IASG CTA Index For July 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 Jul 2005 Min Inv Inception 138 Abraham Trading Company Diversified Program -12.16 10,000k 1/1/1988 137 Clarke Capital Management Millennium -10.71 1,000k 1/1/1998 136 Saxon Investment Corporation Aggressive Diversified Program -8.97 2,000k 11/1/1993 135 Strategic Ag Trading Chatham -7.14 100k 1/1/2005 134 Kinkopf Capital Management KCM S&P (Proprietary) -5.91 100k 1/1/1999 133 Range Wise Investment Program -5.56 250k 2/1/1991 132 Clarke Capital Management Worldwide -5.47 250k 1/1/1996 131 Saxon Investment Corporation Diversified Program -5.04 3,000k 9/1/1988 130 Mark J. Walsh Company Standard Program -4.63 2,000k 9/1/1985 129 M.S. Capital Management Global Diversified Program -4.37 2,000k 11/1/1998 128 QCM Global Diversified Programme -4.12 500k 12/1/1995 127 DUNN Capital Management DUNN Combined Fund (DCF) -4.10 100k 5/1/1989 126 Mobius Asset Management Diversified Program -3.89 250k 3/1/2004 125 Mobius Asset Management Custom Trading Program -3.87 100k 1/1/2002 124 Tactical Investment Management Tactical Institutional Commodity Program -3.80 10,000k 4/1/1993 123 Rivoli Fund Management Rivoli International Fund (E) -3.71 5,000k 10/1/1996 122 Superfund Group Superfund Green L.P. Series B -3.68 5k 10/1/2002 121 RAM Management Group MRTP Aggressive -3.40 1,000k 2/1/1998 120 DUNN Capital Management D'Best Futures Fund, L.P. -3.26 100k 6/1/1994 119 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -3.22 200k 11/1/1999 118 Clarke Capital Management Jupiter -3.09 3,000k 5/1/2005 117 Crabel Capital Management Crabel Multi-Product -2.97 1,000k 3/1/1998 116 Superfund Group Superfund Green L.P. Series A -2.85 5k 10/1/2002 115 Spectrum Asset Management LLC Global Diversified -2.79 2,000k 1/1/2001 114 ISAM ISAM Systematic Trend Fund -2.76 1,000k 6/1/2001 113 Wimmer Horizon LLP Managed Account -2.73 5,000k 5/1/2005 112 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -2.63 1,000k 9/1/1997 111 FORT LP Fort Global Diversified -2.62 2,000k 10/1/1993 110 Hyman Beck and Company Global Portfolio -2.55 1,000k 3/1/1991 109 Sunrise Capital Partners Sunrise Expanded Diversified Program -2.42 1/1/1989 108 Alee Capital Management, LLC Poniente Program -2.39 2,500k 1/1/1999 107 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -2.30 0k 11/1/1996 106 Kaiser Trading Group Kaiser Global Diversified Program - Class B -2.28 1,000k 3/1/1998 105 Warrington Asset Management Warrington Strategic Program -2.27 50k 1/1/1997 104 Conquest Capital Group Conquest Select -2.17 250k 6/1/2004 103 Hawksbill Capital Management Global Diversified -2.06 5,000k 11/1/1988 102 Conquest Capital Group Conquest Macro -1.96 250k 5/1/1999 101 DUNN Capital Management World Monetary and Agriculture Program (WMA) -1.89 100k 11/1/1984 100 Winton Capital Management Diversified -1.85 50,000k 10/1/1997 99 Parizek Capital Futures Trading Program -1.82 500k 4/1/2000 98 Kelly Angle Inc. Genesis Program -1.78 2,000k 4/1/2000 97 MERIT Alternative Investments GmbH Futures Portfolio -1.76 2,000k 6/1/1998 96 Clarke Capital Management FX Plus -1.60 1,000k 5/1/2004 95 Alee Capital Management, LLC Mistral Program -1.50 2,500k 1/1/1999 94 Lynx Asset Management AB Lynx Program -1.35 75k 5/1/2000 93 Witter & Lester, Inc. Stock