IASG CTA Index For July 2008 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 Jul 2008 Min Inv Inception 211 Superfund Group Superfund Green Gold C (SPC) -28.18 100k 10/1/2005 210 Superfund Group Superfund Green Master -24.06 2,000k 5/1/2001 209 Superfund Group Superfund Green Gold B (SPC) -21.36 50k 10/1/2005 208 AIS Capital Management, L.P. MAAP (3x-6x) Composite -21.19 2,000k 7/1/1992 207 Mulvaney Capital Management The Mulvaney Global Markets Fund -18.78 100k 5/1/1999 206 Somers Brothers Capital Diversified Futures Program #1 -17.61 100k 1/1/2005 205 Clarke Capital Management Millennium -16.44 1,000k 1/1/1998 204 Quantum Leap Capital Management Managed Account Program -16.37 300k 8/1/2006 203 Superfund Group Superfund Green Gold A (SPC) -15.52 5k 10/1/2005 202 Future Trade AG Thales Swing Trading Programme -15.37 250k 6/1/2007 201 Superfund Group Superfund Green L.P. Series B -15.00 5k 10/1/2002 200 Superfund Group Superfund Green GCT USD -14.87 15k 1/1/2000 199 Clarke Capital Management Jupiter -14.44 3,000k 5/1/2005 198 AIS Capital Management, L.P. MAAP (2x-4x) Composite -14.32 3,000k 10/1/1992 197 Kelly Angle Inc. Genesis Program -14.03 2,000k 4/1/2000 196 Clarke Capital Management FX Plus -13.64 1,000k 5/1/2004 195 Commodity Strategies AG CSAG Active Long Short Commodity Program -13.23 5,000k 10/1/2007 194 Clarke Capital Management Worldwide -12.34 250k 1/1/1996 193 QCM Global Diversified Programme -12.33 500k 12/1/1995 192 Tactical Investment Management Tactical Institutional Commodity Program -12.30 10,000k 4/1/1993 191 Shield Plus LLC Shield Plus Natural Gas -12.02 50k 1/1/2004 190 Rho Asset Management Rho Altius 1XL Program -11.42 5,000k 11/1/2007 189 Wimmer Horizon LLP Managed Account -11.02 5,000k 5/1/2005 188 Superfund Group Superfund Green Q-AG -10.26 2k 3/1/1996 187 DUNN Capital Management World Monetary and Agriculture Program (WMA) -10.18 100k 11/1/1984 186 Briarwood Capital Management, Inc. Diversified 2XL -10.12 250k 11/1/2004 185 Schindler Capital Management, LLC Dairy Advantage Program -9.97 400k 8/1/2005 184 Robinson-Langley Capital Management, LLC Managed Account Program -9.84 200k 1/1/2007 183 Superfund Group Superfund Green L.P. Series A -9.65 5k 10/1/2002 182 DUNN Capital Management D'Best Futures Fund, L.P. -9.52 100k 6/1/1994 181 Drury Capital Diversified Trend-Following Program -9.45 5,000k 5/1/1997 180 Chesapeake Capital Diversified (LV) -9.39 100k 2/1/1988 179 Kottke Associates Stockton Fundamental Ag -9.31 500k 1/1/2006 178 Conquest Capital Group Conquest Select -9.28 250k 6/1/2004 177 Mark J. Walsh Company Standard Program -8.97 2,000k 9/1/1985 176 DUNN Capital Management DUNN Combined Fund (DCF) -8.90 100k 5/1/1989 175 Heyden & Steindl GmbH TOMAC2 -8.69 5,000k 3/1/2003 174 Novus Investments, LLC Novus Precious Commodities -8.53 200k 1/1/2007 173 Estlander & Partners Global XL -8.02 5,000k 8/1/1991 172 Gladius Asset Management Fulham Program -7.81 2,000k 1/1/2008 171 Manning & Napier MN Xenon Managed Futures (2x) Program -7.60 5,000k 6/1/2006 170 Covenant Capital Management Aggressive Program -7.46 3,000k 2/1/2004 169 ISAM ISAM Systematic Trend Fund -7.27 1,000k 6/1/2001 168 Lynx Asset Management AB Lynx Program -7.20 75k 5/1/2000 167 Southwest Managed Investments, LLC Global Diversified -7.09 200k 1/1/2002 166 Estlander & Partners Alpha Trend -6.98 30,000k 10/1/1991 165 Wavefront Global Asset Management IMFC Global Investment Program -6.98 2,000k 2/1/2007 164 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -6.97 75k 6/1/2007 163 Hawksbill Capital Management Global Diversified -6.95 5,000k 11/1/1988 162 Millburn Ridgefield Corporation Commodity Program -6.83 25,000k 3/1/2005 161 Alee Capital Management, LLC Poniente Program -6.71 2,500k 1/1/1999 160 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -6.64 