IASG CTA Index For April 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 Apr 2007 Min Inv Inception 174 ITB Capital Management, LLC ITB Capital Income Fund I, LTD -13.07 200k 1/1/2007 173 LJM Partners LJM Aggressive Strategy -11.58 500k 7/1/1998 172 ITB Capital Management, LLC ITB Premium Fund I, LTD -9.82 1,000k 1/1/2006 171 LJM Partners LJM Moderately Aggressive Strategy -9.54 500k 4/1/2003 170 Di Tomasso Group Inc. Equilibrium Program -9.22 5,000k 1/1/2002 169 Range Wise Investment Program -6.81 250k 2/1/1991 168 Clarke Capital Management Global Magnum -6.06 100k 8/1/1997 167 Four Seasons Commodities Corp Hawkeye Spread Program -4.22 500k 3/1/2005 166 LJM Partners LJM Preservation & Growth Strategy -4.13 250k 5/1/2006 165 M6 Capital Management LLC Standard Program -3.96 300k 7/1/2005 164 Romanesco Capital Management B.V Persistence Program -3.58 5,000k 9/1/2005 163 Four Seasons Commodities Corp Lone Star Program -3.49 300k 1/1/2005 162 Rosetta Capital Management Rosetta Trading Program -3.41 100k 4/1/2000 161 Mobius Asset Management Custom Trading Program -3.15 100k 1/1/2002 160 Haar Capital Management Discretionary Commodity Trading Program -2.84 250k 12/1/2005 159 AIS Capital Management, L.P. MAAP (3x-6x) Composite -2.77 2,000k 7/1/1992 158 Crescent Bay Capital Management Premium Stock Index Program -2.73 10k 10/1/2005 157 Mobius Asset Management Diversified Program -2.45 250k 3/1/2004 156 Clarke Capital Management Global Basic -2.11 50k 2/1/1996 155 Warrington Asset Management Warrington Strategic Program -1.86 50k 1/1/1997 154 AIS Capital Management, L.P. MAAP (2x-4x) Composite -1.73 3,000k 10/1/1992 153 Saxon Investment Corporation Aggressive Diversified Program -1.41 2,000k 11/1/1993 152 Crabel Capital Management Crabel Multi-Product -1.34 1,000k 3/1/1998 151 Auspice Auspice Diversified Program -0.79 1,500k 6/1/2007 150 Clarke Capital Management Millennium -0.78 1,000k 1/1/1998 149 Strategic Capital Advisors LLC Contrarian 500 -0.72 250k 12/1/2003 148 Quantmetrics Capital Management LLP Directional 10V Strategy -0.30 10,000k 1/1/2007 147 Systematic Alpha Management Systematic Alpha Futures Program -0.17 100k 6/1/2004 146 Parizek Capital Currency Program -0.09 1,000k 4/1/2006 144 Pacific Capital Advisors Vanguard Program 0.00 100k 4/1/2007 145 Rhicon Currency Management Rhicon Systematic Currency Program 0.00 3,000k 1/1/2004 143 KMJ Investments KMJ Investments 0.01 1,000k 8/1/1994 142 Dominion Capital Sapphire Program 0.02 3,000k 5/1/2005 141 Xplor Capital Management, LLC Global CTA Program 0.13 1,500k 7/1/2004 140 Alder Capital DAC Alder Global 20 0.20 250k 2/1/2001 139 Rotella Capital Management Rotella Orion (Short-Term) Program 0.20 10,000k 3/1/2006 138 Shield Plus LLC Shield Plus Natural Gas 0.22 50k 1/1/2004 137 Quantmetrics Capital Management LLP Premier 12V Strategy 0.23 10,000k 4/1/2003 136 Ansbacher Investment Management Market Neutral Put Skew Program 0.24 150k 1/1/1996 135 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.28 1,000k 1/1/2005 134 Alder Capital DAC Alder Global 10 0.30 250k 10/1/2000 133 Rhicon Currency Management Rhicon Strategic Program 