IASG CTA Index For November 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 Nov 2008 Min Inv Inception 223 AIS Capital Management, L.P. MAAP (3x-6x) Composite -34.04 2,000k 7/1/1992 222 AIS Capital Management, L.P. MAAP (2x-4x) Composite -22.28 3,000k 10/1/1992 221 Paramount Capital Management LLC Commodity Trading Program -13.28 100k 7/1/2008 220 Rhicon Currency Management Rhicon Systematic Currency Program -9.88 3,000k 1/1/2004 219 Tanyard Creek Capital Livestock Program -7.51 200k 6/1/2008 218 White Indian Trading Co. STAIRS - Futures Program (Client) -7.26 250k 10/1/2008 217 RAM Management Group MRTP Aggressive -6.80 1,000k 2/1/1998 216 Diamond Peak Capital LLC Northstar (2x) program -4.37 250k 10/1/2008 215 Kinkopf Capital Management KCM S&P (Proprietary) -4.31 100k 1/1/1999 214 ITB Capital Management, LLC ITB Capital Income Fund I, LTD -3.13 200k 1/1/2007 213 Crabel Capital Management Crabel Multi-Product -2.57 1,000k 3/1/1998 212 Claughton Capital ARP Institutional Program -2.37 1,000k 10/1/2005 211 Strategic Ag Trading Chatham -2.31 100k 1/1/2005 210 Warrington Asset Management Warrington Strategic Program -2.30 50k 1/1/1997 209 Rosetta Capital Management Rosetta Trading Program -2.27 100k 4/1/2000 208 RAM Management Group RAM MRTP 1X-Conservative -2.24 1,000k 9/1/1993 207 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -2.17 1,000k 9/1/1997 206 Tyche Capital Advisors LLC TCA Energy Spreads -2.15 100k 8/1/2008 205 Crescent Bay Capital Management Premium Stock Index Program -2.09 10k 10/1/2005 204 Superfund Group Superfund Blue SPC Class A (EUR) -1.93 50k 4/1/2005 203 Mobius Asset Management Energy Weighted Program -1.80 250k 1/1/2005 202 Parizek Capital Currency Program -1.57 1,000k 4/1/2006 201 Emil van Essen Spread Trading Program -1.29 5,000k 12/1/2006 200 Alder Capital DAC Alder Global 20 -1.20 250k 2/1/2001 199 ITB Capital Management, LLC ITB Premium Fund I, LTD -1.17 1,000k 1/1/2006 198 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.16 100k 1/1/2000 197 Dominion Capital Sapphire Program -0.83 3,000k 5/1/2005 196 Rhicon Currency Management Rhicon Strategic Program -0.80 500k 1/1/2004 194 Cranwood Capital Management Cranwood International Fund -0.75 250k 4/1/2008 195 Cranwood Capital Management Fixed Income Arbitrage Fund -0.75 250k 4/1/2008 193 Hawksbill Capital Management Global Diversified -0.61 5,000k 11/1/1988 192 John Locke Investments JL Commodity Long Flat Program -0.59 5,000k 12/1/2007 191 Greenwave Capital Management Greenwave Flagship -0.58 10,000k 6/1/2008 190 KMJ Investments KMJ Investments -0.55 1,000k 8/1/1994 189 Altradis Capital AG AlphAlgo -0.55 100k 5/1/2007 188 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -0.38 10k 7/1/2005 187 Alder Capital DAC Alder Global 10 -0.30 250k 10/1/2000 186 Mobius Asset Management Diversified Program -0.29 250k 3/1/2004 185 C-View Limited Currency Managed Account Program -0.29 5,000k 10/1/1996 184 Kottke Associates Stockton Fundamental Ag -0.28 500k 1/1/2006 183 QQFund.com QQFund.com Alpha Beta Program -0.19 100k 9/1/2008 182 Range Wise Investment Program -0.11 250k 2/1/1991 181 Northfield Trading Diversified -0.10 2,000k 7/1/1989 180 Pacific Capital Advisors