IASG CTA Index For August 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 Aug 2006 Min Inv Inception 163 AIS Capital Management, L.P. MAAP (3x-6x) Composite -14.56 2,000k 7/1/1992 162 Strategic Ag Trading Chatham -11.27 100k 1/1/2005 161 AIS Capital Management, L.P. MAAP (2x-4x) Composite -9.51 3,000k 10/1/1992 160 DUNN Capital Management World Monetary and Agriculture Program (WMA) -8.76 100k 11/1/1984 159 Rosetta Capital Management Rosetta Trading Program -7.28 100k 4/1/2000 158 Parizek Capital Currency Program -7.15 1,000k 4/1/2006 157 Amplitude Capital International Limited Dynamic Strategy -7.10 6/1/2005 156 Four Seasons Commodities Corp Hawkeye Spread Program -6.13 500k 3/1/2005 155 Conquest Capital Group Conquest Macro -5.05 250k 5/1/1999 154 Rivoli Fund Management Rivoli International Fund (E) -4.96 5,000k 10/1/1996 153 Chesapeake Capital Diversified (LV) -4.66 100k 2/1/1988 152 Crabel Capital Management Crabel Multi-Product -4.43 1,000k 3/1/1998 151 Keck Capital Management LLC The Keck Program -3.87 2,000k 12/1/2003 150 Mobius Asset Management Energy Weighted Program -3.40 250k 1/1/2005 149 Romanesco Capital Management B.V Persistence Program -3.26 5,000k 9/1/2005 148 DUNN Capital Management DUNN Combined Fund (DCF) -3.22 100k 5/1/1989 147 Ancile Capital Management Global Markets Program -3.08 2,000k 4/1/2005 146 Clarke Capital Management Worldwide -3.03 250k 1/1/1996 145 Mobius Asset Management Diversified Program -2.95 250k 3/1/2004 144 DUNN Capital Management D'Best Futures Fund, L.P. -2.79 100k 6/1/1994 143 Superfund Group Superfund Green Gold B (SPC) -2.71 50k 10/1/2005 142 M6 Capital Management LLC Standard Program -2.69 300k 7/1/2005 141 Superfund Group Superfund Green Gold C (SPC) -2.66 100k 10/1/2005 140 Superfund Group Superfund Green Gold A (SPC) -2.57 5k 10/1/2005 139 Rivoli Fund Management Rivoli International Fund (V9) -2.53 5,000k 1/1/2002 138 Red Rock Capital, LLC Systematic Global Macro -2.49 500k 9/1/2003 137 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -2.41 0k 11/1/1996 136 Clarke Capital Management Millennium -2.38 1,000k 1/1/1998 135 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -2.25 10,000k 1/1/2001 134 Superfund Group Superfund Blue SPC Class A (EUR) -2.24 50k 4/1/2005 133 Strategic Ag Trading SAT GRAINS -2.20 100k 4/1/2002 132 Trigon Investment Advisors, LLC Foreign Exchange Program -2.00 5,000k 8/1/2000 131 Mobius Asset Management Custom Trading Program -1.94 100k 1/1/2002 130 PRIM' Alternative Investment PRIM Gold -1.86 10k 11/1/2005 129 Clarke Capital Management Global Magnum -1.85 100k 8/1/1997 128 Superfund Group Superfund Green GCT USD -1.73 15k 1/1/2000 127 Rhicon Currency Management Rhicon Systematic Currency Program -1.71 3,000k 1/1/2004 126 Saxon Investment Corporation Aggressive Diversified Program -1.54 2,000k 11/1/1993 125 Millburn Ridgefield Corporation Multi-Markets Program -1.51 25,000k 10/1/2004 124 Spectrum Asset Management LLC Global Diversified -1.50 2,000k 1/1/2001 123 Millburn Ridgefield Corporation Commodity Program -1.50 25,000k 3/1/2005 122 Shield Plus LLC Shield Plus Natural Gas -1.42 50k 1/1/2004 121 Parizek Capital Futures Trading Program -1.27 500k 4/1/2000 120 Sunrise Capital Partners Sunrise Expanded Diversified Program -1.26 1/1/1989 119 Dreiss Research Corporation Diversified Program -1.25 1,000k 5/1/1991 118 Dominion Capital Sapphire Program -1.24 3,000k 5/1/2005 117 Drury Capital Diversified Trend-Following Program -1.22 5,000k 5/1/1997 116 Heyden & Steindl GmbH TOMAC2 -1.17 5,000k 3/1/2003 115 Superfund Group Superfund Green Master -1.14 2,000k 5/1/2001 114 Clarke Capital Management Global Basic -1.08 50k 2/1/1996 113 Saxon Investment Corporation Diversified Program -1.06 3,000k 9/1/1988 112 Four Seasons Commodities Corp Lone Star Program -1.03 300k 1/1/2005 111 Rhicon Currency Management Rhicon Strategic Program -1.00 500k 1/1/2004 110 Millburn