IASG CTA Index For October 2001

Monthly Rankings

Rank CTA/Program Oct 2001 Min Inv Inception
83 Red Oak Commodity Advisors
Investment Program
-3.06 5,000k 12/1/1989
82 Crabel Capital Management
Crabel Multi-Product
-2.58 1,000k 3/1/1998
81 Range Wise
Investment Program
-2.06 250k 2/1/1991
80 C-View Limited
Currency Managed Account Program
-1.99 5,000k 10/1/1996
79 Spectrum Asset Management LLC
Global Diversified
-0.88 2,000k 1/1/2001
78 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.84 5,000k 10/1/1996
77 Mondiale Asset Management
Mondiale Trading Program
-0.79 0k 9/1/1997
76 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.56 1,000k 1/1/1999
75 IKOS
The IKOS Hedge Fund
-0.49 10,000k 7/1/1998
74 EMC Capital Advisors, LLC
Classic
-0.30 5,000k 1/1/1985
73 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.20 1,000k 3/1/1998
72 KMJ Investments
KMJ Investments
-0.20 1,000k 8/1/1994
70 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.10 250k 6/1/2001
71 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.10 5,000k 6/1/2001
69 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.07 5,000k 8/1/2000
68 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.00 100k 5/1/1999
67 Alder Capital DAC
Alder Global 10
0.01 2,500k 10/1/2000
66 RAM Management Group
RAM MRTP 1X-Conservative
0.06 1,000k 9/1/1993
65 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.13 1,000k 9/1/1997
64 Lynx Asset Management AB
Lynx Program
0.25 75k 5/1/2000
63 Witter & Lester, Inc.
Redstone
0.36 500k 9/1/1994
62 RAM Management Group
MRTP Aggressive
0.41 1,000k 2/1/1998
61 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.53 10,000k 1/1/2001
60 Transtrend B.V.
DTP – Standard Risk (EUR)
0.72 10,000k 2/1/1999
59 Alder Capital DAC
Alder Global 20
0.75 2,500k 2/1/2001
58 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.79 400k 1/1/1988
57 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.07 10,000k 1/1/1995
56 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.41 10,000k 8/1/1999
55 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.78 100k 1/1/2000
54 MERIT Alternative Investments GmbH
Futures Portfolio
1.99 2,000k 6/1/1998
53 Alee Capital Management, LLC
Mistral Program
2.08 2,500k 1/1/1999
52 Kinkopf Capital Management
KCM S&P (Proprietary)
2.19 100k 1/1/1999
51 Northfield Trading
Diversified
2.40 2,000k 7/1/1989
50 Parizek Capital
Futures Trading Program
2.42 500k 4/1/2000
49 Ansbacher Investment Management
Market Neutral Put Skew Program
3.26 250k 1/1/1996
48 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.37 0k 11/1/1996
47 Covenant Capital Management
Original Program
3.50 5,000k 9/1/1999
46 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
3.62 3,000k 10/1/1992
45 Warrington Asset Management
Warrington Strategic Program
3.73 50k 1/1/1997
44 Mark J. Walsh Company
Standard Program
3.76 2,000k 9/1/1985
43 Drury Capital
Diversified Trend-Following Program
3.82 5,000k 5/1/1997
42 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.85 10,000k 1/1/1991
41 Superfund Group
Superfund Green Q-AG
3.95 2k 3/1/1996
40 Millburn Corporation
Diversified Program
4.06 20,000k 2/1/1977
39 Abraham Trading Company
Diversified Program
4.13 10,000k 1/1/1988
38 ISAM
ISAM Systematic Trend Fund
4.26 1,000k 6/1/2001
37 Estlander & Partners
Global Markets
4.31 10,000k 8/1/1999
36 Clarke Capital Management
Worldwide
4.49 250k 1/1/1996
35 John Locke Investments
Cyril Systematic Program
4.53 8,000k 7/1/2000
34 M.S. Capital Management
Global Diversified Program
4.88 2,000k 11/1/1998
33 LJM Partners
LJM Aggressive Strategy
5.00 500k 7/1/1998
32 Chesapeake Capital
Diversified (LV)
5.01 100k 2/1/1988
31 Conquest Capital Group
Conquest Macro
5.05 250k 5/1/1999
30 Alee Capital Management, LLC
Poniente Program
5.10 2,500k 1/1/1999
29 Superfund Group
Superfund Green GCT USD
5.27 15k 1/1/2000
28 Estlander & Partners
Alpha Trend
5.30 30,000k 10/1/1991
27 Quality Capital Management
Global Diversified Programme
5.35 10,000k 12/1/1995
26 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
5.44 2,000k 7/1/1992
25 Eckhardt Trading Company
Evolution Strategies
5.58 20,000k 8/1/1991
24 Eclipse Capital Management
Global Monetary
6.01 5,000k 8/1/1990
23 Briarwood Capital Management, Inc.
Diversified Trading Program
6.24 3,000k 7/1/2001
22 Sunrise Capital Partners
Sunrise Expanded Diversified Program
6.25 1/1/1989
21 Rabar Market Research
Diversified Program
6.39 2,000k 1/1/1989
20 Eckhardt Trading Company
Evolution Strategies 1.2X
6.54 10,000k 10/1/1991
19 Hyman Beck and Company
Global Portfolio
6.94 1,000k 3/1/1991
18 Clarke Capital Management
Millennium
7.54 1,000k 1/1/1998
17 Tactical Investment Management
Tactical Institutional Commodity Program
8.13 10,000k 4/1/1993
16 Dreiss Research Corporation
Diversified Program
8.94 1,000k 5/1/1991
15 Estlander & Partners
Global XL
9.40 5,000k 8/1/1991
14 Saxon Investment Corporation
Diversified Program
10.50 3,000k 9/1/1988
13 Hawksbill Capital Management
Global Diversified
11.09 5,000k 11/1/1988
12 Clarke Capital Management
Global Magnum
11.22 100k 8/1/1997
11 Superfund Group
Superfund Green Master
13.41 2,000k 5/1/2001
10 Winton Capital Management
Diversified
13.75 50,000k 10/1/1997
9 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
14.48 200k 11/1/1999
8 Clarke Capital Management
Global Basic
16.08 50k 2/1/1996
7 FORT LP
Fort Global Diversified
16.18 2,000k 10/1/1993
6 DUNN Capital Management
DUNN Combined Fund (DCF)
17.98 100k 5/1/1989
5 Kelly Angle Inc.
Genesis Program
18.18 2,000k 4/1/2000
4 Saxon Investment Corporation
Aggressive Diversified Program
19.21 2,000k 11/1/1993
3 DUNN Capital Management
D'Best Futures Fund, L.P.
19.33 100k 6/1/1994
2 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
20.74 100k 11/1/1984
1 Rosetta Capital Management
Rosetta Trading Program
40.67 100k 4/1/2000

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan