IASG CTA Index For November 2007 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 Nov 2007 Min Inv Inception 192 Kinkopf Capital Management KCM S&P (Proprietary) -18.51 100k 1/1/1999 191 Xplor Capital Management, LLC Global CTA Program -13.63 1,500k 7/1/2004 190 Superfund Group Superfund Green Gold C (SPC) -13.09 100k 10/1/2005 189 Superfund Group Superfund Green Gold B (SPC) -9.98 50k 10/1/2005 188 Superfund Group Superfund Green Master -9.50 2,000k 5/1/2001 187 Witter & Lester, Inc. Stock Index Futures Trading Program -8.92 400k 1/1/1988 186 Mulvaney Capital Management The Mulvaney Global Markets Fund -8.59 100k 5/1/1999 185 Estlander & Partners Global XL -8.55 5,000k 8/1/1991 184 Superfund Group Superfund Green GCT USD -8.54 15k 1/1/2000 183 Revolution Capital Management Mosaic Program -8.37 10,000k 10/1/2006 182 Tactical Investment Management Tactical Institutional Commodity Program -7.52 10,000k 4/1/1993 181 HPX Financial LLC HPX Old School Program -7.42 200k 6/1/2006 180 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -7.32 75k 6/1/2007 179 Superfund Group Superfund Green Gold A (SPC) -7.10 5k 10/1/2005 178 Superfund Group Superfund Green L.P. Series B -6.79 5k 10/1/2002 177 Chesapeake Capital Diversified (LV) -6.73 100k 2/1/1988 176 Altradis Capital AG AlphAlgo -6.22 100k 5/1/2007 175 Novus Investments, LLC Novus Precious Commodities -5.95 200k 1/1/2007 174 Rotella Capital Management Rotella Polaris Program (Diversified) -5.90 10,000k 1/1/1991 173 Superfund Group Superfund Green Q-AG -5.71 2k 3/1/1996 172 Clarke Capital Management FX Plus -5.33 1,000k 5/1/2004 171 Hyman Beck and Company Global Portfolio -5.00 1,000k 3/1/1991 170 Clarke Capital Management Jupiter -4.81 3,000k 5/1/2005 169 Superfund Group Superfund Green L.P. Series A -4.69 5k 10/1/2002 168 Mondiale Asset Management Mondiale Trading Program -4.12 0k 9/1/1997 167 Estlander & Partners Global Markets -4.11 10,000k 8/1/1999 166 Quantica Capital AG Quantica Diversified FX -3.90 5,000k 3/1/2007 165 Rabar Market Research Diversified Program -3.76 2,000k 1/1/1989 164 Spectrum Asset Management LLC Global Diversified -3.58 2,000k 1/1/2001 163 Keck Capital Management LLC The Keck Program -3.52 2,000k 12/1/2003 162 FORT LP Fort Global Contrarian -3.27 2,000k 10/1/2002 161 Millburn Ridgefield Corporation Diversified Program -3.23 20,000k 2/1/1977 160 Global Domain Partners, LLC Global Domain Vector Fund - Series A -3.22 500k 1/1/2006 159 Dreiss Research Corporation Diversified Program -3.17 1,000k 5/1/1991 158 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -3.12 1,000k 1/1/2006 157 Commodity Strategies AG CSAG Active Long Short Commodity Program -2.92 5,000k 10/1/2007 156 Millburn Ridgefield Corporation Multi-Markets Program -2.87 25,000k 10/1/2004 155 Transtrend B.V. DTP – Enhanced Risk (JPY) -2.86 10,000k 8/1/2004 154 Capricorn Strategies Limited Capricorn fxST (Lev1) -2.75 1,000k 1/1/1999 153 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.39 10,000k 8/1/1999 152 Wimmer Horizon LLP Managed Account -2.36 5,000k 5/1/2005 151 Kottke Associates Stockton Fundamental Ag -2.24 500k 1/1/2006 150 Eclipse Capital Management Global Monetary -2.21 5,000k 8/1/1990 149 Shield Plus LLC Shield Plus Natural Gas -2.18 50k 1/1/2004 148 Transtrend B.V. DTP – Enhanced Risk (USD) -2.16 10,000k 1/1/1995 147 Robust Methods LLC Macro Managed Account -2.15 5,000k 1/1/2005 146 AllMountain Capital AG Mount Denali Global Trends -2.14 160k 