200k 11/1/1999 159 Eckhardt Trading Company Evolution Strategies 1.2X -6.54 10,000k 10/1/1991 158 Red Rock Capital, LLC Systematic Global Macro -6.48 500k 9/1/2003 157 Conquest Capital Group Conquest Macro -6.40 250k 5/1/1999 156 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -6.30 0k 11/1/1996 155 Insch Capital Management SA Interbank Currency Program - 3X Leverage -6.14 100k 1/1/2000 154 EMC Capital Advisors, LLC Classic -6.10 5,000k 1/1/1985 153 Alder Capital DAC Alder Global 20 -6.10 250k 2/1/2001 152 Strategic Ag Trading SAT GRAINS -6.09 100k 4/1/2002 151 Ancile Capital Management Global Markets Program -6.03 2,000k 4/1/2005 150 Parizek Capital Futures Trading Program -5.85 500k 4/1/2000 149 Blackwater Capital Management Global Program -5.73 5,000k 7/1/2005 148 Auctos Capital Management Auctos Global Diversified -5.69 3,000k 11/1/2007 147 Eclipse Capital Management Global Monetary -5.65 5,000k 8/1/1990 146 Auspice Capital Advisors Ltd Auspice Diversified Program -5.61 1,500k 4/1/2006 145 Eckhardt Trading Company Evolution Strategies -5.47 20,000k 8/1/1991 144 John Locke Investments Cyril Systematic Program -5.45 8,000k 7/1/2000 143 John Locke Investments JL Commodity Long Flat Program -5.40 5,000k 12/1/2007 142 Dreiss Research Corporation Diversified Program -5.37 1,000k 5/1/1991 141 Alee Capital Management, LLC Mistral Program -5.07 2,500k 1/1/1999 140 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -4.99 100k 1/1/2005 139 Welton Investment Partners Welton Global -4.95 10,000k 6/1/2004 138 Briarwood Capital Management, Inc. Diversified Trading Program -4.87 3,000k 7/1/2001 137 FORT LP Fort Global Diversified -4.81 2,000k 10/1/1993 136 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -4.77 100k 3/1/2003 135 Saxon Investment Corporation Aggressive Diversified Program -4.74 2,000k 11/1/1993 134 Four Seasons Commodities Corp Lone Star Program -4.67 300k 1/1/2005 133 Xplor Capital Management, LLC Global CTA Program -4.67 1,500k 7/1/2004 132 Winton Capital Management Diversified -4.63 50,000k 10/1/1997 131 Hyman Beck and Company Global Portfolio -4.60 1,000k 3/1/1991 130 Covenant Capital Management Original Program -4.59 5,000k 9/1/1999 129 Sunrise Capital Partners Sunrise Expanded Diversified Program -4.40 1/1/1989 128 Romanesco Capital Management B.V Persistence Program -4.38 5,000k 9/1/2005 127 Keck Capital Management LLC The Keck Program -4.28 2,000k 12/1/2003 126 Abraham Trading Company Diversified Program -4.19 10,000k 1/1/1988 125 Rabar Market Research Diversified Program -4.10 2,000k 1/1/1989 124 Estlander & Partners Global Markets -4.03 10,000k 8/1/1999 123 Strategic Ag Trading Chatham -3.88 100k 1/1/2005 122 Millburn Ridgefield Corporation Multi-Markets Program -3.79 25,000k 10/1/2004 121 Rhicon Currency Management Rhicon Systematic Currency Program -3.62 3,000k 1/1/2004 120 Mobius Asset Management Custom Trading Program -3.50 100k 1/1/2002 119 Red Oak Commodity Advisors Investment Program -3.43 5,000k 12/1/1989 118 Quantica Capital AG Quantica Managed Futures -3.40 5,000k 1/1/2005 117 Altradis Capital AG AlphAlgo -3.31 100k 5/1/2007 116 Global Domain Partners, LLC Global Domain Vector Fund - Series A -3.29 500k 1/1/2006 115 Four Seasons Commodities Corp Hawkeye Spread Program -3.28 500k 3/1/2005 114 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -3.25 1,000k 1/1/2006 113 M6 Capital Management LLC Standard Program -3.19 300k 7/1/2005 112 Millburn Ridgefield Corporation Diversified Program -3.10 20,000k 2/1/1977 111 Alder Capital DAC Alder Global 10 -2.90 250k 10/1/2000 110 Spectrum Asset Management LLC Global Diversified -2.73 2,000k 1/1/2001 109 Range Wise Investment Program -2.65 250k 2/1/1991 108 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -2.63 1,000k 9/1/1997 107 MERIT Alternative Investments GmbH