IASG CTA Index For August 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 Aug 2007 Min Inv Inception 182 Somers Brothers Capital Diversified Futures Program #1 -27.70 100k 1/1/2005 181 DUNN Capital Management DUNN Combined Fund (DCF) -24.39 100k 5/1/1989 180 DUNN Capital Management World Monetary and Agriculture Program (WMA) -22.63 100k 11/1/1984 179 Estlander & Partners Global XL -20.17 5,000k 8/1/1991 178 Xplor Capital Management, LLC Global CTA Program -20.02 1,500k 7/1/2004 177 Mulvaney Capital Management The Mulvaney Global Markets Fund -19.40 100k 5/1/1999 176 Superfund Group Superfund Green Gold C (SPC) -17.98 100k 10/1/2005 175 Chesapeake Capital Diversified (LV) -16.42 100k 2/1/1988 174 Novus Investments, LLC Novus Precious Commodities -16.37 200k 1/1/2007 173 DUNN Capital Management D'Best Futures Fund, L.P. -15.78 100k 6/1/1994 172 Superfund Group Superfund Green Master -14.70 2,000k 5/1/2001 171 Keck Capital Management LLC The Keck Program -14.52 2,000k 12/1/2003 170 ITB Capital Management, LLC ITB Capital Income Fund I, LTD -14.33 200k 1/1/2007 169 Sunrise Capital Partners Sunrise Expanded Diversified Program -13.91 1/1/1989 168 Superfund Group Superfund Green GCT USD -13.80 15k 1/1/2000 167 Superfund Group Superfund Green Gold B (SPC) -13.35 50k 10/1/2005 166 Quantum Leap Capital Management Managed Account Program -13.32 300k 8/1/2006 165 NuWave Investment Management, LLC Combined Futures Portfolio -11.72 5,000k 6/1/2001 164 NuWave Investment Management, LLC NuWave Investment Partners LP -11.38 250k 6/1/2001 163 Kelly Angle Inc. Genesis Program -11.05 2,000k 4/1/2000 162 Saxon Investment Corporation Aggressive Diversified Program -10.73 2,000k 11/1/1993 161 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -10.56 200k 11/1/1999 160 Tactical Investment Management Tactical Institutional Commodity Program -10.49 10,000k 4/1/1993 159 Estlander & Partners Global Markets -10.23 10,000k 8/1/1999 158 Covenant Capital Management Aggressive Program -9.69 3,000k 2/1/2004 157 Blackwater Capital Management Global Program -9.41 5,000k 7/1/2005 156 Millburn Ridgefield Corporation Diversified Program -9.31 20,000k 2/1/1977 155 Wimmer Horizon LLP Managed Account -9.28 5,000k 5/1/2005 154 Welton Investment Partners Welton Global -9.15 10,000k 6/1/2004 153 Millburn Ridgefield Corporation Multi-Markets Program -8.96 25,000k 10/1/2004 152 Superfund Group Superfund Green Gold A (SPC) -8.95 5k 10/1/2005 151 Spectrum Asset Management LLC Global Diversified -8.94 2,000k 1/1/2001 150 Superfund Group Superfund Green Q-AG -8.71 2k 3/1/1996 149 Manning & Napier MN Xenon Managed Futures (2x) Program -8.14 5,000k 6/1/2006 148 M.S. Capital Management Global Diversified Program -7.91 2,000k 11/1/1998 147 Dendrich Ltd QEP -7.40 50k 12/1/2005 146 Clarke Capital Management Millennium -7.16 1,000k 1/1/1998 145 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -7.07 100k 3/1/2003 144 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -6.90 75k 6/1/2007 143 QCM Global Diversified Programme -6.53 500k 12/1/1995 142 Alee Capital Management, LLC Poniente Program -6.48 2,500k 1/1/1999 141 Hyman Beck and Company Global Portfolio -6.35 1,000k 3/1/1991 140 Covenant Capital Management Original Program -6.07 5,000k 9/1/1999 139 Estlander & Partners Alpha Trend -6.04 30,000k 10/1/1991 138 Saxon Investment Corporation Diversified Program -5.93 3,000k 9/1/1988 137 FORT LP Fort Global Contrarian -5.87 2,000k 10/1/2002 136 Lynx Asset Management AB Lynx Program -5.81 75k 5/1/2000 135 ITB Capital Management, LLC ITB Premium Fund I, LTD -5.68 1,000k 1/1/2006 134 Shield Plus LLC Shield Plus Natural Gas -5.67 50k 1/1/2004 133 Ancile Capital Management Global Markets Program -5.67 2,000k 4/1/2005 132 Southwest Managed Investments, LLC Global Diversified -5.51 200k 1/1/2002 131 Drury Capital Diversified Trend-Following Program -5.31 5,000k 5/1/1997 130 ISAM ISAM Systematic Trend Fund -5.23 1,000k 6/1/2001 129 Claughton Capital ARP Institutional Program -5.19 1,000k 10/1/2005 128 Clarke Capital Management Jupiter -5.12 3,000k 5/1/2005 127 FORT LP Fort Global Diversified -5.09 2,000k 10/1/1993 126 Red Rock Capital, LLC Systematic Global Macro -4.93 500k 9/1/2003 125 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -4.90 1,000k 3/1/2003 124 Quantica Capital AG Quantica Managed Futures -4.70 5,000k 1/1/2005 123 Superfund Group Superfund Green L.P. Series B -4.66 5k 10/1/2002 122 Global Domain Partners, LLC Global Domain Vector Fund - Series A -4.51 500k 1/1/2006 121 Robinson-Langley Capital Management, LLC Managed Account Program -4.46 200k 1/1/2007 120 Parizek Capital Futures Trading Program -4.45 500k 4/1/2000 119 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -3.93 100k 1/1/2005 118 Conquest Capital Group Conquest Select -3.83 250k 6/1/2004 117 Abraham Trading Company Diversified Program -3.73 10,000k 1/1/1988 116 Wavefront Global Asset Management IMFC Global Investment Program -3.72 2,000k 2/1/2007 115 Alee Capital Management, LLC Mistral Program -3.71 2,500k 1/1/1999 114 Quantica Capital AG Quantica Diversified FX -3.70 5,000k 3/1/2007 113 AIS Capital Management, L.P. MAAP (3x-6x) Composite -3.62 2,000k 7/1/1992 112 Clarke Capital Management Worldwide -3.57 250k 1/1/1996 111 Dreiss Research Corporation Diversified Program -3.39 1,000k 5/1/1991 110 Superfund Group Superfund Green L.P. Series A -3.27 5k 10/1/2002 109 Millburn Ridgefield Corporation Commodity Program -3.13 25,000k 3/1/2005 108 Auspice Capital Advisors Ltd Auspice Diversified Program -3.07 1,500k 4/1/2006 107 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -2.92 5,000k 1/1/2005 106 Molinero Capital Management LLP Global Markets Program -2.91 2,000k 7/1/2005 105 Manning & Napier MN Xenon Global Fixed Income Program -2.90 2,000k 8/1/2004 104 Transtrend B.V. DTP – Enhanced Risk (JPY) -2.90 10,000k 8/1/2004 103 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.77 10,000k 8/1/1999 102 Hawksbill Capital Management Global Diversified -2.59 5,000k 11/1/1988 101 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -2.55 10,000k 1/1/2001 100 Mark J. Walsh Company Standard Program -2.54 2,000k 9/1/1985 99 Haar Capital Management Discretionary Commodity Trading Program -2.47 250k 12/1/2005 98 Transtrend B.V. DTP – Enhanced Risk (USD) -2.44 10,000k 1/1/1995 97 Rotella Capital Management Rotella Polaris Program (Diversified) -2.43 10,000k 1/1/1991 96 Rabar Market Research Diversified Program -2.32 2,000k 1/1/1989 95 Robust Methods LLC Macro Managed Account -2.28 5,000k 1/1/2005 94 AIS Capital Management, L.P. MAAP (2x-4x) Composite -2.27 