IASG CTA Index For April 2009 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 Apr 2009 Min Inv Inception 242 FRP CAPITAL LLC FRP125+ -20.08 125k 1/1/2010 241 Superfund Group Superfund Green Gold C (SPC) -19.36 100k 10/1/2005 240 Superfund Group Superfund Green Gold B (SPC) -15.52 50k 10/1/2005 239 Hawksbill Capital Management Global Diversified -13.64 5,000k 11/1/1988 238 Superfund Group Superfund Green Master -13.59 2,000k 5/1/2001 237 Superfund Group Superfund Green Gold A (SPC) -11.75 5k 10/1/2005 236 Superfund Group Superfund Green GCT USD -11.34 15k 1/1/2000 235 Superfund Group Superfund Green L.P. Series B -10.83 5k 10/1/2002 234 Clarke Capital Management Jupiter -9.57 3,000k 5/1/2005 233 RAM Management Group MRTP Aggressive -9.56 1,000k 2/1/1998 232 Clarke Capital Management Millennium -8.99 1,000k 1/1/1998 231 Clarke Capital Management FX Plus -8.77 1,000k 5/1/2004 230 Briarwood Capital Management, Inc. Diversified 2XL -8.00 250k 11/1/2004 229 Schindler Capital Management, LLC Dairy Advantage Program -7.84 400k 8/1/2005 228 Superfund Group Superfund Green Q-AG -7.82 2k 3/1/1996 227 Rivoli Fund Management Rivoli International Fund (E) -7.68 5,000k 10/1/1996 226 Superfund Group Superfund Green L.P. Series A -6.92 5k 10/1/2002 225 Xplor Capital Management, LLC Global CTA Program -6.86 1,500k 7/1/2004 224 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -6.68 0k 11/1/1996 223 Kelly Angle Inc. Genesis Program -6.62 2,000k 4/1/2000 222 Molinero Capital Management LLP Global Markets Program -6.18 2,000k 7/1/2005 221 John Locke Investments Cyril Systematic Program -6.17 8,000k 7/1/2000 220 ISAM ISAM Systematic Trend Fund -5.90 1,000k 6/1/2001 219 Rosetta Capital Management Macro Program -5.88 50k 1/1/2009 218 Somers Brothers Capital Diversified Futures Program #1 -5.78 100k 1/1/2005 217 Mulvaney Capital Management The Mulvaney Global Markets Fund -5.51 100k 5/1/1999 216 Future Trade AG Thales Swing Trading Programme -5.03 250k 6/1/2007 215 Rivoli Fund Management Rivoli International Fund (V9) -5.00 5,000k 1/1/2002 214 Neural Capital Ltd Sentinel Trading Program -4.92 2,000k 1/1/2006 213 FORT LP Fort Global Diversified -4.89 2,000k 10/1/1993 212 Strategic Ag Trading SAT HEARTLAND -4.86 100k 12/1/2008 211 Pacific Capital Advisors Vanguard Program -4.85 100k 4/1/2007 210 Clarke Capital Management Worldwide -4.84 250k 1/1/1996 209 Parizek Capital Futures Trading Program -4.68 500k 4/1/2000 208 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.65 100k 11/1/1984 207 Dominion Capital Sapphire Program -4.52 3,000k 5/1/2005 206 AllMountain Capital AG Mount Denali Global Trends -4.42 160k 7/1/2007 205 Millburn Ridgefield Corporation Multi-Markets Program -4.41 25,000k 10/1/2004 204 QCM Global Diversified Programme -4.34 500k 12/1/1995 203 Conquest Capital Group Conquest Select -4.33 250k 6/1/2004 202 Futures Truth Company, FTC-CTA MS4 -4.26 250k 10/1/2007 201 Millburn Ridgefield Corporation Diversified Program -4.19 20,000k 2/1/1977 200 Emil van Essen EvE Systematic Global Opportunities -4.16 1,000k 9/1/2007 199 Keck Capital Management LLC The Keck Program -4.11 2,000k 12/1/2003 198 Ancile Capital Management Global Markets Program -4.10 2,000k 4/1/2005 197 Third Street Ag Investments, LLC Fundamental Discretionary Ag -4.07 500k 8/1/2012 196 Manning & Napier MN Xenon Managed Futures (2x) Program -4.03 5,000k 6/1/2006 195 Paramount Capital Management LLC Commodity Trading Program -3.97 100k 7/1/2008 194 