Ridgefield Corporation Diversified Program -0.97 20,000k 2/1/1977 109 Range Wise Investment Program -0.96 250k 2/1/1991 108 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -0.86 10k 7/1/2005 107 C-View Limited Currency Managed Account Program -0.78 5,000k 10/1/1996 106 Briarwood Capital Management, Inc. Diversified 2XL -0.75 250k 11/1/2004 105 IKOS The IKOS Hedge Fund -0.73 10,000k 7/1/1998 104 Blackwater Capital Management Global Program -0.60 5,000k 7/1/2005 103 QCM Global Diversified Programme -0.45 500k 12/1/1995 102 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.43 1,000k 9/1/1997 101 Jaguar Investments Ltd Vario Capital Strategy -0.37 1,000k 5/1/2016 100 Manning & Napier MN Xenon Global Fixed Income Program -0.36 2,000k 8/1/2004 99 Briarwood Capital Management, Inc. Diversified Trading Program -0.33 3,000k 7/1/2001 98 Eclipse Capital Management Global Monetary -0.21 5,000k 8/1/1990 97 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.20 10,000k 4/1/2004 96 Superfund Group Superfund Green Q-AG -0.18 2k 3/1/1996 95 HPX Financial LLC HPX Old School Program -0.17 200k 6/1/2006 94 Clarke Capital Management Jupiter -0.16 3,000k 5/1/2005 93 Capricorn Strategies Limited Capricorn fxST (Lev1) -0.12 1,000k 1/1/1999 92 Alee Capital Management, LLC Mistral Program -0.11 2,500k 1/1/1999 91 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -0.06 200k 11/1/1999 90 Quantitative Investment Management Quantitative Global Program -0.02 20,000k 10/1/2003 89 Mondiale Asset Management Mondiale Trading Program -0.01 0k 9/1/1997 88 Quantum Leap Capital Management Managed Account Program 0.00 300k 8/1/2006 87 Manning & Napier MN Xenon Managed Futures (2x) Program 0.02 5,000k 6/1/2006 86 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.04 1,000k 1/1/2005 85 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 0.13 10,000k 2/1/2006 84 RAM Management Group RAM MRTP 1X-Conservative 0.21 1,000k 9/1/1993 83 Quantmetrics Capital Management LLP Premier 12V Strategy 0.32 10,000k 4/1/2003 82 Covenant Capital Management Original Program 0.32 5,000k 9/1/1999 81 MERIT Alternative Investments GmbH Futures Portfolio 0.37 2,000k 6/1/1998 80 Xplor Capital Management, LLC Global CTA Program 0.37 1,500k 7/1/2004 79 Schindler Capital Management, LLC Dairy Advantage Program 0.38 400k 8/1/2005 78 Superfund Group Superfund Green L.P. Series A 0.38 5k 10/1/2002 77 Covenant Capital Management Aggressive Program 0.40 3,000k 2/1/2004 76 Systematic Alpha Management Systematic Alpha Futures Program 0.43 100k 6/1/2004 75 Rotella Capital Management Rotella Orion (Short-Term) Program 0.49 10,000k 3/1/2006 74 Witter & Lester, Inc. Redstone 0.50 500k 9/1/1994 73 Robust Methods LLC Macro Managed Account 0.52 5,000k 1/1/2005 72 Superfund Group Superfund Green L.P. Series B 0.55 5k 10/1/2002 71 Haar Capital Management Discretionary Commodity Trading Program 0.56 250k 12/1/2005 70 Alee Capital Management, LLC Poniente Program 0.65 2,500k 1/1/1999 69 Mark J. Walsh Company Standard Program 0.66 2,000k 9/1/1985 68 Hyman Beck and Company Global Portfolio 0.72 1,000k 3/1/1991 67 Rotella Capital Management Rotella Polaris Program (Diversified) 0.76 10,000k 1/1/1991 66 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.89 1,000k 3/1/2003 65 Kottke Associates Stockton Fundamental Ag 0.96 500k 1/1/2006 64 Wimmer Horizon LLP Managed Account 0.98 5,000k 5/1/2005 63 Warrington Asset Management Warrington Strategic Program 1.00 50k 1/1/1997 62 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 1.04 1,000k 1/1/2006 61 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.05 1,000k 5/1/2006 60 M.S. Capital Management Global Diversified Program 1.05 2,000k 11/1/1998 59 Conquest Capital Group Conquest Select 1.12 250k 6/1/2004 58 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 1.19 5,000k 1/1/2005 57 John Locke Investments Cyril Systematic Program 1.22 8,000k 7/1/2000 56 EMC Capital Advisors, LLC Classic 1.30 5,000k 1/1/1985 55 LJM Partners LJM Preservation & Growth Strategy 1.35 250k 5/1/2006 54 RAM Management Group MRTP Aggressive 1.45 1,000k 2/1/1998 53 ISAM ISAM Systematic Trend Fund 1.48 1,000k 6/1/2001 52 Northfield Trading Diversified 1.50 2,000k 7/1/1989 51 Southwest Managed Investments, LLC Global Diversified 1.57 200k 1/1/2002 50 Ansbacher Investment Management Market Neutral Put Skew Program 1.59 250k 1/1/1996 49 Quantica Capital AG Quantica Managed Futures 1.60 5,000k 1/1/2005 48 Eckhardt Trading Company Evolution Strategies 1.86 20,000k 8/1/1991 47 Mulvaney Capital Management The Mulvaney Global Markets Fund 1.95 100k 5/1/1999 46 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.95 100k 1/1/2000 45 Rabar Market Research Diversified Program 2.07 2,000k 1/1/1989 44 Eckhardt Trading Company Evolution Strategies 1.2X 2.09 10,000k 10/1/1991 43 Hawksbill Capital Management Global Diversified 2.14 5,000k 11/1/1988 42 Di Tomasso Group Inc. Equilibrium Program 2.16 5,000k 1/1/2002 41 Global Domain Partners, LLC Global Domain Vector Fund - Series A 2.29 500k 1/1/2006 40 Witter & Lester, Inc. Stock Index Futures Trading Program 2.44 400k 1/1/1988 39 Molinero Capital Management LLP Global Markets Program 2.64 2,000k 7/1/2005 38 Kaiser Trading Group Kaiser Global Diversified Program - Class B 2.67 1,000k 3/1/1998 37 NuWave Investment Management, LLC Combined Futures Portfolio 2.68 5,000k 6/1/2001 36 Red Oak Commodity Advisors Investment Program 2.69 5,000k 12/1/1989 35 Abraham Trading Company Diversified Program 2.72 10,000k 1/1/1988 34 Auspice Capital Advisors Ltd Auspice Diversified Program 2.73 1,500k 4/1/2006 33 NuWave Investment Management, LLC NuWave Investment Partners LP 2.80 250k 6/1/2001 32 Revolution Capital Management Alpha Fund 2.81 50k 1/1/2005 31 ITB Capital Management, LLC ITB Premium Fund I, LTD 2.87 1,000k 1/1/2006 30 Transtrend B.V. DTP – Standard Risk (EUR) 2.88 10,000k 2/1/1999 29 Neural Capital Ltd Sentinel Trading Program 3.06 2,000k 1/1/2006 28 Strategic Capital Advisors LLC Contrarian 500 3.08 500k 12/1/2003 27 Alder Capital DAC Alder Global 10 3.40 250k 10/1/2000 26 Arcanum Asset Management Equity Index Option Program (Prop) 3.67 500k 7/1/2006 25 Estlander & Partners Alpha Trend 3.70 30,000k 10/1/1991 24 Crescent Bay Capital Management Premium Stock Index Program 3.82 10k 10/1/2005 23 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 3.83 100k 1/1/2005 22 Lynx Asset Management AB Lynx Program 3.97 75k 5/1/2000 21 KMJ Investments KMJ Investments 4.09 1,000k 8/1/1994 20 Somers Brothers Capital Diversified Futures Program #1 4.10 100k 1/1/2005 19 Clarke Capital Management FX Plus 4.24 1,000k 5/1/2004 18 Tactical Investment Management Tactical Institutional Commodity Program 4.52 10,000k 4/1/1993 17 Winton Capital Management Diversified 4.54 50,000k 10/1/1997 16 FORT LP Fort Global Contrarian 4.63 2,000k 10/1/2002 15 Claughton Capital ARP Institutional Program 4.66 1,000k 10/1/2005 14 Transtrend B.V. DTP – Enhanced Risk (USD) 4.72 10,000k 1/1/1995 13 FORT LP Fort Global Diversified 4.76 2,000k 10/1/1993 12 Estlander & Partners Global Markets 4.84 10,000k 8/1/1999 11 Transtrend B.V. DTP – Enhanced Risk (EUR) 4.86 10,000k 8/1/1999 10 Transtrend B.V. DTP – Enhanced Risk (JPY) 4.86 10,000k 8/1/2004 9 Welton Investment Partners Welton Global 4.90 10,000k 6/1/2004 8 LJM Partners LJM Moderately Aggressive Strategy 4.90 500k 4/1/2003 7 LJM Partners LJM Aggressive Strategy 5.27 500k 7/1/1998 6 Kelly Angle Inc. Genesis Program 6.21 2,000k 4/1/2000 5 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 6.40 100k 3/1/2003 4 Alder Capital DAC Alder Global 20 7.80 250k 2/1/2001 3 Kinkopf Capital Management KCM S&P (Proprietary) 9.01 100k 1/1/1999 2 Estlander & Partners Global XL 9.43 5,000k 8/1/1991 1 Dendrich Ltd QEP 32.78 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.