IASG CTA Index For October 2008 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 Oct 2008 Min Inv Inception 219 Dendrich Ltd QEP -74.34 50k 12/1/2005 218 LJM Partners LJM Aggressive Strategy -57.15 500k 7/1/1998 217 AIS Capital Management, L.P. MAAP (3x-6x) Composite -49.02 2,000k 7/1/1992 216 Arcanum Asset Management Equity Index Option Program (Prop) -47.17 500k 7/1/2006 215 AIS Capital Management, L.P. MAAP (2x-4x) Composite -33.82 3,000k 10/1/1992 214 LJM Partners LJM Moderately Aggressive Strategy -33.69 500k 4/1/2003 213 PRIM' Alternative Investment PRIM Gold -18.64 10k 11/1/2005 212 Kottke Associates Lark - Cattle Program -16.16 500k 2/1/2008 211 Ansbacher Investment Management Market Neutral Put Skew Program -11.85 250k 1/1/1996 210 Schindler Capital Management, LLC Dairy Advantage Program -11.61 400k 8/1/2005 209 Crescent Bay Capital Management Premium Stock Index Program -9.73 10k 10/1/2005 208 Novus Investments, LLC Novus Precious Commodities -8.89 200k 1/1/2007 207 Paramount Capital Management LLC Commodity Trading Program -7.96 100k 7/1/2008 206 FORT LP Fort Global Contrarian -7.76 2,000k 10/1/2002 205 ITB Capital Management, LLC ITB Capital Income Fund I, LTD -7.04 200k 1/1/2007 204 LJM Partners LJM Preservation & Growth Strategy -6.45 250k 5/1/2006 203 Warrington Asset Management Warrington Strategic Program -6.40 50k 1/1/1997 202 Non Correlated Capital Positive Theta Program -5.94 250k 10/1/2007 201 Non Correlated Capital Positive Theta Fund -4.73 50k 10/1/2007 200 Superfund Group Superfund Blue SPC Class A (Gold) -4.52 50k 12/1/2007 199 Quantica Capital AG Quantica Diversified FX -4.40 5,000k 3/1/2007 198 ITB Capital Management, LLC ITB Premium Fund I, LTD -3.90 1,000k 1/1/2006 197 Witter & Lester, Inc. Redstone -3.69 500k 9/1/1994 196 Crabel Capital Management Crabel Multi-Product -3.48 1,000k 3/1/1998 195 FORT LP Fort Global Diversified -2.89 2,000k 10/1/1993 194 Rosetta Capital Management Rosetta Trading Program -2.83 100k 4/1/2000 193 Mobius Asset Management Diversified Program -2.78 250k 3/1/2004 192 Strategic Capital Advisors LLC Contrarian 500 -2.71 500k 12/1/2003 191 Mobius Asset Management Energy Weighted Program -2.67 250k 1/1/2005 190 Quantitative Investment Management Quantitative Global Program -2.54 20,000k 10/1/2003 189 Witter & Lester, Inc. Stock Index Futures Trading Program -2.50 400k 1/1/1988 188 Mobius Asset Management Custom Trading Program -2.34 100k 1/1/2002 187 Haar Capital Management Discretionary Commodity Trading Program -1.99 250k 12/1/2005 186 Strategic Ag Trading Chatham -1.84 100k 1/1/2005 185 Amplitude Capital International Limited Dynamic Strategy -1.61 6/1/2005 184 Pacific Capital Advisors Vanguard Program -1.42 100k 4/1/2007 182 Cranwood Capital Management Cranwood International Fund -1.20 250k 4/1/2008 183 Cranwood Capital Management Fixed Income Arbitrage Fund -1.20 250k 4/1/2008 181 KMJ Investments KMJ Investments -0.92 1,000k 8/1/1994 180 Quantmetrics Capital Management LLP Directional 10V Strategy -0.85 10,000k 1/1/2007 179 Di Tomasso Group Inc. Equilibrium Program -0.84 5,000k 1/1/2002 178 John Locke Investments JL Commodity Long Flat Program -0.63 5,000k 12/1/2007 177 Emil van Essen EvE Systematic Global Opportunities -0.55 1,000k 9/1/2007 176 Typhon Capital Management, LLC Plutus Grain Strategy -0.48 250k 4/1/2008 175 Strategic Ag Trading SAT GRAINS -0.27 100k 4/1/2002 174 Clarke Capital Management Global Basic -0.26 50k 2/1/1996 173 QQFund.com QQFund.com Alpha Beta Program -0.19 100k 9/1/2008 172 Robust Methods LLC Macro Managed Account -0.17 5,000k 1/1/2005 171 Briarwood Capital Management, Inc. Diversified Trading Program -0.16 3,000k 7/1/2001 170 Briarwood Capital Management, Inc. Diversified 2XL -0.10 250k 11/1/2004 160 Clarke Capital Management Global Magnum 0.00 100k 8/1/1997 163 QCAM Currency Asset Management AG QCAM v-Pro 0.00 1,000k 7/1/2007 162 Mondiale Asset Management Mondiale Trading Program 0.00 0k 9/1/1997 161 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 164 Diamond Peak Capital LLC Northstar (2x) program 0.00 250k 10/1/2008 168 White Indian Trading Co. STAIRS - Futures Program (Client) 0.00 250k 10/1/2008 165 OptHedge Advisors LLC Diversified Options & Futures Program 0.00 250k 10/1/2008 166 Bluenose Capital Management, LLC BNC EI 0.00 15k 7/1/2010 167 Bluenose Capital Management, LLC BNC BI 0.00 30k 10/1/2008 169 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 159 Kottke Associates Stockton Fundamental Ag 0.05 500k 1/1/2006 158 Four Seasons Commodities Corp Lone Star Program 0.10 300k 1/1/2005 157 Eckhardt Trading Company Evolution Strategies 1.2X 0.12 10,000k 10/1/1991 156 Eckhardt Trading Company Evolution Strategies 0.17 20,000k 8/1/1991 155 Four Seasons Commodities Corp Hawkeye Spread Program 0.23 500k 3/1/2005 154 RAM Management Group RAM MRTP 1X-Conservative 0.26 1,000k 9/1/1993 153 HPX Financial LLC HPX Old School Program 0.46 200k 6/1/2006 152 Auctos Capital Management Auctos Global Diversified 0.51 3,000k 11/1/2007 151 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 0.58 50k 10/1/2007 150 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.61 1,000k 3/1/1998 149 Superfund Group Superfund Green Gold A (SPC) 0.67 5k 10/1/2005 148 Endeavour Capital LLP Endeavour Pembroke 0.76 2,000k 7/1/2007 147 RAM Management Group MRTP Aggressive 0.80 1,000k 2/1/1998 146 Shield Plus LLC Shield Plus Natural Gas 0.86 50k 1/1/2004 145 IKOS The IKOS Hedge Fund 0.86 10,000k 7/1/1998 144 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.88 1,000k 1/1/2005 143 Heyden & Steindl GmbH TOMAC2 0.92 5,000k 3/1/2003 142 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.95 10,000k 4/1/2004 141 Dominion Capital Sapphire Program 1.02 3,000k 5/1/2005 140 Trigon Investment Advisors, LLC Discretionary Macro Program 1.02 10,000k 8/1/2007 139 Greenwave Capital Management Greenwave Flaghship (Futures Only) 1.06 10,000k 7/1/2008 138 HB Capital Management Inc. Diversified Program 1.07 50k 3/1/2008 137 Saxon Investment Corporation Diversified Program 1.15 3,000k 9/1/1988 136 Rabar Market Research Diversified Program 1.16 2,000k 1/1/1989 135 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 1.21 1,000k 10/1/2006 134 MERIT Alternative Investments GmbH Futures Portfolio 1.26 2,000k 6/1/1998 133 M6 Capital Management LLC Standard