IASG CTA Index For January 2001

Monthly Rankings

Rank CTA/Program Jan 2001 Min Inv Inception
77 Mulvaney Capital Management
The Mulvaney Global Markets Program
-9.62 100k 5/1/1999
76 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-8.72 100k 1/1/2000
75 Covenant Capital Management
Original Program
-7.02 5,000k 9/1/1999
74 Alee Capital Management, LLC
Mistral Program
-6.85 2,500k 1/1/1999
73 Drury Capital
Diversified Trend-Following Program
-6.20 5,000k 5/1/1997
72 Rosetta Capital Management
Rosetta Trading Program
-6.10 100k 4/1/2000
71 Conquest Capital Group
Conquest Macro
-5.44 250k 5/1/1999
70 Saxon Investment Corporation
Aggressive Diversified Program
-3.61 2,000k 11/1/1993
69 Kinkopf Capital Management
KCM S&P (Proprietary)
-3.56 100k 1/1/1999
68 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-3.53 1,000k 3/1/1998
67 Clarke Capital Management
Global Basic
-3.33 50k 2/1/1996
66 Tactical Investment Management
Tactical Institutional Commodity Program
-1.79 10,000k 4/1/1993
65 Dreiss Research Corporation
Diversified Program
-1.77 1,000k 5/1/1991
64 Northfield Trading
Diversified
-1.70 2,000k 7/1/1989
63 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-1.65 2,000k 7/1/1992
62 Saxon Investment Corporation
Diversified Program
-1.53 3,000k 9/1/1988
61 Clarke Capital Management
Worldwide
-1.32 250k 1/1/1996
60 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.27 100k 6/1/1994
59 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.05 200k 11/1/1999
58 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-0.91 3,000k 10/1/1992
57 Estlander & Partners
Global XL
-0.91 5,000k 8/1/1991
56 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.87 5,000k 8/1/2000
55 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-0.50 0k 11/1/1996
54 Estlander & Partners
Global Markets
-0.45 10,000k 8/1/1999
53 Chesapeake Capital
Diversified (LV)
-0.43 100k 2/1/1988
52 Quality Capital Management
Global Diversified Programme
-0.42 10,000k 12/1/1995
51 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.34 10,000k 8/1/1999
50 EMC Capital Advisors, LLC
Classic
-0.30 5,000k 1/1/1985
49 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.17 10,000k 1/1/1991
47 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.00 10,000k 1/1/2001
48 Spectrum Asset Management LLC
Global Diversified
0.00 2,000k 1/1/2001
46 Alee Capital Management, LLC
Poniente Program
0.12 2,500k 1/1/1999
45 Transtrend B.V.
DTP – Standard Risk (EUR)
0.32 10,000k 2/1/1999
44 Rivoli Fund Management
Rivoli International Fund (MAP)
0.43 5,000k 10/1/1996
43 Eclipse Capital Management
Global Monetary
0.63 5,000k 8/1/1990
42 Clarke Capital Management
Global Magnum
0.65 100k 8/1/1997
41 Millburn Corporation
Diversified Program
0.69 20,000k 2/1/1977
40 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.72 10,000k 1/1/1995
39 Mark J. Walsh Company
Standard Program
0.88 2,000k 9/1/1985
38 Estlander & Partners
Alpha Trend
1.15 30,000k 10/1/1991
37 Kelly Angle Inc.
Genesis Program
1.16 2,000k 4/1/2000
36 Alder Capital DAC
Alder Global 10
1.27 2,500k 10/1/2000
35 IKOS
The IKOS Hedge Fund
1.42 10,000k 7/1/1998
34 Rabar Market Research
Diversified Program
1.53 2,000k 1/1/1989
33 Superfund Group
Superfund Green Q-AG
1.55 2k 3/1/1996
32 Eckhardt Trading Company
Evolution Strategies
1.63 20,000k 8/1/1991
31 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.67 1/1/1989
30 MERIT Alternative Investments GmbH
Futures Portfolio
1.89 2,000k 6/1/1998
29 Mondiale Asset Management
Mondiale Trading Program
1.94 0k 9/1/1997
28 Witter & Lester, Inc.
Redstone
1.97 500k 9/1/1994
27 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.00 1,000k 9/1/1997
26 Capricorn Strategies Limited
Capricorn fxST (Lev1)
2.04 1,000k 1/1/1999
25 Lynx Asset Management AB
Lynx Program
2.06 75k 5/1/2000
24 Eckhardt Trading Company
Evolution Strategies 1.2X
2.08 10,000k 10/1/1991
23 Abraham Trading Company
Diversified Program
2.28 10,000k 1/1/1988
22 M.S. Capital Management
Global Diversified Program
2.30 2,000k 11/1/1998
21 Range Wise
Investment Program
2.38 250k 2/1/1991
20 Clarke Capital Management
Millennium
2.38 1,000k 1/1/1998
19 C-View Limited
Currency Managed Account Program
2.70 5,000k 10/1/1996
18 Hawksbill Capital Management
Global Diversified
2.91 5,000k 11/1/1988
17 John Locke Investments
Cyril Systematic Program
3.02 8,000k 7/1/2000
16 Warrington Asset Management
Warrington Strategic Program
3.40 50k 1/1/1997
15 Superfund Group
Superfund Green GCT USD
3.56 15k 1/1/2000
14 Hyman Beck and Company
Global Portfolio
3.57 1,000k 3/1/1991
13 KMJ Investments
KMJ Investments
3.85 1,000k 8/1/1994
12 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.01 400k 1/1/1988
11 Winton Capital Management
Diversified
4.38 50,000k 10/1/1997
10 FORT LP
Fort Global Diversified
4.61 2,000k 10/1/1993
9 DUNN Capital Management
DUNN Combined Fund (DCF)
5.21 100k 5/1/1989
8 Parizek Capital
Futures Trading Program
5.32 500k 4/1/2000
7 Ansbacher Investment Management
Market Neutral Put Skew Program
7.64 250k 1/1/1996
6 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
7.72 100k 11/1/1984
5 RAM Management Group
RAM MRTP 1X-Conservative
8.58 1,000k 9/1/1993
4 Red Oak Commodity Advisors
Investment Program
9.89 5,000k 12/1/1989
3 LJM Partners
LJM Aggressive Strategy
10.01 500k 7/1/1998
2 Crabel Capital Management
Crabel Multi-Product
11.08 1,000k 3/1/1998
1 RAM Management Group
MRTP Aggressive
26.86 1,000k 2/1/1998

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.

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