Vanguard Program -0.10 100k 4/1/2007 179 Greenwave Capital Management Greenwave Flaghship (Futures Only) -0.07 10,000k 7/1/2008 178 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.03 1,000k 1/1/2006 177 Commodity Strategies AG CSAG Active Long Short Commodity Program -0.02 5,000k 10/1/2007 176 Haar Capital Management Discretionary Commodity Trading Program -0.01 250k 12/1/2005 172 Vergho Asset Management LLC Kinematics 0.00 1,000k 11/1/2008 174 Bluenose Capital Management, LLC BNC BI 0.00 30k 10/1/2008 175 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 171 White River Group Diversified Option Writing Strategy 0.00 20k 11/1/2008 173 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 0.00 4,000k 11/1/2008 170 White River Group Stock Index Option Writing Strategy 0.00 10k 11/1/2008 168 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 169 Mondiale Asset Management Mondiale Trading Program 0.00 0k 9/1/1997 167 Di Tomasso Group Inc. Equilibrium Program 0.07 5,000k 1/1/2002 166 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.07 10,000k 1/1/2001 165 Trigon Investment Advisors, LLC Discretionary Macro Program 0.08 10,000k 8/1/2007 164 Trigon Investment Advisors, LLC Foreign Exchange Program 0.11 5,000k 8/1/2000 163 Amplitude Capital International Limited Dynamic Strategy 0.14 6/1/2005 162 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 0.16 10,000k 2/1/2006 161 Witter & Lester, Inc. Redstone 0.18 500k 9/1/1994 160 Robinson-Langley Capital Management, LLC Managed Account Program 0.21 200k 1/1/2007 159 Four Seasons Commodities Corp Hawkeye Spread Program 0.26 500k 3/1/2005 158 M6 Capital Management LLC Standard Program 0.26 300k 7/1/2005 157 Crabel Capital Management WPD Crabel Futures Program 0.28 1,000k 7/1/2008 156 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.28 1,000k 1/1/2005 155 Covenant Capital Management Original Program 0.32 5,000k 9/1/1999 154 Quantica Capital AG Quantica Diversified FX 0.40 5,000k 3/1/2007 153 MERIT Alternative Investments GmbH Futures Portfolio 0.45 2,000k 6/1/1998 152 Covenant Capital Management Aggressive Program 0.49 3,000k 2/1/2004 151 QCAM Currency Asset Management AG QCAM v-Pro 0.52 1,000k 7/1/2007 150 Jaguar Investments Ltd Vario Capital Strategy 0.53 1,000k 5/1/2016 149 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.55 10,000k 2/1/2008 148 LJM Partners LJM Aggressive Strategy 0.56 500k 7/1/1998 147 Ansbacher Investment Management Market Neutral Put Skew Program 0.62 150k 1/1/1996 146 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 0.66 100k 1/1/2005 145 Rabar Market Research Diversified Program 0.74 2,000k 1/1/1989 144 John Locke Investments Cyril Systematic Program 0.75 8,000k 7/1/2000 143 Bluenose Capital Management, LLC BNC EI 0.83 15k 7/1/2010 142 LJM Partners LJM Moderately Aggressive Strategy 0.89 500k 4/1/2003 141 Estlander & Partners Global Markets 0.89 10,000k 8/1/1999 140 IKOS The IKOS Hedge Fund 0.95 10,000k 7/1/1998 139 HB Capital Management Inc. Diversified Program 0.95 50k 3/1/2008 138 Quantmetrics Capital Management LLP Premier 12V Strategy 1.02 10,000k 4/1/2003 137 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 1.11 50k 10/1/2007 136 Shield Plus LLC