0.32 500k 1/1/2004 132 Jaguar Investments Ltd Vario Capital Strategy 0.34 1,000k 5/1/2016 131 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 0.40 1,000k 1/1/2006 130 Manning & Napier MN Xenon Global Fixed Income Program 0.48 2,000k 8/1/2004 129 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.53 10,000k 1/1/2001 128 Novus Investments, LLC Novus Precious Commodities 0.55 200k 1/1/2007 127 Witter & Lester, Inc. Redstone 0.55 500k 9/1/1994 126 Trigon Investment Advisors, LLC Foreign Exchange Program 0.57 5,000k 8/1/2000 125 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.68 1,000k 1/1/1999 124 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.75 10,000k 4/1/2004 123 Saxon Investment Corporation Diversified Program 0.77 3,000k 9/1/1988 122 John Locke Investments Cyril Systematic Program 0.92 8,000k 7/1/2000 121 C-View Limited Currency Managed Account Program 0.97 5,000k 10/1/1996 120 Mondiale Asset Management Mondiale Trading Program 0.97 0k 9/1/1997 119 Heyden & Steindl GmbH TOMAC2 0.98 5,000k 3/1/2003 118 Manning & Napier MN Xenon Managed Futures (2x) Program 1.09 5,000k 6/1/2006 117 Superfund Group Superfund Blue SPC Class A (EUR) 1.12 50k 4/1/2005 116 Quantitative Investment Management Quantitative Global Program 1.27 20,000k 10/1/2003 115 MERIT Alternative Investments GmbH Futures Portfolio 1.47 2,000k 6/1/1998 114 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.50 1,000k 5/1/2006 113 Ancile Capital Management Global Markets Program 1.60 2,000k 4/1/2005 112 Rotella Capital Management Rotella Polaris Program (Diversified) 1.74 10,000k 1/1/1991 111 RAM Management Group RAM MRTP 1X-Conservative 1.75 1,000k 9/1/1993 110 Millburn Ridgefield Corporation Commodity Program 1.83 25,000k 3/1/2005 109 IKOS The IKOS Hedge Fund 1.99 10,000k 7/1/1998 108 Briarwood Capital Management, Inc. Diversified Trading Program 2.04 3,000k 7/1/2001 107 Robust Methods LLC Macro Managed Account 2.18 5,000k 1/1/2005 106 Global Domain Partners, LLC Global Domain Vector Fund - Series A 2.21 500k 1/1/2006 105 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 2.27 10,000k 2/1/2006 104 Witter & Lester, Inc. Stock Index Futures Trading Program 2.29 400k 1/1/1988 103 Spectrum Asset Management LLC Global Diversified 2.30 2,000k 1/1/2001 102 PRIM' Alternative Investment PRIM Gold 2.30 10k 11/1/2005 101 Insch Capital Management SA Interbank Currency Program - 3X Leverage 2.31 100k 1/1/2000 100 Conquest Capital Group Conquest Macro 2.34 250k 5/1/1999 99 Kaiser Trading Group Kaiser Global Diversified Program - Class B 2.35 1,000k 3/1/1998 98 NuWave Investment Management, LLC Combined Futures Portfolio 2.39 5,000k 6/1/2001 97 M.S. Capital Management Global Diversified Program 2.43 2,000k 11/1/1998 96 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.43 1,000k 9/1/1997 95 HPX Financial LLC HPX Old School Program 2.49 200k 6/1/2006 94 Northfield Trading Diversified 2.56 2,000k 7/1/1989 93 Mulvaney Capital Management The Mulvaney Global Markets Fund 2.59 100k 5/1/1999 92 Mobius Asset Management Energy Weighted Program 2.65 250k 1/1/2005 91 Quantica Capital AG Quantica Diversified FX 