IASG CTA Index For January 2007 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 Jan 2007 Min Inv Inception 171 Tactical Investment Management Tactical Institutional Commodity Program -6.33 10,000k 4/1/1993 170 QCM Global Diversified Programme -5.89 500k 12/1/1995 169 Rosetta Capital Management Rosetta Trading Program -5.22 100k 4/1/2000 168 Kottke Associates Stockton Fundamental Ag -4.88 500k 1/1/2006 167 Covenant Capital Management Aggressive Program -4.70 3,000k 2/1/2004 166 Strategic Ag Trading SAT GRAINS -4.68 100k 4/1/2002 165 Superfund Group Superfund Green L.P. Series B -4.59 5k 10/1/2002 164 Saxon Investment Corporation Aggressive Diversified Program -4.35 2,000k 11/1/1993 163 Covenant Capital Management Original Program -4.02 5,000k 9/1/1999 162 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.92 100k 1/1/2000 161 Ancile Capital Management Global Markets Program -3.69 2,000k 4/1/2005 160 Heyden & Steindl GmbH TOMAC2 -3.33 5,000k 3/1/2003 159 Superfund Group Superfund Green L.P. Series A -3.09 5k 10/1/2002 158 Mobius Asset Management Custom Trading Program -3.03 100k 1/1/2002 157 Estlander & Partners Global XL -2.69 5,000k 8/1/1991 156 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -2.40 100k 3/1/2003 155 Saxon Investment Corporation Diversified Program -2.23 3,000k 9/1/1988 154 Kelly Angle Inc. Genesis Program -2.22 2,000k 4/1/2000 153 Trigon Investment Advisors, LLC Foreign Exchange Program -1.94 5,000k 8/1/2000 152 Southwest Managed Investments, LLC Global Diversified -1.75 200k 1/1/2002 151 Hawksbill Capital Management Global Diversified -1.72 5,000k 11/1/1988 150 Jaguar Investments Ltd Vario Capital Strategy -1.54 1,000k 5/1/2016 149 Witter & Lester, Inc. Stock Index Futures Trading Program -1.44 400k 1/1/1988 148 Auspice Capital Advisors Ltd Auspice Diversified Program -1.43 1,500k 4/1/2006 147 Estlander & Partners Global Markets -1.31 10,000k 8/1/1999 146 Rabar Market Research Diversified Program -1.30 2,000k 1/1/1989 145 Robust Methods LLC Macro Managed Account -1.09 5,000k 1/1/2005 144 Superfund Group Superfund Green Master -0.85 2,000k 5/1/2001 143 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -0.83 5,000k 1/1/2005 142 Haar Capital Management Discretionary Commodity Trading Program -0.77 250k 12/1/2005 141 Capricorn Strategies Limited Capricorn fxST (Lev1) -0.73 1,000k 1/1/1999 140 Superfund Group Superfund Blue SPC Class A (EUR) -0.69 50k 4/1/2005 139 Conquest Capital Group Conquest Macro -0.50 250k 5/1/1999 138 Clarke Capital Management Worldwide -0.46 250k 1/1/1996 137 Rhicon Currency Management Rhicon Strategic Program -0.43 500k 1/1/2004 136 Shield Plus LLC Shield Plus Natural Gas -0.42 50k 1/1/2004 135 Dominion Capital Sapphire Program -0.34 3,000k 5/1/2005 134 Quantmetrics Capital Management LLP Premier 12V Strategy -0.25 10,000k 4/1/2003 133 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.24 10,000k 4/1/2004 132 C-View Limited Currency Managed Account Program -0.23 5,000k 10/1/1996 131 Witter & Lester, Inc. Redstone -0.20 500k 9/1/1994 130 Red Rock Capital, LLC Systematic Global Macro -0.16 500k 9/1/2003 129 Mobius Asset Management Diversified Program -0.10 250k 3/1/2004 128 KMJ Investments KMJ Investments -0.05 1,000k 8/1/1994 127 M.S. Capital Management Global Diversified Program -0.04 2,000k 11/1/1998 126 Rotella Capital Management Rotella Polaris Program (Diversified) -0.02 10,000k 1/1/1991 125 Novus Investments, LLC Novus Precious Commodities 0.00 200k 1/1/2007 124 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 0.00 200k 1/1/2007 122 Quantmetrics Capital Management LLP Directional 10V Strategy 0.00 10,000k 1/1/2007 123 Robinson-Langley Capital Management, LLC Managed Account Program 0.00 200k 1/1/2007 121 Emil van Essen Spread Trading Program 0.00 5,000k 12/1/2006 120 Systematic Alpha Management Systematic Alpha Futures Program 0.07 100k 6/1/2004 119 Estlander & Partners Alpha Trend 0.07 30,000k 10/1/1991 118 RAM Management Group MRTP Aggressive 0.10 1,000k 2/1/1998 117 Mondiale Asset Management Mondiale Trading Program 0.11 0k 9/1/1997 116 