Shield Plus Natural Gas 1.14 50k 1/1/2004 135 Eckhardt Trading Company Evolution Strategies 1.20 20,000k 8/1/1991 134 Robust Methods LLC Macro Managed Account 1.26 5,000k 1/1/2005 133 HiProb Trading Technology LLC HiProb-I 1.30 5,000k 7/1/2008 132 Endeavour Capital LLP Endeavour Pembroke 1.33 2,000k 7/1/2007 131 Emil van Essen EvE Systematic Global Opportunities 1.35 1,000k 9/1/2007 130 Eckhardt Trading Company Evolution Strategies 1.2X 1.38 10,000k 10/1/1991 129 Tactical Investment Management Tactical Institutional Commodity Program 1.38 10,000k 4/1/1993 128 Romanesco Capital Management B.V Persistence Program 1.38 5,000k 9/1/2005 127 Blackwater Capital Management Global Program 1.42 5,000k 7/1/2005 126 Superfund Group Superfund Green L.P. Series A 1.47 5k 10/1/2002 125 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.49 1,000k 3/1/1998 124 Spectrum Asset Management LLC Global Diversified 1.52 2,000k 1/1/2001 123 Southwest Managed Investments, LLC Global Diversified 1.52 200k 1/1/2002 122 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 1.52 75k 6/1/2007 121 Manning & Napier MN Xenon Global Fixed Income Program 1.53 2,000k 8/1/2004 120 Typhon Capital Management, LLC Plutus Grain Strategy 1.55 250k 4/1/2008 119 Rotella Capital Management Rotella Orion (Short-Term) Program 1.55 10,000k 3/1/2006 118 Red Oak Commodity Advisors Investment Program 1.58 5,000k 12/1/1989 117 Four Seasons Commodities Corp Lone Star Program 1.58 300k 1/1/2005 116 Strategic Ag Trading SAT GRAINS 1.65 100k 4/1/2002 115 Millburn Ridgefield Corporation Commodity Program 1.69 25,000k 3/1/2005 114 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 1.73 100k 3/1/2003 113 Transtrend B.V. DTP – Standard Risk (EUR) 1.73 10,000k 2/1/1999 112 Witter & Lester, Inc. Stock Index Futures Trading Program 1.73 400k 1/1/1988 111 Millburn Ridgefield Corporation Multi-Markets Program 1.82 25,000k 10/1/2004 110 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 1.83 10,000k 4/1/2004 109 Schindler Capital Management, LLC Dairy Advantage Program 1.85 400k 8/1/2005 108 Rivoli Fund Management Rivoli International Fund (V9) 1.89 5,000k 1/1/2002 107 Quantum Leap Capital Management Managed Account Program 1.94 300k 8/1/2006 106 Esulep LLC MAX Esulep LLC MAX 1.95 500k 5/1/2008 105 Alee Capital Management, LLC Mistral Program 1.97 2,500k 1/1/1999 104 OptHedge Advisors LLC Diversified Options & Futures Program 1.97 250k 10/1/2008 103 Abraham Trading Company Diversified Program 2.01 10,000k 1/1/1988 102 Estlander & Partners Global XL 2.02 5,000k 8/1/1991 101 Saxon Investment Corporation Diversified Program 2.03 3,000k 9/1/1988 100 Red Rock Capital, LLC Systematic Global Macro 2.05 500k 9/1/2003 99 Conquest Capital Group Conquest Macro 2.08 250k 5/1/1999 98 Millburn Ridgefield Corporation Diversified Program 2.09 20,000k 2/1/1977 97 Quantmetrics Capital Management LLP Directional 10V Strategy 2.20 10,000k 1/1/2007 96 Transtrend B.V. DTP – Enhanced Risk (JPY) 2.21 10,000k 8/1/2004 95 Wavefront Global Asset Management IMFC Global Investment Program 2.26 2,000k 2/1/2007 94 Mark J. Walsh Company Standard Program 2.27 2,000k 9/1/1985 93 Quantitative Investment Management Quantitative Global