IASG CTA Index For March 2001

Monthly Rankings

Rank CTA/Program Mar 2001 Min Inv Inception
78 Witter & Lester, Inc.
Stock Index Futures Trading Program
-7.90 400k 1/1/1988
77 IKOS
The IKOS Hedge Fund
-4.24 10,000k 7/1/1998
76 Range Wise
Investment Program
-4.05 250k 2/1/1991
75 Witter & Lester, Inc.
Redstone
-3.96 500k 9/1/1994
74 Saxon Investment Corporation
Aggressive Diversified Program
-2.87 2,000k 11/1/1993
73 Ansbacher Investment Management
Market Neutral Put Skew Program
-1.41 250k 1/1/1996
72 Saxon Investment Corporation
Diversified Program
-1.23 3,000k 9/1/1988
71 Red Oak Commodity Advisors
Investment Program
-1.15 5,000k 12/1/1989
70 Rosetta Capital Management
Rosetta Trading Program
-1.09 100k 4/1/2000
69 C-View Limited
Currency Managed Account Program
-0.57 5,000k 10/1/1996
68 Warrington Asset Management
Warrington Strategic Program
-0.26 50k 1/1/1997
67 RAM Management Group
RAM MRTP 1X-Conservative
-0.09 1,000k 9/1/1993
66 LJM Partners
LJM Aggressive Strategy
-0.02 500k 7/1/1998
65 Eckhardt Trading Company
Evolution Strategies
0.40 20,000k 8/1/1991
64 Eckhardt Trading Company
Evolution Strategies 1.2X
0.65 10,000k 10/1/1991
63 Mondiale Asset Management
Mondiale Trading Program
0.89 0k 9/1/1997
62 Capricorn Strategies Limited
Capricorn fxST (Lev1)
1.73 1,000k 1/1/1999
61 Hawksbill Capital Management
Global Diversified
2.25 5,000k 11/1/1988
60 Alee Capital Management, LLC
Poniente Program
2.62 2,500k 1/1/1999
59 Eclipse Capital Management
Global Monetary
2.63 5,000k 8/1/1990
58 Spectrum Asset Management LLC
Global Diversified
2.72 2,000k 1/1/2001
57 RAM Management Group
MRTP Aggressive
3.24 1,000k 2/1/1998
56 Transtrend B.V.
DTP – Standard Risk (EUR)
3.86 10,000k 2/1/1999
55 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.25 10,000k 1/1/1991
54 Crabel Capital Management
Crabel Multi-Product
4.25 1,000k 3/1/1998
53 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
4.28 10,000k 1/1/2001
52 W.G. Wealth Guardian Ltd.
SAFI2 Program
4.46 1,000k 9/1/1997
51 KMJ Investments
KMJ Investments
4.59 1,000k 8/1/1994
50 FORT LP
Fort Global Diversified
4.77 2,000k 10/1/1993
49 Rabar Market Research
Diversified Program
4.79 2,000k 1/1/1989
48 Northfield Trading
Diversified
4.80 2,000k 7/1/1989
47 Chesapeake Capital
Diversified (LV)
4.98 100k 2/1/1988
46 Clarke Capital Management
Worldwide
5.25 250k 1/1/1996
45 Trigon Investment Advisors, LLC
Foreign Exchange Program
5.26 5,000k 8/1/2000
44 Alder Capital DAC
Alder Global 10
5.39 2,500k 10/1/2000
43 Estlander & Partners
Alpha Trend
5.97 30,000k 10/1/1991
42 Transtrend B.V.
DTP – Enhanced Risk (EUR)
6.05 10,000k 8/1/1999
41 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
6.07 200k 11/1/1999
40 John Locke Investments
Cyril Systematic Program
6.10 8,000k 7/1/2000
39 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.26 100k 11/1/1984
38 DUNN Capital Management
DUNN Combined Fund (DCF)
6.32 100k 5/1/1989
37 Transtrend B.V.
DTP – Enhanced Risk (USD)
6.75 10,000k 1/1/1995
36 Winton Capital Management
Diversified
7.09 50,000k 10/1/1997
35 Lynx Asset Management AB
Lynx Program
7.09 75k 5/1/2000
34 Sunrise Capital Partners
Sunrise Expanded Diversified Program
7.27 1/1/1989
33 Dreiss Research Corporation
Diversified Program
8.51 1,000k 5/1/1991
32 Clarke Capital Management
Millennium
8.60 1,000k 1/1/1998
31 Estlander & Partners
Global Markets
8.72 10,000k 8/1/1999
30 Millburn Corporation
Diversified Program
8.80 20,000k 2/1/1977
29 MERIT Alternative Investments GmbH
Futures Portfolio
8.94 2,000k 6/1/1998
28 Rivoli Fund Management
Rivoli International Fund (MAP)
9.44 5,000k 10/1/1996
27 Superfund Group
Superfund Green GCT USD
9.95 15k 1/1/2000
26 Hyman Beck and Company
Global Portfolio
10.24 1,000k 3/1/1991
25 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
10.33 3,000k 10/1/1992
24 M.S. Capital Management
Global Diversified Program
10.43 2,000k 11/1/1998
23 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
10.45 1,000k 3/1/1998
22 Quality Capital Management
Global Diversified Programme
10.51 10,000k 12/1/1995
21 Alder Capital DAC
Alder Global 20
10.78 2,500k 2/1/2001
20 Covenant Capital Management
Original Program
11.16 5,000k 9/1/1999
19 Conquest Capital Group
Conquest Macro
11.99 250k 5/1/1999
18 Mark J. Walsh Company
Standard Program
12.14 2,000k 9/1/1985
17 Superfund Group
Superfund Green Q-AG
12.76 2k 3/1/1996
16 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
12.93 0k 11/1/1996
15 Alee Capital Management, LLC
Mistral Program
13.19 2,500k 1/1/1999
14 Mulvaney Capital Management
The Mulvaney Global Markets Program
13.46 100k 5/1/1999
13 Clarke Capital Management
Global Basic
13.88 50k 2/1/1996
12 Tactical Investment Management
Tactical Institutional Commodity Program
13.89 10,000k 4/1/1993
11 Parizek Capital
Futures Trading Program
14.02 500k 4/1/2000
10 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
14.40 100k 1/1/2000
9 Clarke Capital Management
Global Magnum
14.95 100k 8/1/1997
8 DUNN Capital Management
D'Best Futures Fund, L.P.
15.01 100k 6/1/1994
7 Abraham Trading Company
Diversified Program
15.17 10,000k 1/1/1988
6 Drury Capital
Diversified Trend-Following Program
15.48 5,000k 5/1/1997
5 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
15.83 2,000k 7/1/1992
4 Kelly Angle Inc.
Genesis Program
15.95 2,000k 4/1/2000
3 Kinkopf Capital Management
KCM S&P (Proprietary)
16.50 100k 1/1/1999
2 EMC Capital Advisors, LLC
Classic
17.00 5,000k 1/1/1985
1 Estlander & Partners
Global XL
17.30 5,000k 8/1/1991

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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