IASG CTA Index For February 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 Feb 2005 Min Inv Inception 126 Rivoli Fund Management Rivoli International Fund (E) -9.35 5,000k 10/1/1996 125 Abraham Trading Company Diversified Program -8.95 10,000k 1/1/1988 124 DUNN Capital Management World Monetary and Agriculture Program (WMA) -6.72 100k 11/1/1984 123 DUNN Capital Management DUNN Combined Fund (DCF) -6.62 100k 5/1/1989 122 Keck Capital Management LLC The Keck Program -6.06 2,000k 12/1/2003 121 DUNN Capital Management D'Best Futures Fund, L.P. -5.27 100k 6/1/1994 120 Range Wise Investment Program -4.93 250k 2/1/1991 119 Clarke Capital Management Millennium -4.66 1,000k 1/1/1998 118 Strategic Ag Trading Chatham -4.63 100k 1/1/2005 117 Drury Capital Diversified Trend-Following Program -4.57 5,000k 5/1/1997 116 Revolution Capital Management Alpha Fund -4.31 50k 1/1/2005 115 Rivoli Fund Management Rivoli International Fund (V9) -3.90 5,000k 1/1/2002 114 Rhicon Currency Management Rhicon Systematic Currency Program -3.43 3,000k 1/1/2004 113 Trigon Investment Advisors, LLC Foreign Exchange Program -2.92 5,000k 8/1/2000 112 Four Seasons Commodities Corp Lone Star Program -2.54 300k 1/1/2005 111 Estlander & Partners Global XL -2.44 5,000k 8/1/1991 110 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -2.41 0k 11/1/1996 109 Quantica Capital AG Quantica Managed Futures -2.40 10,000k 1/1/2005 108 Xplor Capital Management, LLC Global CTA Program -2.13 1,500k 7/1/2004 107 Saxon Investment Corporation Aggressive Diversified Program -1.69 2,000k 11/1/1993 106 Quantitative Investment Management Quantitative Global Program -1.65 20,000k 10/1/2003 105 Kelly Angle Inc. Genesis Program -1.65 2,000k 4/1/2000 104 Eclipse Capital Management Global Monetary -1.62 5,000k 8/1/1990 103 Estlander & Partners Global Markets -1.03 10,000k 8/1/1999 102 Conquest Capital Group Conquest Macro -1.02 250k 5/1/1999 101 Spectrum Asset Management LLC Global Diversified -0.98 2,000k 1/1/2001 100 Saxon Investment Corporation Diversified Program -0.97 3,000k 9/1/1988 99 ISAM ISAM Systematic Trend Fund -0.96 1,000k 6/1/2001 98 Red Rock Capital, LLC Systematic Global Macro -0.95 500k 9/1/2003 97 KMJ Investments KMJ Investments -0.91 1,000k 8/1/1994 96 NuWave Investment Management, LLC NuWave Investment Partners LP -0.72 250k 6/1/2001 95 FORT LP Fort Global Diversified -0.63 2,000k 3/1/2002 94 Somers Brothers Capital Diversified Futures Program #1 -0.60 100k 1/1/2005 93 Hyman Beck and Company Global Portfolio -0.59 1,000k 3/1/1991 92 Superfund Group Superfund Green Master -0.53 2,000k 5/1/2001 91 NuWave Investment Management, LLC Combined Futures Portfolio -0.48 5,000k 6/1/2001 90 Alee Capital Management, LLC Poniente Program -0.47 2,500k 1/1/1999 89 FORT LP Fort Global Contrarian -0.44 2,000k 10/1/2002 88 M.S. Capital Management Global Diversified Program -0.35 2,000k 11/1/1998 87 Quantmetrics Capital Management LLP Premier 12V Strategy -0.33 10,000k 4/1/2003 86 Jaguar Investments Ltd Vario Capital Strategy -0.25 1,000k 5/1/2016 85 Strategic Ag Trading SAT GRAINS -0.19 100k 4/1/2002 84 Clarke Capital Management Worldwide -0.18 250k 1/1/1996 83 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.13 1,000k 9/1/1997 82 Sunrise Capital Partners Sunrise Expanded Diversified Program -0.12 1/1/1989 81 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 80 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.13 10,000k 1/1/2001 79 Eckhardt Trading Company Evolution Strategies 0.23 20,000k 8/1/1991 78 Millburn Ridgefield Corporation Diversified Program 0.27 20,000k 2/1/1977 77 Eckhardt Trading Company Evolution Strategies 1.2X 0.29 10,000k 10/1/1991 76 Northfield Trading Diversified 0.30 2,000k 7/1/1989 75 Southwest Managed Investments, LLC Global Diversified 0.43 200k 1/1/2002 74 Chesapeake Capital Diversified (LV) 0.46 100k 2/1/1988 73 QCM Global Diversified Programme 0.49 500k 12/1/1995 72 Superfund Group Superfund Green Q-AG 0.49 2k 3/1/1996 71 Ansbacher Investment Management Market Neutral Put Skew Program 0.50 150k 1/1/1996 70 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.54 100k 5/1/1999 69 Welton Investment Partners Welton Global 0.56 10,000k 6/1/2004 68 Clarke Capital Management Global Basic 0.65 50k 2/1/1996 67 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.67 1,000k 1/1/1999 66 Mondiale Asset Management Mondiale Trading Program 0.80 0k 9/1/1997 65 Rosetta Capital Management Rosetta Trading Program 0.86 100k 4/1/2000 64 