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -3.82 75k 6/1/2007 193 PRIM' Alternative Investment PRIM Gold -3.75 10k 11/1/2005 192 Eclipse Capital Management Global Monetary -3.63 5,000k 8/1/1990 191 Quantum Leap Capital Management Managed Account Program -3.54 300k 8/1/2006 190 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -3.46 1,000k 5/1/2006 189 Conquest Capital Group Conquest Macro -3.44 250k 5/1/1999 188 Auspice Capital Advisors Ltd Auspice Diversified Program -3.32 1,500k 4/1/2006 187 Briarwood Capital Management, Inc. Diversified Trading Program -3.25 3,000k 7/1/2001 186 Estlander & Partners Alpha Trend II - Class P -3.25 100k 12/1/2008 185 Estlander & Partners Global XL -3.22 5,000k 8/1/1991 184 Chesapeake Capital Diversified (LV) -3.13 100k 2/1/1988 183 Abraham Trading Company Diversified Program -3.12 10,000k 1/1/1988 182 Winton Capital Management Diversified -3.01 50,000k 10/1/1997 181 Welton Investment Partners Welton Global -2.99 10,000k 6/1/2004 180 Rabar Market Research Diversified Program -2.97 2,000k 1/1/1989 179 Spectrum Asset Management LLC Global Diversified -2.95 2,000k 1/1/2001 178 Wimmer Horizon LLP Managed Account -2.93 5,000k 5/1/2005 177 Romanesco Capital Management B.V Persistence Program -2.92 5,000k 9/1/2005 176 Superfund Group Superfund Blue SPC Class A (Gold) -2.88 50k 12/1/2007 175 RAM Management Group RAM MRTP 1X-Conservative -2.85 1,000k 9/1/1993 174 Drury Capital Diversified Trend-Following Program -2.72 5,000k 5/1/1997 173 EMC Capital Advisors, LLC Classic -2.70 5,000k 1/1/1985 172 Tactical Investment Management Tactical Institutional Commodity Program -2.65 10,000k 4/1/1993 171 Jaguar Investments Ltd Vario Capital Strategy -2.62 1,000k 5/1/2016 170 Rotella Capital Management Rotella Polaris Program (Diversified) -2.54 10,000k 1/1/1991 169 Auctos Capital Management Auctos Global Diversified -2.53 3,000k 11/1/2007 168 FORT LP Fort Global Contrarian -2.53 2,000k 10/1/2002 167 Altradis Capital AG AlphAlgo -2.48 100k 5/1/2007 166 Alee Capital Management, LLC Poniente Program -2.46 2,500k 1/1/1999 165 Lynx Asset Management AB Lynx Program -2.36 75k 5/1/2000 164 IKOS IKOS FX Fund -2.34 1,000k 3/1/2008 163 Gables Capital Management, Inc. GCM Global FX -2.33 1,000k 1/1/2009 162 Millburn Ridgefield Corporation Commodity Program -2.25 25,000k 3/1/2005 161 Eckhardt Trading Company Evolution Strategies 1.2X -2.19 10,000k 10/1/1991 160 Amplitude Capital International Limited Dynamic Strategy -2.16 6/1/2005 159 Purple Valley Capital, Inc. Diversified Trend 1 -2.06 100k 8/1/2008 158 Shield Plus LLC Shield Plus Natural Gas -2.01 50k 1/1/2004 157 Hyman Beck and Company Global Portfolio -1.98 1,000k 3/1/1991 156 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.97 1k 10/1/2006 155 Rotella Capital Management Rotella Orion (Short-Term) Program -1.97 10,000k 3/1/2006 154 Vergho Asset Management LLC Kinematics -1.95 1,000k 11/1/2008 153 Wavefront Global Asset Management IMFC Global Investment Program -1.84 2,000k 2/1/2007 152 Rho Asset Management Rho Altius 1XL Program -1.84 5,000k 11/1/2007 151 Mark J. Walsh Company Standard Program -1.81 2,000k 9/1/1985 150 Eckhardt Trading Company Evolution Strategies -1.79 20,000k 8/1/1991 149 Global Domain Partners, LLC Global Domain Vector Fund - Series A -1.72 500k 1/1/2006 148 Commodity Strategies AG CSAG Active Long Short Commodity Program -1.68 5,000k 10/1/2007 147 Estlander & Partners Global Markets -1.61 10,000k 8/1/1999 146 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.57 