Program 1.28 300k 7/1/2005 132 Emil van Essen Spread Trading Program 1.41 5,000k 12/1/2006 131 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 1.43 10,000k 1/1/2001 130 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 1.52 10,000k 2/1/2008 129 Jaguar Investments Ltd Vario Capital Strategy 1.73 1,000k 5/1/2016 128 Systematic Alpha Management Systematic Alpha Futures Program 1.75 100k 6/1/2004 127 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 1.79 10,000k 2/1/2006 126 Tyche Capital Advisors LLC TCA Energy Spreads 1.89 100k 8/1/2008 125 Capricorn Strategies Limited Capricorn fxST (Lev1) 1.92 1,000k 1/1/1999 124 Beryl Investment Group LLC Nominal Discretionary System 1.97 50k 7/1/2007 123 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 2.03 1,000k 1/1/2006 122 Rhicon Currency Management Rhicon Strategic Program 2.03 500k 1/1/2004 121 Saxon Investment Corporation Aggressive Diversified Program 2.10 2,000k 11/1/1993 120 Ancile Capital Management Global Markets Program 2.15 2,000k 4/1/2005 119 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 2.17 100k 3/1/2003 118 Trigon Investment Advisors, LLC Foreign Exchange Program 2.37 5,000k 8/1/2000 117 Greenwave Capital Management Greenwave Flagship 2.39 10,000k 6/1/2008 116 Alder Capital DAC Alder Global 10 2.40 250k 10/1/2000 115 C-View Limited Currency Managed Account Program 2.80 5,000k 10/1/1996 114 Romanesco Capital Management B.V Persistence Program 2.81 5,000k 9/1/2005 113 Range Wise Investment Program 2.97 250k 2/1/1991 112 Covenant Capital Management Original Program 3.01 5,000k 9/1/1999 111 Esulep LLC MAX Esulep LLC MAX 3.13 500k 5/1/2008 110 Covenant Capital Management Aggressive Program 3.40 3,000k 2/1/2004 109 Ion Asset Architecture Ion Fund Program 3.40 10,000k 11/1/2007 108 Ion Asset Architecture (Fund Program) Ion Fund 3.40 100k 11/1/2007 107 Northfield Trading Diversified 3.56 2,000k 7/1/1989 106 Quantmetrics Capital Management LLP Premier 12V Strategy 3.66 10,000k 4/1/2003 105 Alder Capital DAC Alder Global 20 3.70 250k 2/1/2001 104 Winton Capital Management Diversified 3.73 50,000k 10/1/1997 103 Conquest Capital Group Conquest Macro 3.80 250k 5/1/1999 102 Crabel Capital Management WPD Crabel Futures Program 3.95 1,000k 7/1/2008 101 Global Domain Partners, LLC Global Domain Vector Fund - Series A 3.95 500k 1/1/2006 100 Cypress Energy Capital Management, LP Cypress Energy, LP 4.12 50k 7/1/2008 99 Kinkopf Capital Management KCM S&P (Proprietary) 4.20 100k 1/1/1999 98 Welton Investment Partners Welton Global 4.27 10,000k 6/1/2004 97 Revolution Capital Management Alpha Fund 4.35 50k 1/1/2005 96 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 4.43 100k 1/1/2005 95 Superfund Group Superfund Blue SPC Class A (EUR) 4.44 50k 4/1/2005 94 Molinero Capital Management LLP Global Markets Program 4.70 2,000k 7/1/2005 93 Abraham Trading Company Diversified Program 4.73 10,000k 1/1/1988 92 Rho Asset Management Rho Altius 1XL Program 4.74 5,000k 11/1/2007 91 Rivoli Fund Management Rivoli International Fund (V9) 4.80 5,000k 1/1/2002 90 Quantica Capital AG Quantica Managed Futures 4.80 5,000k 1/1/2005 89 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 