7/1/2007 145 Auspice Auspice Diversified Program -2.13 1,500k 6/1/2007 144 Blackwater Capital Management Global Program -1.84 5,000k 7/1/2005 143 Molinero Capital Management LLP Global Markets Program -1.78 2,000k 7/1/2005 142 Systematic Alpha Management Systematic Alpha Futures Program -1.74 100k 6/1/2004 141 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -1.68 5,000k 1/1/2005 140 PRIM' Alternative Investment PRIM Gold -1.59 10k 11/1/2005 139 Endeavour Capital LLP Endeavour Pembroke -1.56 2,000k 7/1/2007 138 Transtrend B.V. DTP – Standard Risk (EUR) -1.53 10,000k 2/1/1999 137 Schindler Capital Management, LLC Dairy Advantage Program -1.45 400k 8/1/2005 136 Welton Investment Partners Welton Global -1.43 10,000k 6/1/2004 135 AIS Capital Management, L.P. MAAP (3x-6x) Composite -1.41 2,000k 7/1/1992 134 Wavefront Global Asset Management IMFC Global Investment Program -1.25 2,000k 2/1/2007 133 Rosetta Capital Management Rosetta Trading Program -1.20 100k 4/1/2000 132 Strategic Ag Trading SAT GRAINS -1.17 100k 4/1/2002 131 Emil van Essen EvE Systematic Global Opportunities -1.10 1,000k 9/1/2007 130 AIS Capital Management, L.P. MAAP (2x-4x) Composite -0.93 3,000k 10/1/1992 129 Covenant Capital Management Original Program -0.67 5,000k 9/1/1999 128 Quantmetrics Capital Management LLP Premier 12V Strategy -0.61 10,000k 4/1/2003 127 Estlander & Partners Alpha Trend -0.59 30,000k 10/1/1991 126 Ansbacher Investment Management Market Neutral Put Skew Program -0.58 150k 1/1/1996 125 Strategic Ag Trading Chatham -0.55 100k 1/1/2005 124 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -0.53 100k 3/1/2003 123 Rotella Capital Management Rotella Orion (Short-Term) Program -0.41 10,000k 3/1/2006 122 Red Rock Capital, LLC Systematic Global Macro -0.37 500k 9/1/2003 121 EMC Capital Advisors, LLC Classic -0.30 5,000k 1/1/1985 120 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.22 1,000k 9/1/1997 119 Witter & Lester, Inc. Redstone -0.17 500k 9/1/1994 118 Range Wise Investment Program -0.09 250k 2/1/1991 117 Millburn Ridgefield Corporation Commodity Program -0.08 25,000k 3/1/2005 116 Covenant Capital Management Aggressive Program -0.03 3,000k 2/1/2004 111 Rho Asset Management Rho Altius 1XL Program 0.00 5,000k 11/1/2007 110 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 112 Auctos Capital Management Auctos Global Diversified 0.00 3,000k 11/1/2007 113 Ion Asset Architecture Ion Fund Program 0.00 10,000k 11/1/2007 114 Ion Asset Architecture (Fund Program) Ion Fund 0.00 100k 11/1/2007 115 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.00 1,000k 1/1/2005 109 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 0.01 0k 11/1/1996 108 KMJ Investments KMJ Investments 0.19 1,000k 8/1/1994 107 Briarwood Capital Management, Inc. Diversified Trading Program 0.40 3,000k 7/1/2001 106 QCM Global Diversified Programme 0.40 500k 12/1/1995 105 Mobius Asset Management Energy Weighted Program 0.42 250k 1/1/2005 104 Southwest Managed Investments, LLC Global Diversified 0.42 200k 1/1/2002 103 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.44 1k 10/1/2006 102 Rhicon Currency Management Rhicon Strategic Program 0.51 500k 1/1/2004 101 Conquest Capital Group Conquest Select 0.52 250k 6/1/2004 100 Somers Brothers Capital Diversified Futures Program #1 0.58 100k 1/1/2005 99 FORT LP Fort Global Diversified 0.62 2,000k 3/1/2002 98 Trigon Investment Advisors, LLC Discretionary Macro Program 0.63 10,000k 8/1/2007 97 