IASG CTA Index For November 2006 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 Nov 2006 Min Inv Inception 166 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -7.47 100k 1/1/2005 165 Drury Capital Diversified Trend-Following Program -6.34 5,000k 5/1/1997 164 Parizek Capital Currency Program -5.59 1,000k 4/1/2006 163 Rivoli Fund Management Rivoli International Fund (E) -4.39 5,000k 10/1/1996 162 Superfund Group Superfund Green L.P. Series B -1.73 5k 10/1/2002 161 Dendrich Ltd QEP -1.60 50k 12/1/2005 160 Jaguar Investments Ltd Vario Capital Strategy -1.54 1,000k 5/1/2016 159 Superfund Group Superfund Green Master -1.51 2,000k 5/1/2001 158 Superfund Group Superfund Green L.P. Series A -1.28 5k 10/1/2002 157 Mobius Asset Management Diversified Program -1.05 250k 3/1/2004 156 Systematic Alpha Management Systematic Alpha Futures Program -1.01 100k 6/1/2004 155 Spectrum Asset Management LLC Global Diversified -0.96 2,000k 1/1/2001 154 NuWave Investment Management, LLC Combined Futures Portfolio -0.95 5,000k 6/1/2001 153 Superfund Group Superfund Green GCT USD -0.88 15k 1/1/2000 152 Capricorn Strategies Limited Capricorn fxST (Lev1) -0.85 1,000k 1/1/1999 151 NuWave Investment Management, LLC NuWave Investment Partners LP -0.79 250k 6/1/2001 150 Manning & Napier MN Xenon Global Fixed Income Program -0.79 2,000k 8/1/2004 149 M.S. Capital Management Global Diversified Program -0.55 2,000k 11/1/1998 148 Claughton Capital ARP Institutional Program -0.48 1,000k 10/1/2005 147 Rivoli Fund Management Rivoli International Fund (V9) -0.37 5,000k 1/1/2002 146 Superfund Group Superfund Green Q-AG -0.26 2k 3/1/1996 145 Auspice Auspice Diversified Program -0.24 1,500k 6/1/2007 144 HPX Financial LLC HPX Old School Program -0.13 200k 6/1/2006 143 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -0.12 10,000k 2/1/2006 142 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -0.09 100k 3/1/2003 141 Rotella Capital Management Rotella Orion (Short-Term) Program -0.01 10,000k 3/1/2006 140 Witter & Lester, Inc. Redstone 0.02 500k 9/1/1994 139 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.05 10,000k 4/1/2004 138 Witter & Lester, Inc. Stock Index Futures Trading Program 0.05 400k 1/1/1988 137 Quantitative Investment Management Quantitative Global Program 0.10 20,000k 10/1/2003 136 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.33 10,000k 1/1/2001 135 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.37 1,000k 1/1/2005 134 Ansbacher Investment Management Market Neutral Put Skew Program 0.39 150k 1/1/1996 133 Millburn Ridgefield Corporation Diversified Program 0.52 20,000k 2/1/1977 132 Quantmetrics Capital Management LLP Premier 12V Strategy 0.53 10,000k 4/1/2003 131 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.56 100k 5/1/1999 130 Warrington Asset Management Warrington Strategic Program 0.71 50k 1/1/1997 129 C-View Limited Currency Managed Account Program 0.77 5,000k 10/1/1996 128 Covenant Capital Management Original Program 0.79 5,000k 9/1/1999 127 Rhicon Currency Management Rhicon Systematic Currency Program 0.80 3,000k 1/1/2004 126 Wimmer Horizon LLP Managed Account 0.80 5,000k 5/1/2005 125 Mobius Asset Management Energy Weighted Program 0.90 250k 1/1/2005 124 MERIT Alternative Investments GmbH Futures Portfolio 0.91 2,000k 6/1/1998 123 Millburn Ridgefield Corporation Commodity Program 1.00 25,000k 3/1/2005 122 Molinero Capital Management LLP Global Markets Program 1.14 2,000k 7/1/2005 121 Red Rock Capital, LLC Systematic Global Macro 1.28 500k 9/1/2003 120 EMC Capital Advisors, LLC Classic 1.30 5,000k 1/1/1985 119 Manning & Napier MN Xenon Managed Futures (2x) Program 1.31 5,000k 6/1/2006 118 M6 Capital Management LLC Standard Program 1.33 300k 7/1/2005 117 Blackwater Capital Management Global Program 1.35 5,000k 7/1/2005 116 Covenant Capital Management Aggressive Program 1.36 3,000k 2/1/2004 115 Global Domain Partners, LLC Global Domain Vector Fund - Series A 1.36 500k 1/1/2006 114 