Index Futures Trading Program -1.33 400k 1/1/1988 92 Trigon Investment Advisors, LLC Foreign Exchange Program -1.31 5,000k 8/1/2000 91 Clarke Capital Management Global Magnum -1.17 100k 8/1/1997 90 Briarwood Capital Management, Inc. Diversified 2XL -1.09 250k 11/1/2004 89 RAM Management Group RAM MRTP 1X-Conservative -0.94 1,000k 9/1/1993 88 Manning & Napier MN Xenon Global Fixed Income Program -0.86 2,000k 8/1/2004 87 Superfund Group Superfund Green Q-AG -0.82 2k 3/1/1996 86 John Locke Investments Cyril Systematic Program -0.78 8,000k 7/1/2000 85 Estlander & Partners Global XL -0.74 5,000k 8/1/1991 84 Strategic Capital Advisors LLC Contrarian 500 -0.73 500k 12/1/2003 83 Ansbacher Investment Management Market Neutral Put Skew Program -0.68 250k 1/1/1996 82 IKOS The IKOS Hedge Fund -0.68 10,000k 7/1/1998 81 Drury Capital Diversified Trend-Following Program -0.65 5,000k 5/1/1997 80 Xplor Capital Management, LLC Global CTA Program -0.58 1,500k 7/1/2004 79 Capricorn Strategies Limited Capricorn fxST (Lev1) -0.45 1,000k 1/1/1999 78 Eckhardt Trading Company Evolution Strategies 1.2X -0.38 10,000k 10/1/1991 77 Millburn Ridgefield Corporation Commodity Program -0.37 25,000k 3/1/2005 76 Estlander & Partners Alpha Trend -0.32 30,000k 10/1/1991 75 Superfund Group Superfund Green Master -0.30 2,000k 5/1/2001 74 Strategic Ag Trading SAT GRAINS -0.29 100k 4/1/2002 73 Estlander & Partners Global Markets -0.28 10,000k 8/1/1999 72 Rabar Market Research Diversified Program -0.28 2,000k 1/1/1989 71 Witter & Lester, Inc. Redstone -0.26 500k 9/1/1994 70 Briarwood Capital Management, Inc. Diversified Trading Program -0.20 3,000k 7/1/2001 69 Eckhardt Trading Company Evolution Strategies -0.20 20,000k 8/1/1991 68 Superfund Group Superfund Green GCT USD -0.05 15k 1/1/2000 66 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.00 10k 7/1/2005 67 M6 Capital Management LLC Standard Program 0.00 300k 7/1/2005 64 Blackwater Capital Management Global Program 0.00 5,000k 7/1/2005 65 Molinero Capital Management LLP Global Markets Program 0.00 2,000k 7/1/2005 63 Millburn Ridgefield Corporation Diversified Program 0.06 20,000k 2/1/1977 62 EMC Capital Advisors, LLC Classic 0.20 5,000k 1/1/1985 61 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 0.24 100k 1/1/2005 60 Southwest Managed Investments, LLC Global Diversified 0.27 200k 1/1/2002 59 FORT LP Fort Global Contrarian 0.29 2,000k 10/1/2002 58 Eclipse Capital Management Global Monetary 0.30 5,000k 8/1/1990 57 Dominion Capital Sapphire Program 0.36 3,000k 5/1/2005 56 LJM Partners LJM Moderately Aggressive Strategy 0.40 500k 4/1/2003 55 Chesapeake Capital Diversified (LV) 0.45 100k 2/1/1988 54 LJM Partners LJM Aggressive Strategy 0.54 500k 7/1/1998 53 Quantitative Investment Management Quantitative Global Program 0.55 20,000k 10/1/2003 52 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.57 1,000k 1/1/2005 51 Revolution Capital Management Alpha Fund 0.63 50k 1/1/2005 50 Millburn Ridgefield Corporation Multi-Markets Program 0.63 25,000k 10/1/2004 49 Mobius Asset Management Energy Weighted Program 0.71 250k 1/1/2005 48 Four Seasons Commodities Corp Hawkeye Spread Program 0.72 500k 3/1/2005 47 Systematic Alpha Management Systematic Alpha Futures Program 0.73 100k 6/1/2004 46 C-View Limited Currency Managed Account