IASG CTA Index For May 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 May 2006 Min Inv Inception 159 Superfund Group Superfund Green Gold C (SPC) -13.83 100k 10/1/2005 158 Superfund Group Superfund Green Gold B (SPC) -10.94 50k 10/1/2005 157 Superfund Group Superfund Green L.P. Series B -10.37 5k 10/1/2002 156 Dendrich Ltd QEP -9.74 50k 12/1/2005 155 Estlander & Partners Global XL -9.62 5,000k 8/1/1991 154 Superfund Group Superfund Green GCT USD -9.42 15k 1/1/2000 153 Covenant Capital Management Aggressive Program -8.71 3,000k 2/1/2004 152 Schindler Capital Management, LLC Dairy Advantage Program -8.15 400k 8/1/2005 151 Superfund Group Superfund Green Gold A (SPC) -7.87 5k 10/1/2005 150 DUNN Capital Management World Monetary and Agriculture Program (WMA) -7.78 100k 11/1/1984 149 Kinkopf Capital Management KCM S&P (Proprietary) -7.66 100k 1/1/1999 148 Superfund Group Superfund Green Master -7.64 2,000k 5/1/2001 147 Superfund Group Superfund Green L.P. Series A -7.57 5k 10/1/2002 146 Robust Methods LLC Macro Managed Account -7.52 5,000k 1/1/2005 145 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -6.37 0k 11/1/1996 144 DUNN Capital Management DUNN Combined Fund (DCF) -5.94 100k 5/1/1989 143 Millburn Ridgefield Corporation Diversified Program -5.78 20,000k 2/1/1977 142 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -5.78 10k 7/1/2005 141 Ancile Capital Management Global Markets Program -5.78 2,000k 4/1/2005 140 Superfund Group Superfund Green Q-AG -5.27 2k 3/1/1996 139 Estlander & Partners Global Markets -5.24 10,000k 8/1/1999 138 Amplitude Capital International Limited Dynamic Strategy -5.22 6/1/2005 137 Covenant Capital Management Original Program -5.15 5,000k 9/1/1999 136 Global Domain Partners, LLC Global Domain Vector Fund - Series A -4.98 500k 1/1/2006 135 RAM Management Group MRTP Aggressive -4.87 1,000k 2/1/1998 134 DUNN Capital Management D'Best Futures Fund, L.P. -4.86 100k 6/1/1994 133 Millburn Ridgefield Corporation Multi-Markets Program -4.79 25,000k 10/1/2004 132 AIS Capital Management, L.P. MAAP (3x-6x) Composite -4.35 2,000k 7/1/1992 131 Mulvaney Capital Management The Mulvaney Global Markets Fund -4.27 100k 5/1/1999 130 Rivoli Fund Management Rivoli International Fund (V9) -4.18 5,000k 1/1/2002 129 Quantica Capital AG Quantica Managed Futures -4.00 10,000k 1/1/2005 128 Transtrend B.V. DTP – Enhanced Risk (JPY) -3.96 10,000k 8/1/2004 127 Strategic Ag Trading SAT GRAINS -3.96 100k 4/1/2002 126 Strategic Capital Advisors LLC Contrarian 500 -3.95 250k 12/1/2003 125 Transtrend B.V. DTP – Enhanced Risk (EUR) -3.92 10,000k 8/1/1999 124 ISAM ISAM Systematic Trend Fund -3.81 1,000k 6/1/2001 123 Transtrend B.V. DTP – Enhanced Risk (USD) -3.78 10,000k 1/1/1995 122 Eclipse Capital Management Global Monetary -3.56 5,000k 8/1/1990 121 FORT LP Fort Global Contrarian -3.51 2,000k 10/1/2002 120 Kottke Associates Stockton Fundamental Ag -3.38 500k 1/1/2006 119 Molinero Capital Management LLP Global Markets Program -3.36 2,000k 7/1/2005 118 Romanesco Capital Management B.V Persistence Program -3.24 5,000k 9/1/2005 117 M6 Capital Management LLC Standard Program -2.97 300k 7/1/2005 116 Winton Capital Management Diversified -2.94 50,000k 10/1/1997 115 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -2.93 5,000k 1/1/2005 114 ITB Capital Management, LLC ITB Premium Fund I, LTD -2.87 1,000k 1/1/2006 113 Kelly Angle Inc. Genesis Program -2.85 2,000k 4/1/2000 112 Neural Capital Ltd Sentinel Trading Program -2.74 2,000k 1/1/2006 111 Transtrend B.V. DTP – Standard Risk (EUR) -2.62 10,000k 2/1/1999 110 AIS Capital Management, L.P. MAAP (2x-4x) Composite -2.57 3,000k 10/1/1992 109 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -2.49 10,000k 2/1/2006 108 FORT LP Fort Global Diversified -2.48 2,000k 3/1/2002 107 QCM Global