IASG CTA Index For July 2001

Monthly Rankings

Rank CTA/Program Jul 2001 Min Inv Inception
83 Kelly Angle Inc.
Genesis Program
-10.02 2,000k 4/1/2000
82 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-9.49 200k 11/1/1999
81 Alee Capital Management, LLC
Poniente Program
-6.30 2,500k 1/1/1999
80 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-5.57 100k 1/1/2000
79 Millburn Corporation
Diversified Program
-5.02 20,000k 2/1/1977
78 Estlander & Partners
Global XL
-4.99 5,000k 8/1/1991
77 Covenant Capital Management
Original Program
-4.46 5,000k 9/1/1999
76 Alee Capital Management, LLC
Mistral Program
-4.33 2,500k 1/1/1999
75 Eclipse Capital Management
Global Monetary
-3.72 5,000k 8/1/1990
74 Drury Capital
Diversified Trend-Following Program
-3.66 5,000k 5/1/1997
73 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.65 100k 5/1/1989
72 John Locke Investments
Cyril Systematic Program
-3.59 8,000k 7/1/2000
71 Tactical Investment Management
Tactical Institutional Commodity Program
-3.37 10,000k 4/1/1993
70 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-3.25 2,000k 7/1/1992
69 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-3.20 0k 11/1/1996
68 Chesapeake Capital
Diversified (LV)
-3.06 100k 2/1/1988
67 Spectrum Asset Management LLC
Global Diversified
-2.99 2,000k 1/1/2001
66 Abraham Trading Company
Diversified Program
-2.85 10,000k 1/1/1988
65 FORT LP
Fort Global Diversified
-2.82 2,000k 10/1/1993
64 RAM Management Group
MRTP Aggressive
-2.66 1,000k 2/1/1998
63 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.50 5,000k 8/1/2000
62 Mondiale Asset Management
Mondiale Trading Program
-2.35 0k 9/1/1997
61 Estlander & Partners
Global Markets
-2.29 10,000k 8/1/1999
60 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-2.15 3,000k 10/1/1992
59 EMC Capital Advisors, LLC
Classic
-1.70 5,000k 1/1/1985
58 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.63 1/1/1989
57 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.61 1,000k 3/1/1998
56 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.49 10,000k 10/1/1991
55 Hyman Beck and Company
Global Portfolio
-1.45 1,000k 3/1/1991
54 Estlander & Partners
Alpha Trend
-1.45 30,000k 10/1/1991
53 Eckhardt Trading Company
Evolution Strategies
-1.42 20,000k 8/1/1991
52 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.35 100k 6/1/1994
51 RAM Management Group
RAM MRTP 1X-Conservative
-1.30 1,000k 9/1/1993
50 Mulvaney Capital Management
The Mulvaney Global Markets Program
-1.26 100k 5/1/1999
49 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-1.02 1,000k 1/1/1999
48 Ansbacher Investment Management
Market Neutral Put Skew Program
-1.00 250k 1/1/1996
47 MERIT Alternative Investments GmbH
Futures Portfolio
-0.88 2,000k 6/1/1998
46 Clarke Capital Management
Global Magnum
-0.78 100k 8/1/1997
45 KMJ Investments
KMJ Investments
-0.75 1,000k 8/1/1994
44 Rosetta Capital Management
Rosetta Trading Program
-0.61 100k 4/1/2000
43 Quality Capital Management
Global Diversified Programme
-0.52 10,000k 12/1/1995
42 Northfield Trading
Diversified
-0.50 2,000k 7/1/1989
41 Mark J. Walsh Company
Standard Program
-0.09 2,000k 9/1/1985
40 Briarwood Capital Management, Inc.
Diversified Trading Program
0.00 3,000k 7/1/2001
39 Alder Capital DAC
Alder Global 20
0.08 2,500k 2/1/2001
38 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
0.09 100k 11/1/1984
37 Clarke Capital Management
Worldwide
0.20 250k 1/1/1996
36 Clarke Capital Management
Global Basic
0.29 50k 2/1/1996
35 Witter & Lester, Inc.
Redstone
0.29 500k 9/1/1994
34 Alder Capital DAC
Alder Global 10
0.49 2,500k 10/1/2000
33 Rabar Market Research
Diversified Program
0.65 2,000k 1/1/1989
32 Warrington Asset Management
Warrington Strategic Program
0.66 50k 1/1/1997
31 Winton Capital Management
Diversified
0.66 50,000k 10/1/1997
30 Lynx Asset Management AB
Lynx Program
0.77 75k 5/1/2000
29 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.81 1,000k 9/1/1997
27 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.89 250k 6/1/2001
28 NuWave Investment Management, LLC
Combined Futures Portfolio
0.89 5,000k 6/1/2001
26 Superfund Group
Superfund Green GCT USD
1.11 15k 1/1/2000
25 Crabel Capital Management
Crabel Multi-Product
1.62 1,000k 3/1/1998
24 ISAM
ISAM Systematic Trend Fund
1.72 1,000k 6/1/2001
23 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.76 400k 1/1/1988
22 Parizek Capital
Futures Trading Program
1.79 500k 4/1/2000
21 Superfund Group
Superfund Green Q-AG
1.83 2k 3/1/1996
20 IKOS
The IKOS Hedge Fund
2.07 10,000k 7/1/1998
19 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.16 10,000k 1/1/1991
18 Clarke Capital Management
Millennium
2.26 1,000k 1/1/1998
17 C-View Limited
Currency Managed Account Program
2.36 5,000k 10/1/1996
16 Dreiss Research Corporation
Diversified Program
2.39 1,000k 5/1/1991
15 Rivoli Fund Management
Rivoli International Fund (MAP)
3.00 5,000k 10/1/1996
14 Transtrend B.V.
DTP – Standard Risk (EUR)
3.20 10,000k 2/1/1999
13 LJM Partners
LJM Aggressive Strategy
3.50 500k 7/1/1998
12 Conquest Capital Group
Conquest Macro
3.59 250k 5/1/1999
11 Superfund Group
Superfund Green Master
3.92 2,000k 5/1/2001
10 Saxon Investment Corporation
Diversified Program
4.50 3,000k 9/1/1988
9 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.72 10,000k 1/1/1995
8 Transtrend B.V.
DTP – Enhanced Risk (EUR)
4.78 10,000k 8/1/1999
7 M.S. Capital Management
Global Diversified Program
6.23 2,000k 11/1/1998
6 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
7.67 10,000k 1/1/2001
5 Red Oak Commodity Advisors
Investment Program
7.89 5,000k 12/1/1989
4 Saxon Investment Corporation
Aggressive Diversified Program
8.71 2,000k 11/1/1993
3 Hawksbill Capital Management
Global Diversified
11.41 5,000k 11/1/1988
2 Kinkopf Capital Management
KCM S&P (Proprietary)
11.49 100k 1/1/1999
1 Range Wise
Investment Program
12.06 250k 2/1/1991

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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