IASG CTA Index For August 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 Aug 2008 Min Inv Inception 213 AIS Capital Management, L.P. MAAP (3x-6x) Composite -25.59 2,000k 7/1/1992 212 Superfund Group Superfund Green Gold C (SPC) -25.33 100k 10/1/2005 211 Superfund Group Superfund Green Gold B (SPC) -21.49 50k 10/1/2005 210 Novus Investments, LLC Novus Precious Commodities -19.42 200k 1/1/2007 209 Superfund Group Superfund Green Gold A (SPC) -17.46 5k 10/1/2005 208 AIS Capital Management, L.P. MAAP (2x-4x) Composite -15.94 3,000k 10/1/1992 207 Superfund Group Superfund Green Master -12.80 2,000k 5/1/2001 206 Superfund Group Superfund Green GCT USD -11.55 15k 1/1/2000 205 PRIM' Alternative Investment PRIM Gold -9.48 10k 11/1/2005 204 DUNN Capital Management World Monetary and Agriculture Program (WMA) -9.26 100k 11/1/1984 203 Rotella Capital Management Rotella Orion (Short-Term) Program -8.37 10,000k 3/1/2006 202 Superfund Group Superfund Green Q-AG -8.36 2k 3/1/1996 201 Romanesco Capital Management B.V Persistence Program -7.70 5,000k 9/1/2005 200 Chesapeake Capital Diversified (LV) -7.50 100k 2/1/1988 199 Superfund Group Superfund Green L.P. Series B -7.28 5k 10/1/2002 198 FORT LP Fort Global Diversified -6.86 2,000k 3/1/2002 197 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -6.74 75k 6/1/2007 196 Mulvaney Capital Management The Mulvaney Global Markets Fund -6.73 100k 5/1/1999 195 Alder Capital DAC Alder Global 20 -6.50 250k 2/1/2001 194 FORT LP Fort Global Contrarian -5.53 2,000k 10/1/2002 193 Covenant Capital Management Aggressive Program -5.42 3,000k 2/1/2004 192 Superfund Group Superfund Green L.P. Series A -4.64 5k 10/1/2002 191 Commodity Strategies AG CSAG Active Long Short Commodity Program -4.51 5,000k 10/1/2007 190 Paramount Capital Management LLC Commodity Trading Program -4.40 100k 7/1/2008 189 Wimmer Horizon LLP Managed Account -4.10 5,000k 5/1/2005 188 Auctos Capital Management Auctos Global Diversified -4.07 3,000k 11/1/2007 187 Millburn Ridgefield Corporation Diversified Program -3.99 20,000k 2/1/1977 186 AllMountain Capital AG Mount Denali Global Trends -3.96 160k 7/1/2007 185 Covenant Capital Management Original Program -3.79 5,000k 9/1/1999 184 Millburn Ridgefield Corporation Commodity Program -3.77 25,000k 3/1/2005 183 Welton Investment Partners Welton Global -3.72 10,000k 6/1/2004 182 Crabel Capital Management Crabel Multi-Product -3.71 1,000k 3/1/1998 181 Amplitude Capital International Limited Dynamic Strategy -3.63 6/1/2005 180 Crabel Capital Management WPD Crabel Futures Program -3.62 1,000k 7/1/2008 179 Ancile Capital Management Global Markets Program -3.62 2,000k 4/1/2005 178 Millburn Ridgefield Corporation Multi-Markets Program -3.49 25,000k 10/1/2004 177 Wavefront Global Asset Management IMFC Global Investment Program -3.39 2,000k 2/1/2007 176 Global Domain Partners, LLC Global Domain Vector Fund - Series A -3.26 500k 1/1/2006 175 Xplor Capital Management, LLC Global CTA Program -3.24 1,500k 7/1/2004 174 Keck Capital Management LLC The Keck Program -3.22 2,000k 12/1/2003 173 QCM Global Diversified Programme -3.14 500k 12/1/1995 172 Mobius Asset Management Custom Trading Program -3.01 100k 1/1/2002 171 Winton Capital Management Diversified -3.00 50,000k 10/1/1997 170 Eckhardt Trading Company Evolution Strategies 1.2X -2.98 10,000k 10/1/1991 169 Beryl Investment Group LLC Nominal Discretionary System -2.82 50k 7/1/2007 168 IKOS IKOS FX Fund -2.82 1,000k 3/1/2008 167 Alder Capital DAC Alder Global 10 -2.80 250k 10/1/2000 166 Sunrise Capital Partners Sunrise Expanded Diversified Program -2.72 1/1/1989 165 Eckhardt Trading Company Evolution Strategies -2.71 20,000k 8/1/1991 164 Rotella Capital Management Rotella Polaris Program (Diversified) -2.70 10,000k 1/1/1991 163 Superfund Group Superfund Blue SPC Class A (Gold) -2.63 50k 