IKOS The IKOS Hedge Fund 0.86 10,000k 7/1/1998 63 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 0.96 200k 11/1/1999 62 LJM Partners LJM Moderately Aggressive Strategy 1.05 500k 4/1/2003 61 Rotella Capital Management Rotella Polaris Program (Diversified) 1.05 10,000k 1/1/1991 60 Robust Methods LLC Macro Managed Account 1.06 5,000k 1/1/2005 59 Manning & Napier MN Xenon Global Fixed Income Program 1.12 2,000k 8/1/2004 58 Tactical Investment Management Tactical Institutional Commodity Program 1.12 10,000k 4/1/1993 57 Witter & Lester, Inc. Redstone 1.16 500k 9/1/1994 56 C-View Limited Currency Managed Account Program 1.22 5,000k 10/1/1996 55 Mobius Asset Management Energy Weighted Program 1.27 250k 1/1/2005 54 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.29 10,000k 3/1/2003 53 Alder Capital DAC Alder Global 10 1.30 250k 10/1/2000 52 Crabel Capital Management Crabel Multi-Product 1.40 1,000k 3/1/1998 51 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.49 100k 1/1/2005 50 MERIT Alternative Investments GmbH Futures Portfolio 1.52 2,000k 6/1/1998 49 LJM Partners LJM Aggressive Strategy 1.54 500k 7/1/1998 48 Lynx Asset Management AB Lynx Program 1.61 75k 5/1/2000 47 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.66 100k 1/1/2000 46 Warrington Asset Management Warrington Strategic Program 1.69 50k 1/1/1997 45 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.72 1,000k 3/1/1998 44 Superfund Group Superfund Green L.P. Series A 1.78 5k 10/1/2002 43 Transtrend B.V. DTP – Standard Risk (EUR) 1.79 10,000k 2/1/1999 42 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 1.82 1,000k 1/1/2005 41 RAM Management Group RAM MRTP 1X-Conservative 1.90 1,000k 9/1/1993 40 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 1.94 10,000k 4/1/2004 39 Mobius Asset Management Custom Trading Program 2.21 100k 1/1/2002 38 Millburn Ridgefield Corporation Multi-Markets Program 2.31 25,000k 10/1/2004 37 Superfund Group Superfund Green GCT USD 2.54 15k 1/1/2000 36 Clarke Capital Management FX Plus 2.57 1,000k 5/1/2004 35 Alder Capital DAC Alder Global 20 2.60 250k 2/1/2001 34 Transtrend B.V. DTP – Enhanced Risk (USD) 2.74 10,000k 1/1/1995 33 Conquest Capital Group Conquest Select 2.88 250k 6/1/2004 32 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.97 10,000k 8/1/1999 31 Transtrend B.V. DTP – Enhanced Risk (JPY) 2.99 10,000k 8/1/2004 30 Briarwood Capital Management, Inc. Diversified Trading Program 3.06 3,000k 7/1/2001 29 Red Oak Commodity Advisors Investment Program 3.28 5,000k 12/1/1989 28 Heyden & Steindl GmbH TOMAC2 3.28 5,000k 3/1/2003 27 Strategic Capital Advisors LLC Contrarian 500 3.32 250k 12/1/2003 26 Witter & Lester, Inc. Stock Index Futures Trading Program 3.65 400k 1/1/1988 25 Systematic Alpha Management Systematic Alpha Futures Program 3.69 100k 6/1/2004 24 Rhicon Currency Management Rhicon Strategic Program 3.86 500k 1/1/2004 23 Parizek Capital Futures Trading Program 3.88 500k 4/1/2000 22 Superfund Group Superfund Green L.P. Series B 3.94 5k 10/1/2002 21 Kinkopf Capital Management KCM S&P (Proprietary) 4.64 100k 1/1/1999 20 Dreiss Research Corporation Diversified Program 5.13 1,000k 5/1/1991 19 Clarke Capital Management Global Magnum 5.14 100k 8/1/1997 18 Rabar Market Research Diversified Program 5.18 2,000k 1/1/1989 17 RAM Management Group MRTP Aggressive 5.79 1,000k 2/1/1998 16 Briarwood Capital Management, Inc. Diversified 2XL 6.26 250k 11/1/2004 15 Winton Capital Management Diversified 6.58 50,000k 10/1/1997 14 Mark J. Walsh Company Standard Program 6.73 2,000k 9/1/1985 13 John Locke Investments Cyril Systematic Program 6.90 8,000k 7/1/2000 12 EMC Capital Advisors, LLC Classic 7.30 5,000k 1/1/1985 11 Estlander & Partners Alpha Trend 7.53 30,000k 10/1/1991 10 Alee Capital Management, LLC Mistral Program 7.57 2,500k 1/1/1999 9 Mobius Asset Management Diversified Program 8.49 250k 3/1/2004 8 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 10.81 100k 3/1/2003 7 Covenant Capital Management Original Program 11.14 5,000k 9/1/1999 6 Shield Plus LLC Shield Plus Natural Gas 13.34 50k 1/1/2004 5 Hawksbill Capital Management Global Diversified 15.63 5,000k 11/1/1988 4 AIS Capital Management, L.P. MAAP (2x-4x) Composite 16.29 3,000k 10/1/1992 3 Covenant Capital Management Aggressive Program 17.12 3,000k 2/1/2004 2 AIS Capital Management, L.P. MAAP (3x-6x) Composite 26.64 2,000k 7/1/1992 1 Di Tomasso Group Inc. Equilibrium Program 29.02 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.