4.99 1,000k 5/1/2006 88 Manning & Napier MN Xenon Global Fixed Income Program 5.00 2,000k 8/1/2004 87 Revolution Capital Management Alpha Program 5.20 5,000k 6/1/2007 86 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 5.25 10k 7/1/2005 85 Rotella Capital Management Rotella Orion (Short-Term) Program 5.39 10,000k 3/1/2006 84 Transtrend B.V. DTP – Standard Risk (EUR) 5.49 10,000k 2/1/1999 83 John Locke Investments Cyril Systematic Program 5.95 8,000k 7/1/2000 82 IKOS IKOS FX Fund 6.13 1,000k 3/1/2008 81 Transtrend B.V. DTP – Enhanced Risk (JPY) 6.77 10,000k 8/1/2004 80 Futures Truth Company, FTC-CTA MS4 6.99 250k 10/1/2007 79 Estlander & Partners Alpha Trend 7.01 30,000k 10/1/1991 78 Transtrend B.V. DTP – Enhanced Risk (USD) 7.12 10,000k 1/1/1995 77 Chesapeake Capital Diversified (LV) 7.29 100k 2/1/1988 76 Spectrum Asset Management LLC Global Diversified 7.31 2,000k 1/1/2001 75 HiProb Trading Technology LLC HiProb-I 7.40 5,000k 7/1/2008 74 Commodity Strategies AG CSAG Active Long Short Commodity Program 7.46 5,000k 10/1/2007 73 Rotella Capital Management Rotella Polaris Program (Diversified) 7.59 10,000k 1/1/1991 72 Mark J. Walsh Company Standard Program 7.62 2,000k 9/1/1985 71 Rivoli Fund Management Rivoli International Fund (E) 7.69 5,000k 10/1/1996 70 Transtrend B.V. DTP – Enhanced Risk (EUR) 7.90 10,000k 8/1/1999 69 SEB Asset Management SEB Asset Selection Fund C (EUR) 7.99 1k 10/1/2006 68 Estlander & Partners Global Markets 8.01 10,000k 8/1/1999 67 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 8.09 1,000k 9/1/1997 66 Millburn Ridgefield Corporation Diversified Program 8.89 20,000k 2/1/1977 65 Rhicon Currency Management Rhicon Systematic Currency Program 8.91 3,000k 1/1/2004 64 Millburn Ridgefield Corporation Multi-Markets Program 9.11 25,000k 10/1/2004 63 Claughton Capital ARP Institutional Program 9.17 1,000k 10/1/2005 62 Millburn Ridgefield Corporation Commodity Program 9.22 25,000k 3/1/2005 61 Red Rock Capital, LLC Systematic Global Macro 10.32 500k 9/1/2003 60 Revolution Capital Management Mosaic Program 10.37 10,000k 10/1/2006 59 Blackwater Capital Management Global Program 10.77 5,000k 7/1/2005 58 Auspice Capital Advisors Ltd Auspice Diversified Program 10.80 1,500k 4/1/2006 57 Clarke Capital Management Millennium 10.82 1,000k 1/1/1998 56 Superfund Group Superfund Green Gold B (SPC) 10.88 50k 10/1/2005 55 AllMountain Capital AG Mount Denali Global Trends 11.01 160k 7/1/2007 54 Eclipse Capital Management Global Monetary 11.03 5,000k 8/1/1990 53 Somers Brothers Capital Diversified Futures Program #1 11.48 100k 1/1/2005 52 Parizek Capital Currency Program 11.49 1,000k 4/1/2006 51 Clarke Capital Management Worldwide 11.53 250k 1/1/1996 50 EMC Capital Advisors, LLC Classic 11.90 5,000k 1/1/1985 49 Superfund Group Superfund Green L.P. Series A 12.19 5k 10/1/2002 48 Robinson-Langley Capital Management, LLC Managed Account Program 12.19 200k 1/1/2007 47 Sunrise Capital Partners Sunrise Expanded Diversified Program 12.63 1/1/1989 46 Red Oak Commodity Advisors Investment Program 13.35 5,000k 12/1/1989 45 Neural Capital Ltd Sentinel Trading Program 13.56 2,000k 1/1/2006 44 QCM