IASG CTA Index For August 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 Aug 2004 Min Inv Inception 113 Heyden & Steindl GmbH TOMAC2 -16.76 5,000k 3/1/2003 112 Abraham Trading Company Diversified Program -12.25 10,000k 1/1/1988 111 Shield Plus LLC Shield Plus Natural Gas -11.15 50k 1/1/2004 110 ISAM ISAM Systematic Trend Fund -10.51 1,000k 6/1/2001 109 Dreiss Research Corporation Diversified Program -10.41 1,000k 5/1/1991 108 Superfund Group Superfund Green L.P. Series B -9.29 5k 10/1/2002 107 Clarke Capital Management Millennium -8.91 1,000k 1/1/1998 106 Superfund Group Superfund Green Master -8.12 2,000k 5/1/2001 105 Parizek Capital Futures Trading Program -7.94 500k 4/1/2000 104 Alder Capital DAC Alder Global 20 -7.80 250k 2/1/2001 103 Keck Capital Management LLC The Keck Program -7.49 2,000k 12/1/2003 102 Superfund Group Superfund Green L.P. Series A -6.84 5k 10/1/2002 101 Insch Capital Management SA Interbank Currency Program - 3X Leverage -6.83 100k 1/1/2000 100 QCM Global Diversified Programme -6.37 500k 12/1/1995 99 Mulvaney Capital Management The Mulvaney Global Markets Fund -6.21 100k 5/1/1999 98 Drury Capital Diversified Trend-Following Program -5.85 5,000k 5/1/1997 97 Superfund Group Superfund Green GCT USD -5.75 15k 1/1/2000 96 RAM Management Group MRTP Aggressive -5.34 1,000k 2/1/1998 95 Red Rock Capital, LLC Systematic Global Macro -5.10 500k 9/1/2003 94 Southwest Managed Investments, LLC Global Diversified -4.84 200k 1/1/2002 93 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -4.22 0k 11/1/1996 92 Sunrise Capital Partners Sunrise Expanded Diversified Program -4.21 1/1/1989 91 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -3.80 10,000k 1/1/2001 90 Superfund Group Superfund Green Q-AG -3.80 2k 3/1/1996 89 Alder Capital DAC Alder Global 10 -3.70 250k 10/1/2000 88 Hyman Beck and Company Global Portfolio -3.55 1,000k 3/1/1991 87 Estlander & Partners Alpha Trend -3.48 30,000k 10/1/1991 86 Rivoli Fund Management Rivoli International Fund (V9) -3.25 5,000k 1/1/2002 85 Chesapeake Capital Diversified (LV) -3.23 100k 2/1/1988 84 Tactical Investment Management Tactical Institutional Commodity Program -3.17 10,000k 4/1/1993 83 Estlander & Partners Global XL -2.65 5,000k 8/1/1991 82 Trigon Investment Advisors, LLC Foreign Exchange Program -2.54 5,000k 8/1/2000 81 M.S. Capital Management Global Diversified Program -2.39 2,000k 11/1/1998 80 Clarke Capital Management Worldwide -2.37 250k 1/1/1996 79 Red Oak Commodity Advisors Investment Program -2.30 5,000k 12/1/1989 78 Briarwood Capital Management, Inc. Diversified Trading Program -2.26 3,000k 7/1/2001 77 Millburn Ridgefield Corporation Diversified Program -2.10 20,000k 2/1/1977 76 Rabar Market Research Diversified Program -1.92 2,000k 1/1/1989 75 RAM Management Group RAM MRTP 1X-Conservative -1.90 1,000k 9/1/1993 74 Rivoli Fund Management Rivoli International Fund (E) -1.70 5,000k 10/1/1996 73 Conquest Capital Group Conquest Select -1.66 250k 6/1/2004 72 MERIT Alternative Investments GmbH Futures Portfolio -1.35 2,000k 6/1/1998 71 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.09 200k 11/1/1999 70 Range Wise Investment Program -1.07 250k 2/1/1991 69 Estlander & Partners Global Markets -1.03 10,000k 8/1/1999 68 Mondiale Asset Management Mondiale Trading Program -0.95 0k 9/1/1997 67 Clarke Capital Management Global Magnum -0.86 100k 8/1/1997 66 Strategic Ag Trading SAT GRAINS -0.76 100k 4/1/2002 65 Xplor Capital Management, LLC Global CTA Program -0.66 1,500k 7/1/2004 64 Capricorn Strategies Limited Capricorn fxST (Lev1) -0.66 1,000k 1/1/1999 63 Kelly Angle Inc. Genesis Program -0.64 2,000k 4/1/2000 62 Mobius Asset Management Diversified Program -0.63 250k 3/1/2004 61 Mark J. Walsh Company Standard Program -0.47 2,000k 9/1/1985 60 Transtrend B.V. DTP – Enhanced Risk (USD) -0.42 10,000k 1/1/1995 59 Transtrend B.V. DTP – Standard Risk (EUR) -0.33 10,000k 2/1/1999 58 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.30 10,000k 8/1/1999 57 Alee Capital Management, LLC Mistral Program -0.26 2,500k 1/1/1999 