IASG CTA Index For May 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 May 2007 Min Inv Inception 175 Conquest Capital Group Conquest Macro -8.44 250k 5/1/1999 174 Romanesco Capital Management B.V Persistence Program -6.23 5,000k 9/1/2005 173 Robinson-Langley Capital Management, LLC Managed Account Program -5.52 200k 1/1/2007 172 Parizek Capital Currency Program -5.08 1,000k 4/1/2006 171 Somers Brothers Capital Diversified Futures Program #1 -4.90 100k 1/1/2005 170 Trigon Investment Advisors, LLC Foreign Exchange Program -4.35 5,000k 8/1/2000 169 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -4.21 200k 11/1/1999 168 Quantitative Investment Management Quantitative Global Program -3.80 20,000k 10/1/2003 167 Rhicon Currency Management Rhicon Systematic Currency Program -3.48 3,000k 1/1/2004 166 PRIM' Alternative Investment PRIM Gold -3.26 10k 11/1/2005 165 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.21 100k 1/1/2000 164 Clarke Capital Management Millennium -2.96 1,000k 1/1/1998 163 ITB Capital Management, LLC ITB Capital Income Fund I, LTD -2.84 200k 1/1/2007 162 Quantum Leap Capital Management Managed Account Program -2.73 300k 8/1/2006 161 Pacific Capital Advisors Vanguard Program -2.72 100k 4/1/2007 160 Crabel Capital Management Crabel Multi-Product -2.70 1,000k 3/1/1998 159 Rotella Capital Management Rotella Orion (Short-Term) Program -2.63 10,000k 3/1/2006 158 Parizek Capital Futures Trading Program -2.59 500k 4/1/2000 157 Dominion Capital Sapphire Program -2.14 3,000k 5/1/2005 156 John Locke Investments Cyril Systematic Program -2.01 8,000k 7/1/2000 155 Capricorn Strategies Limited Capricorn fxST (Lev1) -1.74 1,000k 1/1/1999 154 M6 Capital Management LLC Standard Program -1.56 300k 7/1/2005 153 Mark J. Walsh Company Standard Program -1.42 2,000k 9/1/1985 152 Red Rock Capital, LLC Systematic Global Macro -1.24 500k 9/1/2003 151 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -1.20 1,000k 1/1/2006 150 LJM Partners LJM Preservation & Growth Strategy -1.13 250k 5/1/2006 149 Mobius Asset Management Energy Weighted Program -1.00 250k 1/1/2005 148 Mobius Asset Management Custom Trading Program -0.95 100k 1/1/2002 147 Rotella Capital Management Rotella Polaris Program (Diversified) -0.77 10,000k 1/1/1991 146 Clarke Capital Management Global Basic -0.76 50k 2/1/1996 145 KMJ Investments KMJ Investments -0.76 1,000k 8/1/1994 144 LJM Partners LJM Aggressive Strategy -0.64 500k 7/1/1998 143 HPX Financial LLC HPX Old School Program -0.63 200k 6/1/2006 142 Tactical Investment Management Tactical Institutional Commodity Program -0.61 10,000k 4/1/1993 141 Superfund Group Superfund Blue SPC Class A (EUR) -0.40 50k 4/1/2005 140 Clarke Capital Management Global Magnum -0.33 100k 8/1/1997 139 Briarwood Capital Management, Inc. Diversified 2XL -0.22 250k 11/1/2004 138 Briarwood Capital Management, Inc. Diversified Trading Program -0.22 3,000k 7/1/2001 137 Saxon Investment Corporation Diversified Program -0.22 3,000k 9/1/1988 136 Shield Plus LLC Shield Plus Natural Gas -0.20 50k 1/1/2004 135 QCM Global Diversified Programme -0.12 500k 12/1/1995 134 Jaguar Investments Ltd Vario Capital