IASG CTA Index For January 2005 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 Jan 2005 Min Inv Inception 126 Heyden & Steindl GmbH TOMAC2 -17.03 5,000k 3/1/2003 125 Superfund Group Superfund Green Master -15.92 2,000k 5/1/2001 124 Superfund Group Superfund Green L.P. Series B -14.74 5k 10/1/2002 123 Superfund Group Superfund Green GCT USD -12.48 15k 1/1/2000 122 Clarke Capital Management FX Plus -12.35 1,000k 5/1/2004 121 Briarwood Capital Management, Inc. Diversified 2XL -11.05 250k 11/1/2004 120 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -10.10 200k 11/1/1999 119 Red Oak Commodity Advisors Investment Program -10.02 5,000k 12/1/1989 118 Superfund Group Superfund Green L.P. Series A -9.87 5k 10/1/2002 117 John Locke Investments Cyril Systematic Program -9.87 8,000k 7/1/2000 116 Conquest Capital Group Conquest Macro -9.80 250k 5/1/1999 115 Alder Capital DAC Alder Global 20 -9.20 250k 2/1/2001 114 Hawksbill Capital Management Global Diversified -8.83 5,000k 11/1/1988 113 Di Tomasso Group Inc. Equilibrium Program -8.75 5,000k 1/1/2002 112 Mark J. Walsh Company Standard Program -8.13 2,000k 9/1/1985 111 Alee Capital Management, LLC Poniente Program -7.77 2,500k 1/1/1999 110 Alee Capital Management, LLC Mistral Program -7.65 2,500k 1/1/1999 109 Hyman Beck and Company Global Portfolio -7.10 1,000k 3/1/1991 108 Superfund Group Superfund Green Q-AG -6.97 2k 3/1/1996 107 Parizek Capital Futures Trading Program -6.85 500k 4/1/2000 106 Clarke Capital Management Millennium -6.53 1,000k 1/1/1998 105 Rabar Market Research Diversified Program -6.37 2,000k 1/1/1989 104 Sunrise Capital Partners Sunrise Expanded Diversified Program -6.09 1/1/1989 103 Briarwood Capital Management, Inc. Diversified Trading Program -5.96 3,000k 7/1/2001 102 Saxon Investment Corporation Aggressive Diversified Program -5.93 2,000k 11/1/1993 101 Welton Investment Partners Welton Global -5.53 10,000k 6/1/2004 100 Dreiss Research Corporation Diversified Program -5.51 1,000k 5/1/1991 99 DUNN Capital Management D'Best Futures Fund, L.P. -5.49 100k 6/1/1994 98 Abraham Trading Company Diversified Program -5.48 10,000k 1/1/1988 97 Winton Capital Management Diversified -5.38 50,000k 10/1/1997 96 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -5.32 0k 11/1/1996 95 Clarke Capital Management Global Magnum -5.20 100k 8/1/1997 94 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -5.18 10,000k 3/1/2003 93 Clarke Capital Management Global Basic -5.14 50k 2/1/1996 92 EMC Capital Advisors, LLC Classic -5.00 5,000k 1/1/1985 91 Eclipse Capital Management Global Monetary -4.95 5,000k 8/1/1990 90 Conquest Capital Group Conquest Select -4.88 250k 6/1/2004 89 Alder Capital DAC Alder Global 10 -4.50 250k 10/1/2000 88 Transtrend B.V. DTP – Enhanced Risk (JPY) -4.37 10,000k 8/1/2004 87 DUNN Capital Management DUNN Combined Fund (DCF) -4.36 100k 5/1/1989 86 QCM Global Diversified Programme -4.36 500k 12/1/1995 85 Transtrend B.V. DTP – Enhanced Risk (USD) -4.35 10,000k 1/1/1995 84 Transtrend B.V. DTP – Enhanced Risk (EUR) -4.31 10,000k 8/1/1999 83 Mulvaney Capital Management The Mulvaney Global Markets Fund -4.28 100k 5/1/1999 82 Tactical Investment Management Tactical Institutional Commodity Program -4.20 10,000k 4/1/1993 81 Lynx Asset Management AB Lynx Program -4.18 75k 5/1/2000 80 Eckhardt Trading Company Evolution Strategies 1.2X -4.09 10,000k 10/1/1991 79 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.09 100k 11/1/1984 78 Southwest Managed Investments, LLC Global Diversified -3.88 200k 1/1/2002 77 Chesapeake Capital Diversified (LV) -3.82 100k 2/1/1988 76 Kaiser Trading Group Kaiser Global Diversified Program - Class B -3.73 1,000k 3/1/1998 75 Saxon Investment Corporation Diversified Program -3.72 3,000k 9/1/1988 74 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -3.65 100k 3/1/2003 73 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.59 100k 1/1/2000 72 Kelly Angle Inc. Genesis Program -3.51 2,000k 4/1/2000 71 Millburn Ridgefield Corporation Diversified Program -3.48 20,000k 2/1/1977 70 Eckhardt Trading Company Evolution Strategies -3.38 20,000k 8/1/1991 69 Transtrend B.V. DTP – Standard Risk (EUR) -3.04 10,000k 2/1/1999 68 Estlander & Partners Alpha Trend -2.92 30,000k 10/1/1991 67 Covenant Capital Management Aggressive Program -2.77 3,000k 2/1/2004 66 Rotella Capital Management Rotella Polaris Program (Diversified) -2.74 10,000k 1/1/1991 65 Millburn Ridgefield Corporation Multi-Markets Program -2.70 25,000k 10/1/2004 64 NuWave Investment Management, LLC