IASG CTA Index For June 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 Jun 2005 Min Inv Inception 134 Kinkopf Capital Management KCM S&P (Proprietary) -4.17 100k 1/1/1999 133 Saxon Investment Corporation Aggressive Diversified Program -3.67 2,000k 11/1/1993 132 Millburn Ridgefield Corporation Commodity Program -2.68 25,000k 3/1/2005 131 Drury Capital Diversified Trend-Following Program -2.42 5,000k 5/1/1997 130 Red Rock Capital, LLC Systematic Global Macro -2.34 500k 9/1/2003 129 Saxon Investment Corporation Diversified Program -2.11 3,000k 9/1/1988 128 Quantitative Investment Management Quantitative Global Program -1.97 20,000k 10/1/2003 127 Covenant Capital Management Original Program -1.36 5,000k 9/1/1999 126 Four Seasons Commodities Corp Lone Star Program -1.34 300k 1/1/2005 125 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.09 10,000k 1/1/2001 124 Crabel Capital Management Crabel Multi-Product -1.05 1,000k 3/1/1998 123 KMJ Investments KMJ Investments -1.05 1,000k 8/1/1994 122 Briarwood Capital Management, Inc. Diversified 2XL -0.83 250k 11/1/2004 121 Quantmetrics Capital Management LLP Premier 12V Strategy -0.73 10,000k 4/1/2003 120 Tactical Investment Management Tactical Institutional Commodity Program -0.47 10,000k 4/1/1993 119 Trigon Investment Advisors, LLC Foreign Exchange Program -0.28 5,000k 8/1/2000 118 Sunrise Capital Partners Sunrise Expanded Diversified Program -0.27 1/1/1989 117 Superfund Group Superfund Blue SPC Class A (EUR) -0.20 50k 4/1/2005 116 Briarwood Capital Management, Inc. Diversified Trading Program -0.18 3,000k 7/1/2001 115 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.04 1,000k 9/1/1997 114 Amplitude Capital International Limited Dynamic Strategy 0.00 6/1/2005 113 Mark J. Walsh Company Standard Program 0.09 2,000k 9/1/1985 112 Clarke Capital Management Worldwide 0.13 250k 1/1/1996 111 Warrington Asset Management Warrington Strategic Program 0.13 50k 1/1/1997 110 Witter & Lester, Inc. Redstone 0.17 500k 9/1/1994 109 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.28 10,000k 4/1/2004 108 Clarke Capital Management Millennium 0.32 1,000k 1/1/1998 107 Alee Capital Management, LLC Poniente Program 0.43 2,500k 1/1/1999 106 Clarke Capital Management Global Magnum 0.52 100k 8/1/1997 105 Range Wise Investment Program 0.52 250k 2/1/1991 104 Spectrum Asset Management LLC Global Diversified 0.57 2,000k 1/1/2001 103 Four Seasons Commodities Corp Hawkeye Spread Program 0.65 500k 3/1/2005 102 Mondiale Asset Management Mondiale Trading Program 0.65 0k 9/1/1997 101 Parizek Capital Futures Trading Program 0.67 500k 4/1/2000 100 Somers Brothers Capital Diversified Futures Program #1 0.70 100k 1/1/2005 99 C-View Limited Currency Managed Account Program 0.71 5,000k 10/1/1996 98 Hawksbill Capital Management Global Diversified 0.79 5,000k 11/1/1988 97 Estlander & Partners Alpha Trend 0.93 30,000k 10/1/1991 96 Covenant Capital Management Aggressive Program 0.97 3,000k 2/1/2004 95 Welton Investment Partners Welton Global 1.02 10,000k 6/1/2004 94 Hyman Beck and Company Global Portfolio 1.09 1,000k 3/1/1991 93 Strategic Capital Advisors LLC Contrarian 500 1.11 500k 12/1/2003 92 Ansbacher Investment