Futures Portfolio -2.55 2,000k 6/1/1998 106 Saxon Investment Corporation Diversified Program -2.51 3,000k 9/1/1988 105 Emil van Essen EvE Systematic Global Opportunities -2.48 1,000k 9/1/2007 104 Transtrend B.V. DTP – Enhanced Risk (USD) -2.38 10,000k 1/1/1995 103 Transtrend B.V. DTP – Enhanced Risk (JPY) -2.10 10,000k 8/1/2004 102 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.09 1k 10/1/2006 101 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.09 10,000k 8/1/1999 100 IKOS IKOS FX Fund -1.97 1,000k 3/1/2008 99 Transtrend B.V. DTP – Standard Risk (EUR) -1.94 10,000k 2/1/1999 98 Quantitative Investment Management Quantitative Global Program -1.84 20,000k 10/1/2003 97 Manning & Napier MN Xenon Global Fixed Income Program -1.80 2,000k 8/1/2004 96 Mobius Asset Management Diversified Program -1.60 250k 3/1/2004 95 PRIM' Alternative Investment PRIM Gold -1.58 10k 11/1/2005 94 RAM Management Group MRTP Aggressive -1.48 1,000k 2/1/1998 93 AllMountain Capital AG Mount Denali Global Trends -1.45 160k 7/1/2007 92 Endeavour Capital LLP Endeavour Pembroke -1.35 2,000k 7/1/2007 91 Mobius Asset Management Energy Weighted Program -1.32 250k 1/1/2005 90 FORT LP Fort Global Contrarian -1.31 2,000k 10/1/2002 89 Clarke Capital Management Global Basic -1.19 50k 2/1/1996 88 Rotella Capital Management Rotella Polaris Program (Diversified) -1.15 10,000k 1/1/1991 87 Witter & Lester, Inc. Stock Index Futures Trading Program -0.94 400k 1/1/1988 86 Neural Capital Ltd Sentinel Trading Program -0.90 2,000k 1/1/2006 85 Amplitude Capital International Limited Dynamic Strategy -0.73 6/1/2005 84 Quantmetrics Capital Management LLP Directional 10V Strategy -0.66 10,000k 1/1/2007 83 Revolution Capital Management Mosaic Program -0.65 10,000k 10/1/2006 82 Greenwave Capital Management Greenwave Flagship -0.63 10,000k 6/1/2008 81 Revolution Capital Management Alpha Fund -0.52 50k 1/1/2005 80 RAM Management Group RAM MRTP 1X-Conservative -0.42 1,000k 9/1/1993 79 C-View Limited Currency Managed Account Program -0.24 5,000k 10/1/1996 78 Witter & Lester, Inc. Redstone -0.14 500k 9/1/1994 77 Kinkopf Capital Management KCM S&P (Proprietary) -0.12 100k 1/1/1999 76 Revolution Capital Management Alpha Program -0.11 5,000k 6/1/2007 75 Robust Methods LLC Macro Managed Account -0.02 5,000k 1/1/2005 70 Cypress Energy Capital Management, LP Cypress Energy, LP 0.00 50k 7/1/2008 69 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.00 10,000k 7/1/2008 71 Paramount Capital Management LLC Commodity Trading Program 0.00 100k 7/1/2008 73 HiProb Trading Technology LLC HiProb-I 0.00 5,000k 7/1/2008 72 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 66 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 67 Mondiale Asset Management Mondiale Trading Program 0.00 0k 9/1/1997 68 QCAM Currency Asset Management AG QCAM v-Pro 0.00 1,000k 7/1/2007 74 Crabel Capital Management WPD Crabel Futures Program 0.00 1,000k 7/1/2008 65 Rotella Capital Management Rotella Orion (Short-Term) Program 0.03 10,000k 3/1/2006 64 Ansbacher Investment Management Market Neutral Put Skew Program 0.04 250k 1/1/1996 63 Haar Capital Management Discretionary Commodity Trading Program 0.15 250k 12/1/2005 62 Parizek Capital Currency Program 0.16 1,000k 4/1/2006 61 Claughton Capital ARP Institutional Program 0.19 1,000k 10/1/2005 60 Trigon Investment Advisors, LLC Foreign Exchange Program 0.19 5,000k 8/1/2000 59 KMJ Investments KMJ Investments 0.21 1,000k 8/1/1994 58 Warrington Asset Management Warrington Strategic Program 0.24 50k 1/1/1997 57 Molinero Capital Management LLP Global Markets Program 0.24 2,000k 7/1/2005 56 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.35 1,000k 1/1/1999 55 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.39 1,000k 1/1/2005 54 Di Tomasso Group Inc. Equilibrium Program 0.39 5,000k 