100k 1/1/2000 145 Revolution Capital Management Alpha Fund -1.53 50k 1/1/2005 144 Tanyard Creek Capital Livestock Program -1.51 200k 6/1/2008 143 Revolution Capital Management Alpha Program -1.42 5,000k 6/1/2007 142 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -1.41 1,000k 10/1/2006 141 Manning & Napier MN Xenon Global Fixed Income Program -1.35 2,000k 8/1/2004 140 NuWave Investment Management, LLC Combined Futures Portfolio -1.32 5,000k 6/1/2001 139 NuWave Investment Management, LLC NuWave Investment Partners LP -1.31 250k 6/1/2001 138 Sunrise Capital Partners Sunrise Expanded Diversified Program -1.23 1/1/1989 137 White Indian Trading Co. STAIRS - Futures Program (Client) -1.22 250k 10/1/2008 136 Mobius Asset Management Energy Weighted Program -1.22 250k 1/1/2005 135 Northfield Trading Diversified -1.20 2,000k 7/1/1989 134 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -1.16 100k 1/1/2005 133 KMJ Investments KMJ Investments -1.13 1,000k 8/1/1994 132 Mobius Asset Management Diversified Program -1.00 250k 3/1/2004 131 Estlander & Partners Alpha Trend -0.96 30,000k 10/1/1991 130 Mondiale Asset Management Mondiale Trading Program -0.82 0k 9/1/1997 129 Endeavour Capital LLP Endeavour Pembroke -0.80 2,000k 7/1/2007 128 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.73 1,000k 3/1/1998 127 Quantica Capital AG Quantica Managed Futures -0.71 5,000k 1/1/2005 126 Red Rock Capital, LLC Systematic Global Macro -0.63 500k 9/1/2003 125 Quantmetrics Capital Management LLP Directional 10V Strategy -0.59 10,000k 1/1/2007 124 Clarke Capital Management Global Magnum -0.56 100k 8/1/1997 123 Rhicon Currency Management Rhicon Strategic Program -0.50 500k 1/1/2004 122 Robinson-Langley Capital Management, LLC Managed Account Program -0.43 200k 1/1/2007 120 Cranwood Capital Management Cranwood International Fund -0.40 250k 4/1/2008 121 Cranwood Capital Management Fixed Income Arbitrage Fund -0.40 250k 4/1/2008 119 Ion Asset Architecture (Fund Program) Ion Fund -0.36 100k 11/1/2007 118 Ion Asset Architecture Ion Fund Program -0.36 10,000k 11/1/2007 117 Four Seasons Commodities Corp Lone Star Program -0.36 300k 1/1/2005 116 Four Seasons Commodities Corp Hawkeye Spread Program -0.33 500k 3/1/2005 115 Range Wise Investment Program -0.22 250k 2/1/1991 114 QQFund.com QQFund.com Alpha Beta Program -0.20 100k 9/1/2008 113 Southwest Managed Investments, LLC Global Diversified -0.13 200k 1/1/2002 112 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -0.08 200k 11/1/1999 111 Quantmetrics Capital Management LLP Premier 12V Strategy -0.05 10,000k 4/1/2003 110 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.03 1,000k 3/1/2003 109 Trigon Investment Advisors, LLC Foreign Exchange Program -0.02 5,000k 8/1/2000 107 Bluenose Capital Management, LLC BNC EI 0.00 15k 7/1/2010 106 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 0.00 500k 4/1/2009 105 GLOBIVEST LLC Alpha Program 0.00 50k 4/1/2009 103 Superfund Group Superfund Green Gold L.P. Series A-1 0.00 5k 4/1/2009 104 Superfund Group Superfund Green Gold L.P. Series B-1 0.00 5k 4/1/2009 108 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 100 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 101 Wavefront Global Asset Management IMFC Global Concentrated 0.00 500k 4/1/2009 102 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.00 10k 7/1/2005 99 Strategic Ag Trading Chatham 0.03 100k 1/1/2005 98 Clarke Capital Management Global Basic 0.03 50k 2/1/1996 97 