Management Market Neutral Put Skew Program 1.13 250k 1/1/1996 91 FORT LP Fort Global Contrarian 1.13 2,000k 10/1/2002 90 IKOS The IKOS Hedge Fund 1.18 10,000k 7/1/1998 89 Capricorn Strategies Limited Capricorn fxST (Lev1) 1.29 1,000k 1/1/1999 88 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.47 1,000k 3/1/1998 87 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 1.52 1,000k 1/1/2005 86 Southwest Managed Investments, LLC Global Diversified 1.54 200k 1/1/2002 85 Alee Capital Management, LLC Mistral Program 1.55 2,500k 1/1/1999 84 Rosetta Capital Management Rosetta Trading Program 1.57 100k 4/1/2000 83 Witter & Lester, Inc. Stock Index Futures Trading Program 1.74 400k 1/1/1988 82 Quantica Capital AG Quantica Managed Futures 1.90 5,000k 1/1/2005 81 Systematic Alpha Management Systematic Alpha Futures Program 1.90 100k 6/1/2004 80 RAM Management Group RAM MRTP 1X-Conservative 1.92 1,000k 9/1/1993 79 Conquest Capital Group Conquest Select 1.93 250k 6/1/2004 78 EMC Capital Advisors, LLC Classic 2.00 5,000k 1/1/1985 77 Rhicon Currency Management Rhicon Systematic Currency Program 2.22 3,000k 1/1/2004 76 Conquest Capital Group Conquest Macro 2.22 250k 5/1/1999 75 M.S. Capital Management Global Diversified Program 2.30 2,000k 11/1/1998 74 Alder Capital DAC Alder Global 10 2.38 250k 10/1/2000 73 Superfund Group Superfund Green L.P. Series A 2.44 5k 10/1/2002 72 Eclipse Capital Management Global Monetary 2.57 5,000k 8/1/1990 71 ISAM ISAM Systematic Trend Fund 2.59 1,000k 6/1/2001 70 Insch Capital Management SA Interbank Currency Program - 3X Leverage 2.62 100k 1/1/2000 69 Manning & Napier MN Xenon Global Fixed Income Program 2.63 2,000k 8/1/2004 68 Xplor Capital Management, LLC Global CTA Program 2.64 1,500k 7/1/2004 67 Transtrend B.V. DTP – Standard Risk (EUR) 2.72 10,000k 2/1/1999 66 Dominion Capital Sapphire Program 2.86 3,000k 5/1/2005 65 Rotella Capital Management Rotella Polaris Program (Diversified) 2.86 10,000k 1/1/1991 64 Di Tomasso Group Inc. Equilibrium Program 2.87 5,000k 1/1/2002 63 MERIT Alternative Investments GmbH Futures Portfolio 2.88 2,000k 6/1/1998 62 Red Oak Commodity Advisors Investment Program 2.89 5,000k 12/1/1989 61 Rabar Market Research Diversified Program 2.95 2,000k 1/1/1989 60 John Locke Investments Cyril Systematic Program 3.06 8,000k 7/1/2000 59 AIS Capital Management, L.P. MAAP (2x-4x) Composite 3.06 3,000k 10/1/1992 58 Revolution Capital Management Alpha Fund 3.09 50k 1/1/2005 57 Jaguar Investments Ltd Vario Capital Strategy 3.11 1,000k 5/1/2016 56 Winton Capital Management Diversified 3.13 50,000k 10/1/1997 55 Eckhardt Trading Company Evolution Strategies 3.25 20,000k 8/1/1991 54 Wimmer Horizon LLP Managed Account 3.27 5,000k 5/1/2005 53 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 3.29 0k 11/1/1996 52 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.29 1,000k 3/1/2003 51 Dreiss Research Corporation Diversified Program 3.39 1,000k 5/1/1991 50 Chesapeake Capital Diversified (LV) 3.40 100k 2/1/1988 49 Northfield Trading Diversified 3.50 2,000k 7/1/1989 48 FORT LP Fort Global Diversified 3.55 2,000k 10/1/1993 47 Superfund Group Superfund Green L.P. Series B 3.56 5k 10/1/2002 46 Lynx