IASG CTA Index For September 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 Sep 2007 Min Inv Inception 183 Emil van Essen Spread Trading Program -25.28 5,000k 12/1/2006 182 Schindler Capital Management, LLC Dairy Advantage Program -6.14 400k 8/1/2005 181 Kinkopf Capital Management KCM S&P (Proprietary) -5.89 100k 1/1/1999 180 Parizek Capital Currency Program -5.32 1,000k 4/1/2006 179 Rhicon Currency Management Rhicon Systematic Currency Program -1.86 3,000k 1/1/2004 178 Capricorn Strategies Limited Capricorn fxST (Lev1) -1.22 1,000k 1/1/1999 177 Shield Plus LLC Shield Plus Natural Gas -1.11 50k 1/1/2004 176 Dominion Capital Sapphire Program -0.56 3,000k 5/1/2005 175 Superfund Group Superfund Blue SPC Class A (EUR) -0.48 50k 4/1/2005 174 Systematic Alpha Management Systematic Alpha Futures Program -0.42 100k 6/1/2004 173 Kottke Associates Stockton Fundamental Ag -0.34 500k 1/1/2006 172 Heyden & Steindl GmbH TOMAC2 -0.15 5,000k 3/1/2003 171 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) -0.08 1,000k 1/1/2005 170 Emil van Essen EvE Systematic Global Opportunities 0.00 1,000k 9/1/2007 169 Ancile Capital Management Global Markets Program 0.00 2,000k 4/1/2005 168 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 0.07 1,000k 5/1/2006 167 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 0.10 1,000k 1/1/2006 166 Strategic Ag Trading Chatham 0.10 100k 1/1/2005 165 Hyman Beck and Company Global Portfolio 0.12 1,000k 3/1/1991 164 Quantmetrics Capital Management LLP Premier 12V Strategy 0.16 10,000k 4/1/2003 163 Rhicon Currency Management Rhicon Strategic Program 0.29 500k 1/1/2004 162 C-View Limited Currency Managed Account Program 0.54 5,000k 10/1/1996 161 Strategic Capital Advisors LLC Contrarian 500 0.55 250k 12/1/2003 160 Mondiale Asset Management Mondiale Trading Program 0.76 0k 9/1/1997 159 Beryl Investment Group LLC Nominal Discretionary System 0.78 50k 7/1/2007 158 Ansbacher Investment Management Market Neutral Put Skew Program 0.99 150k 1/1/1996 157 Quantitative Investment Management Quantitative Global Program 1.04 20,000k 10/1/2003 156 Witter & Lester, Inc. Stock Index Futures Trading Program 1.24 400k 1/1/1988 155 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.27 1,000k 3/1/1998 154 M6 Capital Management LLC Standard Program 1.30 300k 7/1/2005 153 Witter & Lester, Inc. Redstone 1.42 500k 9/1/1994 152 Trigon Investment Advisors, LLC Discretionary Macro Program 1.48 10,000k 8/1/2007 151 AllMountain Capital AG Mount Denali Global Trends 1.50 160k 7/1/2007 150 ISAM ISAM Systematic Trend Fund 1.56 1,000k 6/1/2001 149 Quantmetrics Capital Management LLP Directional 10V Strategy 1.87 10,000k 1/1/2007 148 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 1.98 10,000k 1/1/2001 147 Briarwood Capital Management, Inc. Diversified Trading Program 2.05 3,000k 7/1/2001 146 Crabel Capital Management Crabel Multi-Product 2.12 1,000k 3/1/1998 145 Pacific Capital Advisors Vanguard Program 2.18 100k 4/1/2007 144 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 2.19 1,000k 10/1/2006 143 Alder Capital DAC Alder Global 10 2.20 250k 10/1/2000 142 NuWave Investment Management, LLC NuWave Investment Partners LP 2.20 250k 6/1/2001 141 NuWave Investment Management, LLC Combined Futures Portfolio 2.44 5,000k 6/1/2001 140 FORT LP Fort