MERIT Alternative Investments GmbH Futures Portfolio 0.64 2,000k 6/1/1998 96 Briarwood Capital Management, Inc. Diversified 2XL 0.88 250k 11/1/2004 95 Alder Capital DAC Alder Global 10 0.90 250k 10/1/2000 94 Beryl Investment Group LLC Nominal Discretionary System 1.10 50k 7/1/2007 93 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.13 100k 1/1/2000 92 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 1.14 10,000k 4/1/2004 91 Abraham Trading Company Diversified Program 1.16 10,000k 1/1/1988 90 Dominion Capital Sapphire Program 1.19 3,000k 5/1/2005 89 Quantica Capital AG Quantica Managed Futures 1.20 10,000k 1/1/2005 88 Future Trade AG Thales Swing Trading Programme 1.22 250k 6/1/2007 87 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.23 1,000k 3/1/1998 86 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 1.25 10,000k 1/1/2001 85 C-View Limited Currency Managed Account Program 1.27 5,000k 10/1/1996 84 M6 Capital Management LLC Standard Program 1.35 300k 7/1/2005 83 Revolution Capital Management Alpha Program 1.39 5,000k 6/1/2007 82 Alder Capital DAC Alder Global 20 1.40 250k 2/1/2001 81 DUNN Capital Management DUNN Combined Fund (DCF) 1.48 100k 5/1/1989 80 Sunrise Capital Partners Sunrise Expanded Diversified Program 1.52 1/1/1989 79 Rivoli Fund Management Rivoli International Fund (V9) 1.53 5,000k 1/1/2002 78 Red Oak Commodity Advisors Investment Program 1.53 5,000k 12/1/1989 77 Four Seasons Commodities Corp Lone Star Program 1.65 300k 1/1/2005 76 Jaguar Investments Ltd Vario Capital Strategy 1.77 1,000k 5/1/2016 75 Neural Capital Ltd Sentinel Trading Program 1.83 2,000k 1/1/2006 74 LJM Partners LJM Preservation & Growth Strategy 1.87 250k 5/1/2006 73 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 2.09 1,000k 10/1/2006 72 Ancile Capital Management Global Markets Program 2.17 2,000k 4/1/2005 71 Rivoli Fund Management Rivoli International Fund (E) 2.23 5,000k 10/1/1996 70 Di Tomasso Group Inc. Equilibrium Program 2.28 5,000k 1/1/2002 69 Pacific Capital Advisors Vanguard Program 2.32 100k 4/1/2007 68 Trigon Investment Advisors, LLC Foreign Exchange Program 2.33 5,000k 8/1/2000 67 Four Seasons Commodities Corp Hawkeye Spread Program 2.36 500k 3/1/2005 66 Winton Capital Management Diversified 2.42 50,000k 10/1/1997 65 DUNN Capital Management D'Best Futures Fund, L.P. 2.50 100k 6/1/1994 64 Revolution Capital Management Alpha Fund 2.56 50k 1/1/2005 63 Clarke Capital Management Worldwide 2.61 250k 1/1/1996 62 Robinson-Langley Capital Management, LLC Managed Account Program 2.62 200k 1/1/2007 61 IKOS The IKOS Hedge Fund 2.65 10,000k 7/1/1998 60 Quantmetrics Capital Management LLP Directional 10V Strategy 2.67 10,000k 1/1/2007 59 Superfund Group Superfund Blue SPC Class A (EUR) 2.68 50k 4/1/2005 58 Rhicon Currency Management Rhicon Systematic Currency Program 2.69 3,000k 1/1/2004 57 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.83 10,000k 3/1/2003 56 Lynx Asset Management AB Lynx Program 2.83 75k 5/1/2000 55 Northfield Trading Diversified 2.90 2,000k 7/1/1989 54 Clarke Capital Management Millennium 2.97 1,000k 1/1/1998 53 NuWave Investment Management, LLC Combined Futures Portfolio 3.04 5,000k 6/1/2001 52 Eckhardt Trading Company Evolution Strategies 3.06 20,000k 8/1/1991 51 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 3.15 10,000k 2/1/2006 50 Alee Capital Management, LLC Mistral Program 3.17 2,500k 1/1/1999 49 NuWave Investment Management, LLC NuWave Investment Partners