Diversified Programme -2.46 500k 12/1/1995 106 Mark J. Walsh Company Standard Program -2.26 2,000k 9/1/1985 105 Alee Capital Management, LLC Poniente Program -2.26 2,500k 1/1/1999 104 Rivoli Fund Management Rivoli International Fund (E) -2.16 5,000k 10/1/1996 103 Drury Capital Diversified Trend-Following Program -2.15 5,000k 5/1/1997 102 LJM Partners LJM Moderately Aggressive Strategy -2.01 500k 4/1/2003 101 Rhicon Currency Management Rhicon Strategic Program -1.98 500k 1/1/2004 100 Range Wise Investment Program -1.96 250k 2/1/1991 99 Wimmer Horizon LLP Managed Account -1.87 5,000k 5/1/2005 98 LJM Partners LJM Aggressive Strategy -1.86 500k 7/1/1998 97 PRIM' Alternative Investment PRIM Gold -1.80 10k 11/1/2005 96 Shield Plus LLC Shield Plus Natural Gas -1.77 50k 1/1/2004 95 Crescent Bay Capital Management Premium Stock Index Program -1.75 10k 10/1/2005 94 Abraham Trading Company Diversified Program -1.70 10,000k 1/1/1988 93 RAM Management Group RAM MRTP 1X-Conservative -1.67 1,000k 9/1/1993 92 Dominion Capital Sapphire Program -1.62 3,000k 5/1/2005 91 Clarke Capital Management FX Plus -1.55 1,000k 5/1/2004 90 Chesapeake Capital Diversified (LV) -1.50 100k 2/1/1988 89 Northfield Trading Diversified -1.50 2,000k 7/1/1989 88 Hawksbill Capital Management Global Diversified -1.36 5,000k 11/1/1988 87 Rhicon Currency Management Rhicon Systematic Currency Program -1.27 3,000k 1/1/2004 86 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.00 10,000k 3/1/2003 85 Manning & Napier MN Xenon Global Fixed Income Program -0.92 2,000k 8/1/2004 84 Welton Investment Partners Welton Global -0.83 10,000k 6/1/2004 83 Rabar Market Research Diversified Program -0.82 2,000k 1/1/1989 82 IKOS The IKOS Hedge Fund -0.76 10,000k 7/1/1998 81 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.68 100k 1/1/2005 80 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.64 10,000k 4/1/2004 79 Ansbacher Investment Management Market Neutral Put Skew Program -0.50 150k 1/1/1996 78 Four Seasons Commodities Corp Lone Star Program -0.38 300k 1/1/2005 77 Revolution Capital Management Alpha Fund -0.33 50k 1/1/2005 76 C-View Limited Currency Managed Account Program -0.19 5,000k 10/1/1996 75 Witter & Lester, Inc. Redstone -0.18 500k 9/1/1994 74 Mondiale Asset Management Mondiale Trading Program -0.13 0k 9/1/1997 73 Xplor Capital Management, LLC Global CTA Program -0.08 1,500k 7/1/2004 72 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 0.00 1,000k 5/1/2006 71 LJM Partners LJM Preservation & Growth Strategy 0.00 250k 5/1/2006 70 Blackwater Capital Management Global Program 0.04 5,000k 7/1/2005 69 Estlander & Partners Alpha Trend 0.05 30,000k 10/1/1991 68 Dreiss Research Corporation Diversified Program 0.06 1,000k 5/1/1991 67 Red Oak Commodity Advisors Investment Program 0.14 5,000k 12/1/1989 66 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.20 1,000k 1/1/1999 65 Rosetta Capital Management Rosetta Trading Program 0.32 100k 4/1/2000 64 Clarke Capital Management Global Basic 0.36 50k 2/1/1996 63 Spectrum Asset Management LLC Global Diversified 0.56 2,000k 1/1/2001 62 Millburn Ridgefield Corporation Commodity Program 0.58 25,000k 3/1/2005 61 Conquest Capital Group Conquest Select 0.74 250k 6/1/2004 60 Auspice Auspice Diversified Program 0.75 1,500k 6/1/2007 59 Heyden & Steindl GmbH TOMAC2 0.76 5,000k 3/1/2003 58 Southwest Managed Investments, LLC Global Diversified 0.78 200k 1/1/2002 57 Sunrise Capital Partners Sunrise Expanded Diversified Program 0.85 1/1/1989 56 Rotella Capital Management Rotella Polaris Program (Diversified) 0.86 10,000k 1/1/1991 55 Clarke Capital Management Jupiter 0.89 3,000k 5/1/2005 54 Warrington Asset Management Warrington Strategic Program 0.93 50k 1/1/1997 53 NuWave Investment Management, LLC NuWave Investment Partners LP 0.97 250k 