Global Diversified 2.55 2,000k 3/1/2002 139 IKOS The IKOS Hedge Fund 2.67 10,000k 7/1/1998 138 Trigon Investment Advisors, LLC Foreign Exchange Program 2.82 5,000k 8/1/2000 137 Rotella Capital Management Rotella Orion (Short-Term) Program 2.90 10,000k 3/1/2006 136 Manning & Napier MN Xenon Global Fixed Income Program 2.91 2,000k 8/1/2004 135 Drury Capital Diversified Trend-Following Program 2.93 5,000k 5/1/1997 134 Revolution Capital Management Mosaic Program 3.01 10,000k 10/1/2006 133 Warrington Asset Management Warrington Strategic Program 3.11 50k 1/1/1997 132 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.13 1,000k 9/1/1997 131 FORT LP Fort Global Contrarian 3.17 2,000k 10/1/2002 130 LJM Partners LJM Preservation & Growth Strategy 3.31 250k 5/1/2006 129 Neural Capital Ltd Sentinel Trading Program 3.32 2,000k 1/1/2006 128 SEB Asset Management SEB Asset Selection Fund C (EUR) 3.47 1k 10/1/2006 127 Jaguar Investments Ltd Vario Capital Strategy 3.62 1,000k 5/1/2016 126 M.S. Capital Management Global Diversified Program 3.73 2,000k 11/1/1998 125 Four Seasons Commodities Corp Hawkeye Spread Program 3.84 500k 3/1/2005 124 Mulvaney Capital Management The Mulvaney Global Markets Fund 3.92 100k 5/1/1999 123 Endeavour Capital LLP Endeavour Pembroke 4.07 2,000k 7/1/2007 122 Mobius Asset Management Energy Weighted Program 4.18 250k 1/1/2005 121 Briarwood Capital Management, Inc. Diversified 2XL 4.25 250k 11/1/2004 120 MERIT Alternative Investments GmbH Futures Portfolio 4.28 2,000k 6/1/1998 119 Conquest Capital Group Conquest Macro 4.28 250k 5/1/1999 118 Eclipse Capital Management Global Monetary 4.31 5,000k 8/1/1990 117 Lynx Asset Management AB Lynx Program 4.35 75k 5/1/2000 116 Claughton Capital ARP Institutional Program 4.38 1,000k 10/1/2005 115 Insch Capital Management SA Interbank Currency Program - 3X Leverage 4.46 100k 1/1/2000 114 Transtrend B.V. DTP – Standard Risk (EUR) 4.48 10,000k 2/1/1999 113 Quantica Capital AG Quantica Diversified FX 4.50 5,000k 3/1/2007 112 Millburn Ridgefield Corporation Multi-Markets Program 4.53 25,000k 10/1/2004 111 Alder Capital DAC Alder Global 20 4.60 250k 2/1/2001 110 Crescent Bay Capital Management Premium Stock Index Program 4.70 10k 10/1/2005 109 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 4.71 10,000k 4/1/2004 108 ITB Capital Management, LLC ITB Premium Fund I, LTD 4.71 1,000k 1/1/2006 107 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 4.72 10,000k 3/1/2003 106 Southwest Managed Investments, LLC Global Diversified 4.86 200k 1/1/2002 105 RAM Management Group RAM MRTP 1X-Conservative 4.87 1,000k 9/1/1993 104 Conquest Capital Group Conquest Select 4.92 250k 6/1/2004 103 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 4.95 200k 1/1/2007 102 Red Rock Capital, LLC Systematic Global Macro 5.01 500k 9/1/2003 101 Northfield Trading Diversified 5.05 2,000k 7/1/1989 100 Mobius Asset Management Diversified Program 5.07 250k 3/1/2004 99 Abraham Trading Company Diversified Program 5.20 10,000k 1/1/1988 98 Quantica Capital AG Quantica Managed Futures 5.20 10,000k 1/1/2005 97 Molinero Capital Management LLP Global Markets Program 5.30 2,000k 7/1/2005 96 Four Seasons Commodities Corp Lone Star Program 5.34 300k 1/1/2005 95 Superfund Group Superfund Green Q-AG 5.36 2k 3/1/1996 94 Somers Brothers