IASG CTA Index For December 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 Dec 2007 Min Inv Inception 194 Parizek Capital Currency Program -10.41 1,000k 4/1/2006 193 Clarke Capital Management FX Plus -8.11 1,000k 5/1/2004 192 Claughton Capital ARP Institutional Program -7.87 1,000k 10/1/2005 191 Neural Capital Ltd Sentinel Trading Program -5.73 2,000k 1/1/2006 190 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -4.55 200k 11/1/1999 189 Systematic Alpha Management Systematic Alpha Futures Program -3.52 100k 6/1/2004 188 Shield Plus LLC Shield Plus Natural Gas -3.47 50k 1/1/2004 187 Drury Capital Diversified Trend-Following Program -3.29 5,000k 5/1/1997 186 Keck Capital Management LLC The Keck Program -3.18 2,000k 12/1/2003 185 Emil van Essen Spread Trading Program -3.07 5,000k 12/1/2006 184 Northfield Trading Diversified -2.70 2,000k 7/1/1989 183 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.64 1k 10/1/2006 182 Alder Capital DAC Alder Global 20 -2.50 250k 2/1/2001 181 Lynx Asset Management AB Lynx Program -2.43 75k 5/1/2000 180 Parizek Capital Futures Trading Program -2.25 500k 4/1/2000 179 Covenant Capital Management Aggressive Program -2.02 3,000k 2/1/2004 178 Rotella Capital Management Rotella Polaris Program (Diversified) -1.52 10,000k 1/1/1991 177 Global Domain Partners, LLC Global Domain Vector Fund - Series A -1.17 500k 1/1/2006 176 Jaguar Investments Ltd Vario Capital Strategy -1.11 1,000k 5/1/2016 175 Pacific Capital Advisors Vanguard Program -1.03 100k 4/1/2007 174 Alder Capital DAC Alder Global 10 -1.00 250k 10/1/2000 173 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.96 10,000k 1/1/2001 172 Covenant Capital Management Original Program -0.90 5,000k 9/1/1999 171 Trigon Investment Advisors, LLC Foreign Exchange Program -0.78 5,000k 8/1/2000 170 Revolution Capital Management Mosaic Program -0.74 10,000k 10/1/2006 169 Beryl Investment Group LLC Nominal Discretionary System -0.71 50k 7/1/2007 168 Quantum Leap Capital Management Managed Account Program -0.67 300k 8/1/2006 167 Trigon Investment Advisors, LLC Discretionary Macro Program -0.63 10,000k 8/1/2007 166 Welton Investment Partners Welton Global -0.52 10,000k 6/1/2004 165 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -0.50 10,000k 2/1/2006 164 Estlander & Partners Global XL -0.47 5,000k 8/1/1991 163 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.46 10,000k 4/1/2004 162 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -0.44 10k 7/1/2005 161 MERIT Alternative Investments GmbH Futures Portfolio -0.36 2,000k 6/1/1998 160 Robust Methods LLC Macro Managed Account -0.31 5,000k 1/1/2005 159 Conquest Capital Group Conquest Select -0.30 250k 6/1/2004 158 Blackwater Capital Management Global Program -0.29 5,000k 7/1/2005 157 Estlander & Partners Global Markets -0.25 10,000k 8/1/1999 156 Manning & Napier MN Xenon Global Fixed Income Program -0.17 2,000k 8/1/2004 155 Clarke Capital Management Worldwide -0.12 250k 1/1/1996 154 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -0.11 1,000k 5/1/2006 153 Molinero Capital Management LLP Global Markets Program -0.10 2,000k 7/1/2005 152 C-View Limited Currency Managed Account Program -0.10 5,000k 10/1/1996 151 FORT LP Fort Global Diversified -0.06 2,000k 3/1/2002 150 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.04 100k 1/1/2005 147 John Locke Investments JL Commodity Long Flat Program 0.00 5,000k 12/1/2007 148 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 149 Superfund