IASG CTA Index For September 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 Sep 2008 Min Inv Inception 214 Dendrich Ltd QEP -29.04 50k 12/1/2005 213 Ansbacher Investment Management Market Neutral Put Skew Program -27.95 150k 1/1/1996 212 ITB Capital Management, LLC ITB Capital Income Fund I, LTD -21.48 200k 1/1/2007 211 AIS Capital Management, L.P. MAAP (3x-6x) Composite -20.05 2,000k 7/1/1992 210 LJM Partners LJM Aggressive Strategy -15.58 500k 7/1/1998 209 ITB Capital Management, LLC ITB Premium Fund I, LTD -15.44 1,000k 1/1/2006 208 Warrington Asset Management Warrington Strategic Program -14.10 50k 1/1/1997 207 LJM Partners LJM Moderately Aggressive Strategy -12.93 500k 4/1/2003 206 AIS Capital Management, L.P. MAAP (2x-4x) Composite -12.81 3,000k 10/1/1992 205 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -11.64 10k 7/1/2005 204 Crescent Bay Capital Management Premium Stock Index Program -11.44 10k 10/1/2005 203 Rotella Capital Management Rotella Polaris Program (Diversified) -10.81 10,000k 1/1/1991 202 Paramount Capital Management LLC Commodity Trading Program -9.68 100k 7/1/2008 201 IKOS The IKOS Hedge Fund -9.17 10,000k 7/1/1998 200 QCM Global Diversified Programme -8.43 500k 12/1/1995 199 Heyden & Steindl GmbH TOMAC2 -7.90 5,000k 3/1/2003 198 Rotella Capital Management Rotella Orion (Short-Term) Program -7.70 10,000k 3/1/2006 197 Witter & Lester, Inc. Stock Index Futures Trading Program -7.50 400k 1/1/1988 196 Quantica Capital AG Quantica Diversified FX -7.30 5,000k 3/1/2007 195 Chesapeake Capital Diversified (LV) -7.20 100k 2/1/1988 194 Strategic Ag Trading Chatham -6.74 100k 1/1/2005 193 Schindler Capital Management, LLC Dairy Advantage Program -5.92 400k 8/1/2005 192 Arcanum Asset Management Equity Index Option Program (Prop) -5.50 500k 7/1/2006 191 Four Seasons Commodities Corp Hawkeye Spread Program -5.08 500k 3/1/2005 190 Non Correlated Capital Positive Theta Fund -5.01 50k 10/1/2007 189 Range Wise Investment Program -4.33 250k 2/1/1991 188 Non Correlated Capital Positive Theta Program -4.18 250k 10/1/2007 187 Neural Capital Ltd Sentinel Trading Program -4.01 2,000k 1/1/2006 186 Estlander & Partners Alpha Trend -3.74 30,000k 10/1/1991 185 Haar Capital Management Discretionary Commodity Trading Program -3.34 250k 12/1/2005 184 Endeavour Capital LLP Endeavour Pembroke -3.30 2,000k 7/1/2007 183 Witter & Lester, Inc. Redstone -3.20 500k 9/1/1994 182 Emil van Essen EvE Systematic Global Opportunities -3.08 1,000k 9/1/2007 181 Auctos Capital Management Auctos Global Diversified -2.97 3,000k 11/1/2007 180 Shield Plus LLC Shield Plus Natural Gas -2.48 50k 1/1/2004 179 Estlander & Partners Global XL -2.42 5,000k 8/1/1991 178 Quantmetrics Capital Management LLP Directional 10V Strategy -2.24 10,000k 1/1/2007 177 Di Tomasso Group Inc. Equilibrium Program -2.22 5,000k 1/1/2002 176 Four Seasons Commodities Corp Lone Star Program -2.18 300k 1/1/2005 175 Rabar Market Research Diversified Program -2.03 2,000k 1/1/1989 174 Claughton Capital ARP Institutional Program -2.01 1,000k 10/1/2005 173 Altradis Capital AG AlphAlgo -1.96 100k 5/1/2007 172 Strategic Ag Trading SAT GRAINS -1.89 100k 4/1/2002 171 Mark J. Walsh Company Standard Program -1.71 2,000k 9/1/1985 170 John Locke Investments JL Commodity Long Flat Program -1.65 5,000k 12/1/2007 169 Beryl Investment Group LLC Nominal Discretionary System -1.59 50k 7/1/2007 168 Mobius Asset Management Diversified Program -1.56 250k 3/1/2004 167 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -1.45 100k 3/1/2003 166 Rho Asset Management Rho Altius 1XL Program -1.37 5,000k 11/1/2007 165 Ancile Capital Management Global Markets Program -1.26 2,000k 4/1/2005 164 Mobius Asset Management Custom Trading Program -1.24 100k 1/1/2002 163 Parizek Capital Currency Program -1.21 1,000k 4/1/2006 162 Kelly Angle Inc. Genesis Program -1.19 2,000k 4/1/2000 161 Tactical Investment Management Tactical Institutional Commodity Program -1.15 10,000k 4/1/1993 160 Estlander & Partners Global Markets -1.14 10,000k 8/1/1999 159 Manning & Napier MN Xenon Global Fixed Income Program -1.14 2,000k 8/1/2004 158 Spectrum Asset Management LLC Global Diversified -1.09 2,000k 1/1/2001 157 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -1.08 1,000k 10/1/2006 156 C-View Limited Currency Managed Account Program -1.07 5,000k 10/1/1996 155 Jaguar Investments Ltd Vario Capital Strategy -1.03 1,000k 5/1/2016 154 Quantica Capital AG Quantica Managed Futures -1.00 10,000k 1/1/2005 153 Saxon Investment Corporation Aggressive Diversified Program -0.76 2,000k 11/1/1993 152 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.69 10,000k 4/1/2004 151 LJM Partners LJM Preservation & Growth Strategy -0.56 250k 5/1/2006 150 Conquest Capital Group Conquest Select -0.55 250k 6/1/2004 149 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.54 1,000k 3/1/1998 148 John Locke Investments Cyril Systematic Program -0.51 8,000k 7/1/2000 147 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.49 1,000k 1/1/2006 146 AllMountain Capital AG Mount Denali Global Trends -0.48 160k 7/1/2007 145 Greenwave Capital Management Greenwave Flagship -0.43 10,000k 6/1/2008 144 Winton Capital Management Diversified -0.41 50,000k 10/1/1997 143 M6 Capital Management LLC Standard Program -0.34 300k 7/1/2005 142 Saxon Investment Corporation Diversified Program -0.34 3,000k 9/1/1988 141 Xplor Capital Management, LLC Global CTA Program -0.31 1,500k 7/1/2004 140 Rhicon Currency Management Rhicon Strategic Program -0.25 500k 1/1/2004 139 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.23 100k 1/1/2000 138 Greenwave Capital Management Greenwave Flaghship (Futures Only) -0.19 10,000k 7/1/2008 137 HB Capital Management Inc. Diversified Program -0.17 50k 3/1/2008 136 RAM Management Group MRTP Aggressive -0.13 1,000k 2/1/1998 135 Northfield Trading Diversified -0.10 2,000k 7/1/1989 134 RAM Management Group RAM MRTP 1X-Conservative -0.07 1,000k 9/1/1993 133 Superfund Group Superfund Green L.P. Series A -0.07 5k 10/1/2002 132 Typhon Capital Management, LLC Plutus Grain Strategy -0.03 250k 4/1/2008 131 Gladius Asset Management Fulham Program -0.02 2,000k 1/1/2008 130 Clarke Capital Management FX Plus -0.02 1,000k 5/1/2004 128 QQFund.com QQFund.com Alpha Beta Program 0.00 100k 9/1/2008 129 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 126 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 127 Mondiale Asset Management Mondiale Trading Program 0.00 0k 9/1/1997 125 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.08 10,000k 2/1/2008 124 Covenant Capital Management Original Program 0.09 5,000k 9/1/1999 123 Kottke Associates Stockton Fundamental Ag 0.18 500k 1/1/2006 122 Briarwood Capital Management, Inc. Diversified Trading Program 0.25 3,000k 7/1/2001 121 KMJ Investments KMJ Investments 0.31 1,000k 8/1/1994 120 Robust Methods LLC Macro Managed Account 0.42 5,000k 1/1/2005 119 Superfund Group Superfund Green L.P. Series B 0.46 5k 10/1/2002 118 Molinero Capital Management LLP Global Markets Program 0.51 2,000k 7/1/2005 117 Briarwood Capital Management, Inc. Diversified 2XL 0.58 250k 11/1/2004 116 Tyche Capital Advisors LLC TCA Energy Spreads 0.60 100k 8/1/2008 115 Red Oak Commodity Advisors Investment Program 0.62 5,000k 12/1/1989 114 FORT LP Fort Global Diversified 0.63 2,000k 3/1/2002 113 Purple Valley Capital, Inc. Diversified Trend 1 0.78 100k 8/1/2008 112 Covenant Capital Management Aggressive Program 0.80 3,000k 2/1/2004 111 Superfund Group Superfund Blue SPC Class A (EUR) 0.81 50k 4/1/2005 110 Robinson-Langley Capital Management, LLC Managed Account Program 0.90 200k 1/1/2007 109 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 0.93 50k 10/1/2007 