12/1/2007 162 Quantica Capital AG Quantica Diversified FX -2.50 5,000k 3/1/2007 161 Rabar Market Research Diversified Program -2.43 2,000k 1/1/1989 160 Saxon Investment Corporation Aggressive Diversified Program -2.32 2,000k 11/1/1993 159 Rosetta Capital Management Rosetta Trading Program -2.30 100k 4/1/2000 158 Endeavour Capital LLP Endeavour Pembroke -2.01 2,000k 7/1/2007 157 Auspice Auspice Diversified Program -1.99 1,500k 6/1/2007 156 Quantica Capital AG Quantica Managed Futures -1.90 10,000k 1/1/2005 155 Molinero Capital Management LLP Global Markets Program -1.90 2,000k 7/1/2005 154 HB Capital Management Inc. Diversified Program -1.89 50k 3/1/2008 153 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -1.83 0k 11/1/1996 152 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -1.81 10k 7/1/2005 151 Spectrum Asset Management LLC Global Diversified -1.77 2,000k 1/1/2001 150 Di Tomasso Group Inc. Equilibrium Program -1.74 5,000k 1/1/2002 149 Manning & Napier MN Xenon Managed Futures (2x) Program -1.70 5,000k 6/1/2006 148 Tactical Investment Management Tactical Institutional Commodity Program -1.64 10,000k 4/1/1993 147 Red Rock Capital, LLC Systematic Global Macro -1.60 500k 9/1/2003 146 Kinkopf Capital Management KCM S&P (Proprietary) -1.59 100k 1/1/1999 145 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -1.52 1,000k 10/1/2006 144 Range Wise Investment Program -1.44 250k 2/1/1991 143 Emil van Essen EvE Systematic Global Opportunities -1.42 1,000k 9/1/2007 142 Transtrend B.V. DTP – Enhanced Risk (USD) -1.38 10,000k 1/1/1995 141 Haar Capital Management Discretionary Commodity Trading Program -1.28 250k 12/1/2005 140 John Locke Investments JL Commodity Long Flat Program -1.27 5,000k 12/1/2007 139 Saxon Investment Corporation Diversified Program -1.24 3,000k 9/1/1988 138 Shield Plus LLC Shield Plus Natural Gas -1.21 50k 1/1/2004 137 Estlander & Partners Global XL -1.20 5,000k 8/1/1991 136 Transtrend B.V. DTP – Enhanced Risk (JPY) -1.19 10,000k 8/1/2004 135 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.15 10,000k 8/1/1999 134 Mobius Asset Management Energy Weighted Program -0.97 250k 1/1/2005 133 Transtrend B.V. DTP – Standard Risk (EUR) -0.93 10,000k 2/1/1999 132 Revolution Capital Management Alpha Fund -0.91 50k 1/1/2005 131 Rho Asset Management Rho Altius 1XL Program -0.81 5,000k 11/1/2007 130 Systematic Alpha Management Systematic Alpha Futures Program -0.81 100k 6/1/2004 129 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.74 1,000k 3/1/1998 128 Four Seasons Commodities Corp Lone Star Program -0.70 300k 1/1/2005 126 Cranwood Capital Management Cranwood International Fund -0.60 250k 4/1/2008 127 Cranwood Capital Management Fixed Income Arbitrage Fund -0.60 250k 4/1/2008 125 Estlander & Partners Global Markets -0.59 10,000k 8/1/1999 124 Manning & Napier MN Xenon Global Fixed Income Program -0.58 2,000k 8/1/2004 123 ISAM ISAM Systematic Trend Fund -0.54 1,000k 6/1/2001 122 KMJ Investments KMJ Investments -0.50 1,000k 8/1/1994 121 Four Seasons Commodities Corp Hawkeye Spread Program -0.46 500k 3/1/2005 120 Eclipse Capital Management Global Monetary -0.46 5,000k 8/1/1990 119 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -0.45 10,000k 2/1/2008 118 Revolution Capital Management Alpha Program -0.30 5,000k 6/1/2007 117 Quantmetrics Capital Management LLP Premier 12V Strategy -0.28 10,000k 4/1/2003 116 Superfund Group Superfund Blue SPC Class A (EUR) -0.16 50k 4/1/2005 115 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) -0.02 1,000k 1/1/2005 110 Purple Valley Capital, Inc. Diversified Trend 1 0.00 100k 8/1/2008 109 Tyche Capital Advisors LLC TCA Energy Spreads 0.00 100k 8/1/2008 111 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 0.00 50k 10/1/2007 112 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.00 10,000k 4/1/2004 113 