IASG CTA Index For June 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 Jun 2006 Min Inv Inception 161 RAM Management Group MRTP Aggressive -22.62 1,000k 2/1/1998 160 Mark J. Walsh Company Standard Program -10.21 2,000k 9/1/1985 159 AIS Capital Management, L.P. MAAP (3x-6x) Composite -9.58 2,000k 7/1/1992 158 Kelly Angle Inc. Genesis Program -9.34 2,000k 4/1/2000 157 Superfund Group Superfund Green Gold C (SPC) -8.70 100k 10/1/2005 156 John Locke Investments Cyril Systematic Program -7.85 8,000k 7/1/2000 155 Superfund Group Superfund Green Gold B (SPC) -7.78 50k 10/1/2005 154 DUNN Capital Management DUNN Combined Fund (DCF) -7.25 100k 5/1/1989 153 RAM Management Group RAM MRTP 1X-Conservative -7.24 1,000k 9/1/1993 152 Superfund Group Superfund Green Gold A (SPC) -7.02 5k 10/1/2005 151 Clarke Capital Management Jupiter -6.85 3,000k 5/1/2005 150 M.S. Capital Management Global Diversified Program -6.60 2,000k 11/1/1998 149 AIS Capital Management, L.P. MAAP (2x-4x) Composite -6.49 3,000k 10/1/1992 148 Clarke Capital Management FX Plus -6.47 1,000k 5/1/2004 147 Range Wise Investment Program -6.28 250k 2/1/1991 146 Southwest Managed Investments, LLC Global Diversified -6.14 200k 1/1/2002 145 Mulvaney Capital Management The Mulvaney Global Markets Fund -6.10 100k 5/1/1999 144 Superfund Group Superfund Green Master -5.99 2,000k 5/1/2001 143 Rosetta Capital Management Rosetta Trading Program -5.89 100k 4/1/2000 142 Estlander & Partners Global XL -5.88 5,000k 8/1/1991 141 Strategic Ag Trading SAT GRAINS -5.81 100k 4/1/2002 140 Welton Investment Partners Welton Global -5.76 10,000k 6/1/2004 139 Clarke Capital Management Worldwide -5.39 250k 1/1/1996 138 PRIM' Alternative Investment PRIM Gold -5.23 10k 11/1/2005 137 Parizek Capital Futures Trading Program -5.23 500k 4/1/2000 136 Strategic Ag Trading Chatham -5.22 100k 1/1/2005 135 DUNN Capital Management D'Best Futures Fund, L.P. -5.21 100k 6/1/1994 134 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -5.07 100k 1/1/2005 133 Estlander & Partners Alpha Trend -5.05 30,000k 10/1/1991 132 Insch Capital Management SA Interbank Currency Program - 3X Leverage -4.63 100k 1/1/2000 131 Heyden & Steindl GmbH TOMAC2 -4.52 5,000k 3/1/2003 130 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -4.40 200k 11/1/1999 129 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -4.32 10k 7/1/2005 128 Conquest Capital Group Conquest Select -4.08 250k 6/1/2004 127 Clarke Capital Management Global Magnum -4.02 100k 8/1/1997 126 Xplor Capital Management, LLC Global CTA Program -4.01 1,500k 7/1/2004 125 Rabar Market Research Diversified Program -3.94 2,000k 1/1/1989 124 Wimmer Horizon LLP Managed Account -3.75 5,000k 5/1/2005 123 Revolution Capital Management Alpha Fund -3.71 50k 1/1/2005 122 Superfund Group Superfund Green GCT USD -3.70 15k 1/1/2000 121 Clarke Capital Management Millennium -3.62 1,000k 1/1/1998 120 Red Oak Commodity Advisors Investment Program -3.48 5,000k 12/1/1989 119 ISAM ISAM Systematic Trend Fund -3.42 1,000k 6/1/2001 118 Quantica Capital AG Quantica Managed Futures -3.40 10,000k 1/1/2005 117 Saxon Investment Corporation Aggressive Diversified Program -3.20 2,000k 11/1/1993 116 Northfield Trading Diversified -3.20 2,000k 7/1/1989 115 Mobius Asset Management Custom Trading Program -3.06 100k 1/1/2002 114 Auspice Auspice Diversified Program -2.93 1,500k 6/1/2007 113 Estlander & Partners Global Markets -2.92 10,000k 8/1/1999 112 Clarke Capital Management Global Basic -2.80 50k 2/1/1996 111 Dreiss Research Corporation Diversified Program -2.80 1,000k 5/1/1991 110 Millburn Ridgefield Corporation Commodity Program -2.80 25,000k 3/1/2005 109 Alee Capital Management, LLC Poniente Program -2.73 2,500k 1/1/1999 108 Rotella Capital Management Rotella Polaris Program (Diversified) -2.68 10,000k 1/1/1991 107 Tactical Investment Management Tactical Institutional Commodity Program -2.61 10,000k 4/1/1993 106 EMC Capital Advisors, LLC Classic -2.40 5,000k 1/1/1985 105 Abraham Trading Company Diversified Program -2.32 10,000k 1/1/1988 104 Quantitative Investment Management Quantitative Global Program -2.31 20,000k 10/1/2003 103 Briarwood Capital Management, Inc. Diversified 2XL -2.29 250k 11/1/2004 102 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -2.19 1,000k 9/1/1997 101 Superfund Group Superfund Green Q-AG -2.14 2k 3/1/1996 100 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -2.09 0k 11/1/1996 99 Red Rock Capital, LLC Systematic Global Macro -2.07 500k 9/1/2003 98 Lynx Asset Management AB Lynx Program -2.07 75k 5/1/2000 97 Conquest Capital Group Conquest Macro -2.03 250k 5/1/1999 96 Hawksbill Capital Management Global Diversified -1.99 5,000k 11/1/1988 95 Saxon Investment Corporation Diversified Program -1.87 3,000k 9/1/1988 94 Trigon Investment Advisors, LLC Foreign Exchange Program -1.65 5,000k 8/1/2000 93 DUNN Capital Management World Monetary and Agriculture Program (WMA) -1.63 100k 11/1/1984 92 Hyman Beck and Company Global Portfolio -1.62 1,000k 3/1/1991 91 Transtrend B.V. DTP – Enhanced Risk (JPY) -1.56 10,000k 8/1/2004 90 Robust Methods LLC Macro Managed Account -1.54 5,000k 1/1/2005 89 Millburn Ridgefield Corporation Diversified Program -1.54 20,000k 2/1/1977 88 Millburn Ridgefield Corporation Multi-Markets Program -1.51 25,000k 10/1/2004 87 Somers Brothers Capital Diversified Futures Program #1 -1.50 100k 1/1/2005 86 Alee Capital Management, LLC Mistral Program -1.48 2,500k 1/1/1999 85 Mobius Asset Management Diversified Program -1.43 250k 3/1/2004 84 Briarwood Capital Management, Inc. Diversified Trading Program -1.41 3,000k 7/1/2001 83 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.37 10,000k 8/1/1999 82 Drury Capital Diversified Trend-Following Program -1.28 5,000k 5/1/1997 81 Transtrend B.V. DTP – Enhanced Risk (USD) -1.26 10,000k 1/1/1995 80 Claughton Capital ARP Institutional Program -1.25 1,000k 10/1/2005 79 Covenant Capital Management Original Program -1.22 5,000k 9/1/1999 78 Global Domain Partners, LLC Global Domain Vector Fund - Series A -1.20 500k 1/1/2006 77 Kottke Associates Stockton Fundamental Ag -1.20 500k 1/1/2006 76 NuWave Investment Management, LLC Combined Futures Portfolio -1.18 5,000k 6/1/2001 75 Winton Capital Management Diversified -1.17 50,000k 10/1/1997 74 Superfund Group Superfund Blue SPC Class A (EUR) -1.15 50k 4/1/2005 73 NuWave Investment Management, LLC NuWave Investment Partners LP -1.07 250k 6/1/2001 72 Four Seasons Commodities Corp Lone Star Program -0.97 300k 1/1/2005 71 Covenant Capital Management Aggressive Program -0.92 3,000k 2/1/2004 70 Sunrise Capital Partners Sunrise Expanded Diversified Program -0.91 1/1/1989 69 Transtrend B.V. DTP – Standard Risk (EUR) -0.90 10,000k 2/1/1999 68 Jaguar Investments Ltd Vario Capital Strategy -0.86 1,000k 5/1/2016 67 Chesapeake Capital Diversified (LV) -0.74 100k 2/1/1988 66 M6 Capital Management LLC Standard Program -0.66 300k 7/1/2005 65 MERIT Alternative Investments GmbH Futures Portfolio -0.61 2,000k 6/1/1998 64 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.59 10,000k 1/1/2001 63 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.58 1,000k 1/1/2006 62 Shield Plus LLC Shield Plus Natural Gas -0.49 50k 1/1/2004 61 Capricorn Strategies Limited Capricorn fxST (Lev1) -0.49 1,000k 1/1/1999 60 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -0.47 5,000k 1/1/2005 59 Rotella Capital Management Rotella Orion (Short-Term) Program -0.37 10,000k 3/1/2006 58 Superfund Group Superfund Green L.P. Series A -0.33 5k 10/1/2002 57 Dominion Capital Sapphire Program -0.31 3,000k 5/1/2005 56 Rivoli Fund Management Rivoli International Fund (E) -0.27 5,000k 10/1/1996 55 Spectrum Asset Management LLC Global Diversified -0.22 2,000k 1/1/2001 54 