Asset Management AB Lynx Program 3.58 75k 5/1/2000 45 Eckhardt Trading Company Evolution Strategies 1.2X 3.65 10,000k 10/1/1991 44 LJM Partners LJM Moderately Aggressive Strategy 3.67 500k 4/1/2003 43 Robust Methods LLC Macro Managed Account 3.68 5,000k 1/1/2005 42 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.80 10,000k 8/1/2004 41 Superfund Group Superfund Green Q-AG 3.88 2k 3/1/1996 40 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 3.91 200k 11/1/1999 39 NuWave Investment Management, LLC Combined Futures Portfolio 3.98 5,000k 6/1/2001 38 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 4.00 5,000k 1/1/2005 37 LJM Partners LJM Aggressive Strategy 4.02 500k 7/1/1998 36 Transtrend B.V. DTP – Enhanced Risk (USD) 4.02 10,000k 1/1/1995 35 RAM Management Group MRTP Aggressive 4.06 1,000k 2/1/1998 34 AIS Capital Management, L.P. MAAP (3x-6x) Composite 4.11 2,000k 7/1/1992 33 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 4.12 100k 1/1/2005 32 Clarke Capital Management Global Basic 4.14 50k 2/1/1996 31 Transtrend B.V. DTP – Enhanced Risk (EUR) 4.18 10,000k 8/1/1999 30 Estlander & Partners Global Markets 4.19 10,000k 8/1/1999 29 NuWave Investment Management, LLC NuWave Investment Partners LP 4.21 250k 6/1/2001 28 Rhicon Currency Management Rhicon Strategic Program 4.52 500k 1/1/2004 27 Millburn Ridgefield Corporation Diversified Program 4.74 20,000k 2/1/1977 26 Heyden & Steindl GmbH TOMAC2 4.79 5,000k 3/1/2003 25 Alder Capital DAC Alder Global 20 4.82 250k 2/1/2001 24 Millburn Ridgefield Corporation Multi-Markets Program 5.01 25,000k 10/1/2004 23 Mulvaney Capital Management The Mulvaney Global Markets Fund 5.32 100k 5/1/1999 22 Clarke Capital Management Jupiter 5.33 3,000k 5/1/2005 21 Superfund Group Superfund Green Master 5.41 2,000k 5/1/2001 20 Ancile Capital Management Global Markets Program 5.42 2,000k 4/1/2005 19 Mobius Asset Management Energy Weighted Program 5.44 250k 1/1/2005 18 Superfund Group Superfund Green GCT USD 5.98 15k 1/1/2000 17 DUNN Capital Management D'Best Futures Fund, L.P. 6.13 100k 6/1/1994 16 Mobius Asset Management Custom Trading Program 6.23 100k 1/1/2002 15 Abraham Trading Company Diversified Program 6.66 10,000k 1/1/1988 14 Kelly Angle Inc. Genesis Program 6.86 2,000k 4/1/2000 13 Rivoli Fund Management Rivoli International Fund (V9) 7.12 5,000k 1/1/2002 12 QCM Global Diversified Programme 7.64 500k 12/1/1995 11 Rivoli Fund Management Rivoli International Fund (E) 8.19 5,000k 10/1/1996 10 Estlander & Partners Global XL 8.34 5,000k 8/1/1991 9 DUNN Capital Management DUNN Combined Fund (DCF) 9.07 100k 5/1/1989 8 Mobius Asset Management Diversified Program 9.39 250k 3/1/2004 7 Strategic Ag Trading SAT GRAINS 12.07 100k 4/1/2002 6 DUNN Capital Management World Monetary and Agriculture Program (WMA) 12.23 100k 11/1/1984 5 Clarke Capital Management FX Plus 12.80 1,000k 5/1/2004 4 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 13.42 100k 3/1/2003 3 Keck Capital Management LLC The Keck Program 14.05 2,000k 12/1/2003 2 Shield Plus LLC Shield Plus Natural Gas 15.45 50k 1/1/2004 1 Strategic Ag Trading Chatham 21.36 100k 1/1/2005 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.