3,000k 10/1/1992 93 Eclipse Capital Management Global Monetary -2.21 5,000k 8/1/1990 92 Eckhardt Trading Company Evolution Strategies 1.2X -2.00 10,000k 10/1/1991 91 MERIT Alternative Investments GmbH Futures Portfolio -1.97 2,000k 6/1/1998 90 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -1.93 0k 11/1/1996 89 Trigon Investment Advisors, LLC Foreign Exchange Program -1.83 5,000k 8/1/2000 88 Eckhardt Trading Company Evolution Strategies -1.76 20,000k 8/1/1991 87 Transtrend B.V. DTP – Standard Risk (EUR) -1.59 10,000k 2/1/1999 86 Strategic Ag Trading Chatham -1.50 100k 1/1/2005 85 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.44 1k 10/1/2006 84 Revolution Capital Management Alpha Fund -1.42 50k 1/1/2005 83 Range Wise Investment Program -1.17 250k 2/1/1991 82 EMC Capital Advisors, LLC Classic -1.10 5,000k 1/1/1985 81 Winton Capital Management Diversified -0.88 50,000k 10/1/1997 80 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.77 100k 1/1/2000 79 Clarke Capital Management FX Plus -0.71 1,000k 5/1/2004 78 Northfield Trading Diversified -0.70 2,000k 7/1/1989 77 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.63 1,000k 9/1/1997 76 Quantmetrics Capital Management LLP Directional 10V Strategy -0.61 10,000k 1/1/2007 75 Capricorn Strategies Limited Capricorn fxST (Lev1) -0.52 1,000k 1/1/1999 74 Rivoli Fund Management Rivoli International Fund (E) -0.43 5,000k 10/1/1996 73 Revolution Capital Management Alpha Program -0.42 5,000k 6/1/2007 72 Arcanum Asset Management Equity Index Option Program (Prop) -0.33 500k 7/1/2006 71 Clarke Capital Management Global Basic -0.27 50k 2/1/1996 70 Rotella Capital Management Rotella Orion (Short-Term) Program -0.25 10,000k 3/1/2006 69 Witter & Lester, Inc. Redstone -0.24 500k 9/1/1994 68 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.14 10,000k 4/1/2004 67 Clarke Capital Management Global Magnum -0.14 100k 8/1/1997 66 Kottke Associates Stockton Fundamental Ag -0.11 500k 1/1/2006 65 Rivoli Fund Management Rivoli International Fund (V9) -0.11 5,000k 1/1/2002 64 John Locke Investments Cyril Systematic Program -0.10 8,000k 7/1/2000 63 Crescent Bay Capital Management Premium Stock Index Program -0.10 10k 10/1/2005 62 Mondiale Asset Management Mondiale Trading Program -0.04 0k 9/1/1997 61 Red Oak Commodity Advisors Investment Program -0.01 5,000k 12/1/1989 60 Four Seasons Commodities Corp Hawkeye Spread Program -0.01 500k 3/1/2005 59 Trigon Investment Advisors, LLC Discretionary Macro Program 0.00 10,000k 8/1/2007 58 Briarwood Capital Management, Inc. Diversified Trading Program 0.18 3,000k 7/1/2001 57 Dominion Capital Sapphire Program 0.35 3,000k 5/1/2005 56 Briarwood Capital Management, Inc. Diversified 2XL 0.43 250k 11/1/2004 55 PRIM' Alternative Investment PRIM Gold 0.48 10k 11/1/2005 54 Conquest Capital Group Conquest Macro 0.53 250k 5/1/1999 53 Rhicon Currency Management Rhicon Strategic Program 0.53 500k 1/1/2004 52 Altradis Capital AG AlphAlgo 0.63 100k 5/1/2007 51 Beryl Investment Group LLC Nominal Discretionary System 0.69 50k 7/1/2007 50 Alder Capital DAC Alder Global 10 0.70 250k 10/1/2000 49 HPX Financial LLC HPX Old School Program 0.76 200k 6/1/2006 48 Alder Capital DAC Alder Global 20 1.00 250k 2/1/2001 47 Ansbacher Investment Management Market Neutral Put Skew Program 