 100k 5/1/1989 94 AIS Capital Management, L.P. MAAP (3x-6x) Composite -4.72 2,000k 7/1/1992 93 Covenant Capital Management Original Program -4.37 5,000k 9/1/1999 92 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -3.95 200k 11/1/1999 91 Rabar Market Research Diversified Program -3.85 2,000k 1/1/1989 90 Estlander & Partners Global Markets -3.73 10,000k 8/1/1999 89 Covenant Capital Management Aggressive Program -3.60 3,000k 2/1/2004 88 DUNN Capital Management D'Best Futures Fund, L.P. -3.51 100k 6/1/1994 87 Red Rock Capital, LLC Systematic Global Macro -3.36 500k 9/1/2003 86 Range Wise Investment Program -3.31 250k 2/1/1991 85 QCM Global Diversified Programme -2.98 500k 12/1/1995 84 Spectrum Asset Management LLC Global Diversified -2.71 2,000k 1/1/2001 83 Alder Capital DAC Alder Global 20 -2.65 250k 2/1/2001 82 AIS Capital Management, L.P. MAAP (2x-4x) Composite -2.31 3,000k 10/1/1992 81 Millburn Ridgefield Corporation Diversified Program -2.13 20,000k 2/1/1977 80 Hawksbill Capital Management Global Diversified -2.01 5,000k 11/1/1988 79 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.99 1,000k 3/1/2003 78 Briarwood Capital Management, Inc. Diversified Trading Program -1.81 3,000k 7/1/2001 77 ISAM ISAM Systematic Trend Fund -1.78 1,000k 6/1/2001 76 FORT LP Fort Global Contrarian -1.77 2,000k 10/1/2002 75 Strategic Capital Advisors LLC Contrarian 500 -1.75 500k 12/1/2003 74 Mobius Asset Management Custom Trading Program -1.57 100k 1/1/2002 73 Dreiss Research Corporation Diversified Program -1.45 1,000k 5/1/1991 72 Sunrise Capital Partners Sunrise Expanded Diversified Program -1.28 1/1/1989 71 Alder Capital DAC Alder Global 10 -1.10 250k 10/1/2000 70 Rotella Capital Management Rotella Polaris Program (Diversified) -1.07 10,000k 1/1/1991 69 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -1.01 0k 11/1/1996 68 Northfield Trading Diversified -0.80 2,000k 7/1/1989 67 Rivoli Fund Management Rivoli International Fund (V9) -0.59 5,000k 1/1/2002 66 Southwest Managed Investments, LLC Global Diversified -0.53 200k 1/1/2002 65 Mondiale Asset Management Mondiale Trading Program -0.51 0k 9/1/1997 64 Chesapeake Capital Diversified (LV) -0.50 100k 2/1/1988 63 Mark J. Walsh Company Standard Program -0.41 2,000k 9/1/1985 62 FORT LP Fort Global Diversified -0.37 2,000k 10/1/1993 61 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.29 10,000k 8/1/1999 60 M.S. Capital Management Global Diversified Program -0.28 2,000k 11/1/1998 58 NuWave Investment Management, LLC NuWave Investment Partners LP -0.26 250k 6/1/2001 59 NuWave Investment Management, LLC Combined Futures Portfolio -0.26 5,000k 6/1/2001 57 Transtrend B.V. DTP – Enhanced Risk (USD) -0.25 10,000k 1/1/1995 56 Estlander & Partners Alpha Trend -0.23 30,000k 10/1/1991 55 Transtrend B.V. DTP – Standard Risk (EUR) -0.21 10,000k 2/1/1999 54 Alee Capital Management, LLC Mistral Program -0.18 2,500k 1/1/1999 53 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.13 10,000k 1/1/2001 52 KMJ Investments KMJ Investments -0.12 1,000k 8/1/1994 51 Clarke Capital Management FX Plus 0.00 1,000k 5/1/2004 50 Eckhardt Trading Company Evolution Strategies 0.04 20,000k 8/1/1991 49 Witter & Lester, Inc. Redstone 0.06 500k 9/1/1994 48 Eckhardt Trading Company Evolution Strategies 1.2X 0.06 10,000k 10/1/1991 47 Saxon Investment