Program 2.31 20,000k 10/1/2003 92 Kottke Associates Lark - Cattle Program 2.36 500k 2/1/2008 91 Superfund Group Superfund Green Q-AG 2.36 2k 3/1/1996 90 Global Domain Partners, LLC Global Domain Vector Fund - Series A 2.48 500k 1/1/2006 89 Futures Truth Company, FTC-CTA MS4 2.50 250k 10/1/2007 88 Hyman Beck and Company Global Portfolio 2.55 1,000k 3/1/1991 87 NuWave Investment Management, LLC NuWave Investment Partners LP 2.56 250k 6/1/2001 86 Beryl Investment Group LLC Nominal Discretionary System 2.56 50k 7/1/2007 85 Rivoli Fund Management Rivoli International Fund (E) 2.57 5,000k 10/1/1996 84 Transtrend B.V. DTP – Enhanced Risk (USD) 2.57 10,000k 1/1/1995 83 NuWave Investment Management, LLC Combined Futures Portfolio 2.57 5,000k 6/1/2001 82 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.60 10,000k 8/1/1999 81 Systematic Alpha Management Systematic Alpha Futures Program 2.61 100k 6/1/2004 80 HPX Financial LLC HPX Old School Program 2.66 200k 6/1/2006 79 Clarke Capital Management Global Magnum 2.67 100k 8/1/1997 78 Revolution Capital Management Alpha Program 2.68 5,000k 6/1/2007 77 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 2.77 1,000k 10/1/2006 76 Superfund Group Superfund Green L.P. Series B 2.78 5k 10/1/2002 75 IKOS IKOS FX Fund 2.79 1,000k 3/1/2008 74 EMC Capital Advisors, LLC Classic 2.80 5,000k 1/1/1985 73 Sunrise Capital Partners Sunrise Expanded Diversified Program 3.03 1/1/1989 72 Manning & Napier MN Xenon Managed Futures (2x) Program 3.09 5,000k 6/1/2006 71 Rho Asset Management Rho Altius 1XL Program 3.12 5,000k 11/1/2007 70 Superfund Group Superfund Green GCT USD 3.17 15k 1/1/2000 69 Revolution Capital Management Alpha Fund 3.17 50k 1/1/2005 68 AllMountain Capital AG Mount Denali Global Trends 3.25 160k 7/1/2007 67 LJM Partners LJM Preservation & Growth Strategy 3.27 250k 5/1/2006 66 Strategic Capital Advisors LLC Contrarian 500 3.49 250k 12/1/2003 65 Somers Brothers Capital Diversified Futures Program #1 3.50 100k 1/1/2005 64 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.57 10,000k 3/1/2003 63 Rotella Capital Management Rotella Polaris Program (Diversified) 3.79 10,000k 1/1/1991 62 Cypress Energy Capital Management, LP Cypress Energy, LP 3.79 50k 7/1/2008 61 Saxon Investment Corporation Aggressive Diversified Program 3.80 2,000k 11/1/1993 60 Lynx Asset Management AB Lynx Program 3.86 75k 5/1/2000 59 Clarke Capital Management Global Basic 4.02 50k 2/1/1996 58 Ion Asset Architecture Ion Fund Program 4.11 10,000k 11/1/2007 57 Ion Asset Architecture (Fund Program) Ion Fund 4.11 100k 11/1/2007 56 Capricorn Strategies Limited Capricorn fxST (Lev1) 4.12 1,000k 1/1/1999 55 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 4.18 1,000k 5/1/2006 54 Quantica Capital AG Quantica Managed Futures 4.20 10,000k 1/1/2005 53 Molinero Capital Management LLP Global Markets Program 4.23 2,000k 7/1/2005 52 Arcanum Asset Management Equity Index Option Program (Prop) 4.33 500k 7/1/2006 51 Xplor Capital Management, LLC Global CTA Program 4.34 1,500k 7/1/2004 50 Winton Capital Management Diversified 4.97 50,000k 10/1/1997 49 Clarke Capital Management Millennium 4.98 1,000k 1/1/1998 48 Ancile Capital Management Global Markets Program 