IASG CTA Index For October 2005 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 Oct 2005 Min Inv Inception 145 AIS Capital Management, L.P. MAAP (3x-6x) Composite -16.68 2,000k 7/1/1992 144 Superfund Group Superfund Green Master -15.12 2,000k 5/1/2001 143 Superfund Group Superfund Green GCT USD -13.00 15k 1/1/2000 142 Keck Capital Management LLC The Keck Program -11.98 2,000k 12/1/2003 141 AIS Capital Management, L.P. MAAP (2x-4x) Composite -11.57 3,000k 10/1/1992 140 Superfund Group Superfund Green L.P. Series B -10.77 5k 10/1/2002 139 Insch Capital Management SA Interbank Currency Program - 3X Leverage -9.80 100k 1/1/2000 138 QCM Global Diversified Programme -9.14 500k 12/1/1995 137 Clarke Capital Management FX Plus -8.76 1,000k 5/1/2004 136 Estlander & Partners Global XL -8.22 5,000k 8/1/1991 135 Superfund Group Superfund Green L.P. Series A -7.93 5k 10/1/2002 134 EMC Capital Advisors, LLC Classic -7.60 5,000k 1/1/1985 133 NuWave Investment Management, LLC Combined Futures Portfolio -7.18 5,000k 6/1/2001 132 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -7.02 10k 7/1/2005 131 Schindler Capital Management, LLC Dairy Advantage Program -6.67 400k 8/1/2005 130 NuWave Investment Management, LLC NuWave Investment Partners LP -6.50 250k 6/1/2001 129 Superfund Group Superfund Green Q-AG -6.29 2k 3/1/1996 128 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -6.18 5,000k 1/1/2005 127 Clarke Capital Management Jupiter -6.11 3,000k 5/1/2005 126 Abraham Trading Company Diversified Program -5.98 10,000k 1/1/1988 125 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -5.88 100k 1/1/2005 124 Rivoli Fund Management Rivoli International Fund (V9) -5.82 5,000k 1/1/2002 123 Robust Methods LLC Macro Managed Account -5.78 5,000k 1/1/2005 122 Mulvaney Capital Management The Mulvaney Global Markets Fund -5.64 100k 5/1/1999 121 Rivoli Fund Management Rivoli International Fund (E) -5.61 5,000k 10/1/1996 120 Strategic Ag Trading SAT GRAINS -5.32 100k 4/1/2002 119 Eclipse Capital Management Global Monetary -5.28 5,000k 8/1/1990 118 Mobius Asset Management Energy Weighted Program -5.10 250k 1/1/2005 117 Hawksbill Capital Management Global Diversified -4.92 5,000k 11/1/1988 116 Chesapeake Capital Diversified (LV) -4.75 100k 2/1/1988 115 Quantica Capital AG Quantica Managed Futures -4.70 5,000k 1/1/2005 114 Estlander & Partners Global Markets -4.04 10,000k 8/1/1999 113 Clarke Capital Management Millennium -4.02 1,000k 1/1/1998 112 Tactical Investment Management Tactical Institutional Commodity Program -4.01 10,000k 4/1/1993 111 Mark J. Walsh Company Standard Program -3.91 2,000k 9/1/1985 110 Rabar Market Research Diversified Program -3.71 2,000k 1/1/1989 109 Molinero Capital Management LLP Global Markets Program -3.68 2,000k 7/1/2005 108 FORT LP Fort Global Diversified -3.52 2,000k 10/1/1993 107 Superfund Group Superfund Blue SPC Class A (EUR) -3.47 50k 4/1/2005 106 RAM Management Group MRTP Aggressive -3.39 1,000k 2/1/1998 105 FORT LP Fort Global Contrarian -3.35 2,000k 10/1/2002 104 Trigon Investment Advisors, LLC Foreign Exchange Program -3.31 5,000k 8/1/2000 103 Wimmer Horizon LLP Managed Account -3.10 5,000k 5/1/2005 102 Spectrum Asset Management LLC Global Diversified -3.06 2,000k 1/1/2001 101 Red Oak Commodity Advisors Investment Program -3.05 5,000k 12/1/1989 100 Strategic Ag Trading Chatham -3.01 100k 1/1/2005 99 Winton Capital Management Diversified -2.95 50,000k 10/1/1997 98 ISAM ISAM Systematic Trend Fund -2.87 1,000k 6/1/2001 97 Conquest Capital Group Conquest Select -2.85 250k 6/1/2004 96 Millburn Ridgefield Corporation Diversified Program -2.84 20,000k 2/1/1977 95 Welton Investment Partners Welton Global -2.23 10,000k 6/1/2004 94 Crabel Capital Management Crabel Multi-Product -2.21 1,000k 3/1/1998 93 Ancile Capital Management Global Markets Program -2.18 2,000k 4/1/2005 92 Rhicon Currency Management Rhicon Strategic Program -2.14 500k 1/1/2004 91 Millburn Ridgefield Corporation Multi-Markets Program -2.04 25,000k 10/1/2004 90 MERIT Alternative Investments GmbH Futures Portfolio -2.01 2,000k 6/1/1998 89 C-View Limited Currency Managed Account Program -1.88 5,000k 10/1/1996 88 Heyden & Steindl GmbH TOMAC2 -1.84 5,000k 3/1/2003 87 Blackwater Capital Management Global Program -1.78 5,000k 7/1/2005 86 Clarke Capital Management Worldwide -1.48 250k 1/1/1996 85 Transtrend B.V. DTP – Enhanced Risk (JPY) -1.43 10,000k 8/1/2004 84 Southwest Managed Investments, LLC Global Diversified -1.35 200k 1/1/2002 83 Ansbacher Investment Management Market Neutral Put Skew Program -1.33 250k 1/1/1996 82 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.22 200k 11/1/1999 81 KMJ Investments KMJ Investments -1.13 1,000k 8/1/1994 80 RAM Management Group RAM MRTP 1X-Conservative -1.12 1,000k 9/1/1993 79 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.12 10,000k 8/1/1999 78 Conquest Capital Group Conquest Macro -1.07 250k 5/1/1999 77 M6 Capital Management LLC Standard Program -1.02 300k 7/1/2005 76 DUNN Capital Management World Monetary and Agriculture Program (WMA) -0.94 100k 11/1/1984 75 Northfield Trading Diversified -0.90 2,000k 7/1/1989 74 Covenant Capital Management Aggressive Program -0.78 3,000k 2/1/2004 73 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -0.76 0k 11/1/1996 72 Transtrend B.V. DTP – Enhanced Risk (USD) -0.67 10,000k 1/1/1995 71 Jaguar Investments Ltd Vario Capital Strategy -0.50 1,000k 5/1/2016 70 Transtrend B.V. DTP – Standard Risk (EUR) -0.43 10,000k 2/1/1999 69 Clarke Capital Management Global Basic -0.28 50k 2/1/1996 68 Clarke Capital Management Global Magnum -0.21 100k 8/1/1997 67 Dreiss Research Corporation Diversified Program -0.21 1,000k 5/1/1991 66 Covenant Capital Management Original Program -0.21 5,000k 9/1/1999 65 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -0.16 100k 3/1/2003 64 Millburn Ridgefield Corporation Commodity Program -0.16 25,000k 3/1/2005 63 Strategic Capital Advisors LLC Contrarian 500 -0.08 500k 12/1/2003 58 Claughton Capital ARP Institutional Program 0.00 1,000k 10/1/2005 60 Superfund Group Superfund Green Gold A (SPC) 0.00 5k 10/1/2005 61 Superfund Group Superfund Green Gold B (SPC) 0.00 50k 10/1/2005 59 Crescent Bay Capital Management Premium Stock Index Program 0.00 10k 10/1/2005 62 Superfund Group Superfund Green Gold C (SPC) 0.00 100k 10/1/2005 57 Shield Plus LLC Shield Plus Natural Gas 0.02 50k 1/1/2004 56 Mondiale Asset Management Mondiale Trading Program 0.06 0k 9/1/1997 55 Alee Capital Management, LLC Poniente Program 0.06 2,500k 1/1/1999 54 IKOS The IKOS Hedge Fund 0.20 10,000k 7/1/1998 53 Eckhardt Trading Company Evolution Strategies 1.2X 0.31 10,000k 10/1/1991 52 Eckhardt Trading Company Evolution Strategies 0.31 20,000k 8/1/1991 51 Range Wise Investment Program 0.33 250k 2/1/1991 50 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.33 1,000k 1/1/1999 49 Witter & Lester, Inc. Redstone 0.35 500k 9/1/1994 48 Quantmetrics Capital Management LLP