1.04 250k 1/1/1996 46 Witter & Lester, Inc. Stock Index Futures Trading Program 1.07 400k 1/1/1988 45 Quantmetrics Capital Management LLP Premier 12V Strategy 1.11 10,000k 4/1/2003 44 Di Tomasso Group Inc. Equilibrium Program 1.12 5,000k 1/1/2002 43 Future Trade AG Thales Swing Trading Programme 1.13 250k 6/1/2007 42 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.14 1,000k 5/1/2006 41 C-View Limited Currency Managed Account Program 1.21 5,000k 10/1/1996 40 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 1.31 1,000k 1/1/2006 39 Romanesco Capital Management B.V Persistence Program 1.38 5,000k 9/1/2005 38 Rosetta Capital Management Rosetta Trading Program 1.41 100k 4/1/2000 37 Mobius Asset Management Custom Trading Program 1.62 100k 1/1/2002 36 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 1.72 1,000k 1/1/2005 35 Jaguar Investments Ltd Vario Capital Strategy 1.77 1,000k 5/1/2016 34 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 1.85 10k 7/1/2005 33 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.90 1,000k 3/1/1998 32 Mobius Asset Management Energy Weighted Program 1.90 250k 1/1/2005 31 AllMountain Capital AG Mount Denali Global Trends 1.99 160k 7/1/2007 30 Four Seasons Commodities Corp Lone Star Program 2.17 300k 1/1/2005 29 Endeavour Capital LLP Endeavour Pembroke 2.48 2,000k 7/1/2007 28 Neural Capital Ltd Sentinel Trading Program 2.92 2,000k 1/1/2006 27 IKOS The IKOS Hedge Fund 3.04 10,000k 7/1/1998 26 M6 Capital Management LLC Standard Program 3.06 300k 7/1/2005 25 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 3.12 1,000k 10/1/2006 24 Rhicon Currency Management Rhicon Systematic Currency Program 3.23 3,000k 1/1/2004 23 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 3.42 10,000k 2/1/2006 22 Crabel Capital Management Crabel Multi-Product 3.58 1,000k 3/1/1998 21 Systematic Alpha Management Systematic Alpha Futures Program 3.72 100k 6/1/2004 20 Amplitude Capital International Limited Dynamic Strategy 4.13 6/1/2005 19 Parizek Capital Currency Program 4.17 1,000k 4/1/2006 18 RAM Management Group RAM MRTP 1X-Conservative 4.48 1,000k 9/1/1993 17 Superfund Group Superfund Blue SPC Class A (EUR) 4.77 50k 4/1/2005 16 LJM Partners LJM Preservation & Growth Strategy 5.01 250k 5/1/2006 15 Warrington Asset Management Warrington Strategic Program 5.02 50k 1/1/1997 14 Pacific Capital Advisors Vanguard Program 6.08 100k 4/1/2007 13 Strategic Ag Trading SAT GRAINS 6.86 100k 4/1/2002 12 Quantitative Investment Management Quantitative Global Program 7.56 20,000k 10/1/2003 11 LJM Partners LJM Moderately Aggressive Strategy 7.95 500k 4/1/2003 10 Heyden & Steindl GmbH TOMAC2 8.51 5,000k 3/1/2003 9 LJM Partners LJM Aggressive Strategy 8.60 500k 7/1/1998 8 Mobius Asset Management Diversified Program 8.99 250k 3/1/2004 7 Kinkopf Capital Management KCM S&P (Proprietary) 9.10 100k 1/1/1999 6 Revolution Capital Management Mosaic Program 13.13 10,000k 10/1/2006 5 KMJ Investments KMJ Investments 14.47 1,000k 8/1/1994 4 RAM Management Group MRTP Aggressive 16.78 1,000k 2/1/1998 3 Strategic Capital Advisors LLC Contrarian 500 22.86 500k 12/1/2003 2 Emil van Essen Spread Trading Program 28.01 5,000k 12/1/2006 1 Schindler Capital Management, LLC Dairy Advantage Program 77.52 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.