108 DUNN Capital Management World Monetary and Agriculture Program (WMA) 1.02 100k 11/1/1984 107 Welton Investment Partners Welton Global 1.05 10,000k 6/1/2004 106 Alder Capital DAC Alder Global 10 1.10 250k 10/1/2000 105 Trigon Investment Advisors, LLC Discretionary Macro Program 1.24 10,000k 8/1/2007 104 IKOS IKOS FX Fund 1.35 1,000k 3/1/2008 103 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 1.49 10,000k 1/1/2001 102 Clarke Capital Management Global Magnum 1.53 100k 8/1/1997 101 Trigon Investment Advisors, LLC Foreign Exchange Program 1.54 5,000k 8/1/2000 100 FORT LP Fort Global Contrarian 1.62 2,000k 10/1/2002 99 Quantmetrics Capital Management LLP Premier 12V Strategy 1.70 10,000k 4/1/2003 98 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.71 0k 11/1/1996 97 Esulep LLC MAX Esulep LLC MAX 1.72 500k 5/1/2008 96 Rivoli Fund Management Rivoli International Fund (V9) 1.78 5,000k 1/1/2002 95 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 1.82 1,000k 1/1/2005 94 Manning & Napier MN Xenon Managed Futures (2x) Program 1.84 5,000k 6/1/2006 93 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 1.87 10,000k 2/1/2006 92 Capricorn Strategies Limited Capricorn fxST (Lev1) 1.88 1,000k 1/1/1999 91 Ion Asset Architecture Ion Fund Program 1.90 10,000k 11/1/2007 90 Ion Asset Architecture (Fund Program) Ion Fund 1.93 100k 11/1/2007 89 Millburn Ridgefield Corporation Commodity Program 1.93 25,000k 3/1/2005 88 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.97 1,000k 5/1/2006 87 HiProb Trading Technology LLC HiProb-I 2.00 5,000k 7/1/2008 86 Sunrise Capital Partners Sunrise Expanded Diversified Program 2.07 1/1/1989 85 Alder Capital DAC Alder Global 20 2.20 250k 2/1/2001 84 Mobius Asset Management Energy Weighted Program 2.22 250k 1/1/2005 83 Rivoli Fund Management Rivoli International Fund (E) 2.24 5,000k 10/1/1996 82 MERIT Alternative Investments GmbH Futures Portfolio 2.45 2,000k 6/1/1998 81 Revolution Capital Management Alpha Program 2.51 5,000k 6/1/2007 80 Dominion Capital Sapphire Program 2.51 3,000k 5/1/2005 79 Revolution Capital Management Alpha Fund 2.58 50k 1/1/2005 78 Superfund Group Superfund Green Q-AG 2.59 2k 3/1/1996 77 QCAM Currency Asset Management AG QCAM v-Pro 2.64 1,000k 7/1/2007 76 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.68 1k 10/1/2006 75 Eckhardt Trading Company Evolution Strategies 2.69 20,000k 8/1/1991 74 Lynx Asset Management AB Lynx Program 2.71 75k 5/1/2000 73 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.74 1,000k 9/1/1997 71 Cranwood Capital Management Cranwood International Fund 2.80 250k 4/1/2008 72 Cranwood Capital Management Fixed Income Arbitrage Fund 2.80 250k 4/1/2008 70 Global Domain Partners, LLC Global Domain Vector Fund - Series A 2.94 500k 1/1/2006 69 Romanesco Capital Management B.V Persistence Program 2.98 5,000k 9/1/2005 68 Eckhardt Trading Company Evolution Strategies 1.2X 3.09 10,000k 10/1/1991 67 Quantitative Investment Management Quantitative Global Program 3.10 20,000k 10/1/2003 66 Millburn Ridgefield Corporation Diversified Program 3.20 20,000k 2/1/1977 65 Red Rock Capital, LLC Systematic Global Macro 3.23 500k 9/1/2003 64 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 3.38 75k 6/1/2007 63 Systematic Alpha Management Systematic Alpha Futures Program 3.50 100k 6/1/2004 62 Alee Capital Management, LLC Mistral Program 3.73 2,500k 1/1/1999 61 Emil van Essen Spread Trading Program 3.75 5,000k 12/1/2006 60 Commodity Strategies AG CSAG Active Long Short Commodity Program 3.80 5,000k 10/1/2007 59 Transtrend B.V. DTP – Standard Risk (EUR) 3.82 10,000k 2/1/1999 58 Pacific Capital Advisors Vanguard Program 3.83 100k 4/1/2007 57 Novus Investments, LLC Novus Precious Commodities 3.94 200k 1/1/2007 56 Kottke Associates Lark - Cattle Program 4.07 500k 2/1/2008 55 Futures Truth Company, FTC-CTA MS4 4.07 