Premier 12V Strategy 0.35 10,000k 4/1/2003 47 Rotella Capital Management Rotella Polaris Program (Diversified) 0.44 10,000k 1/1/1991 46 Warrington Asset Management Warrington Strategic Program 0.45 50k 1/1/1997 45 LJM Partners LJM Moderately Aggressive Strategy 0.48 500k 4/1/2003 44 M.S. Capital Management Global Diversified Program 0.49 2,000k 11/1/1998 43 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.51 1,000k 1/1/2005 42 Quantitative Investment Management Quantitative Global Program 0.56 20,000k 10/1/2003 41 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.58 1,000k 9/1/1997 40 Four Seasons Commodities Corp Lone Star Program 0.60 300k 1/1/2005 39 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.64 10,000k 4/1/2004 38 Rhicon Currency Management Rhicon Systematic Currency Program 0.75 3,000k 1/1/2004 37 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.76 10,000k 1/1/2001 36 Xplor Capital Management, LLC Global CTA Program 0.81 1,500k 7/1/2004 35 LJM Partners LJM Aggressive Strategy 0.88 500k 7/1/1998 34 Saxon Investment Corporation Diversified Program 0.89 3,000k 9/1/1988 33 Four Seasons Commodities Corp Hawkeye Spread Program 0.89 500k 3/1/2005 32 Drury Capital Diversified Trend-Following Program 0.95 5,000k 5/1/1997 31 Dominion Capital Sapphire Program 1.03 3,000k 5/1/2005 30 Sunrise Capital Partners Sunrise Expanded Diversified Program 1.06 1/1/1989 29 Romanesco Capital Management B.V Persistence Program 1.15 5,000k 9/1/2005 28 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.21 1,000k 3/1/1998 27 Estlander & Partners Alpha Trend 1.22 30,000k 10/1/1991 26 Saxon Investment Corporation Aggressive Diversified Program 1.49 2,000k 11/1/1993 25 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.63 1,000k 3/1/2003 24 Manning & Napier MN Xenon Global Fixed Income Program 1.75 2,000k 8/1/2004 23 Lynx Asset Management AB Lynx Program 1.96 75k 5/1/2000 22 John Locke Investments Cyril Systematic Program 2.04 8,000k 7/1/2000 21 Di Tomasso Group Inc. Equilibrium Program 2.12 5,000k 1/1/2002 20 Briarwood Capital Management, Inc. Diversified Trading Program 2.19 3,000k 7/1/2001 19 DUNN Capital Management DUNN Combined Fund (DCF) 2.38 100k 5/1/1989 18 Revolution Capital Management Alpha Fund 2.53 50k 1/1/2005 17 Parizek Capital Futures Trading Program 2.55 500k 4/1/2000 16 Systematic Alpha Management Systematic Alpha Futures Program 2.56 100k 6/1/2004 15 Somers Brothers Capital Diversified Futures Program #1 2.60 100k 1/1/2005 14 Alee Capital Management, LLC Mistral Program 2.61 2,500k 1/1/1999 13 Hyman Beck and Company Global Portfolio 2.94 1,000k 3/1/1991 12 Alder Capital DAC Alder Global 10 3.00 250k 10/1/2000 11 DUNN Capital Management D'Best Futures Fund, L.P. 3.10 100k 6/1/1994 10 Mobius Asset Management Custom Trading Program 3.15 100k 1/1/2002 9 Witter & Lester, Inc. Stock Index Futures Trading Program 3.37 400k 1/1/1988 8 Mobius Asset Management Diversified Program 3.38 250k 3/1/2004 7 Briarwood Capital Management, Inc. Diversified 2XL 4.57 250k 11/1/2004 6 Red Rock Capital, LLC Systematic Global Macro 4.69 500k 9/1/2003 5 Alder Capital DAC Alder Global 20 5.80 250k 2/1/2001 4 Kinkopf Capital Management KCM S&P (Proprietary) 6.28 100k 1/1/1999 3 Amplitude Capital International Limited Dynamic Strategy 6.91 6/1/2005 2 Rosetta Capital Management Rosetta Trading Program 7.25 100k 4/1/2000 1 Kelly Angle Inc. Genesis Program 11.56 2,000k 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.