Strategy -0.10 1,000k 5/1/2016 133 Rosetta Capital Management Rosetta Trading Program -0.09 100k 4/1/2000 132 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) -0.09 1,000k 1/1/2005 131 Rhicon Currency Management Rhicon Strategic Program -0.09 500k 1/1/2004 130 Mobius Asset Management Diversified Program -0.05 250k 3/1/2004 129 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.04 10,000k 4/1/2004 128 Altradis Capital AG AlphAlgo 0.00 100k 5/1/2007 127 Amplitude Capital International Limited Dynamic Strategy 0.06 6/1/2005 126 Saxon Investment Corporation Aggressive Diversified Program 0.08 2,000k 11/1/1993 125 Dendrich Ltd QEP 0.12 50k 12/1/2005 124 Range Wise Investment Program 0.29 250k 2/1/1991 123 C-View Limited Currency Managed Account Program 0.32 5,000k 10/1/1996 122 NuWave Investment Management, LLC NuWave Investment Partners LP 0.33 250k 6/1/2001 121 NuWave Investment Management, LLC Combined Futures Portfolio 0.34 5,000k 6/1/2001 120 Neural Capital Ltd Sentinel Trading Program 0.42 2,000k 1/1/2006 119 Strategic Ag Trading SAT GRAINS 0.43 100k 4/1/2002 118 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.44 5,000k 1/1/2005 117 Covenant Capital Management Original Program 0.49 5,000k 9/1/1999 116 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.51 10,000k 1/1/2001 115 AIS Capital Management, L.P. MAAP (2x-4x) Composite 0.58 3,000k 10/1/1992 114 Covenant Capital Management Aggressive Program 0.60 3,000k 2/1/2004 113 Superfund Group Superfund Green Gold A (SPC) 0.63 5k 10/1/2005 112 AIS Capital Management, L.P. MAAP (3x-6x) Composite 0.67 2,000k 7/1/1992 111 Quantmetrics Capital Management LLP Directional 10V Strategy 0.68 10,000k 1/1/2007 110 Auspice Capital Advisors Ltd Auspice Diversified Program 0.71 1,500k 4/1/2006 109 Kottke Associates Stockton Fundamental Ag 0.72 500k 1/1/2006 108 Millburn Ridgefield Corporation Commodity Program 0.73 25,000k 3/1/2005 107 Quantmetrics Capital Management LLP Premier 12V Strategy 0.74 10,000k 4/1/2003 106 Global Domain Partners, LLC Global Domain Vector Fund - Series A 0.78 500k 1/1/2006 105 MERIT Alternative Investments GmbH Futures Portfolio 0.95 2,000k 6/1/1998 104 Alee Capital Management, LLC Poniente Program 0.96 2,500k 1/1/1999 103 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 0.96 100k 3/1/2003 102 Southwest Managed Investments, LLC Global Diversified 0.97 200k 1/1/2002 101 ITB Capital Management, LLC ITB Premium Fund I, LTD 1.01 1,000k 1/1/2006 100 Four Seasons Commodities Corp Lone Star Program 1.04 300k 1/1/2005 99 Haar Capital Management Discretionary Commodity Trading Program 1.04 250k 12/1/2005 98 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 1.13 10,000k 2/1/2006 97 Witter & Lester, Inc. Redstone 1.16 500k 9/1/1994 96 Red Oak Commodity Advisors Investment Program 1.32 5,000k 12/1/1989 95 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 1.33 10k 7/1/2005 94 Mondiale Asset Management Mondiale Trading Program 1.36 0k 9/1/1997 93 Clarke Capital Management Worldwide 1.40 250k 1/1/1996 92 LJM Partners LJM Moderately Aggressive Strategy 1.52 500k 4/1/2003 91 Systematic Alpha Management Systematic Alpha