2.70 5,000k 3/1/2007 90 NuWave Investment Management, LLC NuWave Investment Partners LP 2.70 250k 6/1/2001 89 Conquest Capital Group Conquest Select 2.73 250k 6/1/2004 88 Hawksbill Capital Management Global Diversified 2.74 5,000k 11/1/1988 87 Kottke Associates Stockton Fundamental Ag 2.90 500k 1/1/2006 86 Estlander & Partners Alpha Trend 3.00 30,000k 10/1/1991 85 Eckhardt Trading Company Evolution Strategies 3.19 20,000k 8/1/1991 84 Drury Capital Diversified Trend-Following Program 3.21 5,000k 5/1/1997 83 Arcanum Asset Management Equity Index Option Program (Prop) 3.33 500k 7/1/2006 82 Lynx Asset Management AB Lynx Program 3.38 75k 5/1/2000 81 Parizek Capital Futures Trading Program 3.43 500k 4/1/2000 80 Kinkopf Capital Management KCM S&P (Proprietary) 3.49 100k 1/1/1999 79 Transtrend B.V. DTP – Standard Risk (EUR) 3.51 10,000k 2/1/1999 78 Clarke Capital Management Worldwide 3.69 250k 1/1/1996 77 Eckhardt Trading Company Evolution Strategies 1.2X 3.71 10,000k 10/1/1991 76 SEB Asset Management SEB Asset Selection Fund C (EUR) 3.76 1k 10/1/2006 75 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 3.78 100k 1/1/2005 74 Quantica Capital AG Quantica Managed Futures 3.80 10,000k 1/1/2005 73 Blackwater Capital Management Global Program 3.82 5,000k 7/1/2005 72 FORT LP Fort Global Contrarian 3.84 2,000k 10/1/2002 71 Southwest Managed Investments, LLC Global Diversified 3.87 200k 1/1/2002 70 ISAM ISAM Systematic Trend Fund 3.98 1,000k 6/1/2001 69 Alee Capital Management, LLC Poniente Program 4.03 2,500k 1/1/1999 68 Kelly Angle Inc. Genesis Program 4.05 2,000k 4/1/2000 67 DUNN Capital Management DUNN Combined Fund (DCF) 4.10 100k 5/1/1989 66 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 4.14 10,000k 3/1/2003 65 EMC Capital Advisors, LLC Classic 4.20 5,000k 1/1/1985 64 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 4.21 10k 7/1/2005 63 Briarwood Capital Management, Inc. Diversified 2XL 4.27 250k 11/1/2004 62 Mark J. Walsh Company Standard Program 4.27 2,000k 9/1/1985 61 Red Oak Commodity Advisors Investment Program 4.36 5,000k 12/1/1989 60 Rivoli Fund Management Rivoli International Fund (V9) 4.36 5,000k 1/1/2002 59 FORT LP Fort Global Diversified 4.46 2,000k 3/1/2002 58 Red Rock Capital, LLC Systematic Global Macro 4.50 500k 9/1/2003 57 Chesapeake Capital Diversified (LV) 4.53 100k 2/1/1988 56 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 4.55 1,000k 10/1/2006 55 Dreiss Research Corporation Diversified Program 4.58 1,000k 5/1/1991 54 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 4.67 5,000k 1/1/2005 53 Claughton Capital ARP Institutional Program 4.72 1,000k 10/1/2005 52 Molinero Capital Management LLP Global Markets Program 5.00 2,000k 7/1/2005 51 Wimmer Horizon LLP Managed Account 5.03 5,000k 5/1/2005 50 Covenant Capital Management Original Program 5.07 5,000k 9/1/1999 49 Hyman Beck and Company Global Portfolio 5.19 1,000k 3/1/1991 48 Alee Capital Management, LLC Mistral Program 5.33 2,500k 1/1/1999 47 DUNN Capital Management D'Best Futures Fund, L.P. 5.59 100k 6/1/1994 46 Transtrend B.V. DTP – Enhanced Risk (USD) 5.69 10,000k 1/1/1995 45 Millburn Ridgefield