Warrington Asset Management Warrington Strategic Program 0.05 50k 1/1/1997 96 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 0.08 10,000k 2/1/2006 95 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.10 10,000k 8/1/2004 94 Greenwave Capital Management Greenwave Flagship 0.11 10,000k 6/1/2008 93 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.14 10,000k 8/1/1999 92 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.16 1,000k 1/1/2005 91 Transtrend B.V. DTP – Standard Risk (EUR) 0.16 10,000k 2/1/1999 90 Transtrend B.V. DTP – Enhanced Risk (USD) 0.18 10,000k 1/1/1995 89 Quantica Capital AG Quantica Diversified FX 0.18 5,000k 3/1/2007 88 Saxon Investment Corporation Diversified Program 0.19 3,000k 9/1/1988 87 Liberty Funds Group, Inc Liberty Diversified Option Strategy 0.25 750k 1/1/2009 86 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.29 10,000k 7/1/2008 85 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.33 10,000k 4/1/2004 84 Mobius Asset Management Custom Trading Program 0.35 100k 1/1/2002 83 Saxon Investment Corporation Aggressive Diversified Program 0.36 2,000k 11/1/1993 82 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.36 1,000k 1/1/1999 81 MERIT Alternative Investments GmbH Futures Portfolio 0.37 2,000k 6/1/1998 80 John Locke Investments JL Commodity Long Flat Program 0.49 5,000k 12/1/2007 79 Global Bayesian Dynamics, LLC BOND&FX Client Composite 0.49 5,000k 3/1/2009 78 C-View Limited Currency Managed Account Program 0.51 5,000k 10/1/1996 77 Superfund Group Superfund Blue SPC Class A (EUR) 0.55 50k 4/1/2005 76 QCAM Currency Asset Management AG QCAM v-Pro 0.58 1,000k 7/1/2007 75 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.60 1,000k 9/1/1997 74 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 0.71 4,000k 11/1/2008 73 Novus Investments, LLC Novus Precious Commodities 0.72 200k 1/1/2007 72 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 0.78 1,500k 1/1/2009 71 Gladius Asset Management Fulham Program 0.78 2,000k 1/1/2008 70 Tyche Capital Advisors LLC TCA Energy Spreads 0.83 100k 8/1/2008 69 Alee Capital Management, LLC Mistral Program 0.91 2,500k 1/1/1999 68 Witter & Lester, Inc. Redstone 0.91 500k 9/1/1994 67 DUNN Capital Management D'Best Futures Fund, L.P. 0.94 100k 6/1/1994 66 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 0.97 1,000k 1/1/2006 65 Crabel Capital Management Crabel Multi-Product 1.06 1,000k 3/1/1998 64 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 1.12 5,000k 11/1/2012 63 DUNN Capital Management DUNN Combined Fund (DCF) 1.18 100k 5/1/1989 62 Robust Methods LLC Macro Managed Account 1.18 5,000k 1/1/2005 61 Dreiss Research Corporation Diversified Program 1.23 1,000k 5/1/1991 60 HB Capital Management Inc. Diversified Program 1.25 50k 3/1/2008 59 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 1.30 10,000k 1/1/2001 58 Alder Capital DAC Alder Global 10 1.40 250k 10/1/2000 57 Typhon Capital Management, LLC Plutus Grain Strategy 1.43 250k 4/1/2008 56 Emil van Essen Spread Trading Program 1.47 5,000k 12/1/2006 55 Esulep LLC MAX Esulep LLC MAX 1.51 500k 5/1/2008 54 Covenant Capital Management Original Program 1.58 5,000k 9/1/1999 53 Crescent Bay Capital Management Premium Stock Index Program 1.58 10k 10/1/2005 52 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 1.60 50k 10/1/2007 51 Bluenose Capital Management, LLC BNC BI 1.75 30k 10/1/2008 50 Haar Capital Management Discretionary Commodity Trading Program 1.84 250k 12/1/2005 49 White