Futures Program 1.55 100k 6/1/2004 90 Ansbacher Investment Management Market Neutral Put Skew Program 1.57 250k 1/1/1996 89 M.S. Capital Management Global Diversified Program 1.69 2,000k 11/1/1998 88 IKOS The IKOS Hedge Fund 1.70 10,000k 7/1/1998 87 Eckhardt Trading Company Evolution Strategies 1.70 20,000k 8/1/1991 86 Warrington Asset Management Warrington Strategic Program 1.72 50k 1/1/1997 85 FORT LP Fort Global Contrarian 1.86 2,000k 10/1/2002 84 Rivoli Fund Management Rivoli International Fund (V9) 2.05 5,000k 1/1/2002 83 Eckhardt Trading Company Evolution Strategies 1.2X 2.10 10,000k 10/1/1991 82 Kaiser Trading Group Kaiser Global Diversified Program - Class B 2.14 1,000k 3/1/1998 81 Alder Capital DAC Alder Global 10 2.20 250k 10/1/2000 80 Spectrum Asset Management LLC Global Diversified 2.24 2,000k 1/1/2001 79 RAM Management Group RAM MRTP 1X-Conservative 2.28 1,000k 9/1/1993 78 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.34 1k 10/1/2006 77 Superfund Group Superfund Green L.P. Series A 2.39 5k 10/1/2002 76 Quantica Capital AG Quantica Diversified FX 2.50 5,000k 3/1/2007 75 Conquest Capital Group Conquest Select 2.55 250k 6/1/2004 74 FORT LP Fort Global Diversified 2.61 2,000k 10/1/1993 73 Manning & Napier MN Xenon Global Fixed Income Program 2.71 2,000k 8/1/2004 72 Superfund Group Superfund Green Gold B (SPC) 2.76 50k 10/1/2005 71 Hawksbill Capital Management Global Diversified 2.77 5,000k 11/1/1988 70 Alee Capital Management, LLC Mistral Program 2.84 2,500k 1/1/1999 69 Quantica Capital AG Quantica Managed Futures 2.90 5,000k 1/1/2005 68 Arcanum Asset Management Equity Index Option Program (Prop) 3.00 500k 7/1/2006 67 Estlander & Partners Global Markets 3.28 10,000k 8/1/1999 66 Hyman Beck and Company Global Portfolio 3.35 1,000k 3/1/1991 65 Robust Methods LLC Macro Managed Account 3.38 5,000k 1/1/2005 64 Drury Capital Diversified Trend-Following Program 3.39 5,000k 5/1/1997 63 Superfund Group Superfund Green L.P. Series B 3.41 5k 10/1/2002 62 Sunrise Capital Partners Sunrise Expanded Diversified Program 3.46 1/1/1989 61 Superfund Group Superfund Green Q-AG 3.52 2k 3/1/1996 60 Welton Investment Partners Welton Global 3.53 10,000k 6/1/2004 59 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.57 1,000k 9/1/1997 58 EMC Capital Advisors, LLC Classic 3.60 5,000k 1/1/1985 57 Rivoli Fund Management Rivoli International Fund (E) 3.65 5,000k 10/1/1996 56 Four Seasons Commodities Corp Hawkeye Spread Program 3.72 500k 3/1/2005 55 Estlander & Partners Alpha Trend 3.78 30,000k 10/1/1991 54 Blackwater Capital Management Global Program 3.86 5,000k 7/1/2005 53 Alder Capital DAC Alder Global 20 3.90 250k 2/1/2001 52 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 4.05 1,000k 10/1/2006 51 Kinkopf Capital Management KCM S&P (Proprietary) 4.18 100k 1/1/1999 50 Transtrend B.V. DTP – Standard Risk (EUR) 4.32 10,000k 2/1/1999 49 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 4.33 1,000k 5/1/2006 48 Witter & Lester, Inc. Stock Index Futures Trading Program 4.48 400k 1/1/1988 47 Clarke Capital Management Jupiter 4.65 3,000k 5/1/2005 46 Mulvaney Capital Management The Mulvaney Global