IASG CTA Index For April 2006 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 Apr 2006 Min Inv Inception 157 Quantitative Investment Management Quantitative Global Program -2.15 20,000k 10/1/2003 156 Rivoli Fund Management Rivoli International Fund (V9) -1.44 5,000k 1/1/2002 155 Superfund Group Superfund Blue SPC Class A (EUR) -1.43 50k 4/1/2005 154 Schindler Capital Management, LLC Dairy Advantage Program -1.29 400k 8/1/2005 153 Revolution Capital Management Alpha Fund -1.21 50k 1/1/2005 152 Capricorn Strategies Limited Capricorn fxST (Lev1) -1.08 1,000k 1/1/1999 151 IKOS The IKOS Hedge Fund -0.95 10,000k 7/1/1998 150 Mondiale Asset Management Mondiale Trading Program -0.84 0k 9/1/1997 149 RAM Management Group MRTP Aggressive -0.72 1,000k 2/1/1998 148 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.35 1,000k 1/1/2006 147 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) -0.33 1,000k 1/1/2005 146 Dominion Capital Sapphire Program -0.24 3,000k 5/1/2005 145 RAM Management Group RAM MRTP 1X-Conservative -0.23 1,000k 9/1/1993 144 Rosetta Capital Management Rosetta Trading Program -0.13 100k 4/1/2000 143 Strategic Ag Trading SAT GRAINS -0.06 100k 4/1/2002 142 KMJ Investments KMJ Investments -0.03 1,000k 8/1/1994 141 Parizek Capital Currency Program 0.00 1,000k 4/1/2006 140 Auspice Capital Advisors Ltd Auspice Diversified Program 0.00 1,500k 4/1/2006 139 Covenant Capital Management Aggressive Program 0.04 3,000k 2/1/2004 138 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.27 5,000k 1/1/2005 137 Manning & Napier MN Xenon Global Fixed Income Program 0.33 2,000k 8/1/2004 136 Quantmetrics Capital Management LLP Premier 12V Strategy 0.33 10,000k 4/1/2003 135 Haar Capital Management Discretionary Commodity Trading Program 0.36 250k 12/1/2005 134 Covenant Capital Management Original Program 0.37 5,000k 9/1/1999 133 Witter & Lester, Inc. Redstone 0.44 500k 9/1/1994 132 Systematic Alpha Management Systematic Alpha Futures Program 0.45 100k 6/1/2004 131 Alder Capital DAC Alder Global 10 0.56 250k 10/1/2000 130 Crabel Capital Management Crabel Multi-Product 0.60 1,000k 3/1/1998 129 Estlander & Partners Global Markets 0.61 10,000k 8/1/1999 128 FORT LP Fort Global Contrarian 0.62 2,000k 10/1/2002 127 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.64 10,000k 4/1/2004 126 Kottke Associates Stockton Fundamental Ag 0.70 500k 1/1/2006 125 Range Wise Investment Program 0.75 250k 2/1/1991 124 Mobius Asset Management Custom Trading Program 0.80 100k 1/1/2002 123 Ansbacher Investment Management Market Neutral Put Skew Program 0.88 250k 1/1/1996 122 ITB Capital Management, LLC ITB Premium Fund I, LTD 0.92 1,000k 1/1/2006 121 Transtrend B.V. DTP – Standard Risk (EUR) 1.06 10,000k 2/1/1999 120 FORT LP Fort Global Diversified 1.14 2,000k 10/1/1993 119 Alder Capital DAC Alder Global 20 1.23 250k 2/1/2001 118 Dendrich Ltd QEP 1.46 50k 12/1/2005 117 Warrington Asset Management Warrington Strategic Program 1.47 50k 1/1/1997 116 Shield Plus LLC Shield Plus Natural Gas 1.56 50k 1/1/2004 115 Parizek Capital Futures Trading Program 1.60 500k 4/1/2000 114 Four Seasons Commodities Corp Lone Star Program 1.72 300k 1/1/2005 113 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.74 10,000k 8/1/1999 112 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.77 10,000k 8/1/2004 111 Estlander & Partners Global XL 1.88 5,000k 8/1/1991 110 Transtrend B.V. DTP – Enhanced Risk (USD) 1.94 10,000k 1/1/1995 109 Red Rock Capital, LLC Systematic Global Macro 1.98 500k 9/1/2003 108 Kaiser Trading Group Kaiser Global Diversified Program - Class B 2.05 1,000k 3/1/1998 107 Rhicon Currency Management Rhicon Systematic Currency Program 2.13 3,000k 1/1/2004 106 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 2.33 10,000k 