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 0.15 10,000k 2/1/2006 115 Superfund Group Superfund Green GCT USD 0.19 15k 1/1/2000 114 RAM Management Group RAM MRTP 1X-Conservative 0.20 1,000k 9/1/1993 113 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.21 1,000k 1/1/2005 112 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.24 10,000k 1/1/2001 111 Manning & Napier MN Xenon Global Fixed Income Program 0.24 2,000k 8/1/2004 110 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 0.25 100k 1/1/2005 109 AIS Capital Management, L.P. MAAP (3x-6x) Composite 0.28 2,000k 7/1/1992 108 Conquest Capital Group Conquest Select 0.32 250k 6/1/2004 107 Manning & Napier MN Xenon Managed Futures (2x) Program 0.33 5,000k 6/1/2006 106 M6 Capital Management LLC Standard Program 0.35 300k 7/1/2005 105 Eckhardt Trading Company Evolution Strategies 1.2X 0.35 10,000k 10/1/1991 104 Eckhardt Trading Company Evolution Strategies 0.37 20,000k 8/1/1991 103 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 0.41 200k 11/1/1999 102 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.42 1k 10/1/2006 101 ISAM ISAM Systematic Trend Fund 0.43 1,000k 6/1/2001 100 Parizek Capital Futures Trading Program 0.52 500k 4/1/2000 99 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.56 100k 5/1/1999 98 Superfund Group Superfund Green Q-AG 0.62 2k 3/1/1996 97 AIS Capital Management, L.P. MAAP (2x-4x) Composite 0.62 3,000k 10/1/1992 96 Briarwood Capital Management, Inc. Diversified Trading Program 0.70 3,000k 7/1/2001 95 Transtrend B.V. DTP – Standard Risk (EUR) 0.73 10,000k 2/1/1999 94 NuWave Investment Management, LLC NuWave Investment Partners LP 0.79 250k 6/1/2001 93 Mobius Asset Management Energy Weighted Program 0.82 250k 1/1/2005 92 Rotella Capital Management Rotella Orion (Short-Term) Program 0.85 10,000k 3/1/2006 91 NuWave Investment Management, LLC Combined Futures Portfolio 0.93 5,000k 6/1/2001 90 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.03 1,000k 3/1/1998 89 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.03 0k 11/1/1996 88 Hyman Beck and Company Global Portfolio 1.04 1,000k 3/1/1991 87 Millburn Ridgefield Corporation Commodity Program 1.07 25,000k 3/1/2005 86 Abraham Trading Company Diversified Program 1.08 10,000k 1/1/1988 85 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.10 1,000k 5/1/2006 84 John Locke Investments Cyril Systematic Program 1.23 8,000k 7/1/2000 83 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 1.23 1,000k 1/1/2006 82 Global Domain Partners, LLC Global Domain Vector Fund - Series A 1.28 500k 1/1/2006 81 Briarwood Capital Management, Inc. Diversified 2XL 1.30 250k 11/1/2004 80 Quantica Capital AG Quantica Managed Futures 1.30 5,000k 1/1/2005 79 Northfield Trading Diversified 1.38 2,000k 7/1/1989 78 Dreiss Research Corporation Diversified Program 1.41 1,000k 5/1/1991 77 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 1.43 1,000k 9/1/1997 76 Blackwater Capital Management Global Program 1.43 5,000k 7/1/2005 75 Superfund Group Superfund Green Gold A (SPC) 1.47 5k 10/1/2005 74 Warrington Asset Management Warrington Strategic Program 1.50 50k 1/1/1997 73 Clarke Capital Management Global Basic 1.51 50k 2/1/1996 72 Amplitude Capital International Limited Dynamic Strategy 1.56 6/1/2005 71 ITB Capital Management, LLC ITB Premium Fund I, LTD 1.57 1,000k 1/1/2006 70 Somers Brothers Capital Diversified Futures Program #1 1.60 100k 1/1/2005 69 Alder Capital DAC Alder Global 10 1.60 250k 10/1/2000 68 Transtrend B.V. DTP – Enhanced Risk (USD) 1.64 10,000k 1/1/1995 67 Claughton Capital ARP Institutional Program 1.64 1,000k 10/1/2005 66 Quantitative Investment Management Quantitative Global Program 1.67 20,000k 10/1/2003 65 Millburn Ridgefield Corporation Diversified Program 1.70 20,000k 2/1/1977 64 Millburn Ridgefield Corporation Multi-Markets Program 1.70 25,000k 10/1/2004 63 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.75 10,000k 8/1/1999 62 MERIT Alternative Investments GmbH Futures Portfolio 1.76 2,000k 6/1/1998 61 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 1.79 1,000k 10/1/2006 60 Spectrum