1/1/2002 53 Beryl Investment Group LLC Nominal Discretionary System 0.61 50k 7/1/2007 52 Clarke Capital Management Global Magnum 0.61 100k 8/1/1997 51 Quantmetrics Capital Management LLP Premier 12V Strategy 0.64 10,000k 4/1/2003 50 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.68 1,000k 3/1/1998 49 Typhon Capital Management, LLC Plutus Grain Strategy 0.76 250k 4/1/2008 48 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.84 10,000k 4/1/2004 47 Jaguar Investments Ltd Vario Capital Strategy 0.86 1,000k 5/1/2016 46 Crescent Bay Capital Management Premium Stock Index Program 0.98 10k 10/1/2005 45 LJM Partners LJM Preservation & Growth Strategy 0.98 250k 5/1/2006 44 Rhicon Currency Management Rhicon Strategic Program 1.04 500k 1/1/2004 43 Ion Asset Architecture (Fund Program) Ion Fund 1.05 100k 11/1/2007 42 Ion Asset Architecture Ion Fund Program 1.10 10,000k 11/1/2007 41 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 1.10 10,000k 2/1/2006 40 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 1.11 50k 10/1/2007 39 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 1.15 10,000k 2/1/2008 38 Rivoli Fund Management Rivoli International Fund (V9) 1.19 5,000k 1/1/2002 37 Rivoli Fund Management Rivoli International Fund (E) 1.24 5,000k 10/1/1996 36 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 1.26 1,000k 10/1/2006 35 Northfield Trading Diversified 1.28 2,000k 7/1/1989 34 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.52 1,000k 3/1/2003 33 Crabel Capital Management Crabel Multi-Product 1.54 1,000k 3/1/1998 32 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.79 1,000k 5/1/2006 31 Dominion Capital Sapphire Program 1.79 3,000k 5/1/2005 30 Emil van Essen Spread Trading Program 1.80 5,000k 12/1/2006 29 Futures Truth Company, FTC-CTA MS4 1.97 250k 10/1/2007 28 Esulep LLC MAX Esulep LLC MAX 1.99 500k 5/1/2008 27 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.02 10k 7/1/2005 26 Quantica Capital AG Quantica Diversified FX 2.20 5,000k 3/1/2007 25 Rosetta Capital Management Rosetta Trading Program 3.51 100k 4/1/2000 24 Pacific Capital Advisors Vanguard Program 3.68 100k 4/1/2007 23 ITB Capital Management, LLC ITB Premium Fund I, LTD 3.75 1,000k 1/1/2006 22 Systematic Alpha Management Systematic Alpha Futures Program 3.85 100k 6/1/2004 21 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 3.91 10,000k 1/1/2001 20 HB Capital Management Inc. Diversified Program 4.03 50k 3/1/2008 19 IKOS The IKOS Hedge Fund 4.08 10,000k 7/1/1998 18 Strategic Capital Advisors LLC Contrarian 500 4.20 500k 12/1/2003 17 LJM Partners LJM Aggressive Strategy 4.62 500k 7/1/1998 16 LJM Partners LJM Moderately Aggressive Strategy 4.65 500k 4/1/2003 15 Trigon Investment Advisors, LLC Discretionary Macro Program 4.77 10,000k 8/1/2007 13 Cranwood Capital Management Fixed Income Arbitrage Fund 6.45 250k 4/1/2008 14 Cranwood Capital Management Cranwood International Fund 6.45 250k 4/1/2008 12 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 7.14 200k 1/1/2007 11 Superfund Group Superfund Blue SPC Class A (Gold) 7.57 50k 12/1/2007 10 Kottke Associates Lark - Cattle Program 7.72 500k 2/1/2008 9 NuWave Investment Management, LLC NuWave Investment Partners LP 8.29 250k 6/1/2001 8 Non Correlated Capital Positive Theta Program 8.63 250k 10/1/2007 7 NuWave Investment Management, LLC Combined Futures Portfolio 8.70 5,000k 6/1/2001 6 Arcanum Asset Management Equity Index Option Program (Prop) 9.00 500k 7/1/2006 5 Dendrich Ltd QEP 9.69 50k 12/1/2005 4 Superfund Group Superfund Blue SPC Class A (EUR) 10.10 50k 4/1/2005 3 Non Correlated Capital Positive Theta Fund 11.00 50k 10/1/2007 2 HPX Financial LLC HPX Old School Program 18.79 200k 6/1/2006 1 Tanyard Creek Capital Livestock Program 54.80 200k 6/1/2008 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.