IASG CTA Index For April 2001

Monthly Rankings

Rank CTA/Program Apr 2001 Min Inv Inception
78 DUNN Capital Management
D'Best Futures Fund, L.P.
-19.08 100k 6/1/1994
77 Ansbacher Investment Management
Market Neutral Put Skew Program
-19.02 250k 1/1/1996
76 Dreiss Research Corporation
Diversified Program
-18.44 1,000k 5/1/1991
75 Hawksbill Capital Management
Global Diversified
-16.21 5,000k 11/1/1988
74 Mulvaney Capital Management
The Mulvaney Global Markets Program
-15.25 100k 5/1/1999
73 Estlander & Partners
Global XL
-14.95 5,000k 8/1/1991
72 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-14.63 100k 1/1/2000
71 Kelly Angle Inc.
Genesis Program
-13.61 2,000k 4/1/2000
70 Superfund Group
Superfund Green Q-AG
-12.81 2k 3/1/1996
69 DUNN Capital Management
DUNN Combined Fund (DCF)
-12.81 100k 5/1/1989
68 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-12.71 0k 11/1/1996
67 Clarke Capital Management
Global Basic
-10.23 50k 2/1/1996
66 Abraham Trading Company
Diversified Program
-10.20 10,000k 1/1/1988
65 FORT LP
Fort Global Diversified
-9.53 2,000k 10/1/1993
64 Clarke Capital Management
Millennium
-9.51 1,000k 1/1/1998
63 Clarke Capital Management
Worldwide
-9.00 250k 1/1/1996
62 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.96 100k 11/1/1984
61 Hyman Beck and Company
Global Portfolio
-8.86 1,000k 3/1/1991
60 Mark J. Walsh Company
Standard Program
-8.69 2,000k 9/1/1985
59 Superfund Group
Superfund Green GCT USD
-8.61 15k 1/1/2000
58 Trigon Investment Advisors, LLC
Foreign Exchange Program
-7.77 5,000k 8/1/2000
57 Tactical Investment Management
Tactical Institutional Commodity Program
-7.74 10,000k 4/1/1993
56 M.S. Capital Management
Global Diversified Program
-7.54 2,000k 11/1/1998
55 Chesapeake Capital
Diversified (LV)
-7.50 100k 2/1/1988
54 Eclipse Capital Management
Global Monetary
-7.35 5,000k 8/1/1990
53 Clarke Capital Management
Global Magnum
-7.26 100k 8/1/1997
52 RAM Management Group
MRTP Aggressive
-6.97 1,000k 2/1/1998
51 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-6.96 2,000k 7/1/1992
50 Quality Capital Management
Global Diversified Programme
-6.88 10,000k 12/1/1995
49 Estlander & Partners
Global Markets
-6.84 10,000k 8/1/1999
48 EMC Capital Advisors, LLC
Classic
-6.80 5,000k 1/1/1985
47 Alee Capital Management, LLC
Mistral Program
-6.75 2,500k 1/1/1999
46 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-6.25 1/1/1989
45 Warrington Asset Management
Warrington Strategic Program
-6.02 50k 1/1/1997
44 Conquest Capital Group
Conquest Macro
-5.74 250k 5/1/1999
43 Covenant Capital Management
Original Program
-5.39 5,000k 9/1/1999
42 Winton Capital Management
Diversified
-5.31 50,000k 10/1/1997
41 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-5.04 10,000k 1/1/2001
40 Millburn Corporation
Diversified Program
-4.94 20,000k 2/1/1977
39 Lynx Asset Management AB
Lynx Program
-4.66 75k 5/1/2000
38 Rabar Market Research
Diversified Program
-4.64 2,000k 1/1/1989
37 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-4.23 3,000k 10/1/1992
36 Drury Capital
Diversified Trend-Following Program
-4.19 5,000k 5/1/1997
35 John Locke Investments
Cyril Systematic Program
-3.97 8,000k 7/1/2000
34 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.56 200k 11/1/1999
33 Estlander & Partners
Alpha Trend
-3.40 30,000k 10/1/1991
32 Saxon Investment Corporation
Aggressive Diversified Program
-3.20 2,000k 11/1/1993
31 Alder Capital DAC
Alder Global 20
-2.98 2,500k 2/1/2001
30 RAM Management Group
RAM MRTP 1X-Conservative
-2.88 1,000k 9/1/1993
29 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.79 10,000k 1/1/1991
28 Alder Capital DAC
Alder Global 10
-2.22 2,500k 10/1/2000
27 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.70 10,000k 8/1/1999
26 Northfield Trading
Diversified
-1.70 2,000k 7/1/1989
25 Spectrum Asset Management LLC
Global Diversified
-1.61 2,000k 1/1/2001
24 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.48 5,000k 10/1/1996
23 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.48 10,000k 1/1/1995
22 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.48 10,000k 2/1/1999
21 Saxon Investment Corporation
Diversified Program
-1.37 3,000k 9/1/1988
20 MERIT Alternative Investments GmbH
Futures Portfolio
-1.36 2,000k 6/1/1998
19 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.98 1,000k 9/1/1997
18 KMJ Investments
KMJ Investments
-0.49 1,000k 8/1/1994
17 Eckhardt Trading Company
Evolution Strategies
-0.48 20,000k 8/1/1991
16 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.38 10,000k 10/1/1991
15 Witter & Lester, Inc.
Redstone
-0.12 500k 9/1/1994
14 Rosetta Capital Management
Rosetta Trading Program
-0.01 100k 4/1/2000
13 Parizek Capital
Futures Trading Program
0.44 500k 4/1/2000
12 C-View Limited
Currency Managed Account Program
1.17 5,000k 10/1/1996
11 Capricorn Strategies Limited
Capricorn fxST (Lev1)
1.58 1,000k 1/1/1999
10 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.74 1,000k 3/1/1998
9 Mondiale Asset Management
Mondiale Trading Program
2.20 0k 9/1/1997
8 LJM Partners
LJM Aggressive Strategy
2.50 500k 7/1/1998
7 IKOS
The IKOS Hedge Fund
2.56 10,000k 7/1/1998
6 Alee Capital Management, LLC
Poniente Program
4.33 2,500k 1/1/1999
5 Red Oak Commodity Advisors
Investment Program
5.74 5,000k 12/1/1989
4 Range Wise
Investment Program
6.64 250k 2/1/1991
3 Crabel Capital Management
Crabel Multi-Product
6.64 1,000k 3/1/1998
2 Kinkopf Capital Management
KCM S&P (Proprietary)
10.34 100k 1/1/1999
1 Witter & Lester, Inc.
Stock Index Futures Trading Program
12.34 400k 1/1/1988

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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