IASG CTA Index For February 2001

Monthly Rankings

Rank CTA/Program Feb 2001 Min Inv Inception
78 Red Oak Commodity Advisors
Investment Program
-18.94 5,000k 12/1/1989
77 Witter & Lester, Inc.
Stock Index Futures Trading Program
-12.24 400k 1/1/1988
76 Kinkopf Capital Management
KCM S&P (Proprietary)
-11.32 100k 1/1/1999
75 Conquest Capital Group
Conquest Macro
-5.64 250k 5/1/1999
74 Witter & Lester, Inc.
Redstone
-4.62 500k 9/1/1994
73 Parizek Capital
Futures Trading Program
-4.46 500k 4/1/2000
72 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.71 100k 1/1/2000
71 Mark J. Walsh Company
Standard Program
-3.67 2,000k 9/1/1985
70 Hawksbill Capital Management
Global Diversified
-3.53 5,000k 11/1/1988
69 Clarke Capital Management
Worldwide
-2.65 250k 1/1/1996
68 LJM Partners
LJM Aggressive Strategy
-2.61 500k 7/1/1998
67 Northfield Trading
Diversified
-2.30 2,000k 7/1/1989
66 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.20 5,000k 8/1/2000
65 RAM Management Group
MRTP Aggressive
-2.20 1,000k 2/1/1998
64 Range Wise
Investment Program
-1.83 250k 2/1/1991
63 Mondiale Asset Management
Mondiale Trading Program
-1.73 0k 9/1/1997
62 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.70 1,000k 9/1/1997
61 Estlander & Partners
Alpha Trend
-1.61 30,000k 10/1/1991
60 Saxon Investment Corporation
Aggressive Diversified Program
-1.52 2,000k 11/1/1993
59 Eclipse Capital Management
Global Monetary
-1.43 5,000k 8/1/1990
58 Crabel Capital Management
Crabel Multi-Product
-1.37 1,000k 3/1/1998
57 Millburn Corporation
Diversified Program
-1.32 20,000k 2/1/1977
56 Eckhardt Trading Company
Evolution Strategies
-1.07 20,000k 8/1/1991
55 RAM Management Group
RAM MRTP 1X-Conservative
-1.04 1,000k 9/1/1993
54 Warrington Asset Management
Warrington Strategic Program
-1.04 50k 1/1/1997
53 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.01 10,000k 10/1/1991
52 Saxon Investment Corporation
Diversified Program
-0.63 3,000k 9/1/1988
51 Covenant Capital Management
Original Program
-0.41 5,000k 9/1/1999
50 Alee Capital Management, LLC
Poniente Program
-0.38 2,500k 1/1/1999
49 John Locke Investments
Cyril Systematic Program
-0.15 8,000k 7/1/2000
48 Alder Capital DAC
Alder Global 20
0.00 2,500k 2/1/2001
47 KMJ Investments
KMJ Investments
0.08 1,000k 8/1/1994
46 Clarke Capital Management
Global Basic
0.22 50k 2/1/1996
45 Alder Capital DAC
Alder Global 10
0.25 2,500k 10/1/2000
44 Rabar Market Research
Diversified Program
0.27 2,000k 1/1/1989
43 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
0.55 100k 11/1/1984
42 Winton Capital Management
Diversified
0.56 50,000k 10/1/1997
41 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.60 10,000k 1/1/1995
40 Clarke Capital Management
Millennium
0.71 1,000k 1/1/1998
39 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.76 1,000k 1/1/1999
38 Transtrend B.V.
DTP – Standard Risk (EUR)
0.79 10,000k 2/1/1999
37 Spectrum Asset Management LLC
Global Diversified
0.82 2,000k 1/1/2001
36 Rivoli Fund Management
Rivoli International Fund (MAP)
0.95 5,000k 10/1/1996
35 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.18 10,000k 8/1/1999
34 C-View Limited
Currency Managed Account Program
1.41 5,000k 10/1/1996
33 Superfund Group
Superfund Green Q-AG
1.45 2k 3/1/1996
32 Kelly Angle Inc.
Genesis Program
1.61 2,000k 4/1/2000
31 IKOS
The IKOS Hedge Fund
1.70 10,000k 7/1/1998
30 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.74 10,000k 1/1/1991
29 EMC Capital Advisors, LLC
Classic
1.80 5,000k 1/1/1985
28 DUNN Capital Management
DUNN Combined Fund (DCF)
1.82 100k 5/1/1989
27 MERIT Alternative Investments GmbH
Futures Portfolio
2.05 2,000k 6/1/1998
26 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
2.11 10,000k 1/1/2001
25 Estlander & Partners
Global Markets
2.19 10,000k 8/1/1999
24 Tactical Investment Management
Tactical Institutional Commodity Program
2.46 10,000k 4/1/1993
23 Alee Capital Management, LLC
Mistral Program
2.49 2,500k 1/1/1999
22 Quality Capital Management
Global Diversified Programme
2.52 10,000k 12/1/1995
21 Lynx Asset Management AB
Lynx Program
2.69 75k 5/1/2000
20 Clarke Capital Management
Global Magnum
2.83 100k 8/1/1997
19 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
2.89 3,000k 10/1/1992
18 Abraham Trading Company
Diversified Program
2.99 10,000k 1/1/1988
17 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.33 0k 11/1/1996
16 DUNN Capital Management
D'Best Futures Fund, L.P.
3.45 100k 6/1/1994
15 FORT LP
Fort Global Diversified
3.73 2,000k 10/1/1993
14 Sunrise Capital Partners
Sunrise Expanded Diversified Program
3.74 1/1/1989
13 Chesapeake Capital
Diversified (LV)
3.75 100k 2/1/1988
12 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
3.96 2,000k 7/1/1992
11 Estlander & Partners
Global XL
4.19 5,000k 8/1/1991
10 Hyman Beck and Company
Global Portfolio
4.27 1,000k 3/1/1991
9 Ansbacher Investment Management
Market Neutral Put Skew Program
4.33 250k 1/1/1996
8 Dreiss Research Corporation
Diversified Program
4.53 1,000k 5/1/1991
7 Superfund Group
Superfund Green GCT USD
4.57 15k 1/1/2000
6 Drury Capital
Diversified Trend-Following Program
4.95 5,000k 5/1/1997
5 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.01 200k 11/1/1999
4 M.S. Capital Management
Global Diversified Program
5.34 2,000k 11/1/1998
3 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
6.03 1,000k 3/1/1998
2 Rosetta Capital Management
Rosetta Trading Program
9.51 100k 4/1/2000
1 Mulvaney Capital Management
The Mulvaney Global Markets Program
18.76 100k 5/1/1999

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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