Combined Futures Portfolio -2.67 5,000k 6/1/2001 63 NuWave Investment Management, LLC NuWave Investment Partners LP -2.67 250k 6/1/2001 62 Rivoli Fund Management Rivoli International Fund (E) -2.63 5,000k 10/1/1996 61 Mondiale Asset Management Mondiale Trading Program -2.55 0k 9/1/1997 60 Covenant Capital Management Original Program -2.49 5,000k 9/1/1999 59 Estlander & Partners Global XL -2.48 5,000k 8/1/1991 58 MERIT Alternative Investments GmbH Futures Portfolio -2.44 2,000k 6/1/1998 57 Drury Capital Diversified Trend-Following Program -2.34 5,000k 5/1/1997 56 RAM Management Group MRTP Aggressive -2.11 1,000k 2/1/1998 55 Rhicon Currency Management Rhicon Strategic Program -2.00 500k 1/1/2004 54 Clarke Capital Management Worldwide -1.83 250k 1/1/1996 53 M.S. Capital Management Global Diversified Program -1.80 2,000k 11/1/1998 52 Jaguar Investments Ltd Vario Capital Strategy -1.79 1,000k 5/1/2016 51 Keck Capital Management LLC The Keck Program -1.69 2,000k 12/1/2003 50 Spectrum Asset Management LLC Global Diversified -1.57 2,000k 1/1/2001 49 Estlander & Partners Global Markets -1.22 10,000k 8/1/1999 48 Strategic Ag Trading SAT GRAINS -1.20 100k 4/1/2002 47 Kinkopf Capital Management KCM S&P (Proprietary) -1.13 100k 1/1/1999 46 Rhicon Currency Management Rhicon Systematic Currency Program -1.04 3,000k 1/1/2004 45 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.01 10,000k 1/1/2001 44 Witter & Lester, Inc. Stock Index Futures Trading Program -0.96 400k 1/1/1988 43 Northfield Trading Diversified -0.90 2,000k 7/1/1989 42 KMJ Investments KMJ Investments -0.88 1,000k 8/1/1994 41 Rosetta Capital Management Rosetta Trading Program -0.82 100k 4/1/2000 40 Trigon Investment Advisors, LLC Foreign Exchange Program -0.77 5,000k 8/1/2000 39 Witter & Lester, Inc. Redstone -0.73 500k 9/1/1994 38 RAM Management Group RAM MRTP 1X-Conservative -0.70 1,000k 9/1/1993 37 AIS Capital Management, L.P. MAAP (3x-6x) Composite -0.59 2,000k 7/1/1992 36 Crabel Capital Management Crabel Multi-Product -0.55 1,000k 3/1/1998 35 Quantitative Investment Management Quantitative Global Program -0.40 20,000k 10/1/2003 34 Red Rock Capital, LLC Systematic Global Macro -0.34 500k 9/1/2003 33 C-View Limited Currency Managed Account Program -0.26 5,000k 10/1/1996 32 FORT LP Fort Global Diversified -0.19 2,000k 3/1/2002 28 Strategic Ag Trading Chatham 0.00 100k 1/1/2005 22 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 0.00 100k 1/1/2005 31 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.00 1,000k 1/1/2005 30 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 25 Somers Brothers Capital Diversified Futures Program #1 0.00 100k 1/1/2005 23 Mobius Asset Management Energy Weighted Program 0.00 250k 1/1/2005 26 Quantica Capital AG Quantica Managed Futures 0.00 10,000k 1/1/2005 29 Robust Methods LLC Macro Managed Account 0.00 5,000k 1/1/2005 24 Revolution Capital Management Alpha Fund 0.00 50k 1/1/2005 27 Four Seasons Commodities Corp Lone Star Program 0.00 300k 1/1/2005 21 Mobius Asset Management Diversified Program 0.07 250k 3/1/2004 20 AIS Capital Management, L.P. MAAP (2x-4x) Composite 0.32 3,000k 10/1/1992 19 Warrington Asset Management Warrington Strategic Program 0.47 50k 1/1/1997 18 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.55 1,000k 1/1/1999 17 Manning & Napier MN Xenon Global Fixed Income Program 0.60 2,000k 8/1/2004 16 Quantmetrics Capital Management LLP Premier 12V Strategy 0.64 10,000k 4/1/2003 15 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.79 10,000k 4/1/2004 14 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.80 1,000k 9/1/1997 13 Xplor Capital Management, LLC Global CTA Program 0.91 1,500k 7/1/2004 12 Range Wise Investment Program 0.95 250k 2/1/1991 11 Systematic Alpha Management Systematic Alpha Futures Program 1.09 100k 6/1/2004 10 FORT LP Fort Global Contrarian 1.25 2,000k 10/1/2002 9 ISAM ISAM Systematic Trend Fund 1.30 1,000k 6/1/2001 8 Mobius Asset Management Custom Trading Program 1.57 100k 1/1/2002 7 Ansbacher Investment Management Market Neutral Put Skew Program 1.59 150k 1/1/1996 6 Rivoli Fund Management Rivoli International Fund (V9) 2.19 5,000k 1/1/2002 5 Strategic Capital Advisors LLC Contrarian 500 2.19 250k 12/1/2003 4 IKOS The IKOS Hedge Fund 3.27 10,000k 7/1/1998 3 LJM Partners LJM Moderately Aggressive Strategy 4.67 500k 4/1/2003 2 Shield Plus LLC Shield Plus Natural Gas 6.27 50k 1/1/2004 1 LJM Partners LJM Aggressive Strategy 6.73 500k 7/1/1998 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.