2/1/2006 105 Ancile Capital Management Global Markets Program 2.33 2,000k 4/1/2005 104 Romanesco Capital Management B.V Persistence Program 2.36 5,000k 9/1/2005 103 Drury Capital Diversified Trend-Following Program 2.38 5,000k 5/1/1997 102 Witter & Lester, Inc. Stock Index Futures Trading Program 2.42 400k 1/1/1988 101 C-View Limited Currency Managed Account Program 2.47 5,000k 10/1/1996 100 LJM Partners LJM Moderately Aggressive Strategy 2.56 500k 4/1/2003 99 Jaguar Investments Ltd Vario Capital Strategy 2.58 1,000k 5/1/2016 98 Clarke Capital Management Global Basic 2.66 50k 2/1/1996 97 Abraham Trading Company Diversified Program 2.75 10,000k 1/1/1988 96 NuWave Investment Management, LLC NuWave Investment Partners LP 2.97 250k 6/1/2001 95 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.15 1,000k 9/1/1997 94 MERIT Alternative Investments GmbH Futures Portfolio 3.19 2,000k 6/1/1998 93 Chesapeake Capital Diversified (LV) 3.19 100k 2/1/1988 92 NuWave Investment Management, LLC Combined Futures Portfolio 3.23 5,000k 6/1/2001 91 Lynx Asset Management AB Lynx Program 3.24 75k 5/1/2000 90 Rhicon Currency Management Rhicon Strategic Program 3.24 500k 1/1/2004 89 Global Domain Partners, LLC Global Domain Vector Fund - Series A 3.32 500k 1/1/2006 88 LJM Partners LJM Aggressive Strategy 3.34 500k 7/1/1998 87 Sunrise Capital Partners Sunrise Expanded Diversified Program 3.45 1/1/1989 86 Mobius Asset Management Energy Weighted Program 3.47 250k 1/1/2005 85 Superfund Group Superfund Green Q-AG 3.51 2k 3/1/1996 84 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 3.67 10,000k 1/1/2001 83 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 3.78 10k 7/1/2005 82 Rivoli Fund Management Rivoli International Fund (E) 3.89 5,000k 10/1/1996 81 Briarwood Capital Management, Inc. Diversified Trading Program 3.94 3,000k 7/1/2001 80 M6 Capital Management LLC Standard Program 4.07 300k 7/1/2005 79 Millburn Ridgefield Corporation Diversified Program 4.08 20,000k 2/1/1977 78 Crescent Bay Capital Management Premium Stock Index Program 4.14 10k 10/1/2005 77 Robust Methods LLC Macro Managed Account 4.16 5,000k 1/1/2005 76 Millburn Ridgefield Corporation Multi-Markets Program 4.22 25,000k 10/1/2004 75 Spectrum Asset Management LLC Global Diversified 4.26 2,000k 1/1/2001 74 Amplitude Capital International Limited Dynamic Strategy 4.66 6/1/2005 73 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 4.66 1,000k 3/1/2003 72 Superfund Group Superfund Green GCT USD 4.66 15k 1/1/2000 71 Rotella Capital Management Rotella Orion (Short-Term) Program 4.69 10,000k 3/1/2006 70 Molinero Capital Management LLP Global Markets Program 4.86 2,000k 7/1/2005 69 Eckhardt Trading Company Evolution Strategies 4.92 20,000k 8/1/1991 68 Kinkopf Capital Management KCM S&P (Proprietary) 4.95 100k 1/1/1999 67 Four Seasons Commodities Corp Hawkeye Spread Program 5.31 500k 3/1/2005 66 Quantica Capital AG Quantica Managed Futures 5.50 5,000k 1/1/2005 65 Eckhardt Trading Company Evolution Strategies 1.2X 5.63 10,000k 10/1/1991 64 Winton Capital Management Diversified 5.66 50,000k 10/1/1997 63 Di Tomasso Group Inc. Equilibrium Program 5.71 5,000k 1/1/2002 62 Insch Capital Management SA Interbank Currency Program - 3X Leverage 5.71 100k 1/1/2000 61 Superfund Group Superfund Green L.P. Series A 5.79 5k 10/1/2002 60 Trigon Investment Advisors, LLC Foreign Exchange Program 6.10 5,000k 8/1/2000 59 Alee Capital Management, LLC Poniente Program 6.22 2,500k 1/1/1999 58 Northfield Trading Diversified 6.30 2,000k 7/1/1989 57 Briarwood Capital Management, Inc. Diversified 2XL 6.44 250k 11/1/2004 56 Eclipse Capital Management Global Monetary 6.52 5,000k 8/1/1990 55 Clarke Capital Management FX Plus 6.72 1,000k 5/1/2004 54 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 