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.17 10,000k 4/1/2004 53 QCM Global Diversified Programme -0.13 500k 12/1/1995 52 Ansbacher Investment Management Market Neutral Put Skew Program -0.09 150k 1/1/1996 51 Kinkopf Capital Management KCM S&P (Proprietary) -0.09 100k 1/1/1999 49 Manning & Napier MN Xenon Managed Futures (2x) Program 0.00 5,000k 6/1/2006 50 HPX Financial LLC HPX Old School Program 0.00 200k 6/1/2006 48 IKOS The IKOS Hedge Fund 0.15 10,000k 7/1/1998 47 FORT LP Fort Global Diversified 0.19 2,000k 3/1/2002 46 Witter & Lester, Inc. Stock Index Futures Trading Program 0.20 400k 1/1/1988 45 Rhicon Currency Management Rhicon Strategic Program 0.22 500k 1/1/2004 44 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 0.26 10,000k 2/1/2006 43 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.28 10,000k 3/1/2003 42 Superfund Group Superfund Green L.P. Series B 0.29 5k 10/1/2002 41 Molinero Capital Management LLP Global Markets Program 0.30 2,000k 7/1/2005 40 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.51 1,000k 3/1/1998 39 Crabel Capital Management Crabel Multi-Product 0.55 1,000k 3/1/1998 38 Witter & Lester, Inc. Redstone 0.59 500k 9/1/1994 37 Quantmetrics Capital Management LLP Premier 12V Strategy 0.64 10,000k 4/1/2003 36 Systematic Alpha Management Systematic Alpha Futures Program 0.80 100k 6/1/2004 35 Eclipse Capital Management Global Monetary 0.84 5,000k 8/1/1990 34 C-View Limited Currency Managed Account Program 0.93 5,000k 10/1/1996 33 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.94 1,000k 1/1/2005 32 FORT LP Fort Global Contrarian 0.98 2,000k 10/1/2002 31 Di Tomasso Group Inc. Equilibrium Program 1.01 5,000k 1/1/2002 30 Manning & Napier MN Xenon Global Fixed Income Program 1.23 2,000k 8/1/2004 29 Blackwater Capital Management Global Program 1.35 5,000k 7/1/2005 28 Ancile Capital Management Global Markets Program 1.38 2,000k 4/1/2005 27 LJM Partners LJM Preservation & Growth Strategy 1.39 250k 5/1/2006 26 Amplitude Capital International Limited Dynamic Strategy 1.44 6/1/2005 25 Haar Capital Management Discretionary Commodity Trading Program 1.49 250k 12/1/2005 24 Alder Capital DAC Alder Global 10 1.60 250k 10/1/2000 23 Warrington Asset Management Warrington Strategic Program 1.65 50k 1/1/1997 22 ITB Capital Management, LLC ITB Premium Fund I, LTD 1.78 1,000k 1/1/2006 21 Strategic Capital Advisors LLC Contrarian 500 1.82 250k 12/1/2003 20 Eckhardt Trading Company Evolution Strategies 1.83 20,000k 8/1/1991 19 Rhicon Currency Management Rhicon Systematic Currency Program 2.05 3,000k 1/1/2004 18 Eckhardt Trading Company Evolution Strategies 1.2X 2.06 10,000k 10/1/1991 17 Mondiale Asset Management Mondiale Trading Program 2.22 0k 9/1/1997 16 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 2.29 100k 3/1/2003 15 Keck Capital Management LLC The Keck Program 2.39 2,000k 12/1/2003 14 Crescent Bay Capital Management Premium Stock Index Program 2.41 10k 10/1/2005 13 Rivoli Fund Management Rivoli International Fund (V9) 2.48 5,000k 1/1/2002 12 Parizek Capital Currency Program 3.01 1,000k 4/1/2006 11 Alder Capital DAC Alder Global 20 3.10 250k 2/1/2001 10 KMJ Investments KMJ Investments 3.82 1,000k 8/1/1994 9 Four Seasons Commodities Corp Hawkeye Spread Program 3.84 500k 3/1/2005 8 LJM Partners LJM Moderately Aggressive Strategy 4.29 500k 4/1/2003 7 Mobius Asset Management Energy Weighted Program 4.48 250k 1/1/2005 6 Romanesco Capital Management B.V Persistence Program 4.55 5,000k 9/1/2005 5 LJM Partners LJM Aggressive Strategy 4.55 500k 7/1/1998 4 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 4.63 1,000k 5/1/2006 3 Neural Capital Ltd Sentinel Trading Program 6.72 2,000k 1/1/2006 2 Schindler Capital Management, LLC Dairy Advantage Program 6.85 400k 8/1/2005 1 Dendrich Ltd QEP 12.91 50k 12/1/2005 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.