Markets Fund 4.70 100k 5/1/1999 45 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 4.87 100k 1/1/2005 44 Abraham Trading Company Diversified Program 4.96 10,000k 1/1/1988 43 Wimmer Horizon LLP Managed Account 4.98 5,000k 5/1/2005 42 Winton Capital Management Diversified 5.05 50,000k 10/1/1997 41 Heyden & Steindl GmbH TOMAC2 5.06 5,000k 3/1/2003 40 Superfund Group Superfund Green Gold C (SPC) 5.12 100k 10/1/2005 39 Xplor Capital Management, LLC Global CTA Program 5.15 1,500k 7/1/2004 38 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 5.30 1,000k 3/1/2003 37 Eclipse Capital Management Global Monetary 5.45 5,000k 8/1/1990 36 Chesapeake Capital Diversified (LV) 5.48 100k 2/1/1988 35 Molinero Capital Management LLP Global Markets Program 5.48 2,000k 7/1/2005 34 Wavefront Global Asset Management IMFC Global Investment Program 5.56 2,000k 2/1/2007 33 Ancile Capital Management Global Markets Program 5.86 2,000k 4/1/2005 32 Rabar Market Research Diversified Program 5.88 2,000k 1/1/1989 31 Superfund Group Superfund Green GCT USD 5.99 15k 1/1/2000 30 Lynx Asset Management AB Lynx Program 6.09 75k 5/1/2000 29 RAM Management Group MRTP Aggressive 6.15 1,000k 2/1/1998 28 Claughton Capital ARP Institutional Program 6.46 1,000k 10/1/2005 27 Millburn Ridgefield Corporation Multi-Markets Program 6.53 25,000k 10/1/2004 26 ISAM ISAM Systematic Trend Fund 6.61 1,000k 6/1/2001 25 Novus Investments, LLC Novus Precious Commodities 6.65 200k 1/1/2007 24 Revolution Capital Management Mosaic Program 6.68 10,000k 10/1/2006 23 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 6.75 0k 11/1/1996 22 Clarke Capital Management FX Plus 6.76 1,000k 5/1/2004 21 Crescent Bay Capital Management Premium Stock Index Program 6.77 10k 10/1/2005 20 Millburn Ridgefield Corporation Diversified Program 6.78 20,000k 2/1/1977 19 Estlander & Partners Global XL 6.79 5,000k 8/1/1991 18 Transtrend B.V. DTP – Enhanced Risk (USD) 6.84 10,000k 1/1/1995 17 Manning & Napier MN Xenon Managed Futures (2x) Program 6.91 5,000k 6/1/2006 16 Transtrend B.V. DTP – Enhanced Risk (JPY) 7.25 10,000k 8/1/2004 15 Transtrend B.V. DTP – Enhanced Risk (EUR) 7.42 10,000k 8/1/1999 14 Kelly Angle Inc. Genesis Program 7.47 2,000k 4/1/2000 13 DUNN Capital Management DUNN Combined Fund (DCF) 7.47 100k 5/1/1989 12 Di Tomasso Group Inc. Equilibrium Program 7.67 5,000k 1/1/2002 11 Strategic Ag Trading Chatham 8.03 100k 1/1/2005 10 Strategic Capital Advisors LLC Contrarian 500 8.41 500k 12/1/2003 9 Superfund Group Superfund Green Master 8.98 2,000k 5/1/2001 8 Dreiss Research Corporation Diversified Program 9.10 1,000k 5/1/1991 7 Northfield Trading Diversified 9.10 2,000k 7/1/1989 6 DUNN Capital Management D'Best Futures Fund, L.P. 11.28 100k 6/1/1994 5 DUNN Capital Management World Monetary and Agriculture Program (WMA) 11.77 100k 11/1/1984 4 Revolution Capital Management Alpha Fund 12.82 50k 1/1/2005 3 Keck Capital Management LLC The Keck Program 12.98 2,000k 12/1/2003 2 Schindler Capital Management, LLC Dairy Advantage Program 14.81 400k 8/1/2005 1 Emil van Essen Spread Trading Program 15.83 5,000k 12/1/2006 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.