IASG CTA Index For May 2001

Monthly Rankings

Rank CTA/Program May 2001 Min Inv Inception
79 Red Oak Commodity Advisors
Investment Program
-13.45 5,000k 12/1/1989
78 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-9.22 2,000k 7/1/1992
77 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-6.10 3,000k 10/1/1992
76 Mark J. Walsh Company
Standard Program
-4.52 2,000k 9/1/1985
75 Alee Capital Management, LLC
Poniente Program
-4.03 2,500k 1/1/1999
74 Northfield Trading
Diversified
-2.80 2,000k 7/1/1989
73 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-2.62 1,000k 3/1/1998
72 Winton Capital Management
Diversified
-2.61 50,000k 10/1/1997
71 IKOS
The IKOS Hedge Fund
-2.31 10,000k 7/1/1998
70 Rabar Market Research
Diversified Program
-1.98 2,000k 1/1/1989
69 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-1.64 1,000k 1/1/1999
68 Alder Capital DAC
Alder Global 20
-1.50 2,500k 2/1/2001
67 Chesapeake Capital
Diversified (LV)
-1.43 100k 2/1/1988
66 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-0.91 100k 11/1/1984
65 KMJ Investments
KMJ Investments
-0.91 1,000k 8/1/1994
64 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.83 400k 1/1/1988
63 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.77 10,000k 1/1/1991
62 Alder Capital DAC
Alder Global 10
-0.77 2,500k 10/1/2000
61 EMC Capital Advisors, LLC
Classic
-0.70 5,000k 1/1/1985
60 Range Wise
Investment Program
-0.69 250k 2/1/1991
59 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.66 100k 5/1/1999
58 Lynx Asset Management AB
Lynx Program
-0.49 75k 5/1/2000
57 Saxon Investment Corporation
Aggressive Diversified Program
-0.42 2,000k 11/1/1993
56 Eclipse Capital Management
Global Monetary
-0.29 5,000k 8/1/1990
55 Quality Capital Management
Global Diversified Programme
-0.27 10,000k 12/1/1995
54 Hawksbill Capital Management
Global Diversified
-0.11 5,000k 11/1/1988
53 Clarke Capital Management
Global Magnum
-0.10 100k 8/1/1997
52 Saxon Investment Corporation
Diversified Program
-0.10 3,000k 9/1/1988
51 Superfund Group
Superfund Green Master
0.00 2,000k 5/1/2001
50 Parizek Capital
Futures Trading Program
0.23 500k 4/1/2000
49 DUNN Capital Management
DUNN Combined Fund (DCF)
0.24 100k 5/1/1989
48 Spectrum Asset Management LLC
Global Diversified
0.25 2,000k 1/1/2001
47 Witter & Lester, Inc.
Redstone
0.34 500k 9/1/1994
46 FORT LP
Fort Global Diversified
0.34 2,000k 10/1/1993
45 MERIT Alternative Investments GmbH
Futures Portfolio
0.38 2,000k 6/1/1998
44 Rivoli Fund Management
Rivoli International Fund (MAP)
0.47 5,000k 10/1/1996
43 RAM Management Group
RAM MRTP 1X-Conservative
0.48 1,000k 9/1/1993
42 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.49 0k 11/1/1996
41 DUNN Capital Management
D'Best Futures Fund, L.P.
0.52 100k 6/1/1994
40 Dreiss Research Corporation
Diversified Program
0.55 1,000k 5/1/1991
39 Transtrend B.V.
DTP – Standard Risk (EUR)
0.86 10,000k 2/1/1999
38 Alee Capital Management, LLC
Mistral Program
1.10 2,500k 1/1/1999
37 Estlander & Partners
Alpha Trend
1.26 30,000k 10/1/1991
36 M.S. Capital Management
Global Diversified Program
1.27 2,000k 11/1/1998
35 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.29 10,000k 1/1/1995
34 Mondiale Asset Management
Mondiale Trading Program
1.53 0k 9/1/1997
33 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.62 10,000k 8/1/1999
32 Clarke Capital Management
Global Basic
1.68 50k 2/1/1996
31 Estlander & Partners
Global Markets
1.83 10,000k 8/1/1999
30 Millburn Corporation
Diversified Program
1.84 20,000k 2/1/1977
29 Superfund Group
Superfund Green GCT USD
1.89 15k 1/1/2000
28 Warrington Asset Management
Warrington Strategic Program
2.11 50k 1/1/1997
27 Estlander & Partners
Global XL
2.20 5,000k 8/1/1991
26 Drury Capital
Diversified Trend-Following Program
2.41 5,000k 5/1/1997
25 C-View Limited
Currency Managed Account Program
2.43 5,000k 10/1/1996
24 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
2.72 10,000k 1/1/2001
23 John Locke Investments
Cyril Systematic Program
2.72 8,000k 7/1/2000
22 Clarke Capital Management
Millennium
2.88 1,000k 1/1/1998
21 Tactical Investment Management
Tactical Institutional Commodity Program
3.04 10,000k 4/1/1993
20 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.18 1,000k 9/1/1997
19 Sunrise Capital Partners
Sunrise Expanded Diversified Program
3.27 1/1/1989
18 Eckhardt Trading Company
Evolution Strategies
3.40 20,000k 8/1/1991
17 Hyman Beck and Company
Global Portfolio
3.44 1,000k 3/1/1991
16 Conquest Capital Group
Conquest Macro
3.77 250k 5/1/1999
15 Clarke Capital Management
Worldwide
3.83 250k 1/1/1996
14 Covenant Capital Management
Original Program
3.84 5,000k 9/1/1999
13 RAM Management Group
MRTP Aggressive
3.88 1,000k 2/1/1998
12 Kinkopf Capital Management
KCM S&P (Proprietary)
4.02 100k 1/1/1999
11 Trigon Investment Advisors, LLC
Foreign Exchange Program
4.07 5,000k 8/1/2000
10 Eckhardt Trading Company
Evolution Strategies 1.2X
4.11 10,000k 10/1/1991
9 Superfund Group
Superfund Green Q-AG
4.32 2k 3/1/1996
8 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
4.89 200k 11/1/1999
7 Ansbacher Investment Management
Market Neutral Put Skew Program
5.07 250k 1/1/1996
6 Abraham Trading Company
Diversified Program
5.13 10,000k 1/1/1988
5 Crabel Capital Management
Crabel Multi-Product
5.27 1,000k 3/1/1998
4 Kelly Angle Inc.
Genesis Program
6.51 2,000k 4/1/2000
3 LJM Partners
LJM Aggressive Strategy
6.81 500k 7/1/1998
2 Rosetta Capital Management
Rosetta Trading Program
7.89 100k 4/1/2000
1 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
15.19 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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