Group Superfund Blue SPC Class A (Gold) 0.00 50k 12/1/2007 146 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 0.03 100k 3/1/2003 145 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.07 1,000k 1/1/1999 144 Winton Capital Management Diversified 0.24 50,000k 10/1/1997 143 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.25 1,000k 1/1/2005 142 Future Trade AG Thales Swing Trading Programme 0.26 250k 6/1/2007 141 Romanesco Capital Management B.V Persistence Program 0.33 5,000k 9/1/2005 140 Kelly Angle Inc. Genesis Program 0.37 2,000k 4/1/2000 139 Rivoli Fund Management Rivoli International Fund (V9) 0.38 5,000k 1/1/2002 138 Revolution Capital Management Alpha Fund 0.38 50k 1/1/2005 137 Quantmetrics Capital Management LLP Premier 12V Strategy 0.48 10,000k 4/1/2003 136 Rivoli Fund Management Rivoli International Fund (E) 0.49 5,000k 10/1/1996 135 John Locke Investments Cyril Systematic Program 0.53 8,000k 7/1/2000 134 Revolution Capital Management Alpha Program 0.56 5,000k 6/1/2007 133 Quantica Capital AG Quantica Managed Futures 0.60 10,000k 1/1/2005 132 Clarke Capital Management Jupiter 0.61 3,000k 5/1/2005 131 FORT LP Fort Global Contrarian 0.66 2,000k 10/1/2002 130 Mondiale Asset Management Mondiale Trading Program 0.72 0k 9/1/1997 129 Mobius Asset Management Diversified Program 0.72 250k 3/1/2004 128 Ansbacher Investment Management Market Neutral Put Skew Program 0.72 150k 1/1/1996 127 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.79 1,000k 3/1/1998 126 Transtrend B.V. DTP – Standard Risk (EUR) 0.82 10,000k 2/1/1999 125 Hyman Beck and Company Global Portfolio 0.82 1,000k 3/1/1991 124 Red Oak Commodity Advisors Investment Program 0.84 5,000k 12/1/1989 123 Ion Asset Architecture Ion Fund Program 0.85 10,000k 11/1/2007 122 Ion Asset Architecture (Fund Program) Ion Fund 0.86 100k 11/1/2007 121 Strategic Ag Trading SAT GRAINS 0.86 100k 4/1/2002 120 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.87 100k 1/1/2000 119 KMJ Investments KMJ Investments 0.89 1,000k 8/1/1994 118 Kinkopf Capital Management KCM S&P (Proprietary) 0.90 100k 1/1/1999 117 Witter & Lester, Inc. Redstone 0.95 500k 9/1/1994 116 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.96 1,000k 9/1/1997 115 Altradis Capital AG AlphAlgo 0.99 100k 5/1/2007 114 Manning & Napier MN Xenon Managed Futures (2x) Program 1.02 5,000k 6/1/2006 113 Quantmetrics Capital Management LLP Directional 10V Strategy 1.12 10,000k 1/1/2007 112 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.14 10,000k 8/1/2004 111 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.16 10,000k 3/1/2003 110 Estlander & Partners Alpha Trend 1.19 30,000k 10/1/1991 109 Briarwood Capital Management, Inc. Diversified Trading Program 1.19 3,000k 7/1/2001 108 Quantitative Investment Management Quantitative Global Program 1.19 20,000k 10/1/2003 107 Clarke Capital Management Millennium 1.28 1,000k 1/1/1998 106 EMC Capital Advisors, LLC Classic 1.30 5,000k 1/1/1985 105 Conquest Capital Group Conquest Macro 1.30 250k 5/1/1999 104 Transtrend B.V. DTP – Enhanced Risk (USD) 1.32 10,000k 1/1/1995 103 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 1.33 1,000k 10/1/2006 102 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.36 10,000k 8/1/1999 101 Strategic Ag Trading Chatham 1.36 100k 1/1/2005 100 Robinson-Langley Capital Management, LLC Managed Account Program 1.37 200k 1/1/2007 99 ISAM ISAM Systematic Trend Fund 1.50 1,000k 6/1/2001 98 IKOS The IKOS Hedge Fund 1.53 10,000k 