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 114 HiProb Trading Technology LLC HiProb-I 0.00 5,000k 7/1/2008 108 Mondiale Asset Management Mondiale Trading Program 0.00 0k 9/1/1997 107 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 106 Warrington Asset Management Warrington Strategic Program 0.01 50k 1/1/1997 105 Dreiss Research Corporation Diversified Program 0.04 1,000k 5/1/1991 104 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 0.05 10,000k 2/1/2006 103 Abraham Trading Company Diversified Program 0.08 10,000k 1/1/1988 102 Ion Asset Architecture (Fund Program) Ion Fund 0.18 100k 11/1/2007 101 Greenwave Capital Management Greenwave Flagship 0.19 10,000k 6/1/2008 100 Ion Asset Architecture Ion Fund Program 0.20 10,000k 11/1/2007 99 DUNN Capital Management DUNN Combined Fund (DCF) 0.23 100k 5/1/1989 98 Dominion Capital Sapphire Program 0.25 3,000k 5/1/2005 97 Claughton Capital ARP Institutional Program 0.32 1,000k 10/1/2005 96 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.40 10,000k 7/1/2008 95 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 0.55 1,000k 5/1/2006 94 Typhon Capital Management, LLC Plutus Grain Strategy 0.57 250k 4/1/2008 93 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 0.68 1,000k 1/1/2006 92 Witter & Lester, Inc. Redstone 0.79 500k 9/1/1994 91 QCAM Currency Asset Management AG QCAM v-Pro 0.80 1,000k 7/1/2007 90 IKOS The IKOS Hedge Fund 0.85 10,000k 7/1/1998 89 Rivoli Fund Management Rivoli International Fund (V9) 1.00 5,000k 1/1/2002 88 LJM Partners LJM Preservation & Growth Strategy 1.02 250k 5/1/2006 87 Blackwater Capital Management Global Program 1.02 5,000k 7/1/2005 86 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.19 10,000k 3/1/2003 85 EMC Capital Advisors, LLC Classic 1.20 5,000k 1/1/1985 84 Robust Methods LLC Macro Managed Account 1.22 5,000k 1/1/2005 83 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.25 100k 1/1/2005 82 Jaguar Investments Ltd Vario Capital Strategy 1.27 1,000k 5/1/2016 81 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.36 1k 10/1/2006 80 Pacific Capital Advisors Vanguard Program 1.38 100k 4/1/2007 79 Emil van Essen Spread Trading Program 1.38 5,000k 12/1/2006 78 Ansbacher Investment Management Market Neutral Put Skew Program 1.39 150k 1/1/1996 77 Rivoli Fund Management Rivoli International Fund (E) 1.43 5,000k 10/1/1996 76 Robinson-Langley Capital Management, LLC Managed Account Program 1.44 200k 1/1/2007 75 Esulep LLC MAX Esulep LLC MAX 1.56 500k 5/1/2008 74 Estlander & Partners Alpha Trend 1.63 30,000k 10/1/1991 73 C-View Limited Currency Managed Account Program 1.64 5,000k 10/1/1996 72 Quantmetrics Capital Management LLP Directional 10V Strategy 1.70 10,000k 1/1/2007 71 MERIT Alternative Investments GmbH Futures Portfolio 1.73 2,000k 6/1/1998 70 Northfield Trading Diversified 1.78 2,000k 7/1/1989 69 Mobius Asset Management Diversified Program 1.79 250k 3/1/2004 68 M6 Capital Management LLC Standard Program 1.81 300k 7/1/2005 67 Drury Capital Diversified Trend-Following Program 1.92 5,000k 5/1/1997 66 Strategic Capital Advisors LLC Contrarian 500 1.93 250k 12/1/2003 65 Crescent Bay Capital Management Premium Stock Index Program 1.97 10k 10/1/2005 64 Lynx Asset Management AB Lynx Program 2.01 75k 5/1/2000 63 Capricorn Strategies Limited Capricorn fxST (Lev1) 2.08 1,000k 1/1/1999 62 Altradis Capital AG AlphAlgo 2.66 100k 5/1/2007 61 Clarke Capital Management Jupiter 2.90 3,000k 5/1/2005 60 Conquest Capital Group Conquest Select 3.08 250k 6/1/2004 59 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.12 1,000k 9/1/1997 58 Cypress Energy Capital Management, LP Cypress Energy, LP 3.18 50k 7/1/2008 57 Quantitative Investment Management Quantitative Global Program 3.36 20,000k 10/1/2003 56 Mark J. Walsh Company Standard Program 3.44 2,000k 9/1/1985 55 Schindler Capital