IASG CTA Index For August 2001

Monthly Rankings

Rank CTA/Program Aug 2001 Min Inv Inception
83 Rosetta Capital Management
Rosetta Trading Program
-9.79 100k 4/1/2000
82 Range Wise
Investment Program
-9.57 250k 2/1/1991
81 Red Oak Commodity Advisors
Investment Program
-8.66 5,000k 12/1/1989
80 Witter & Lester, Inc.
Stock Index Futures Trading Program
-6.94 400k 1/1/1988
79 Covenant Capital Management
Original Program
-3.60 5,000k 9/1/1999
78 Chesapeake Capital
Diversified (LV)
-3.40 100k 2/1/1988
77 Mondiale Asset Management
Mondiale Trading Program
-3.23 0k 9/1/1997
76 KMJ Investments
KMJ Investments
-3.08 1,000k 8/1/1994
75 Estlander & Partners
Alpha Trend
-2.89 30,000k 10/1/1991
74 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.78 100k 1/1/2000
73 Saxon Investment Corporation
Aggressive Diversified Program
-2.68 2,000k 11/1/1993
72 MERIT Alternative Investments GmbH
Futures Portfolio
-2.44 2,000k 6/1/1998
71 Clarke Capital Management
Worldwide
-2.16 250k 1/1/1996
70 IKOS
The IKOS Hedge Fund
-1.90 10,000k 7/1/1998
69 Rabar Market Research
Diversified Program
-1.64 2,000k 1/1/1989
68 Saxon Investment Corporation
Diversified Program
-1.51 3,000k 9/1/1988
67 M.S. Capital Management
Global Diversified Program
-1.14 2,000k 11/1/1998
66 Witter & Lester, Inc.
Redstone
-1.00 500k 9/1/1994
65 Crabel Capital Management
Crabel Multi-Product
-0.73 1,000k 3/1/1998
64 Clarke Capital Management
Millennium
-0.26 1,000k 1/1/1998
63 RAM Management Group
RAM MRTP 1X-Conservative
-0.02 1,000k 9/1/1993
62 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.00 100k 5/1/1999
61 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.12 0k 11/1/1996
60 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
0.26 2,000k 7/1/1992
59 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
0.29 3,000k 10/1/1992
58 Eclipse Capital Management
Global Monetary
0.38 5,000k 8/1/1990
57 Winton Capital Management
Diversified
0.56 50,000k 10/1/1997
56 LJM Partners
LJM Aggressive Strategy
0.60 500k 7/1/1998
54 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.95 250k 6/1/2001
55 NuWave Investment Management, LLC
Combined Futures Portfolio
0.95 5,000k 6/1/2001
53 Capricorn Strategies Limited
Capricorn fxST (Lev1)
1.40 1,000k 1/1/1999
52 Transtrend B.V.
DTP – Standard Risk (EUR)
1.43 10,000k 2/1/1999
51 Quality Capital Management
Global Diversified Programme
1.85 10,000k 12/1/1995
50 RAM Management Group
MRTP Aggressive
1.88 1,000k 2/1/1998
49 Dreiss Research Corporation
Diversified Program
1.90 1,000k 5/1/1991
48 C-View Limited
Currency Managed Account Program
1.96 5,000k 10/1/1996
47 Tactical Investment Management
Tactical Institutional Commodity Program
1.99 10,000k 4/1/1993
46 Drury Capital
Diversified Trend-Following Program
2.03 5,000k 5/1/1997
45 Estlander & Partners
Global Markets
2.16 10,000k 8/1/1999
44 Warrington Asset Management
Warrington Strategic Program
2.20 50k 1/1/1997
43 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.37 10,000k 1/1/1995
42 Sunrise Capital Partners
Sunrise Expanded Diversified Program
2.49 1/1/1989
41 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.51 10,000k 8/1/1999
40 Briarwood Capital Management, Inc.
Diversified Trading Program
2.97 3,000k 7/1/2001
39 Millburn Corporation
Diversified Program
3.29 20,000k 2/1/1977
38 Alder Capital DAC
Alder Global 10
3.39 2,500k 10/1/2000
37 Alder Capital DAC
Alder Global 20
3.42 2,500k 2/1/2001
36 Spectrum Asset Management LLC
Global Diversified
3.45 2,000k 1/1/2001
35 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.69 1,000k 9/1/1997
34 Estlander & Partners
Global XL
3.82 5,000k 8/1/1991
33 Parizek Capital
Futures Trading Program
3.97 500k 4/1/2000
32 Trigon Investment Advisors, LLC
Foreign Exchange Program
4.07 5,000k 8/1/2000
31 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.15 10,000k 1/1/1991
30 Alee Capital Management, LLC
Poniente Program
4.19 2,500k 1/1/1999
29 FORT LP
Fort Global Diversified
4.30 2,000k 10/1/1993
28 Northfield Trading
Diversified
4.40 2,000k 7/1/1989
27 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
4.49 10,000k 1/1/2001
26 John Locke Investments
Cyril Systematic Program
4.83 8,000k 7/1/2000
25 Conquest Capital Group
Conquest Macro
4.84 250k 5/1/1999
24 Rivoli Fund Management
Rivoli International Fund (MAP)
4.85 5,000k 10/1/1996
23 Abraham Trading Company
Diversified Program
4.89 10,000k 1/1/1988
22 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
5.17 1,000k 3/1/1998
21 Alee Capital Management, LLC
Mistral Program
5.22 2,500k 1/1/1999
20 Eckhardt Trading Company
Evolution Strategies
5.87 20,000k 8/1/1991
19 Kinkopf Capital Management
KCM S&P (Proprietary)
6.00 100k 1/1/1999
18 Superfund Group
Superfund Green Q-AG
6.15 2k 3/1/1996
17 EMC Capital Advisors, LLC
Classic
6.20 5,000k 1/1/1985
16 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.47 100k 11/1/1984
15 Clarke Capital Management
Global Magnum
6.87 100k 8/1/1997
14 Eckhardt Trading Company
Evolution Strategies 1.2X
7.03 10,000k 10/1/1991
13 ISAM
ISAM Systematic Trend Fund
7.18 1,000k 6/1/2001
12 Mark J. Walsh Company
Standard Program
7.19 2,000k 9/1/1985
11 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
7.34 200k 11/1/1999
10 Clarke Capital Management
Global Basic
7.39 50k 2/1/1996
9 Kelly Angle Inc.
Genesis Program
7.46 2,000k 4/1/2000
8 Hyman Beck and Company
Global Portfolio
7.90 1,000k 3/1/1991
7 Lynx Asset Management AB
Lynx Program
8.02 75k 5/1/2000
6 Superfund Group
Superfund Green GCT USD
10.27 15k 1/1/2000
5 Ansbacher Investment Management
Market Neutral Put Skew Program
11.09 250k 1/1/1996
4 Superfund Group
Superfund Green Master
11.76 2,000k 5/1/2001
3 DUNN Capital Management
DUNN Combined Fund (DCF)
14.62 100k 5/1/1989
2 Hawksbill Capital Management
Global Diversified
15.06 5,000k 11/1/1988
1 DUNN Capital Management
D'Best Futures Fund, L.P.
15.20 100k 6/1/1994

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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