7/1/1998 97 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.58 0k 11/1/1996 96 Quantica Capital AG Quantica Diversified FX 1.60 5,000k 3/1/2007 95 Millburn Ridgefield Corporation Diversified Program 1.64 20,000k 2/1/1977 94 Millburn Ridgefield Corporation Multi-Markets Program 1.76 25,000k 10/1/2004 93 Warrington Asset Management Warrington Strategic Program 1.79 50k 1/1/1997 92 Rabar Market Research Diversified Program 1.80 2,000k 1/1/1989 91 DUNN Capital Management D'Best Futures Fund, L.P. 1.85 100k 6/1/1994 90 Four Seasons Commodities Corp Hawkeye Spread Program 1.85 500k 3/1/2005 89 Rhicon Currency Management Rhicon Strategic Program 1.86 500k 1/1/2004 88 Xplor Capital Management, LLC Global CTA Program 1.90 1,500k 7/1/2004 87 Tactical Investment Management Tactical Institutional Commodity Program 1.91 10,000k 4/1/1993 86 Dominion Capital Sapphire Program 1.96 3,000k 5/1/2005 85 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 2.09 1,000k 1/1/2006 84 Eclipse Capital Management Global Monetary 2.20 5,000k 8/1/1990 83 Wavefront Global Asset Management IMFC Global Investment Program 2.27 2,000k 2/1/2007 82 Auspice Auspice Diversified Program 2.29 1,500k 6/1/2007 81 Sunrise Capital Partners Sunrise Expanded Diversified Program 2.32 1/1/1989 80 Briarwood Capital Management, Inc. Diversified 2XL 2.45 250k 11/1/2004 79 LJM Partners LJM Preservation & Growth Strategy 2.47 250k 5/1/2006 78 Southwest Managed Investments, LLC Global Diversified 2.48 200k 1/1/2002 77 RAM Management Group RAM MRTP 1X-Conservative 2.48 1,000k 9/1/1993 76 Rotella Capital Management Rotella Orion (Short-Term) Program 2.49 10,000k 3/1/2006 75 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 2.54 5,000k 1/1/2005 74 NuWave Investment Management, LLC Combined Futures Portfolio 2.57 5,000k 6/1/2001 73 NuWave Investment Management, LLC NuWave Investment Partners LP 2.74 250k 6/1/2001 72 Crescent Bay Capital Management Premium Stock Index Program 2.80 10k 10/1/2005 71 Superfund Group Superfund Green L.P. Series A 2.82 5k 10/1/2002 70 Non Correlated Capital Positive Theta Program 2.84 250k 10/1/2007 69 M6 Capital Management LLC Standard Program 3.02 300k 7/1/2005 68 Superfund Group Superfund Blue SPC Class A (EUR) 3.38 50k 4/1/2005 67 Superfund Group Superfund Green Q-AG 3.43 2k 3/1/1996 66 Non Correlated Capital Positive Theta Fund 3.46 50k 10/1/2007 65 Futures Truth Company, FTC-CTA MS4 3.55 250k 10/1/2007 64 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 3.60 75k 6/1/2007 63 Mark J. Walsh Company Standard Program 3.66 2,000k 9/1/1985 62 Eckhardt Trading Company Evolution Strategies 3.76 20,000k 8/1/1991 61 QCM Global Diversified Programme 3.81 500k 12/1/1995 60 Hawksbill Capital Management Global Diversified 3.91 5,000k 11/1/1988 59 Emil van Essen EvE Systematic Global Opportunities 3.91 1,000k 9/1/2007 58 Red Rock Capital, LLC Systematic Global Macro 4.00 500k 9/1/2003 57 Crabel Capital Management Crabel Multi-Product 4.06 1,000k 3/1/1998 56 Mobius Asset Management Energy Weighted Program 4.11 250k 1/1/2005 55 Eckhardt Trading Company Evolution Strategies 1.2X 4.18 10,000k 10/1/1991 54 Endeavour Capital LLP Endeavour Pembroke 4.19 2,000k 7/1/2007 53 Four Seasons Commodities Corp Lone Star Program 4.19 300k 1/1/2005 52 Witter & Lester, Inc. Stock Index Futures Trading Program 4.25 400k 1/1/1988 51 Rho Asset Management Rho Altius 1XL Program 4.31 5,000k 11/1/2007 50 Auctos Capital Management Auctos Global Diversified 4.41 3,000k 11/1/2007 49 