56 Warrington Asset Management Warrington Strategic Program -0.17 50k 1/1/1997 55 Conquest Capital Group Conquest Macro -0.17 250k 5/1/1999 54 Alee Capital Management, LLC Poniente Program -0.08 2,500k 1/1/1999 53 Mobius Asset Management Custom Trading Program -0.06 100k 1/1/2002 52 IKOS The IKOS Hedge Fund -0.05 10,000k 7/1/1998 50 Manning & Napier MN Xenon Global Fixed Income Program 0.00 2,000k 8/1/2004 51 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.00 10,000k 8/1/2004 49 Quantitative Investment Management Quantitative Global Program 0.10 20,000k 10/1/2003 48 EMC Capital Advisors, LLC Classic 0.10 5,000k 1/1/1985 47 Systematic Alpha Management Systematic Alpha Futures Program 0.10 100k 6/1/2004 46 Spectrum Asset Management LLC Global Diversified 0.13 2,000k 1/1/2001 45 Crabel Capital Management Crabel Multi-Product 0.23 1,000k 3/1/1998 44 Rhicon Currency Management Rhicon Systematic Currency Program 0.27 3,000k 1/1/2004 42 NuWave Investment Management, LLC NuWave Investment Partners LP 0.29 250k 6/1/2001 43 NuWave Investment Management, LLC Combined Futures Portfolio 0.29 5,000k 6/1/2001 41 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.43 1,000k 3/1/1998 40 Saxon Investment Corporation Diversified Program 0.47 3,000k 9/1/1988 39 Quantmetrics Capital Management LLP Premier 12V Strategy 0.60 10,000k 4/1/2003 38 Saxon Investment Corporation Aggressive Diversified Program 0.63 2,000k 11/1/1993 37 C-View Limited Currency Managed Account Program 0.65 5,000k 10/1/1996 36 Rotella Capital Management Rotella Polaris Program (Diversified) 0.67 10,000k 1/1/1991 35 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.08 1,000k 3/1/2003 34 Eclipse Capital Management Global Monetary 1.12 5,000k 8/1/1990 33 Witter & Lester, Inc. Redstone 1.26 500k 9/1/1994 32 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 1.26 10,000k 4/1/2004 31 Ansbacher Investment Management Market Neutral Put Skew Program 1.34 250k 1/1/1996 30 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 1.61 1,000k 9/1/1997 29 Lynx Asset Management AB Lynx Program 2.12 75k 5/1/2000 28 John Locke Investments Cyril Systematic Program 2.21 8,000k 7/1/2000 27 Clarke Capital Management Global Basic 2.35 50k 2/1/1996 26 LJM Partners LJM Moderately Aggressive Strategy 2.44 500k 4/1/2003 25 Northfield Trading Diversified 2.60 2,000k 7/1/1989 24 Strategic Capital Advisors LLC Contrarian 500 2.63 500k 12/1/2003 23 Rhicon Currency Management Rhicon Strategic Program 2.86 500k 1/1/2004 22 Covenant Capital Management Original Program 3.08 5,000k 9/1/1999 21 Winton Capital Management Diversified 3.09 50,000k 10/1/1997 20 FORT LP Fort Global Contrarian 3.39 2,000k 10/1/2002 19 LJM Partners LJM Aggressive Strategy 3.63 500k 7/1/1998 18 AIS Capital Management, L.P. MAAP (2x-4x) Composite 3.68 3,000k 10/1/1992 17 DUNN Capital Management D'Best Futures Fund, L.P. 3.85 100k 6/1/1994 16 Clarke Capital Management FX Plus 3.94 1,000k 5/1/2004 15 Hawksbill Capital Management Global Diversified 3.95 5,000k 11/1/1988 14 KMJ Investments KMJ Investments 3.99 1,000k 8/1/1994 13 Welton Investment Partners Welton Global 4.01 10,000k 6/1/2004 12 Eckhardt Trading Company Evolution Strategies 4.40 20,000k 8/1/1991 11 Covenant Capital Management Aggressive Program 4.46 3,000k 2/1/2004 10 Eckhardt Trading Company Evolution Strategies 1.2X 5.11 10,000k 10/1/1991 9 FORT LP Fort Global Diversified 5.18 2,000k 10/1/1993 8 AIS Capital Management, L.P. MAAP (3x-6x) Composite 6.78 2,000k 7/1/1992 7 Witter & Lester, Inc. Stock Index Futures Trading Program 7.10 400k 1/1/1988 6 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 7.66 100k 3/1/2003 5 DUNN Capital Management DUNN Combined Fund (DCF) 8.14 100k 5/1/1989 4 DUNN Capital Management World Monetary and Agriculture Program (WMA) 9.29 100k 11/1/1984 3 Kinkopf Capital Management KCM S&P (Proprietary) 10.25 100k 1/1/1999 2 Rosetta Capital Management Rosetta Trading Program 11.26 100k 4/1/2000 1 Di Tomasso Group Inc. Equilibrium Program 19.93 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.