2002 IASG CTA Index Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 Rosetta Capital Management
Rosetta Trading Program
123.85 1.28
2 Kelly Angle Inc.
Genesis Program
84.01 1.00
3 Superfund Group
Superfund Green Master
79.84 1.17
4 Mobius Asset Management
Custom Trading Program
78.25 1.65
5 Superfund Group
Superfund Green GCT USD
69.21 238.12 1.23
6 FORT LP
Fort Global Diversified
56.01 92.41 166.84 0.91
7 DUNN Capital Management
D'Best Futures Fund, L.P.
55.49 125.31 114.06 0.55
8 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
54.05 76.36 126.80 0.66
9 Mark J. Walsh Company
Standard Program
46.46 92.12 122.52 0.73
10 Range Wise
Investment Program
45.78 52.16 16.93 0.79
11 Covenant Capital Management
Original Program
44.98 9.12 0.20
12 Trigon Investment Advisors, LLC
Foreign Exchange Program
38.87 1.14
13 Superfund Group
Superfund Green Q-AG
38.43 102.62 312.94 1.00
14 Hawksbill Capital Management
Global Diversified
36.37 108.85 126.46 0.67
15 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
35.37 154.21 1.12
16 Conquest Capital Group
Conquest Macro
35.32 98.27 0.91
17 Red Oak Commodity Advisors
Investment Program
35.07 17.91 71.83 0.54
18 Tactical Investment Management
Tactical Institutional Commodity Program
34.71 107.84 87.32 0.88
19 Clarke Capital Management
Millennium
34.62 90.81 174.90 0.81
20 KMJ Investments
KMJ Investments
32.20 41.89 176.60 1.22
21 Crabel Capital Management
Crabel Multi-Product
27.35 84.68 0.84
22 Briarwood Capital Management, Inc.
Diversified Trading Program
26.42 1.22
23 Transtrend B.V.
DTP – Enhanced Risk (EUR)
26.28 74.66 1.31
24 Transtrend B.V.
DTP – Enhanced Risk (USD)
26.26 79.32 113.85 1.23
25 GIC Trading LLC
Global Diversified Trading Program
25.62 78.61 0.48
26 Millburn Ridgefield Corporation
Diversified Program
24.82 36.73 48.24 0.99
27 Rabar Market Research
Diversified Program
24.52 27.78 43.87 0.68
28 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
24.51 128.26 0.89
29 Dreiss Research Corporation
Diversified Program
22.40 37.12 67.80 0.58
30 Abraham Trading Company
Diversified Program
21.51 64.41 79.79 0.68
31 Hyman Beck and Company
Global Portfolio
21.38 29.46 52.49 0.76
32 Rotella Capital Management
Rotella Polaris Program (Diversified)
20.64 64.81 104.22 1.53
33 Clarke Capital Management
Worldwide
20.50 22.49 87.19 0.87
34 NuWave Investment Management, LLC
NuWave Investment Partners LP
20.00 0.78
35 NuWave Investment Management, LLC
Combined Futures Portfolio
20.00 0.78
36 Saxon Investment Corporation
Diversified Program
19.98 60.64 122.48 0.63
37 Mulvaney Capital Management
The Mulvaney Global Markets Fund
19.37 58.58 0.64
38 ISAM
ISAM Systematic Trend Fund
18.64 0.93
39 Eclipse Capital Management
Global Monetary
17.68 16.72 37.71 0.70
40 Transtrend B.V.
DTP – Standard Risk (EUR)
16.63 45.90 1.22
41 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
16.52 35.47 52.98 0.59
42 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
16.39 41.32 81.27 0.72
43 Clarke Capital Management
Global Basic
15.69 75.10 161.61 0.88
44 Warrington Asset Management
Warrington Strategic Program
15.55 46.24 140.55 2.05
45 Alder Capital DAC
Alder Global 20
15.39 0.98
46 Sunrise Capital Partners
Sunrise Expanded Diversified Program
14.49 40.79 85.03 0.67
47 Eckhardt Trading Company
Evolution Strategies 1.2X
14.23 53.66 102.32 0.88
48 W.G. Wealth Guardian Ltd.
SAFI2 Program
13.95 34.77 118.97 1.94
49 IKOS
The IKOS Hedge Fund
12.59 65.87 1.22
50 Parizek Capital
Futures Trading Program
11.27 0.76
51 Eckhardt Trading Company
Evolution Strategies
11.07 38.00 67.44 0.86
52 Chesapeake Capital
Diversified (LV)
11.07 7.55 29.23 0.80
53 Argus Capital Management Pty Ltd
Dynamic Multi-strategy Program
10.87 77.44 128.41 0.82
54 Capricorn Strategies Limited
Capricorn fxST (Lev1)
10.80 39.15 2.38
55 Di Tomasso Group Inc.
Equilibrium Program
10.28 0.40
56 Estlander & Partners
Global XL
9.58 56.11 65.36 0.64
57 Saxon Investment Corporation
Aggressive Diversified Program
9.31 75.28 175.70 0.61
58 John Locke Investments
Cyril Systematic Program
8.99 0.60
59 Estlander & Partners
Alpha Trend
8.74 27.88 77.11 0.83
60 M.S. Capital Management
Global Diversified Program
8.60 56.10 0.41
61 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
7.43 0.94
62 C-View Limited
Currency Managed Account Program
6.48 28.50 124.02 1.79
63 Clarke Capital Management
Global Magnum
5.82 81.30 167.94 0.81
64 Estlander & Partners
Global Markets
5.79 32.04 0.74
65 Drury Capital
Diversified Trend-Following Program
5.55 47.43 139.74 0.97
66 QCM
Global Diversified Programme
5.49 33.93 71.77 0.74
67 Southwest Managed Investments, LLC
Global Diversified
5.13 0.30
68 Witter & Lester, Inc.
Redstone
1.68 0.29 25.40 0.83
69 RAM Management Group
RAM MRTP 1X-Conservative
1.28 17.96 20.77 0.58
70 Mondiale Asset Management
Mondiale Trading Program
1.11 43.34 85.50 1.51
71 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.60 27.31 1.05
72 MERIT Alternative Investments GmbH
Futures Portfolio
0.17 24.57 0.86
73 Ansbacher Investment Management
Market Neutral Put Skew Program
-0.20 12.99 72.60 0.65
74 RAM Management Group
MRTP Aggressive
-0.39 70.73 0.34
75 Alee Capital Management, LLC
Poniente Program
-2.02 24.92 0.53
76 EMC Capital Advisors, LLC
Classic
-2.58 31.23 20.64 0.65
77 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-3.83 6.41 9.22 0.47
78 LJM Partners
LJM Aggressive Strategy
-4.23 12.37 0.48
79 Witter & Lester, Inc.
Stock Index Futures Trading Program
-8.02 -8.87 22.44 0.51
80 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-9.05 1.52 -6.27 0.51
81 Alee Capital Management, LLC
Mistral Program
-11.30 6.82 0.40
82 Kinkopf Capital Management
KCM S&P (Proprietary)
-19.47 123.98 0.74
Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan