IASG CTA Index For December 2001

Monthly Rankings

Rank CTA/Program Dec 2001 Min Inv Inception
83 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-14.02 200k 11/1/1999
82 Rosetta Capital Management
Rosetta Trading Program
-10.53 100k 4/1/2000
81 RAM Management Group
MRTP Aggressive
-8.45 1,000k 2/1/1998
80 Covenant Capital Management
Original Program
-6.04 5,000k 9/1/1999
79 Superfund Group
Superfund Green Master
-5.44 2,000k 5/1/2001
78 Winton Capital Management
Diversified
-5.15 50,000k 10/1/1997
77 FORT LP
Fort Global Diversified
-4.97 2,000k 10/1/1993
76 Superfund Group
Superfund Green GCT USD
-4.85 15k 1/1/2000
75 Range Wise
Investment Program
-4.70 250k 2/1/1991
74 M.S. Capital Management
Global Diversified Program
-4.24 2,000k 11/1/1998
73 IKOS
The IKOS Hedge Fund
-3.83 10,000k 7/1/1998
72 Mark J. Walsh Company
Standard Program
-3.78 2,000k 9/1/1985
71 Parizek Capital
Futures Trading Program
-3.69 500k 4/1/2000
70 Northfield Trading
Diversified
-3.50 2,000k 7/1/1989
69 Dreiss Research Corporation
Diversified Program
-3.43 1,000k 5/1/1991
68 Witter & Lester, Inc.
Stock Index Futures Trading Program
-2.98 400k 1/1/1988
67 Alee Capital Management, LLC
Poniente Program
-2.77 2,500k 1/1/1999
66 RAM Management Group
RAM MRTP 1X-Conservative
-2.03 1,000k 9/1/1993
65 Chesapeake Capital
Diversified (LV)
-1.92 100k 2/1/1988
64 ISAM
ISAM Systematic Trend Fund
-1.81 1,000k 6/1/2001
63 EMC Capital Advisors, LLC
Classic
-1.70 5,000k 1/1/1985
62 Hyman Beck and Company
Global Portfolio
-1.46 1,000k 3/1/1991
61 Hawksbill Capital Management
Global Diversified
-1.18 5,000k 11/1/1988
60 Clarke Capital Management
Global Basic
-1.04 50k 2/1/1996
59 Superfund Group
Superfund Green Q-AG
-0.98 2k 3/1/1996
58 Clarke Capital Management
Millennium
-0.64 1,000k 1/1/1998
57 Clarke Capital Management
Worldwide
-0.62 250k 1/1/1996
56 KMJ Investments
KMJ Investments
-0.57 1,000k 8/1/1994
55 Abraham Trading Company
Diversified Program
-0.50 10,000k 1/1/1988
54 John Locke Investments
Cyril Systematic Program
-0.47 8,000k 7/1/2000
53 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.44 1,000k 1/1/1999
52 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.26 10,000k 1/1/1991
51 Alee Capital Management, LLC
Mistral Program
-0.12 2,500k 1/1/1999
50 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.00 100k 5/1/1999
49 Kelly Angle Inc.
Genesis Program
0.19 2,000k 4/1/2000
48 Clarke Capital Management
Global Magnum
0.19 100k 8/1/1997
47 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.22 10,000k 1/1/2001
46 Rivoli Fund Management
Rivoli International Fund (MAP)
0.48 5,000k 10/1/1996
45 Quality Capital Management
Global Diversified Programme
0.49 10,000k 12/1/1995
44 DUNN Capital Management
D'Best Futures Fund, L.P.
0.64 100k 6/1/1994
43 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
0.69 3,000k 10/1/1992
42 Estlander & Partners
Alpha Trend
0.72 30,000k 10/1/1991
41 Eckhardt Trading Company
Evolution Strategies
0.76 20,000k 8/1/1991
40 MERIT Alternative Investments GmbH
Futures Portfolio
0.83 2,000k 6/1/1998
39 Witter & Lester, Inc.
Redstone
0.92 500k 9/1/1994
38 C-View Limited
Currency Managed Account Program
0.98 5,000k 10/1/1996
37 Eckhardt Trading Company
Evolution Strategies 1.2X
1.00 10,000k 10/1/1991
36 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
1.05 2,000k 7/1/1992
35 Ansbacher Investment Management
Market Neutral Put Skew Program
1.46 250k 1/1/1996
34 Briarwood Capital Management, Inc.
Diversified Trading Program
1.53 3,000k 7/1/2001
33 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.53 1,000k 3/1/1998
32 Tactical Investment Management
Tactical Institutional Commodity Program
1.55 10,000k 4/1/1993
31 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.76 0k 11/1/1996
30 Mondiale Asset Management
Mondiale Trading Program
1.87 0k 9/1/1997
29 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.88 1/1/1989
28 Crabel Capital Management
Crabel Multi-Product
2.02 1,000k 3/1/1998
27 Millburn Corporation
Diversified Program
2.03 20,000k 2/1/1977
26 Lynx Asset Management AB
Lynx Program
2.36 75k 5/1/2000
25 Warrington Asset Management
Warrington Strategic Program
2.45 50k 1/1/1997
24 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.80 1,000k 9/1/1997
23 Spectrum Asset Management LLC
Global Diversified
2.82 2,000k 1/1/2001
22 Eclipse Capital Management
Global Monetary
2.88 5,000k 8/1/1990
20 NuWave Investment Management, LLC
NuWave Investment Partners LP
3.08 250k 6/1/2001
21 NuWave Investment Management, LLC
Combined Futures Portfolio
3.08 5,000k 6/1/2001
19 Transtrend B.V.
DTP – Standard Risk (EUR)
3.23 10,000k 2/1/1999
18 Trigon Investment Advisors, LLC
Foreign Exchange Program
3.25 5,000k 8/1/2000
17 Estlander & Partners
Global Markets
3.64 10,000k 8/1/1999
16 Conquest Capital Group
Conquest Macro
3.87 250k 5/1/1999
15 Saxon Investment Corporation
Diversified Program
3.95 3,000k 9/1/1988
14 Kinkopf Capital Management
KCM S&P (Proprietary)
4.09 100k 1/1/1999
13 Rabar Market Research
Diversified Program
4.20 2,000k 1/1/1989
12 Drury Capital
Diversified Trend-Following Program
4.82 5,000k 5/1/1997
11 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.86 10,000k 1/1/1995
10 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.03 10,000k 8/1/1999
9 Alder Capital DAC
Alder Global 10
5.77 2,500k 10/1/2000
8 DUNN Capital Management
DUNN Combined Fund (DCF)
6.08 100k 5/1/1989
7 LJM Partners
LJM Aggressive Strategy
6.65 500k 7/1/1998
6 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.73 100k 11/1/1984
5 Estlander & Partners
Global XL
7.42 5,000k 8/1/1991
4 Saxon Investment Corporation
Aggressive Diversified Program
8.11 2,000k 11/1/1993
3 Alder Capital DAC
Alder Global 20
12.52 2,500k 2/1/2001
2 Red Oak Commodity Advisors
Investment Program
13.26 5,000k 12/1/1989
1 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
18.97 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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