River Group Stock Index Option Writing Strategy 1.89 10k 11/1/2008 48 Trigon Investment Advisors, LLC Discretionary Macro Program 1.95 10,000k 8/1/2007 47 Beryl Investment Group LLC Nominal Discretionary System 1.98 50k 7/1/2007 46 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 2.04 100k 3/1/2003 45 Strategic Capital Advisors LLC Contrarian 500 2.15 500k 12/1/2003 44 Blackwater Capital Management Global Program 2.26 5,000k 7/1/2005 43 Systematic Alpha Management Systematic Alpha Futures Program 2.26 100k 6/1/2004 42 M6 Capital Management LLC Standard Program 2.28 300k 7/1/2005 41 Global AG LLC Global Ag LLC 2.36 1,000k 12/1/2008 40 Ansbacher Investment Management Market Neutral Put Skew Program 2.37 250k 1/1/1996 39 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) 2.47 250k 1/1/2009 38 Claughton Capital ARP Institutional Program 2.59 1,000k 10/1/2005 37 ITB Capital Management, LLC ITB Premium Fund I, LTD 2.74 1,000k 1/1/2006 36 Covenant Capital Management Aggressive Program 2.82 3,000k 2/1/2004 35 Crabel Capital Management WPD Crabel Futures Program 2.87 1,000k 7/1/2008 34 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 2.89 10,000k 2/1/2008 33 LJM Partners LJM Preservation & Growth Strategy 3.26 250k 5/1/2006 32 Rosetta Capital Management Rosetta Trading Program 3.29 100k 4/1/2000 31 Alder Capital DAC Alder Global 20 3.40 250k 2/1/2001 30 Cypress Energy Capital Management, LP Cypress Energy, LP 3.47 50k 7/1/2008 29 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 3.56 200k 1/1/2007 28 IKOS The IKOS Hedge Fund 3.61 10,000k 7/1/1998 27 OptHedge Advisors LLC Diversified Options & Futures Program 3.66 250k 10/1/2008 26 Witter & Lester, Inc. Stock Index Futures Trading Program 3.70 400k 1/1/1988 25 White River Group Diversified Option Writing Strategy 3.86 20k 11/1/2008 24 AIS Capital Management, L.P. MAAP (2x-4x) Composite 4.03 3,000k 10/1/1992 23 Quantitative Investment Management Quantitative Global Program 4.29 20,000k 10/1/2003 22 Kottke Associates Lark - Cattle Program 4.50 500k 2/1/2008 21 Kottke Associates Stockton Fundamental Ag 4.55 500k 1/1/2006 20 HPX Financial LLC HPX Old School Program 4.75 200k 6/1/2006 19 Red Oak Commodity Advisors Investment Program 4.84 5,000k 12/1/1989 18 Insignia Managed Capital Medallion 5.32 50k 2/1/2009 17 LJM Partners LJM Moderately Aggressive Strategy 5.76 500k 4/1/2003 16 AIS Capital Management, L.P. MAAP (3x-6x) Composite 5.87 2,000k 7/1/1992 15 Kinkopf Capital Management KCM S&P (Proprietary) 6.11 100k 1/1/1999 14 Arcanum Asset Management Equity Index Option Program (Prop) 6.33 500k 7/1/2006 13 Revolution Capital Management Mosaic Program 6.48 10,000k 10/1/2006 12 Parizek Capital Currency Program 6.73 1,000k 4/1/2006 11 Diamond Peak Capital LLC Northstar (2x) program 7.78 250k 10/1/2008 10 Rhicon Currency Management Rhicon Systematic Currency Program 8.37 3,000k 1/1/2004 9 Strategic Ag Trading SAT GRAINS 8.90 100k 4/1/2002 8 LJM Partners LJM Aggressive Strategy 9.37 500k 7/1/1998 7 HiProb Trading Technology LLC HiProb-I 9.60 5,000k 7/1/2008 6 Heyden & Steindl GmbH TOMAC2 10.05 5,000k 3/1/2003 5 Di Tomasso Group Inc. Equilibrium Program 11.19 5,000k 1/1/2002 4 ITB Capital Advisors LLC ITB Time Value Trading Program 11.34 5,000k 1/1/2009 3 Non Correlated Capital Positive Theta Program 13.35 250k 10/1/2007 2 Non Correlated Capital Positive Theta Fund 16.89 50k 10/1/2007 1 Dendrich Ltd QEP 17.94 50k 12/1/2005 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.