Mobius Asset Management Custom Trading Program 1.42 100k 1/1/2002 113 Eclipse Capital Management Global Monetary 1.50 5,000k 8/1/1990 112 Sunrise Capital Partners Sunrise Expanded Diversified Program 1.53 1/1/1989 111 Quantica Capital AG Quantica Managed Futures 1.60 10,000k 1/1/2005 110 Mondiale Asset Management Mondiale Trading Program 1.65 0k 9/1/1997 109 Northfield Trading Diversified 1.70 2,000k 7/1/1989 108 Crabel Capital Management Crabel Multi-Product 1.73 1,000k 3/1/1998 107 Heyden & Steindl GmbH TOMAC2 1.76 5,000k 3/1/2003 106 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 1.80 1,000k 1/1/2006 105 Parizek Capital Futures Trading Program 1.84 500k 4/1/2000 104 Red Oak Commodity Advisors Investment Program 1.85 5,000k 12/1/1989 103 IKOS The IKOS Hedge Fund 1.87 10,000k 7/1/1998 102 Rotella Capital Management Rotella Polaris Program (Diversified) 1.89 10,000k 1/1/1991 101 Keck Capital Management LLC The Keck Program 1.92 2,000k 12/1/2003 100 Millburn Ridgefield Corporation Multi-Markets Program 1.95 25,000k 10/1/2004 99 Hyman Beck and Company Global Portfolio 2.00 1,000k 3/1/1991 98 Transtrend B.V. DTP – Standard Risk (EUR) 2.06 10,000k 2/1/1999 97 Xplor Capital Management, LLC Global CTA Program 2.06 1,500k 7/1/2004 96 John Locke Investments Cyril Systematic Program 2.14 8,000k 7/1/2000 95 Conquest Capital Group Conquest Select 2.17 250k 6/1/2004 94 Shield Plus LLC Shield Plus Natural Gas 2.18 50k 1/1/2004 93 RAM Management Group RAM MRTP 1X-Conservative 2.21 1,000k 9/1/1993 92 Abraham Trading Company Diversified Program 2.23 10,000k 1/1/1988 91 Estlander & Partners Alpha Trend 2.33 30,000k 10/1/1991 90 Arcanum Asset Management Equity Index Option Program (Prop) 2.33 500k 7/1/2006 89 ITB Capital Management, LLC ITB Premium Fund I, LTD 2.37 1,000k 1/1/2006 88 LJM Partners LJM Moderately Aggressive Strategy 2.44 500k 4/1/2003 87 KMJ Investments KMJ Investments 2.47 1,000k 8/1/1994 86 Dominion Capital Sapphire Program 2.48 3,000k 5/1/2005 85 Alee Capital Management, LLC Mistral Program 2.55 2,500k 1/1/1999 84 Kaiser Trading Group Kaiser Global Diversified Program - Class B 2.65 1,000k 3/1/1998 83 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.66 1k 10/1/2006 82 Lynx Asset Management AB Lynx Program 2.71 75k 5/1/2000 81 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 2.80 0k 11/1/1996 80 LJM Partners LJM Aggressive Strategy 2.81 500k 7/1/1998 79 Estlander & Partners Global Markets 2.89 10,000k 8/1/1999 78 Alee Capital Management, LLC Poniente Program 2.94 2,500k 1/1/1999 77 Superfund Group Superfund Blue SPC Class A (EUR) 2.99 50k 4/1/2005 76 FORT LP Fort Global Contrarian 3.05 2,000k 10/1/2002 75 Insch Capital Management SA Interbank Currency Program - 3X Leverage 3.09 100k 1/1/2000 74 Crescent Bay Capital Management Premium Stock Index Program 3.11 10k 10/1/2005 73 Romanesco Capital Management B.V Persistence Program 3.12 5,000k 9/1/2005 72 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.15 10,000k 3/1/2003 71 Winton Capital Management Diversified 3.24 50,000k 10/1/1997 70 Conquest Capital Group Conquest Macro 3.28 250k 5/1/1999 69 Transtrend B.V. DTP – Enhanced Risk (EUR) 3.32 10,000k 8/1/1999 68 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 3.33 10k 7/1/2005 67 Saxon Investment Corporation Diversified Program 3.37 3,000k 9/1/1988 66 Chesapeake Capital Diversified (LV) 3.38 100k 2/1/1988 65 FORT LP Fort Global Diversified 3.43 2,000k 3/1/2002 64 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.45 10,000k 8/1/2004 63 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 3.46 200k 11/1/1999 62 LJM Partners LJM Preservation & Growth Strategy 3.50 250k 5/1/2006 61 DUNN Capital Management DUNN Combined Fund (DCF) 3.60 100k 5/1/1989 60 Briarwood Capital Management, Inc. Diversified Trading Program 3.63 3,000k 7/1/2001 59 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.63 1,000k 9/1/1997 58 Revolution Capital Management Mosaic Program 3.66 10,000k 10/1/2006 57 