Management, LLC Dairy Advantage Program 3.61 400k 8/1/2005 54 Alee Capital Management, LLC Mistral Program 3.68 2,500k 1/1/1999 53 Clarke Capital Management Millennium 3.90 1,000k 1/1/1998 52 Clarke Capital Management Worldwide 3.96 250k 1/1/1996 51 Rhicon Currency Management Rhicon Systematic Currency Program 4.08 3,000k 1/1/2004 50 Strategic Ag Trading Chatham 4.22 100k 1/1/2005 49 LJM Partners LJM Moderately Aggressive Strategy 4.25 500k 4/1/2003 48 LJM Partners LJM Aggressive Strategy 4.39 500k 7/1/1998 47 Neural Capital Ltd Sentinel Trading Program 4.44 2,000k 1/1/2006 46 ITB Capital Management, LLC ITB Premium Fund I, LTD 4.50 1,000k 1/1/2006 45 Trigon Investment Advisors, LLC Discretionary Macro Program 4.55 10,000k 8/1/2007 44 DUNN Capital Management D'Best Futures Fund, L.P. 4.78 100k 6/1/1994 43 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 4.78 100k 3/1/2003 42 Briarwood Capital Management, Inc. Diversified Trading Program 5.11 3,000k 7/1/2001 41 Parizek Capital Currency Program 5.24 1,000k 4/1/2006 40 Arcanum Asset Management Equity Index Option Program (Prop) 5.33 500k 7/1/2006 39 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 5.52 200k 11/1/1999 38 Somers Brothers Capital Diversified Futures Program #1 5.73 100k 1/1/2005 37 Kelly Angle Inc. Genesis Program 5.77 2,000k 4/1/2000 36 Conquest Capital Group Conquest Macro 6.08 250k 5/1/1999 35 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 6.10 200k 1/1/2007 34 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 6.20 10,000k 1/1/2001 33 Rhicon Currency Management Rhicon Strategic Program 6.23 500k 1/1/2004 32 Hyman Beck and Company Global Portfolio 6.23 1,000k 3/1/1991 31 Strategic Ag Trading SAT GRAINS 6.45 100k 4/1/2002 30 Red Oak Commodity Advisors Investment Program 7.17 5,000k 12/1/1989 29 John Locke Investments Cyril Systematic Program 7.30 8,000k 7/1/2000 28 Dendrich Ltd QEP 7.30 50k 12/1/2005 27 Alee Capital Management, LLC Poniente Program 7.68 2,500k 1/1/1999 26 Parizek Capital Futures Trading Program 7.83 500k 4/1/2000 25 Non Correlated Capital Positive Theta Program 7.93 250k 10/1/2007 24 RAM Management Group RAM MRTP 1X-Conservative 7.97 1,000k 9/1/1993 23 Futures Truth Company, FTC-CTA MS4 8.05 250k 10/1/2007 22 Gladius Asset Management Fulham Program 8.13 2,000k 1/1/2008 21 Kottke Associates Lark - Cattle Program 8.27 500k 2/1/2008 20 Clarke Capital Management FX Plus 9.49 1,000k 5/1/2004 19 Witter & Lester, Inc. Stock Index Futures Trading Program 9.62 400k 1/1/1988 18 Non Correlated Capital Positive Theta Fund 9.92 50k 10/1/2007 17 NuWave Investment Management, LLC Combined Futures Portfolio 10.08 5,000k 6/1/2001 16 NuWave Investment Management, LLC NuWave Investment Partners LP 10.19 250k 6/1/2001 15 Insch Capital Management SA Interbank Currency Program - 3X Leverage 10.30 100k 1/1/2000 14 Briarwood Capital Management, Inc. Diversified 2XL 11.21 250k 11/1/2004 13 Future Trade AG Thales Swing Trading Programme 11.39 250k 6/1/2007 12 Kottke Associates Stockton Fundamental Ag 11.93 500k 1/1/2006 11 Revolution Capital Management Mosaic Program 12.40 10,000k 10/1/2006 10 Clarke Capital Management Global Magnum 13.99 100k 8/1/1997 9 Trigon Investment Advisors, LLC Foreign Exchange Program 14.35 5,000k 8/1/2000 8 Quantum Leap Capital Management Managed Account Program 14.63 300k 8/1/2006 7 Southwest Managed Investments, LLC Global Diversified 16.40 200k 1/1/2002 6 Hawksbill Capital Management Global Diversified 19.41 5,000k 11/1/1988 5 Heyden & Steindl GmbH TOMAC2 20.61 5,000k 3/1/2003 4 Tanyard Creek Capital Livestock Program 24.60 200k 6/1/2008 3 RAM Management Group MRTP Aggressive 24.65 1,000k 2/1/1998 2 Clarke Capital Management Global Basic 30.08 50k 2/1/1996 1 HPX Financial LLC HPX Old School Program 30.63 200k 6/1/2006 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.