IASG CTA Index For June 2001

Monthly Rankings

Rank CTA/Program Jun 2001 Min Inv Inception
82 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-10.94 100k 1/1/2000
81 DUNN Capital Management
DUNN Combined Fund (DCF)
-9.68 100k 5/1/1989
80 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.31 100k 11/1/1984
79 Rosetta Capital Management
Rosetta Trading Program
-7.37 100k 4/1/2000
78 Clarke Capital Management
Global Basic
-6.54 50k 2/1/1996
77 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.22 100k 6/1/1994
76 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-6.10 200k 11/1/1999
75 Clarke Capital Management
Worldwide
-5.68 250k 1/1/1996
74 Clarke Capital Management
Millennium
-5.37 1,000k 1/1/1998
73 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-5.30 0k 11/1/1996
72 Witter & Lester, Inc.
Stock Index Futures Trading Program
-4.74 400k 1/1/1988
71 Hyman Beck and Company
Global Portfolio
-4.59 1,000k 3/1/1991
70 Trigon Investment Advisors, LLC
Foreign Exchange Program
-4.36 5,000k 8/1/2000
69 Range Wise
Investment Program
-4.15 250k 2/1/1991
68 Kelly Angle Inc.
Genesis Program
-3.70 2,000k 4/1/2000
67 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.54 10,000k 10/1/1991
66 John Locke Investments
Cyril Systematic Program
-3.39 8,000k 7/1/2000
65 Eckhardt Trading Company
Evolution Strategies
-3.28 20,000k 8/1/1991
64 Mark J. Walsh Company
Standard Program
-3.24 2,000k 9/1/1985
63 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-2.84 10,000k 1/1/2001
62 Lynx Asset Management AB
Lynx Program
-2.68 75k 5/1/2000
61 Winton Capital Management
Diversified
-2.66 50,000k 10/1/1997
60 Conquest Capital Group
Conquest Macro
-2.32 250k 5/1/1999
59 Northfield Trading
Diversified
-2.00 2,000k 7/1/1989
58 Millburn Corporation
Diversified Program
-1.96 20,000k 2/1/1977
57 Rabar Market Research
Diversified Program
-1.84 2,000k 1/1/1989
56 Estlander & Partners
Alpha Trend
-1.81 30,000k 10/1/1991
55 Alee Capital Management, LLC
Mistral Program
-1.62 2,500k 1/1/1999
54 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.36 10,000k 1/1/1995
53 Dreiss Research Corporation
Diversified Program
-1.34 1,000k 5/1/1991
52 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.27 1/1/1989
51 FORT LP
Fort Global Diversified
-1.06 2,000k 10/1/1993
50 KMJ Investments
KMJ Investments
-1.00 1,000k 8/1/1994
49 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.99 1,000k 9/1/1997
48 Quality Capital Management
Global Diversified Programme
-0.92 10,000k 12/1/1995
47 Clarke Capital Management
Global Magnum
-0.71 100k 8/1/1997
46 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.61 10,000k 8/1/1999
45 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.56 10,000k 2/1/1999
44 Warrington Asset Management
Warrington Strategic Program
-0.25 50k 1/1/1997
43 EMC Capital Advisors, LLC
Classic
-0.20 5,000k 1/1/1985
42 MERIT Alternative Investments GmbH
Futures Portfolio
-0.18 2,000k 6/1/1998
41 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-0.15 3,000k 10/1/1992
40 Crabel Capital Management
Crabel Multi-Product
-0.02 1,000k 3/1/1998
39 Witter & Lester, Inc.
Redstone
-0.01 500k 9/1/1994
36 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.00 250k 6/1/2001
37 NuWave Investment Management, LLC
Combined Futures Portfolio
0.00 5,000k 6/1/2001
38 ISAM
ISAM Systematic Trend Fund
0.00 1,000k 6/1/2001
35 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.05 10,000k 1/1/1991
34 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
0.08 2,000k 7/1/1992
33 Hawksbill Capital Management
Global Diversified
0.14 5,000k 11/1/1988
32 Chesapeake Capital
Diversified (LV)
0.16 100k 2/1/1988
31 Mondiale Asset Management
Mondiale Trading Program
0.34 0k 9/1/1997
30 Estlander & Partners
Global Markets
0.37 10,000k 8/1/1999
29 Superfund Group
Superfund Green Q-AG
0.39 2k 3/1/1996
28 Estlander & Partners
Global XL
0.69 5,000k 8/1/1991
27 Spectrum Asset Management LLC
Global Diversified
0.71 2,000k 1/1/2001
26 IKOS
The IKOS Hedge Fund
0.81 10,000k 7/1/1998
25 RAM Management Group
RAM MRTP 1X-Conservative
1.37 1,000k 9/1/1993
24 Rivoli Fund Management
Rivoli International Fund (MAP)
1.48 5,000k 10/1/1996
23 Alder Capital DAC
Alder Global 10
1.48 2,500k 10/1/2000
22 Eclipse Capital Management
Global Monetary
1.56 5,000k 8/1/1990
21 M.S. Capital Management
Global Diversified Program
1.67 2,000k 11/1/1998
20 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.85 1,000k 3/1/1998
19 Alee Capital Management, LLC
Poniente Program
1.88 2,500k 1/1/1999
18 Covenant Capital Management
Original Program
2.21 5,000k 9/1/1999
17 Parizek Capital
Futures Trading Program
2.22 500k 4/1/2000
16 Capricorn Strategies Limited
Capricorn fxST (Lev1)
2.33 1,000k 1/1/1999
15 Superfund Group
Superfund Green Master
2.42 2,000k 5/1/2001
14 Alder Capital DAC
Alder Global 20
2.53 2,500k 2/1/2001
13 C-View Limited
Currency Managed Account Program
2.55 5,000k 10/1/1996
12 Saxon Investment Corporation
Diversified Program
3.05 3,000k 9/1/1988
11 Tactical Investment Management
Tactical Institutional Commodity Program
3.61 10,000k 4/1/1993
10 LJM Partners
LJM Aggressive Strategy
3.71 500k 7/1/1998
9 Ansbacher Investment Management
Market Neutral Put Skew Program
3.91 250k 1/1/1996
8 RAM Management Group
MRTP Aggressive
4.34 1,000k 2/1/1998
7 Abraham Trading Company
Diversified Program
4.47 10,000k 1/1/1988
6 Saxon Investment Corporation
Aggressive Diversified Program
4.91 2,000k 11/1/1993
5 Drury Capital
Diversified Trend-Following Program
4.97 5,000k 5/1/1997
4 Superfund Group
Superfund Green GCT USD
5.02 15k 1/1/2000
3 Mulvaney Capital Management
The Mulvaney Global Markets Program
5.39 100k 5/1/1999
2 Red Oak Commodity Advisors
Investment Program
11.51 5,000k 12/1/1989
1 Kinkopf Capital Management
KCM S&P (Proprietary)
17.83 100k 1/1/1999

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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