Commodity Strategies AG CSAG Active Long Short Commodity Program 4.41 5,000k 10/1/2007 48 Superfund Group Superfund Green L.P. Series B 4.44 5k 10/1/2002 47 ITB Capital Management, LLC ITB Premium Fund I, LTD 4.62 1,000k 1/1/2006 46 Somers Brothers Capital Diversified Futures Program #1 4.71 100k 1/1/2005 45 Saxon Investment Corporation Diversified Program 4.74 3,000k 9/1/1988 44 Rhicon Currency Management Rhicon Systematic Currency Program 4.78 3,000k 1/1/2004 43 Dreiss Research Corporation Diversified Program 5.01 1,000k 5/1/1991 42 Superfund Group Superfund Green GCT USD 5.42 15k 1/1/2000 41 Range Wise Investment Program 5.45 250k 2/1/1991 40 Alee Capital Management, LLC Mistral Program 5.48 2,500k 1/1/1999 39 Chesapeake Capital Diversified (LV) 5.52 100k 2/1/1988 38 Millburn Ridgefield Corporation Commodity Program 5.60 25,000k 3/1/2005 37 Superfund Group Superfund Green Master 5.79 2,000k 5/1/2001 36 Wimmer Horizon LLP Managed Account 5.87 5,000k 5/1/2005 35 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 5.91 200k 1/1/2007 34 RAM Management Group MRTP Aggressive 5.94 1,000k 2/1/1998 33 AllMountain Capital AG Mount Denali Global Trends 5.99 160k 7/1/2007 32 Spectrum Asset Management LLC Global Diversified 5.99 2,000k 1/1/2001 31 PRIM' Alternative Investment PRIM Gold 6.29 10k 11/1/2005 30 LJM Partners LJM Moderately Aggressive Strategy 6.34 500k 4/1/2003 29 Alee Capital Management, LLC Poniente Program 6.39 2,500k 1/1/1999 28 Amplitude Capital International Limited Dynamic Strategy 6.44 6/1/2005 27 Abraham Trading Company Diversified Program 6.47 10,000k 1/1/1988 26 DUNN Capital Management World Monetary and Agriculture Program (WMA) 6.55 100k 11/1/1984 25 Arcanum Asset Management Equity Index Option Program (Prop) 6.67 500k 7/1/2006 24 LJM Partners LJM Aggressive Strategy 6.71 500k 7/1/1998 23 DUNN Capital Management DUNN Combined Fund (DCF) 6.83 100k 5/1/1989 22 Mobius Asset Management Custom Trading Program 7.02 100k 1/1/2002 21 Strategic Capital Advisors LLC Contrarian 500 7.28 250k 12/1/2003 20 Rosetta Capital Management Rosetta Trading Program 7.45 100k 4/1/2000 19 Saxon Investment Corporation Aggressive Diversified Program 7.84 2,000k 11/1/1993 18 Ancile Capital Management Global Markets Program 8.21 2,000k 4/1/2005 17 Haar Capital Management Discretionary Commodity Trading Program 8.36 250k 12/1/2005 16 Heyden & Steindl GmbH TOMAC2 8.44 5,000k 3/1/2003 15 Mulvaney Capital Management The Mulvaney Global Markets Fund 8.47 100k 5/1/1999 14 Clarke Capital Management Global Magnum 9.50 100k 8/1/1997 13 Superfund Group Superfund Green Gold A (SPC) 9.75 5k 10/1/2005 12 Di Tomasso Group Inc. Equilibrium Program 9.92 5,000k 1/1/2002 11 Novus Investments, LLC Novus Precious Commodities 10.53 200k 1/1/2007 10 AIS Capital Management, L.P. MAAP (2x-4x) Composite 10.87 3,000k 10/1/1992 9 Superfund Group Superfund Green Gold B (SPC) 13.02 50k 10/1/2005 8 Schindler Capital Management, LLC Dairy Advantage Program 13.44 400k 8/1/2005 7 Superfund Group Superfund Green Gold C (SPC) 14.07 100k 10/1/2005 6 AIS Capital Management, L.P. MAAP (3x-6x) Composite 16.13 2,000k 7/1/1992 5 Kottke Associates Stockton Fundamental Ag 17.62 500k 1/1/2006 4 Clarke Capital Management Global Basic 18.96 50k 2/1/1996 3 HPX Financial LLC HPX Old School Program 25.17 200k 6/1/2006 2 Dendrich Ltd QEP 29.60 50k 12/1/2005 1 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 35.83 50k 10/1/2007 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.