6.77 0k 11/1/1996 53 Rotella Capital Management Rotella Polaris Program (Diversified) 6.99 10,000k 1/1/1991 52 Millburn Ridgefield Corporation Commodity Program 7.37 25,000k 3/1/2005 51 Mobius Asset Management Diversified Program 7.50 250k 3/1/2004 50 Saxon Investment Corporation Diversified Program 7.74 3,000k 9/1/1988 49 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 7.79 100k 1/1/2005 48 Estlander & Partners Alpha Trend 7.86 30,000k 10/1/1991 47 Keck Capital Management LLC The Keck Program 7.94 2,000k 12/1/2003 46 Neural Capital Ltd Sentinel Trading Program 8.00 2,000k 1/1/2006 45 Superfund Group Superfund Green L.P. Series B 8.31 5k 10/1/2002 44 Claughton Capital ARP Institutional Program 8.34 1,000k 10/1/2005 43 Strategic Capital Advisors LLC Contrarian 500 8.59 500k 12/1/2003 42 Rabar Market Research Diversified Program 8.85 2,000k 1/1/1989 41 Hyman Beck and Company Global Portfolio 8.99 1,000k 3/1/1991 40 ISAM ISAM Systematic Trend Fund 9.08 1,000k 6/1/2001 39 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 9.11 100k 3/1/2003 38 Xplor Capital Management, LLC Global CTA Program 9.21 1,500k 7/1/2004 37 DUNN Capital Management World Monetary and Agriculture Program (WMA) 9.38 100k 11/1/1984 36 M.S. Capital Management Global Diversified Program 9.51 2,000k 11/1/1998 35 Wimmer Horizon LLP Managed Account 9.63 5,000k 5/1/2005 34 Superfund Group Superfund Green Master 9.66 2,000k 5/1/2001 33 Clarke Capital Management Global Magnum 10.19 100k 8/1/1997 32 Conquest Capital Group Conquest Select 10.36 250k 6/1/2004 31 Welton Investment Partners Welton Global 10.77 10,000k 6/1/2004 30 Strategic Ag Trading Chatham 10.95 100k 1/1/2005 29 Clarke Capital Management Jupiter 11.38 3,000k 5/1/2005 28 Somers Brothers Capital Diversified Futures Program #1 11.40 100k 1/1/2005 27 PRIM' Alternative Investment PRIM Gold 11.42 10k 11/1/2005 26 Mulvaney Capital Management The Mulvaney Global Markets Fund 11.46 100k 5/1/1999 25 Blackwater Capital Management Global Program 11.60 5,000k 7/1/2005 24 Conquest Capital Group Conquest Macro 11.64 250k 5/1/1999 23 Dreiss Research Corporation Diversified Program 12.86 1,000k 5/1/1991 22 DUNN Capital Management DUNN Combined Fund (DCF) 13.25 100k 5/1/1989 21 Red Oak Commodity Advisors Investment Program 13.67 5,000k 12/1/1989 20 Kelly Angle Inc. Genesis Program 14.73 2,000k 4/1/2000 19 AIS Capital Management, L.P. MAAP (2x-4x) Composite 15.05 3,000k 10/1/1992 18 DUNN Capital Management D'Best Futures Fund, L.P. 15.20 100k 6/1/1994 17 Saxon Investment Corporation Aggressive Diversified Program 15.27 2,000k 11/1/1993 16 Southwest Managed Investments, LLC Global Diversified 15.73 200k 1/1/2002 15 Tactical Investment Management Tactical Institutional Commodity Program 15.83 10,000k 4/1/1993 14 EMC Capital Advisors, LLC Classic 16.10 5,000k 1/1/1985 13 Heyden & Steindl GmbH TOMAC2 16.15 5,000k 3/1/2003 12 John Locke Investments Cyril Systematic Program 16.63 8,000k 7/1/2000 11 QCM Global Diversified Programme 16.83 500k 12/1/1995 10 Superfund Group Superfund Green Gold A (SPC) 17.13 5k 10/1/2005 9 Alee Capital Management, LLC Mistral Program 17.18 2,500k 1/1/1999 8 Superfund Group Superfund Green Gold B (SPC) 18.53 50k 10/1/2005 7 Clarke Capital Management Worldwide 18.95 250k 1/1/1996 6 Superfund Group Superfund Green Gold C (SPC) 19.33 100k 10/1/2005 5 Clarke Capital Management Millennium 20.25 1,000k 1/1/1998 4 AIS Capital Management, L.P. MAAP (3x-6x) Composite 23.00 2,000k 7/1/1992 3 Mark J. Walsh Company Standard Program 23.68 2,000k 9/1/1985 2 Hawksbill Capital Management Global Diversified 26.13 5,000k 11/1/1988 1 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 35.72 200k 11/1/1999 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.