Program 0.74 5,000k 10/1/1996 45 Red Rock Capital, LLC Systematic Global Macro 0.87 500k 9/1/2003 44 Four Seasons Commodities Corp Lone Star Program 0.88 300k 1/1/2005 43 Quantmetrics Capital Management LLP Premier 12V Strategy 1.01 10,000k 4/1/2003 42 Keck Capital Management LLC The Keck Program 1.14 2,000k 12/1/2003 41 Clarke Capital Management Global Basic 1.23 50k 2/1/1996 40 Rotella Capital Management Rotella Polaris Program (Diversified) 1.32 10,000k 1/1/1991 39 Heyden & Steindl GmbH TOMAC2 1.43 5,000k 3/1/2003 38 Ancile Capital Management Global Markets Program 1.57 2,000k 4/1/2005 37 Amplitude Capital International Limited Dynamic Strategy 1.60 6/1/2005 36 Mondiale Asset Management Mondiale Trading Program 1.72 0k 9/1/1997 35 Rivoli Fund Management Rivoli International Fund (V9) 1.74 5,000k 1/1/2002 34 Somers Brothers Capital Diversified Futures Program #1 1.80 100k 1/1/2005 33 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.87 100k 1/1/2000 32 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 1.87 10,000k 4/1/2004 31 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 1.88 5,000k 1/1/2005 30 KMJ Investments KMJ Investments 1.91 1,000k 8/1/1994 29 Northfield Trading Diversified 2.00 2,000k 7/1/1989 28 Alder Capital DAC Alder Global 10 2.00 250k 10/1/2000 27 Dreiss Research Corporation Diversified Program 2.02 1,000k 5/1/1991 26 Jaguar Investments Ltd Vario Capital Strategy 2.05 1,000k 5/1/2016 25 Transtrend B.V. DTP – Standard Risk (EUR) 2.18 10,000k 2/1/1999 24 Rosetta Capital Management Rosetta Trading Program 2.25 100k 4/1/2000 23 Rhicon Currency Management Rhicon Strategic Program 2.42 500k 1/1/2004 22 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.60 1,000k 3/1/2003 21 Transtrend B.V. DTP – Enhanced Risk (USD) 3.26 10,000k 1/1/1995 20 Rhicon Currency Management Rhicon Systematic Currency Program 3.32 3,000k 1/1/2004 19 Alder Capital DAC Alder Global 20 3.40 250k 2/1/2001 18 Covenant Capital Management Original Program 3.44 5,000k 9/1/1999 17 Transtrend B.V. DTP – Enhanced Risk (EUR) 3.56 10,000k 8/1/1999 16 Welton Investment Partners Welton Global 3.64 10,000k 6/1/2004 15 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 3.68 10,000k 1/1/2001 14 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.69 10,000k 8/1/2004 13 NuWave Investment Management, LLC Combined Futures Portfolio 3.81 5,000k 6/1/2001 12 Covenant Capital Management Aggressive Program 3.84 3,000k 2/1/2004 11 Robust Methods LLC Macro Managed Account 3.88 5,000k 1/1/2005 10 Superfund Group Superfund Blue SPC Class A (EUR) 3.99 50k 4/1/2005 9 Quantica Capital AG Quantica Managed Futures 4.00 5,000k 1/1/2005 8 Di Tomasso Group Inc. Equilibrium Program 4.06 5,000k 1/1/2002 7 NuWave Investment Management, LLC NuWave Investment Partners LP 4.41 250k 6/1/2001 6 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 4.80 100k 3/1/2003 5 Shield Plus LLC Shield Plus Natural Gas 5.09 50k 1/1/2004 4 AIS Capital Management, L.P. MAAP (2x-4x) Composite 5.87 3,000k 10/1/1992 3 Red Oak Commodity Advisors Investment Program 6.48 5,000k 12/1/1989 2 Mulvaney Capital Management The Mulvaney Global Markets Fund 6.62 100k 5/1/1999 1 AIS Capital Management, L.P. MAAP (3x-6x) Composite 8.96 2,000k 7/1/1992 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.