6/1/2001 52 NuWave Investment Management, LLC Combined Futures Portfolio 0.99 5,000k 6/1/2001 51 Tactical Investment Management Tactical Institutional Commodity Program 1.00 10,000k 4/1/1993 50 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 1.05 1,000k 1/1/2005 49 Quantmetrics Capital Management LLP Premier 12V Strategy 1.08 10,000k 4/1/2003 48 MERIT Alternative Investments GmbH Futures Portfolio 1.09 2,000k 6/1/1998 47 Alder Capital DAC Alder Global 10 1.10 250k 10/1/2000 46 EMC Capital Advisors, LLC Classic 1.20 5,000k 1/1/1985 45 KMJ Investments KMJ Investments 1.21 1,000k 8/1/1994 44 Eckhardt Trading Company Evolution Strategies 1.2X 1.29 10,000k 10/1/1991 43 Eckhardt Trading Company Evolution Strategies 1.34 20,000k 8/1/1991 42 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.38 100k 1/1/2000 41 Red Rock Capital, LLC Systematic Global Macro 1.49 500k 9/1/2003 40 Rotella Capital Management Rotella Orion (Short-Term) Program 1.52 10,000k 3/1/2006 39 Superfund Group Superfund Blue SPC Class A (EUR) 1.55 50k 4/1/2005 38 Keck Capital Management LLC The Keck Program 1.69 2,000k 12/1/2003 37 Hyman Beck and Company Global Portfolio 1.73 1,000k 3/1/1991 36 Alder Capital DAC Alder Global 20 1.80 250k 2/1/2001 35 Mobius Asset Management Energy Weighted Program 1.91 250k 1/1/2005 34 Lynx Asset Management AB Lynx Program 1.92 75k 5/1/2000 33 John Locke Investments Cyril Systematic Program 1.97 8,000k 7/1/2000 32 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 1.99 100k 3/1/2003 31 Claughton Capital ARP Institutional Program 2.14 1,000k 10/1/2005 30 Clarke Capital Management Millennium 2.15 1,000k 1/1/1998 29 Parizek Capital Futures Trading Program 2.21 500k 4/1/2000 28 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.29 1,000k 9/1/1997 27 Saxon Investment Corporation Diversified Program 2.35 3,000k 9/1/1988 26 Clarke Capital Management Worldwide 2.62 250k 1/1/1996 25 Witter & Lester, Inc. Stock Index Futures Trading Program 2.65 400k 1/1/1988 24 Crabel Capital Management Crabel Multi-Product 2.70 1,000k 3/1/1998 23 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 2.78 10,000k 1/1/2001 22 Kaiser Trading Group Kaiser Global Diversified Program - Class B 3.23 1,000k 3/1/1998 21 Haar Capital Management Discretionary Commodity Trading Program 3.28 250k 12/1/2005 20 Systematic Alpha Management Systematic Alpha Futures Program 3.37 100k 6/1/2004 19 Trigon Investment Advisors, LLC Foreign Exchange Program 3.38 5,000k 8/1/2000 18 Di Tomasso Group Inc. Equilibrium Program 3.41 5,000k 1/1/2002 17 Parizek Capital Currency Program 3.64 1,000k 4/1/2006 16 Saxon Investment Corporation Aggressive Diversified Program 3.79 2,000k 11/1/1993 15 Briarwood Capital Management, Inc. Diversified Trading Program 3.93 3,000k 7/1/2001 14 Strategic Ag Trading Chatham 4.18 100k 1/1/2005 13 M.S. Capital Management Global Diversified Program 4.30 2,000k 11/1/1998 12 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 4.33 1,000k 1/1/2006 11 Mobius Asset Management Custom Trading Program 5.00 100k 1/1/2002 10 Quantitative Investment Management Quantitative Global Program 5.02 20,000k 10/1/2003 9 Conquest Capital Group Conquest Macro 5.35 250k 5/1/1999 8 Alee Capital Management, LLC Mistral Program 5.44 2,500k 1/1/1999 7 Somers Brothers Capital Diversified Futures Program #1 5.90 100k 1/1/2005 6 Mobius Asset Management Diversified Program 6.68 250k 3/1/2004 5 Clarke Capital Management Global Magnum 6.69 100k 8/1/1997 4 Briarwood Capital Management, Inc. Diversified 2XL 6.69 250k 11/1/2004 3 Four Seasons Commodities Corp Hawkeye Spread Program 6.89 500k 3/1/2005 2 Jaguar Investments Ltd Vario Capital Strategy 9.58 1,000k 5/1/2016 1 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 17.18 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.