LP 3.18 250k 6/1/2001 48 Eckhardt Trading Company Evolution Strategies 1.2X 3.36 10,000k 10/1/1991 47 Quantitative Investment Management Quantitative Global Program 3.40 20,000k 10/1/2003 46 ISAM ISAM Systematic Trend Fund 3.45 1,000k 6/1/2001 45 Drury Capital Diversified Trend-Following Program 3.56 5,000k 5/1/1997 44 Mobius Asset Management Diversified Program 3.62 250k 3/1/2004 43 Non Correlated Capital Positive Theta Fund 3.65 50k 10/1/2007 42 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 3.66 200k 1/1/2007 41 John Locke Investments Cyril Systematic Program 3.73 8,000k 7/1/2000 40 Manning & Napier MN Xenon Global Fixed Income Program 3.77 2,000k 8/1/2004 39 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 3.87 200k 11/1/1999 38 Crabel Capital Management Crabel Multi-Product 3.98 1,000k 3/1/1998 37 RAM Management Group RAM MRTP 1X-Conservative 4.15 1,000k 9/1/1993 36 Romanesco Capital Management B.V Persistence Program 4.23 5,000k 9/1/2005 35 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 4.26 1,000k 5/1/2006 34 Dendrich Ltd QEP 4.39 50k 12/1/2005 33 Non Correlated Capital Positive Theta Program 4.49 250k 10/1/2007 32 ITB Capital Management, LLC ITB Premium Fund I, LTD 4.63 1,000k 1/1/2006 31 Manning & Napier MN Xenon Managed Futures (2x) Program 4.68 5,000k 6/1/2006 30 Alee Capital Management, LLC Poniente Program 4.73 2,500k 1/1/1999 29 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 4.82 100k 1/1/2005 28 Hawksbill Capital Management Global Diversified 4.86 5,000k 11/1/1988 27 Mobius Asset Management Custom Trading Program 5.01 100k 1/1/2002 26 Mark J. Walsh Company Standard Program 5.38 2,000k 9/1/1985 25 Saxon Investment Corporation Diversified Program 5.48 3,000k 9/1/1988 24 Futures Truth Company, FTC-CTA MS4 5.48 250k 10/1/2007 23 Crescent Bay Capital Management Premium Stock Index Program 5.50 10k 10/1/2005 22 Warrington Asset Management Warrington Strategic Program 5.57 50k 1/1/1997 21 LJM Partners LJM Moderately Aggressive Strategy 5.59 500k 4/1/2003 20 LJM Partners LJM Aggressive Strategy 5.65 500k 7/1/1998 19 Haar Capital Management Discretionary Commodity Trading Program 6.23 250k 12/1/2005 18 Conquest Capital Group Conquest Macro 6.70 250k 5/1/1999 17 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 6.73 10k 7/1/2005 16 Kelly Angle Inc. Genesis Program 6.75 2,000k 4/1/2000 15 Parizek Capital Futures Trading Program 6.87 500k 4/1/2000 14 Amplitude Capital International Limited Dynamic Strategy 7.01 6/1/2005 13 Strategic Capital Advisors LLC Contrarian 500 7.17 250k 12/1/2003 12 DUNN Capital Management World Monetary and Agriculture Program (WMA) 7.78 100k 11/1/1984 11 Clarke Capital Management Global Magnum 7.86 100k 8/1/1997 10 Arcanum Asset Management Equity Index Option Program (Prop) 8.00 500k 7/1/2006 9 Saxon Investment Corporation Aggressive Diversified Program 9.06 2,000k 11/1/1993 8 Parizek Capital Currency Program 9.70 1,000k 4/1/2006 7 Heyden & Steindl GmbH TOMAC2 11.98 5,000k 3/1/2003 6 Claughton Capital ARP Institutional Program 12.11 1,000k 10/1/2005 5 RAM Management Group MRTP Aggressive 14.32 1,000k 2/1/1998 4 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 16.93 50k 10/1/2007 3 Clarke Capital Management Global Basic 17.81 50k 2/1/1996 2 Emil van Essen Spread Trading Program 22.94 5,000k 12/1/2006 1 Quantum Leap Capital Management Managed Account Program 25.29 300k 8/1/2006 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.