Global Diversified Programme 13.77 500k 12/1/1995 43 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 14.03 75k 6/1/2007 42 Xplor Capital Management, LLC Global CTA Program 14.77 1,500k 7/1/2004 41 Lynx Asset Management AB Lynx Program 14.90 75k 5/1/2000 40 Hyman Beck and Company Global Portfolio 14.94 1,000k 3/1/1991 39 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 15.54 10,000k 3/1/2003 38 Hawksbill Capital Management Global Diversified 15.54 5,000k 11/1/1988 37 Gladius Asset Management Fulham Program 16.59 2,000k 1/1/2008 36 NuWave Investment Management, LLC NuWave Investment Partners LP 17.15 250k 6/1/2001 35 NuWave Investment Management, LLC Combined Futures Portfolio 17.20 5,000k 6/1/2001 34 Estlander & Partners Global XL 17.37 5,000k 8/1/1991 33 Superfund Group Superfund Green Q-AG 17.48 2k 3/1/1996 32 Wimmer Horizon LLP Managed Account 17.50 5,000k 5/1/2005 31 Tanyard Creek Capital Livestock Program 17.59 200k 6/1/2008 30 Manning & Napier MN Xenon Managed Futures (2x) Program 19.44 5,000k 6/1/2006 29 Wavefront Global Asset Management IMFC Global Investment Program 19.66 2,000k 2/1/2007 28 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 19.70 0k 11/1/1996 27 Altradis Capital AG AlphAlgo 19.82 100k 5/1/2007 26 Superfund Group Superfund Green L.P. Series B 20.14 5k 10/1/2002 25 DUNN Capital Management World Monetary and Agriculture Program (WMA) 21.09 100k 11/1/1984 24 Insch Capital Management SA Interbank Currency Program - 3X Leverage 21.32 100k 1/1/2000 23 Superfund Group Superfund Green Gold C (SPC) 21.42 100k 10/1/2005 22 Southwest Managed Investments, LLC Global Diversified 21.89 200k 1/1/2002 21 Clarke Capital Management Jupiter 22.09 3,000k 5/1/2005 20 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 23.30 200k 11/1/1999 19 Drury Capital Diversified Trend-Following Program 23.37 5,000k 5/1/1997 18 ISAM ISAM Systematic Trend Fund 24.70 1,000k 6/1/2001 17 Superfund Group Superfund Green GCT USD 24.83 15k 1/1/2000 16 Conquest Capital Group Conquest Select 24.86 250k 6/1/2004 15 DUNN Capital Management DUNN Combined Fund (DCF) 25.13 100k 5/1/1989 14 Alee Capital Management, LLC Poniente Program 25.68 2,500k 1/1/1999 13 Alee Capital Management, LLC Mistral Program 26.02 2,500k 1/1/1999 12 Clarke Capital Management FX Plus 26.30 1,000k 5/1/2004 11 DUNN Capital Management D'Best Futures Fund, L.P. 26.55 100k 6/1/1994 10 Tactical Investment Management Tactical Institutional Commodity Program 26.62 10,000k 4/1/1993 9 Keck Capital Management LLC The Keck Program 32.74 2,000k 12/1/2003 8 Quantum Leap Capital Management Managed Account Program 33.51 300k 8/1/2006 7 Future Trade AG Thales Swing Trading Programme 33.62 250k 6/1/2007 6 Parizek Capital Futures Trading Program 34.13 500k 4/1/2000 5 Superfund Group Superfund Green Master 36.21 2,000k 5/1/2001 4 Kelly Angle Inc. Genesis Program 38.45 2,000k 4/1/2000 3 Dreiss Research Corporation Diversified Program 45.42 1,000k 5/1/1991 2 Mulvaney Capital Management The Mulvaney Global Markets Fund 45.49 100k 5/1/1999 1 Purple Valley Capital, Inc. Diversified Trend 1 46.94 100k 8/1/2008 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.