IASG CTA Index For November 2001

Monthly Rankings

Rank CTA/Program Nov 2001 Min Inv Inception
83 Superfund Group
Superfund Green Master
-24.59 2,000k 5/1/2001
82 DUNN Capital Management
DUNN Combined Fund (DCF)
-24.56 100k 5/1/1989
81 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-23.52 100k 11/1/1984
80 Kelly Angle Inc.
Genesis Program
-22.81 2,000k 4/1/2000
79 DUNN Capital Management
D'Best Futures Fund, L.P.
-22.67 100k 6/1/1994
78 Dreiss Research Corporation
Diversified Program
-20.02 1,000k 5/1/1991
77 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-17.32 200k 11/1/1999
76 Estlander & Partners
Global XL
-16.24 5,000k 8/1/1991
75 Superfund Group
Superfund Green GCT USD
-14.62 15k 1/1/2000
74 Abraham Trading Company
Diversified Program
-13.68 10,000k 1/1/1988
73 Superfund Group
Superfund Green Q-AG
-12.76 2k 3/1/1996
72 Northfield Trading
Diversified
-11.60 2,000k 7/1/1989
71 Hyman Beck and Company
Global Portfolio
-11.44 1,000k 3/1/1991
70 Saxon Investment Corporation
Aggressive Diversified Program
-11.17 2,000k 11/1/1993
69 Eclipse Capital Management
Global Monetary
-11.03 5,000k 8/1/1990
68 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-10.33 1/1/1989
67 FORT LP
Fort Global Diversified
-10.21 2,000k 10/1/1993
66 Clarke Capital Management
Global Basic
-10.10 50k 2/1/1996
65 Chesapeake Capital
Diversified (LV)
-10.09 100k 2/1/1988
64 EMC Capital Advisors, LLC
Classic
-9.70 5,000k 1/1/1985
63 Covenant Capital Management
Original Program
-9.67 5,000k 9/1/1999
62 Tactical Investment Management
Tactical Institutional Commodity Program
-9.62 10,000k 4/1/1993
61 Mark J. Walsh Company
Standard Program
-9.61 2,000k 9/1/1985
60 Drury Capital
Diversified Trend-Following Program
-9.34 5,000k 5/1/1997
59 Clarke Capital Management
Global Magnum
-8.73 100k 8/1/1997
58 Conquest Capital Group
Conquest Macro
-8.64 250k 5/1/1999
57 Rabar Market Research
Diversified Program
-8.06 2,000k 1/1/1989
56 Millburn Corporation
Diversified Program
-7.76 20,000k 2/1/1977
55 Estlander & Partners
Global Markets
-7.64 10,000k 8/1/1999
54 RAM Management Group
MRTP Aggressive
-7.61 1,000k 2/1/1998
53 Parizek Capital
Futures Trading Program
-7.53 500k 4/1/2000
52 Clarke Capital Management
Millennium
-7.28 1,000k 1/1/1998
51 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-7.16 0k 11/1/1996
50 Briarwood Capital Management, Inc.
Diversified Trading Program
-7.13 3,000k 7/1/2001
49 Hawksbill Capital Management
Global Diversified
-7.12 5,000k 11/1/1988
48 Winton Capital Management
Diversified
-7.10 50,000k 10/1/1997
47 ISAM
ISAM Systematic Trend Fund
-6.84 1,000k 6/1/2001
46 Saxon Investment Corporation
Diversified Program
-6.77 3,000k 9/1/1988
45 Lynx Asset Management AB
Lynx Program
-6.35 75k 5/1/2000
44 Rivoli Fund Management
Rivoli International Fund (MAP)
-6.18 5,000k 10/1/1996
43 Clarke Capital Management
Worldwide
-5.98 250k 1/1/1996
42 Alee Capital Management, LLC
Mistral Program
-5.43 2,500k 1/1/1999
41 M.S. Capital Management
Global Diversified Program
-5.34 2,000k 11/1/1998
40 Rotella Capital Management
Rotella Polaris Program (Diversified)
-4.30 10,000k 1/1/1991
39 John Locke Investments
Cyril Systematic Program
-4.06 8,000k 7/1/2000
38 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-3.95 2,000k 7/1/1992
37 Spectrum Asset Management LLC
Global Diversified
-3.92 2,000k 1/1/2001
36 W.G. Wealth Guardian Ltd.
SAFI2 Program
-3.80 1,000k 9/1/1997
35 Alee Capital Management, LLC
Poniente Program
-3.70 2,500k 1/1/1999
34 Estlander & Partners
Alpha Trend
-3.57 30,000k 10/1/1991
33 Quality Capital Management
Global Diversified Programme
-3.16 10,000k 12/1/1995
32 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.12 10,000k 1/1/1995
31 MERIT Alternative Investments GmbH
Futures Portfolio
-2.94 2,000k 6/1/1998
30 Red Oak Commodity Advisors
Investment Program
-2.94 5,000k 12/1/1989
29 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.75 10,000k 8/1/1999
28 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.53 10,000k 10/1/1991
27 RAM Management Group
RAM MRTP 1X-Conservative
-2.51 1,000k 9/1/1993
26 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-2.49 3,000k 10/1/1992
25 Eckhardt Trading Company
Evolution Strategies
-2.36 20,000k 8/1/1991
24 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.07 5,000k 8/1/2000
23 Crabel Capital Management
Crabel Multi-Product
-1.80 1,000k 3/1/1998
22 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.61 10,000k 2/1/1999
21 Alder Capital DAC
Alder Global 20
-1.28 2,500k 2/1/2001
20 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.58 1,000k 3/1/1998
19 KMJ Investments
KMJ Investments
-0.55 1,000k 8/1/1994
18 Range Wise
Investment Program
-0.46 250k 2/1/1991
17 Alder Capital DAC
Alder Global 10
-0.35 2,500k 10/1/2000
15 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.31 250k 6/1/2001
16 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.31 5,000k 6/1/2001
13 Ansbacher Investment Management
Market Neutral Put Skew Program
0.00 250k 1/1/1996
14 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.00 100k 5/1/1999
12 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.03 1,000k 1/1/1999
11 IKOS
The IKOS Hedge Fund
0.06 10,000k 7/1/1998
10 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.82 400k 1/1/1988
9 C-View Limited
Currency Managed Account Program
1.24 5,000k 10/1/1996
8 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.33 10,000k 1/1/2001
7 Witter & Lester, Inc.
Redstone
1.41 500k 9/1/1994
6 Warrington Asset Management
Warrington Strategic Program
1.69 50k 1/1/1997
5 Kinkopf Capital Management
KCM S&P (Proprietary)
2.55 100k 1/1/1999
4 Mondiale Asset Management
Mondiale Trading Program
3.04 0k 9/1/1997
3 Rosetta Capital Management
Rosetta Trading Program
5.41 100k 4/1/2000
2 LJM Partners
LJM Aggressive Strategy
12.67 500k 7/1/1998
1 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
13.00 100k 1/1/2000

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.

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