IASG CTA Index For September 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 Sep 2006 Min Inv Inception 163 AIS Capital Management, L.P. MAAP (3x-6x) Composite -19.75 2,000k 7/1/1992 162 AIS Capital Management, L.P. MAAP (2x-4x) Composite -12.14 3,000k 10/1/1992 161 Neural Capital Ltd Sentinel Trading Program -9.51 2,000k 1/1/2006 160 Hawksbill Capital Management Global Diversified -9.35 5,000k 11/1/1988 159 Clarke Capital Management Global Basic -8.91 50k 2/1/1996 158 Trigon Investment Advisors, LLC Foreign Exchange Program -7.36 5,000k 8/1/2000 157 Rivoli Fund Management Rivoli International Fund (V9) -6.19 5,000k 1/1/2002 156 Alder Capital DAC Alder Global 20 -6.10 250k 2/1/2001 155 Clarke Capital Management Global Magnum -6.05 100k 8/1/1997 154 Schindler Capital Management, LLC Dairy Advantage Program -6.03 400k 8/1/2005 153 Conquest Capital Group Conquest Macro -5.95 250k 5/1/1999 152 RAM Management Group MRTP Aggressive -5.30 1,000k 2/1/1998 151 DUNN Capital Management World Monetary and Agriculture Program (WMA) -5.22 100k 11/1/1984 150 PRIM' Alternative Investment PRIM Gold -4.68 10k 11/1/2005 149 Insch Capital Management SA Interbank Currency Program - 3X Leverage -4.63 100k 1/1/2000 148 HPX Financial LLC HPX Old School Program -4.15 200k 6/1/2006 147 Tactical Investment Management Tactical Institutional Commodity Program -4.15 10,000k 4/1/1993 146 Haar Capital Management Discretionary Commodity Trading Program -4.06 250k 12/1/2005 145 Shield Plus LLC Shield Plus Natural Gas -4.05 50k 1/1/2004 144 Mark J. Walsh Company Standard Program -3.96 2,000k 9/1/1985 143 Estlander & Partners Alpha Trend -3.87 30,000k 10/1/1991 142 Clarke Capital Management Worldwide -3.76 250k 1/1/1996 141 M6 Capital Management LLC Standard Program -3.37 300k 7/1/2005 140 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -3.26 100k 3/1/2003 139 Quantum Leap Capital Management Managed Account Program -3.15 300k 8/1/2006 138 Lynx Asset Management AB Lynx Program -3.15 75k 5/1/2000 137 Wimmer Horizon LLP Managed Account -2.99 5,000k 5/1/2005 136 Xplor Capital Management, LLC Global CTA Program -2.78 1,500k 7/1/2004 135 Mobius Asset Management Custom Trading Program -2.78 100k 1/1/2002 134 Alder Capital DAC Alder Global 10 -2.70 250k 10/1/2000 133 Crabel Capital Management Crabel Multi-Product -2.58 1,000k 3/1/1998 132 DUNN Capital Management DUNN Combined Fund (DCF) -2.47 100k 5/1/1989 131 Eckhardt Trading Company Evolution Strategies 1.2X -2.22 10,000k 10/1/1991 130 Kelly Angle Inc. Genesis Program -2.10 2,000k 4/1/2000 129 Mobius Asset Management Diversified Program -2.09 250k 3/1/2004 128 Conquest Capital Group Conquest Select -2.08 250k 6/1/2004 127 EMC Capital Advisors, LLC Classic -2.00 5,000k 1/1/1985 126 Eclipse Capital Management Global Monetary -1.84 5,000k 8/1/1990 125 Eckhardt Trading Company Evolution Strategies -1.79 20,000k 8/1/1991 124 RAM Management Group RAM MRTP 1X-Conservative -1.71 1,000k 9/1/1993 123 Mobius Asset Management Energy Weighted Program -1.70 250k 1/1/2005 122 Chesapeake Capital Diversified (LV) -1.53 100k 2/1/1988 121 Abraham Trading Company Diversified Program -1.51 10,000k 1/1/1988 120 Rosetta Capital Management Rosetta Trading Program -1.39 100k 4/1/2000 119 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -1.35 100k 1/1/2005 118 Spectrum Asset Management LLC Global Diversified -1.23 2,000k 1/1/2001 117 Rhicon Currency Management Rhicon Systematic Currency Program -1.22 3,000k 1/1/2004 116 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -1.20 5,000k 1/1/2005 115 Quantitative Investment Management Quantitative Global Program -1.19 20,000k 10/1/2003 114 Claughton Capital ARP Institutional Program -1.16 1,000k 10/1/2005 113 Global Domain Partners, LLC Global Domain Vector Fund - Series A -1.12 500k 1/1/2006 112 Winton Capital Management Diversified -1.10 50,000k 10/1/1997 111 Rivoli Fund Management Rivoli International Fund (E) -0.96 5,000k 10/1/1996 110 DUNN Capital Management D'Best Futures Fund, L.P. -0.90 100k 6/1/1994 109 LJM Partners LJM Preservation & Growth Strategy -0.88 250k 5/1/2006 108 FORT LP Fort Global Diversified -0.85 2,000k 10/1/1993 107 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.82 10,000k 1/1/2001 106 Superfund Group Superfund Blue SPC Class A (EUR) -0.80 50k 4/1/2005 105 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -0.78 10,000k 2/1/2006 104 Robust Methods LLC Macro Managed Account -0.74 5,000k 1/1/2005 103 MERIT Alternative Investments GmbH Futures Portfolio -0.65 2,000k 6/1/1998 102 Rabar Market Research Diversified Program -0.65 2,000k 1/1/1989 101 Parizek Capital Currency Program -0.64 1,000k 4/1/2006 100 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -0.63 0k 11/1/1996 99 Clarke Capital Management FX Plus -0.62 1,000k 5/1/2004 98 M.S. Capital Management Global Diversified Program -0.60 2,000k 11/1/1998 97 IKOS The IKOS Hedge Fund -0.47 10,000k 7/1/1998 96 C-View Limited Currency Managed Account Program -0.44 5,000k 10/1/1996 95 Millburn Ridgefield Corporation Multi-Markets Program -0.42 25,000k 10/1/2004 94 Strategic Ag Trading SAT GRAINS -0.41 100k 4/1/2002 93 Dominion Capital Sapphire Program -0.28 3,000k 5/1/2005 92 ITB Capital Management, LLC ITB Premium Fund I, LTD -0.24 1,000k 1/1/2006 91 Rhicon Currency Management Rhicon Strategic Program -0.24 500k 1/1/2004 90 Red Oak Commodity Advisors Investment Program -0.22 5,000k 12/1/1989 89 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.20 10,000k 4/1/2004 88 Four Seasons Commodities Corp Hawkeye Spread Program -0.17 500k 3/1/2005 87 Sunrise Capital Partners Sunrise Expanded Diversified Program -0.10 1/1/1989 86 Capricorn Strategies Limited Capricorn fxST (Lev1) -0.08 1,000k 1/1/1999 85 Hyman Beck and Company Global Portfolio -0.04 1,000k 3/1/1991 83 Range Wise Investment Program 0.00 250k 2/1/1991 84 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.00 10,000k 8/1/2004 82 Molinero Capital Management LLP Global Markets Program 0.03 2,000k 7/1/2005 81 Four Seasons Commodities Corp Lone Star Program 0.04 300k 1/1/2005 80 Millburn Ridgefield Corporation Diversified Program 0.04 20,000k 2/1/1977 79 Red Rock Capital, LLC Systematic Global Macro 0.06 500k 9/1/2003 78 Transtrend B.V. DTP – Standard Risk (EUR) 0.07 10,000k 2/1/1999 77 Covenant Capital Management Original Program 0.08 5,000k 9/1/1999 76 Welton Investment Partners Welton Global 0.11 10,000k 6/1/2004 75 Estlander & Partners Global XL 0.12 5,000k 8/1/1991 74 Transtrend B.V. DTP – Enhanced Risk (USD) 0.12 10,000k 1/1/1995 73 Manning & Napier MN Xenon Global Fixed Income Program 0.13 2,000k 8/1/2004 72 Witter & Lester, Inc. Redstone 0.17 500k 9/1/1994 71 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.17 10,000k 8/1/1999 70 Quantmetrics Capital Management LLP Premier 12V Strategy 0.22 10,000k 4/1/2003 69 Revolution Capital Management Alpha Fund 0.24 50k 1/1/2005 68 Saxon Investment Corporation Diversified Program 0.25 3,000k 9/1/1988 67 Estlander & Partners Global Markets 0.25 10,000k 8/1/1999 66 ISAM ISAM Systematic Trend Fund 0.26 1,000k 6/1/2001 65 Dreiss Research Corporation Diversified Program 0.30 1,000k 5/1/1991 64 Alee Capital Management, LLC Poniente Program 0.32 2,500k 1/1/1999 63 QCM Global Diversified Programme 0.42 500k 12/1/1995 62 Millburn Ridgefield Corporation Commodity Program 0.42 25,000k 3/1/2005 61 FORT LP Fort Global Contrarian 0.52 2,000k 10/1/2002 60 Mondiale Asset Management Mondiale Trading Program 0.54 0k 9/1/1997 59 Covenant Capital Management Aggressive Program 0.65 3,000k 2/1/2004 58 John Locke Investments Cyril Systematic Program 0.68 8,000k 7/1/2000 57 Saxon Investment Corporation Aggressive Diversified Program 0.68 2,000k 11/1/1993 56 Quantica Capital AG Quantica Managed Futures 0.70 5,000k 1/1/2005 55 Ansbacher Investment Management Market Neutral Put Skew Program 0.72 250k 1/1/1996 54 Auspice Capital Advisors Ltd Auspice Diversified Program 0.73 1,500k 4/1/2006 53 Warrington Asset Management Warrington Strategic Program 0.79 50k 1/1/1997 52 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.82 1,000k 1/1/2005 51 Manning & Napier MN Xenon Managed Futures (2x) Program 0.88 5,000k 6/1/2006 50 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.89 1,000k 9/1/1997 49 Drury Capital Diversified Trend-Following Program 0.91 5,000k 5/1/1997 48 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.98 1,000k 3/1/1998 47 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.99 1,000k 3/1/2003 46 Mulvaney Capital Management The Mulvaney Global Markets Fund 1.00 100k 5/1/1999 45 Blackwater Capital Management Global Program 1.03 5,000k 7/1/2005 44 Witter & Lester, Inc. Stock Index Futures Trading Program 1.07 400k 1/1/1988 43 Rotella Capital Management Rotella Polaris Program (Diversified) 1.11 10,000k 1/1/1991 42 LJM Partners LJM Moderately Aggressive Strategy 1.27 500k 4/1/2003 41 LJM Partners LJM Aggressive Strategy 1.34 500k 7/1/1998 40 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.35 1,000k 5/1/2006 39 Northfield Trading Diversified 1.40 2,000k 7/1/1989 38 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 1.54 1,000k 1/1/2006 37 Rotella Capital Management Rotella Orion (Short-Term) Program 1.62 10,000k 3/1/2006 36 Superfund Group Superfund Green Gold A (SPC) 1.69 5k 10/1/2005 35 Crescent Bay Capital Management Premium Stock Index Program 1.76 10k 10/1/2005 34 Di Tomasso Group Inc. Equilibrium Program 1.76 5,000k 1/1/2002 33 Keck Capital Management LLC The Keck Program 1.82 2,000k 12/1/2003 32 NuWave Investment Management, LLC Combined Futures Portfolio 1.92 5,000k 6/1/2001 31 NuWave Investment Management, LLC NuWave Investment Partners LP 2.00 250k 6/1/2001 30 Somers Brothers Capital Diversified Futures Program #1 2.10 100k 1/1/2005 29 Briarwood Capital Management, Inc. Diversified Trading Program 2.18 3,000k 7/1/2001 28 Strategic Ag Trading Chatham 2.40 100k 1/1/2005 27 Parizek Capital Futures Trading Program 2.45 500k 4/1/2000 26 Systematic Alpha Management Systematic Alpha Futures Program 2.61 100k 6/1/2004 25 Arcanum Asset Management Equity Index Option Program (Prop) 2.67 500k 7/1/2006 24 KMJ Investments KMJ Investments 2.76 1,000k 8/1/1994 23 Kottke Associates Stockton Fundamental Ag 2.85 500k 1/1/2006 22 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.94 10k 7/1/2005 21 Amplitude Capital International Limited Dynamic Strategy 3.13 6/1/2005 20 Superfund Group Superfund Green L.P. Series A 3.20 5k 10/1/2002 19 Ancile Capital Management Global Markets Program 3.52 2,000k 4/1/2005 18 Southwest Managed Investments, LLC Global Diversified 3.55 200k 1/1/2002 17 Alee Capital Management, LLC Mistral Program 3.60 2,500k 1/1/1999 16 Jaguar Investments Ltd Vario Capital Strategy 4.14 1,000k 5/1/2016 15 Superfund Group Superfund Green L.P. Series B 4.45 5k 10/1/2002 14 Clarke Capital Management Jupiter 4.74 3,000k 5/1/2005 13 Strategic Capital Advisors LLC Contrarian 500 5.29 500k 12/1/2003 12 Superfund Group Superfund Green Gold B (SPC) 5.33 50k 10/1/2005 11 Briarwood Capital Management, Inc. Diversified 2XL 5.64 250k 11/1/2004 10 Superfund Group Superfund Green Q-AG 6.01 2k 3/1/1996 9 Romanesco Capital Management B.V Persistence Program 6.21 5,000k 9/1/2005 8 Kinkopf Capital Management KCM S&P (Proprietary) 6.27 100k 1/1/1999 7 Dendrich Ltd QEP 6.63 50k 12/1/2005 6 Superfund Group Superfund Green GCT USD 8.73 15k 1/1/2000 5 Clarke Capital Management Millennium 8.92 1,000k 1/1/1998 4 Superfund Group Superfund Green Gold C (SPC) 9.15 100k 10/1/2005 3 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 10.86 200k 11/1/1999 2 Superfund Group Superfund Green Master 11.12 2,000k 5/1/2001 1 Heyden & Steindl GmbH TOMAC2 20.27 5,000k 3/1/2003 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.