Capital Diversified Futures Program #1 5.41 100k 1/1/2005 93 Red Oak Commodity Advisors Investment Program 5.44 5,000k 12/1/1989 92 KMJ Investments KMJ Investments 5.50 1,000k 8/1/1994 91 Superfund Group Superfund Green L.P. Series A 5.57 5k 10/1/2002 90 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 5.79 0k 11/1/1996 89 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 5.82 5,000k 1/1/2005 88 Spectrum Asset Management LLC Global Diversified 5.82 2,000k 1/1/2001 87 Millburn Ridgefield Corporation Diversified Program 5.83 20,000k 2/1/1977 86 Auspice Capital Advisors Ltd Auspice Diversified Program 5.87 1,500k 6/1/2007 85 Rivoli Fund Management Rivoli International Fund (V9) 6.06 5,000k 1/1/2002 84 Future Trade AG Thales Swing Trading Programme 6.27 250k 6/1/2007 83 Global Domain Partners, LLC Global Domain Vector Fund - Series A 6.30 500k 1/1/2006 82 Sunrise Capital Partners Sunrise Expanded Diversified Program 6.52 1/1/1989 81 Rotella Capital Management Rotella Polaris Program (Diversified) 6.56 10,000k 1/1/1991 80 Romanesco Capital Management B.V Persistence Program 6.83 5,000k 9/1/2005 79 John Locke Investments Cyril Systematic Program 6.86 8,000k 7/1/2000 78 Winton Capital Management Diversified 6.99 50,000k 10/1/1997 77 Revolution Capital Management Alpha Program 6.99 5,000k 6/1/2007 76 Estlander & Partners Global Markets 7.14 10,000k 8/1/1999 75 LJM Partners LJM Aggressive Strategy 7.14 500k 7/1/1998 74 Haar Capital Management Discretionary Commodity Trading Program 7.18 250k 12/1/2005 73 Robinson-Langley Capital Management, LLC Managed Account Program 7.19 200k 1/1/2007 72 Arcanum Asset Management Equity Index Option Program (Prop) 7.33 500k 7/1/2006 71 Covenant Capital Management Original Program 7.43 5,000k 9/1/1999 70 Superfund Group Superfund Green GCT USD 7.49 15k 1/1/2000 69 Millburn Ridgefield Corporation Commodity Program 7.62 25,000k 3/1/2005 68 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 7.68 10,000k 2/1/2006 67 Transtrend B.V. DTP – Enhanced Risk (USD) 7.81 10,000k 1/1/1995 66 Revolution Capital Management Alpha Fund 7.90 50k 1/1/2005 65 Wimmer Horizon LLP Managed Account 7.91 5,000k 5/1/2005 64 Robust Methods LLC Macro Managed Account 7.94 5,000k 1/1/2005 63 Transtrend B.V. DTP – Enhanced Risk (EUR) 7.97 10,000k 8/1/1999 62 Parizek Capital Futures Trading Program 7.97 500k 4/1/2000 61 Estlander & Partners Alpha Trend 8.04 30,000k 10/1/1991 60 Mobius Asset Management Custom Trading Program 8.13 100k 1/1/2002 59 LJM Partners LJM Moderately Aggressive Strategy 8.22 500k 4/1/2003 58 Superfund Group Superfund Green L.P. Series B 8.26 5k 10/1/2002 57 Saxon Investment Corporation Diversified Program 8.27 3,000k 9/1/1988 56 Amplitude Capital International Limited Dynamic Strategy 8.30 6/1/2005 55 Transtrend B.V. DTP – Enhanced Risk (JPY) 8.42 10,000k 8/1/2004 54 Blackwater Capital Management Global Program 8.48 5,000k 7/1/2005 53 Rosetta Capital Management Rosetta Trading Program 8.57 100k 4/1/2000 52 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 8.64 200k 11/1/1999 51 HPX Financial LLC HPX Old School Program 9.09 200k 6/1/2006 50 Welton Investment Partners Welton Global 9.28 10,000k 6/1/2004 49 Range Wise Investment Program 9.55 250k 2/1/1991 48 Kelly Angle Inc. Genesis Program 9.62 2,000k 4/1/2000 47 Rabar