Corporation Aggressive Diversified Program 0.06 2,000k 11/1/1993 46 Saxon Investment Corporation Diversified Program 0.08 3,000k 9/1/1988 45 Eclipse Capital Management Global Monetary 0.20 5,000k 8/1/1990 44 Winton Capital Management Diversified 0.28 50,000k 10/1/1997 43 IKOS The IKOS Hedge Fund 0.28 10,000k 7/1/1998 42 Witter & Lester, Inc. Stock Index Futures Trading Program 0.32 400k 1/1/1988 41 MERIT Alternative Investments GmbH Futures Portfolio 0.34 2,000k 6/1/1998 40 Rosetta Capital Management Rosetta Trading Program 0.38 100k 4/1/2000 39 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.42 1,000k 3/1/1998 38 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.45 1,000k 9/1/1997 37 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.58 1,000k 1/1/1999 36 Trigon Investment Advisors, LLC Foreign Exchange Program 0.73 5,000k 8/1/2000 35 Lynx Asset Management AB Lynx Program 0.83 75k 5/1/2000 34 Alee Capital Management, LLC Poniente Program 0.85 2,500k 1/1/1999 33 Ansbacher Investment Management Market Neutral Put Skew Program 1.07 250k 1/1/1996 32 Conquest Capital Group Conquest Macro 1.20 250k 5/1/1999 31 John Locke Investments Cyril Systematic Program 1.28 8,000k 7/1/2000 30 Crabel Capital Management Crabel Multi-Product 1.29 1,000k 3/1/1998 29 Clarke Capital Management Worldwide 1.31 250k 1/1/1996 28 C-View Limited Currency Managed Account Program 1.37 5,000k 10/1/1996 27 Rhicon Currency Management Rhicon Strategic Program 1.38 500k 1/1/2004 26 Clarke Capital Management Global Magnum 1.40 100k 8/1/1997 25 Mobius Asset Management Diversified Program 1.49 250k 3/1/2004 24 Rivoli Fund Management Rivoli International Fund (E) 1.61 5,000k 10/1/1996 23 Quantmetrics Capital Management LLP Premier 12V Strategy 1.64 10,000k 4/1/2003 22 Kelly Angle Inc. Genesis Program 1.87 2,000k 4/1/2000 21 RAM Management Group RAM MRTP 1X-Conservative 2.15 1,000k 9/1/1993 20 Warrington Asset Management Warrington Strategic Program 2.18 50k 1/1/1997 19 Abraham Trading Company Diversified Program 2.53 10,000k 1/1/1988 18 Quantitative Investment Management Quantitative Global Program 2.94 20,000k 10/1/2003 17 Rhicon Currency Management Rhicon Systematic Currency Program 3.05 3,000k 1/1/2004 16 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 3.34 10,000k 4/1/2004 15 Heyden & Steindl GmbH TOMAC2 3.80 5,000k 3/1/2003 14 LJM Partners LJM Moderately Aggressive Strategy 3.83 500k 4/1/2003 13 Kinkopf Capital Management KCM S&P (Proprietary) 3.86 100k 1/1/1999 12 Superfund Group Superfund Green Q-AG 4.08 2k 3/1/1996 11 RAM Management Group MRTP Aggressive 4.65 1,000k 2/1/1998 10 Superfund Group Superfund Green GCT USD 4.70 15k 1/1/2000 9 LJM Partners LJM Aggressive Strategy 4.85 500k 7/1/1998 8 Insch Capital Management SA Interbank Currency Program - 3X Leverage 5.98 100k 1/1/2000 7 Clarke Capital Management Global Basic 6.74 50k 2/1/1996 6 Superfund Group Superfund Green L.P. Series A 7.21 5k 10/1/2002 5 Di Tomasso Group Inc. Equilibrium Program 8.05 5,000k 1/1/2002 4 Clarke Capital Management Millennium 8.06 1,000k 1/1/1998 3 Superfund Group Superfund Green L.P. Series B 9.11 5k 10/1/2002 2 Superfund Group Superfund Green Master 9.27 2,000k 5/1/2001 1 Shield Plus LLC Shield Plus Natural Gas 42.46 50k 1/1/2004 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.