250k 10/1/2007 54 Wavefront Global Asset Management IMFC Global Investment Program 4.26 2,000k 2/1/2007 53 Clarke Capital Management Global Basic 4.26 50k 2/1/1996 52 Kinkopf Capital Management KCM S&P (Proprietary) 4.31 100k 1/1/1999 51 Millburn Ridgefield Corporation Multi-Markets Program 4.35 25,000k 10/1/2004 50 Eclipse Capital Management Global Monetary 4.38 5,000k 8/1/1990 49 Crabel Capital Management Crabel Multi-Product 4.75 1,000k 3/1/1998 48 Rhicon Currency Management Rhicon Systematic Currency Program 4.76 3,000k 1/1/2004 47 Transtrend B.V. DTP – Enhanced Risk (JPY) 4.77 10,000k 8/1/2004 46 DUNN Capital Management D'Best Futures Fund, L.P. 4.85 100k 6/1/1994 45 Superfund Group Superfund Green GCT USD 4.87 15k 1/1/2000 44 Transtrend B.V. DTP – Enhanced Risk (USD) 4.95 10,000k 1/1/1995 43 Dreiss Research Corporation Diversified Program 5.00 1,000k 5/1/1991 42 Clarke Capital Management Millennium 5.01 1,000k 1/1/1998 41 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 5.11 100k 1/1/2005 40 PRIM' Alternative Investment PRIM Gold 5.20 10k 11/1/2005 39 Transtrend B.V. DTP – Enhanced Risk (EUR) 5.35 10,000k 8/1/1999 38 Clarke Capital Management Jupiter 5.53 3,000k 5/1/2005 37 Abraham Trading Company Diversified Program 5.55 10,000k 1/1/1988 36 Superfund Group Superfund Green Gold A (SPC) 5.58 5k 10/1/2005 35 Alee Capital Management, LLC Poniente Program 5.74 2,500k 1/1/1999 34 EMC Capital Advisors, LLC Classic 5.80 5,000k 1/1/1985 33 HPX Financial LLC HPX Old School Program 6.01 200k 6/1/2006 32 Superfund Group Superfund Green Gold B (SPC) 6.06 50k 10/1/2005 31 Hawksbill Capital Management Global Diversified 6.11 5,000k 11/1/1988 30 DUNN Capital Management DUNN Combined Fund (DCF) 6.31 100k 5/1/1989 29 Superfund Group Superfund Green Gold C (SPC) 6.70 100k 10/1/2005 28 Wimmer Horizon LLP Managed Account 6.84 5,000k 5/1/2005 27 Auspice Auspice Diversified Program 6.86 1,500k 6/1/2007 26 Revolution Capital Management Mosaic Program 6.97 10,000k 10/1/2006 25 Rosetta Capital Management Rosetta Trading Program 7.07 100k 4/1/2000 24 Blackwater Capital Management Global Program 8.23 5,000k 7/1/2005 23 Conquest Capital Group Conquest Macro 8.50 250k 5/1/1999 22 Superfund Group Superfund Green Master 8.93 2,000k 5/1/2001 21 Superfund Group Superfund Blue SPC Class A (Gold) 8.97 50k 12/1/2007 20 Clarke Capital Management Worldwide 9.15 250k 1/1/1996 19 ISAM ISAM Systematic Trend Fund 9.63 1,000k 6/1/2001 18 Southwest Managed Investments, LLC Global Diversified 9.74 200k 1/1/2002 17 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 9.96 200k 11/1/1999 16 Strategic Capital Advisors LLC Contrarian 500 9.99 250k 12/1/2003 15 Keck Capital Management LLC The Keck Program 10.26 2,000k 12/1/2003 14 NuWave Investment Management, LLC NuWave Investment Partners LP 10.75 250k 6/1/2001 13 NuWave Investment Management, LLC Combined Futures Portfolio 10.87 5,000k 6/1/2001 12 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 10.99 10,000k 3/1/2003 11 Quantum Leap Capital Management Managed Account Program 11.19 300k 8/1/2006 10 Hyman Beck and Company Global Portfolio 11.52 1,000k 3/1/1991 9 Mulvaney Capital Management The Mulvaney Global Markets Fund 11.58 100k 5/1/1999 8 Crabel Capital Management WPD Crabel Futures Program 12.93 1,000k 7/1/2008 7 Cypress Energy Capital Management, LP Cypress Energy, LP 14.10 50k 7/1/2008 6 Tanyard Creek Capital Livestock Program 14.25 200k 6/1/2008 5 Amplitude Capital International Limited Dynamic Strategy 14.48 6/1/2005 4 Parizek Capital Futures Trading Program 14.68 500k 4/1/2000 3 Somers Brothers Capital Diversified Futures Program #1 15.01 100k 1/1/2005 2 Future Trade AG Thales Swing Trading Programme 15.41 250k 6/1/2007 1 Drury Capital Diversified Trend-Following Program 16.95 5,000k 5/1/1997 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.