Market Research Diversified Program 9.80 2,000k 1/1/1989 46 PRIM' Alternative Investment PRIM Gold 10.13 10k 11/1/2005 45 Rivoli Fund Management Rivoli International Fund (E) 10.27 5,000k 10/1/1996 44 EMC Capital Advisors, LLC Classic 10.40 5,000k 1/1/1985 43 Manning & Napier MN Xenon Managed Futures (2x) Program 10.54 5,000k 6/1/2006 42 Xplor Capital Management, LLC Global CTA Program 11.24 1,500k 7/1/2004 41 Clarke Capital Management FX Plus 11.27 1,000k 5/1/2004 40 Mark J. Walsh Company Standard Program 11.30 2,000k 9/1/1985 39 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 11.37 75k 6/1/2007 38 Altradis Capital AG AlphAlgo 11.39 100k 5/1/2007 37 Chesapeake Capital Diversified (LV) 11.42 100k 2/1/1988 36 Wavefront Global Asset Management IMFC Global Investment Program 11.52 2,000k 2/1/2007 35 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 11.62 100k 1/1/2005 34 Di Tomasso Group Inc. Equilibrium Program 11.69 5,000k 1/1/2002 33 Eckhardt Trading Company Evolution Strategies 11.81 20,000k 8/1/1991 32 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 12.07 10k 7/1/2005 31 Superfund Group Superfund Green Master 12.30 2,000k 5/1/2001 30 Covenant Capital Management Aggressive Program 12.42 3,000k 2/1/2004 29 Alee Capital Management, LLC Poniente Program 12.94 2,500k 1/1/1999 28 Eckhardt Trading Company Evolution Strategies 1.2X 13.33 10,000k 10/1/1991 27 Clarke Capital Management Jupiter 13.57 3,000k 5/1/2005 26 Clarke Capital Management Global Basic 13.64 50k 2/1/1996 25 RAM Management Group MRTP Aggressive 14.31 1,000k 2/1/1998 24 Estlander & Partners Global XL 14.74 5,000k 8/1/1991 23 Strategic Ag Trading SAT GRAINS 15.03 100k 4/1/2002 22 DUNN Capital Management D'Best Futures Fund, L.P. 15.11 100k 6/1/1994 21 Alee Capital Management, LLC Mistral Program 15.20 2,500k 1/1/1999 20 Dreiss Research Corporation Diversified Program 15.59 1,000k 5/1/1991 19 DUNN Capital Management DUNN Combined Fund (DCF) 15.68 100k 5/1/1989 18 Saxon Investment Corporation Aggressive Diversified Program 15.84 2,000k 11/1/1993 17 Novus Investments, LLC Novus Precious Commodities 15.92 200k 1/1/2007 16 Superfund Group Superfund Green Gold A (SPC) 16.47 5k 10/1/2005 15 DUNN Capital Management World Monetary and Agriculture Program (WMA) 16.90 100k 11/1/1984 14 AIS Capital Management, L.P. MAAP (2x-4x) Composite 18.47 3,000k 10/1/1992 13 Superfund Group Superfund Green Gold B (SPC) 18.50 50k 10/1/2005 12 Clarke Capital Management Millennium 19.36 1,000k 1/1/1998 11 QCM Global Diversified Programme 20.56 500k 12/1/1995 10 Keck Capital Management LLC The Keck Program 20.64 2,000k 12/1/2003 9 Superfund Group Superfund Green Gold C (SPC) 21.27 100k 10/1/2005 8 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 24.29 100k 3/1/2003 7 Clarke Capital Management Global Magnum 24.46 100k 8/1/1997 6 Hawksbill Capital Management Global Diversified 25.40 5,000k 11/1/1988 5 Tactical Investment Management Tactical Institutional Commodity Program 26.03 10,000k 4/1/1993 4 AIS Capital Management, L.P. MAAP (3x-6x) Composite 28.21 2,000k 7/1/1992 3 Quantum Leap Capital Management Managed Account Program 28.58 300k 8/1/2006 2 Clarke Capital Management Worldwide 30.57 250k 1/1/1996 1 Dendrich Ltd QEP 34.60 50k 12/1/2005 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.