5.13 2,000k 4/1/2005 47 Estlander & Partners Alpha Trend 5.30 30,000k 10/1/1991 46 Gladius Asset Management Fulham Program 5.35 2,000k 1/1/2008 45 Purple Valley Capital, Inc. Diversified Trend 1 5.64 100k 8/1/2008 44 Auspice Auspice Diversified Program 5.77 1,500k 6/1/2007 43 Briarwood Capital Management, Inc. Diversified Trading Program 5.80 3,000k 7/1/2001 42 Superfund Group Superfund Green Master 5.82 2,000k 5/1/2001 41 Neural Capital Ltd Sentinel Trading Program 5.85 2,000k 1/1/2006 40 Eclipse Capital Management Global Monetary 6.16 5,000k 8/1/1990 39 SEB Asset Management SEB Asset Selection Fund C (EUR) 6.22 1k 10/1/2006 38 Welton Investment Partners Welton Global 6.27 10,000k 6/1/2004 37 Wimmer Horizon LLP Managed Account 6.30 5,000k 5/1/2005 36 Chesapeake Capital Diversified (LV) 6.44 100k 2/1/1988 35 Drury Capital Diversified Trend-Following Program 6.56 5,000k 5/1/1997 34 Future Trade AG Thales Swing Trading Programme 6.81 250k 6/1/2007 33 Keck Capital Management LLC The Keck Program 6.82 2,000k 12/1/2003 32 Mobius Asset Management Custom Trading Program 6.83 100k 1/1/2002 31 Alee Capital Management, LLC Poniente Program 6.96 2,500k 1/1/1999 30 Mulvaney Capital Management The Mulvaney Global Markets Fund 6.97 100k 5/1/1999 29 Clarke Capital Management Jupiter 6.98 3,000k 5/1/2005 28 FORT LP Fort Global Contrarian 7.22 2,000k 10/1/2002 27 Auctos Capital Management Auctos Global Diversified 7.31 3,000k 11/1/2007 26 Parizek Capital Futures Trading Program 7.32 500k 4/1/2000 25 DUNN Capital Management World Monetary and Agriculture Program (WMA) 7.77 100k 11/1/1984 24 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 7.91 0k 11/1/1996 23 Conquest Capital Group Conquest Select 8.36 250k 6/1/2004 22 Clarke Capital Management Worldwide 9.46 250k 1/1/1996 21 Novus Investments, LLC Novus Precious Commodities 9.47 200k 1/1/2007 20 Heyden & Steindl GmbH TOMAC2 9.58 5,000k 3/1/2003 19 FORT LP Fort Global Diversified 10.28 2,000k 3/1/2002 18 Revolution Capital Management Mosaic Program 10.93 10,000k 10/1/2006 17 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 11.50 200k 11/1/1999 16 Superfund Group Superfund Blue SPC Class A (Gold) 11.66 50k 12/1/2007 15 Dendrich Ltd QEP 13.07 50k 12/1/2005 14 ISAM ISAM Systematic Trend Fund 13.16 1,000k 6/1/2001 13 Clarke Capital Management FX Plus 13.24 1,000k 5/1/2004 12 Dreiss Research Corporation Diversified Program 13.42 1,000k 5/1/1991 11 DUNN Capital Management DUNN Combined Fund (DCF) 13.42 100k 5/1/1989 10 Briarwood Capital Management, Inc. Diversified 2XL 13.48 250k 11/1/2004 9 PRIM' Alternative Investment PRIM Gold 13.83 10k 11/1/2005 8 DUNN Capital Management D'Best Futures Fund, L.P. 14.06 100k 6/1/1994 7 Superfund Group Superfund Green Gold A (SPC) 14.76 5k 10/1/2005 6 Superfund Group Superfund Green Gold B (SPC) 15.42 50k 10/1/2005 5 QCM Global Diversified Programme 16.10 500k 12/1/1995 4 Superfund Group Superfund Green Gold C (SPC) 16.36 100k 10/1/2005 3 Kelly Angle Inc. Genesis Program 16.42 2,000k 4/1/2000 2 Non Correlated Capital Positive Theta Program 17.83 250k 10/1/2007 1 Non Correlated Capital Positive Theta Fund 21.25 50k 10/1/2007 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.