Corporation Multi-Markets Program 5.73 25,000k 10/1/2004 44 Transtrend B.V. DTP – Enhanced Risk (EUR) 5.73 10,000k 8/1/1999 43 Clarke Capital Management Jupiter 5.75 3,000k 5/1/2005 42 Transtrend B.V. DTP – Enhanced Risk (JPY) 5.85 10,000k 8/1/2004 41 Eclipse Capital Management Global Monetary 5.90 5,000k 8/1/1990 40 Rabar Market Research Diversified Program 5.94 2,000k 1/1/1989 39 RAM Management Group MRTP Aggressive 6.01 1,000k 2/1/1998 38 Sunrise Capital Partners Sunrise Expanded Diversified Program 6.26 1/1/1989 37 Millburn Ridgefield Corporation Diversified Program 6.26 20,000k 2/1/1977 36 Strategic Ag Trading SAT GRAINS 6.36 100k 4/1/2002 35 Neural Capital Ltd Sentinel Trading Program 6.42 2,000k 1/1/2006 34 Winton Capital Management Diversified 6.46 50,000k 10/1/1997 33 Abraham Trading Company Diversified Program 6.50 10,000k 1/1/1988 32 Welton Investment Partners Welton Global 6.62 10,000k 6/1/2004 31 Estlander & Partners Global Markets 6.64 10,000k 8/1/1999 30 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 6.71 0k 11/1/1996 29 Amplitude Capital International Limited Dynamic Strategy 6.78 6/1/2005 28 Rivoli Fund Management Rivoli International Fund (E) 7.01 5,000k 10/1/1996 27 Superfund Group Superfund Green Q-AG 7.61 2k 3/1/1996 26 Quantum Leap Capital Management Managed Account Program 7.84 300k 8/1/2006 25 Strategic Ag Trading Chatham 7.85 100k 1/1/2005 24 Clarke Capital Management FX Plus 7.89 1,000k 5/1/2004 23 Superfund Group Superfund Green L.P. Series A 7.99 5k 10/1/2002 22 QCM Global Diversified Programme 8.13 500k 12/1/1995 21 DUNN Capital Management World Monetary and Agriculture Program (WMA) 8.22 100k 11/1/1984 20 Covenant Capital Management Aggressive Program 8.50 3,000k 2/1/2004 19 Tactical Investment Management Tactical Institutional Commodity Program 8.58 10,000k 4/1/1993 18 Wavefront Global Asset Management IMFC Global Investment Program 9.05 2,000k 2/1/2007 17 Keck Capital Management LLC The Keck Program 9.59 2,000k 12/1/2003 16 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 9.79 100k 3/1/2003 15 Superfund Group Superfund Green Gold A (SPC) 10.21 5k 10/1/2005 14 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 10.66 200k 11/1/1999 13 Superfund Group Superfund Green GCT USD 10.93 15k 1/1/2000 12 Superfund Group Superfund Green L.P. Series B 11.38 5k 10/1/2002 11 Revolution Capital Management Alpha Fund 12.99 50k 1/1/2005 10 Somers Brothers Capital Diversified Futures Program #1 13.42 100k 1/1/2005 9 Superfund Group Superfund Green Gold B (SPC) 13.44 50k 10/1/2005 8 Revolution Capital Management Mosaic Program 13.52 10,000k 10/1/2006 7 Estlander & Partners Global XL 13.60 5,000k 8/1/1991 6 Robinson-Langley Capital Management, LLC Managed Account Program 13.70 200k 1/1/2007 5 Dendrich Ltd QEP 15.43 50k 12/1/2005 4 Superfund Group Superfund Green Master 16.84 2,000k 5/1/2001 3 Superfund Group Superfund Green Gold C (SPC) 18.86 100k 10/1/2005 2 Emil van Essen Spread Trading Program 25.23 5,000k 12/1/2006 1 Schindler Capital Management, LLC Dairy Advantage Program 138.10 400k 8/1/2005 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.