Asset Management LLC Global Diversified 1.81 2,000k 1/1/2001 59 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.82 10,000k 8/1/2004 58 IKOS The IKOS Hedge Fund 1.83 10,000k 7/1/1998 57 Wimmer Horizon LLP Managed Account 1.85 5,000k 5/1/2005 56 DUNN Capital Management DUNN Combined Fund (DCF) 1.87 100k 5/1/1989 55 FORT LP Fort Global Contrarian 1.87 2,000k 10/1/2002 54 Four Seasons Commodities Corp Lone Star Program 1.89 300k 1/1/2005 53 Romanesco Capital Management B.V Persistence Program 1.93 5,000k 9/1/2005 52 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.10 10k 7/1/2005 51 Superfund Group Superfund Green Gold B (SPC) 2.15 50k 10/1/2005 50 Superfund Group Superfund Green Gold C (SPC) 2.24 100k 10/1/2005 49 PRIM' Alternative Investment PRIM Gold 2.26 10k 11/1/2005 48 Ansbacher Investment Management Market Neutral Put Skew Program 2.31 250k 1/1/1996 47 LJM Partners LJM Preservation & Growth Strategy 2.40 250k 5/1/2006 46 Red Oak Commodity Advisors Investment Program 2.41 5,000k 12/1/1989 45 Mark J. Walsh Company Standard Program 2.42 2,000k 9/1/1985 44 FORT LP Fort Global Diversified 2.42 2,000k 10/1/1993 43 Clarke Capital Management Millennium 2.45 1,000k 1/1/1998 42 Chesapeake Capital Diversified (LV) 2.63 100k 2/1/1988 41 Alee Capital Management, LLC Mistral Program 2.76 2,500k 1/1/1999 40 Welton Investment Partners Welton Global 2.87 10,000k 6/1/2004 39 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.87 1,000k 3/1/2003 38 Crabel Capital Management Crabel Multi-Product 2.91 1,000k 3/1/1998 37 Neural Capital Ltd Sentinel Trading Program 2.96 2,000k 1/1/2006 36 Eclipse Capital Management Global Monetary 2.97 5,000k 8/1/1990 35 Arcanum Asset Management Equity Index Option Program (Prop) 3.00 500k 7/1/2006 34 Rhicon Currency Management Rhicon Systematic Currency Program 3.02 3,000k 1/1/2004 33 Range Wise Investment Program 3.17 250k 2/1/1991 32 Drury Capital Diversified Trend-Following Program 3.33 5,000k 5/1/1997 31 Sunrise Capital Partners Sunrise Expanded Diversified Program 3.38 1/1/1989 30 Alder Capital DAC Alder Global 20 3.40 250k 2/1/2001 29 Rivoli Fund Management Rivoli International Fund (V9) 3.57 5,000k 1/1/2002 28 Alee Capital Management, LLC Poniente Program 3.60 2,500k 1/1/1999 27 EMC Capital Advisors, LLC Classic 3.80 5,000k 1/1/1985 26 Winton Capital Management Diversified 3.86 50,000k 10/1/1997 25 LJM Partners LJM Moderately Aggressive Strategy 3.91 500k 4/1/2003 24 Lynx Asset Management AB Lynx Program 3.97 75k 5/1/2000 23 Di Tomasso Group Inc. Equilibrium Program 4.30 5,000k 1/1/2002 22 Rivoli Fund Management Rivoli International Fund (E) 4.55 5,000k 10/1/1996 21 Strategic Capital Advisors LLC Contrarian 500 4.56 500k 12/1/2003 20 Clarke Capital Management Global Magnum 4.66 100k 8/1/1997 19 LJM Partners LJM Aggressive Strategy 5.07 500k 7/1/1998 18 Molinero Capital Management LLP Global Markets Program 5.07 2,000k 7/1/2005 17 Kinkopf Capital Management KCM S&P (Proprietary) 5.71 100k 1/1/1999 16 DUNN Capital Management D'Best Futures Fund, L.P. 5.87 100k 6/1/1994 15 Clarke Capital Management FX Plus 5.96 1,000k 5/1/2004 14 Revolution Capital Management Mosaic Program 5.96 10,000k 10/1/2006 13 DUNN Capital Management World Monetary and Agriculture Program (WMA) 6.21 100k 11/1/1984 12 Crescent Bay Capital Management Premium Stock Index Program 6.35 10k 10/1/2005 11 Four Seasons Commodities Corp Hawkeye Spread Program 6.91 500k 3/1/2005 10 Strategic Ag Trading Chatham 7.72 100k 1/1/2005 9 Revolution Capital Management Alpha Fund 8.33 50k 1/1/2005 8 Xplor Capital Management, LLC Global CTA Program 8.38 1,500k 7/1/2004 7 Clarke Capital Management Jupiter 8.98 3,000k 5/1/2005 6 Quantum Leap Capital Management Managed Account Program 9.31 300k 8/1/2006 5 Keck Capital Management LLC The Keck Program 10.04 2,000k 12/1/2003 4 HPX Financial LLC HPX Old School Program 14.03 200k 6/1/2006 3 Parizek Capital Currency Program 14.26 1,000k 4/1/2006 2 Schindler Capital Management, LLC Dairy Advantage Program 21.36 400k 8/1/2005 1 Dendrich Ltd QEP 26.03 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.