Transtrend B.V. DTP – Enhanced Risk (USD) 3.68 10,000k 1/1/1995 56 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 3.75 1,000k 5/1/2006 55 Ancile Capital Management Global Markets Program 3.97 2,000k 4/1/2005 54 Four Seasons Commodities Corp Lone Star Program 4.29 300k 1/1/2005 53 Amplitude Capital International Limited Dynamic Strategy 4.33 6/1/2005 52 DUNN Capital Management World Monetary and Agriculture Program (WMA) 4.35 100k 11/1/1984 51 Neural Capital Ltd Sentinel Trading Program 4.39 2,000k 1/1/2006 50 QCM Global Diversified Programme 4.41 500k 12/1/1995 49 Clarke Capital Management Millennium 4.46 1,000k 1/1/1998 48 Alder Capital DAC Alder Global 10 4.60 250k 10/1/2000 47 Clarke Capital Management Jupiter 4.70 3,000k 5/1/2005 46 Di Tomasso Group Inc. Equilibrium Program 4.71 5,000k 1/1/2002 45 ISAM ISAM Systematic Trend Fund 4.84 1,000k 6/1/2001 44 Kinkopf Capital Management KCM S&P (Proprietary) 4.97 100k 1/1/1999 43 Robust Methods LLC Macro Managed Account 4.98 5,000k 1/1/2005 42 Rabar Market Research Diversified Program 5.17 2,000k 1/1/1989 41 Trigon Investment Advisors, LLC Foreign Exchange Program 5.22 5,000k 8/1/2000 40 Four Seasons Commodities Corp Hawkeye Spread Program 5.29 500k 3/1/2005 39 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 5.31 1,000k 10/1/2006 38 Dreiss Research Corporation Diversified Program 5.36 1,000k 5/1/1991 37 Welton Investment Partners Welton Global 5.47 10,000k 6/1/2004 36 Rhicon Currency Management Rhicon Strategic Program 5.52 500k 1/1/2004 35 Estlander & Partners Global XL 5.69 5,000k 8/1/1991 34 Clarke Capital Management FX Plus 5.71 1,000k 5/1/2004 33 Clarke Capital Management Global Magnum 5.84 100k 8/1/1997 32 Somers Brothers Capital Diversified Futures Program #1 5.93 100k 1/1/2005 31 Eckhardt Trading Company Evolution Strategies 5.95 20,000k 8/1/1991 30 Superfund Group Superfund Green Gold C (SPC) 6.00 100k 10/1/2005 29 PRIM' Alternative Investment PRIM Gold 6.52 10k 11/1/2005 28 Clarke Capital Management Worldwide 6.56 250k 1/1/1996 27 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 6.60 5,000k 1/1/2005 26 Superfund Group Superfund Green Gold A (SPC) 6.61 5k 10/1/2005 25 Superfund Group Superfund Green Gold B (SPC) 6.75 50k 10/1/2005 24 Saxon Investment Corporation Aggressive Diversified Program 6.94 2,000k 11/1/1993 23 Briarwood Capital Management, Inc. Diversified 2XL 6.97 250k 11/1/2004 22 Range Wise Investment Program 7.03 250k 2/1/1991 21 Revolution Capital Management Alpha Fund 7.08 50k 1/1/2005 20 Eckhardt Trading Company Evolution Strategies 1.2X 7.09 10,000k 10/1/1991 19 Southwest Managed Investments, LLC Global Diversified 7.14 200k 1/1/2002 18 RAM Management Group MRTP Aggressive 7.27 1,000k 2/1/1998 17 DUNN Capital Management D'Best Futures Fund, L.P. 7.28 100k 6/1/1994 16 Kelly Angle Inc. Genesis Program 7.80 2,000k 4/1/2000 15 Tactical Investment Management Tactical Institutional Commodity Program 8.02 10,000k 4/1/1993 14 Strategic Ag Trading SAT GRAINS 8.59 100k 4/1/2002 13 Schindler Capital Management, LLC Dairy Advantage Program 9.25 400k 8/1/2005 12 Mark J. Walsh Company Standard Program 9.85 2,000k 9/1/1985 11 Strategic Capital Advisors LLC Contrarian 500 9.92 250k 12/1/2003 10 Alder Capital DAC Alder Global 20 10.00 250k 2/1/2001 9 Haar Capital Management Discretionary Commodity Trading Program 10.12 250k 12/1/2005 8 Kottke Associates Stockton Fundamental Ag 10.56 500k 1/1/2006 7 AIS Capital Management, L.P. MAAP (2x-4x) Composite 12.65 3,000k 10/1/1992 6 Strategic Ag Trading Chatham 12.81 100k 1/1/2005 5 Quantum Leap Capital Management Managed Account Program 13.88 300k 8/1/2006 4 Rosetta Capital Management Rosetta Trading Program 14.81 100k 4/1/2000 3 Clarke Capital Management Global Basic 17.25 50k 2/1/1996 2 AIS Capital Management, L.P. MAAP (3x-6x) Composite 19.63 2,000k 7/1/1992 1 Hawksbill Capital Management Global Diversified 21.17 5,000k 11/1/1988 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.