IASG CTA Index For September 2001

Monthly Rankings

Rank CTA/Program Sep 2001 Min Inv Inception
83 LJM Partners
LJM Aggressive Strategy
-24.25 500k 7/1/1998
82 Red Oak Commodity Advisors
Investment Program
-14.00 5,000k 12/1/1989
81 Crabel Capital Management
Crabel Multi-Product
-9.81 1,000k 3/1/1998
80 Witter & Lester, Inc.
Stock Index Futures Trading Program
-9.52 400k 1/1/1988
79 Alder Capital DAC
Alder Global 20
-6.93 2,500k 2/1/2001
78 Covenant Capital Management
Original Program
-6.92 5,000k 9/1/1999
77 Warrington Asset Management
Warrington Strategic Program
-6.15 50k 1/1/1997
76 Clarke Capital Management
Global Basic
-5.64 50k 2/1/1996
75 Alder Capital DAC
Alder Global 10
-3.98 2,500k 10/1/2000
74 Kinkopf Capital Management
KCM S&P (Proprietary)
-3.97 100k 1/1/1999
73 Alee Capital Management, LLC
Poniente Program
-3.95 2,500k 1/1/1999
72 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.39 10,000k 10/1/1991
71 Eckhardt Trading Company
Evolution Strategies
-3.28 20,000k 8/1/1991
70 Witter & Lester, Inc.
Redstone
-3.01 500k 9/1/1994
69 Millburn Corporation
Diversified Program
-2.69 20,000k 2/1/1977
68 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-2.67 10,000k 1/1/2001
67 Clarke Capital Management
Global Magnum
-1.31 100k 8/1/1997
65 NuWave Investment Management, LLC
NuWave Investment Partners LP
-1.31 250k 6/1/2001
66 NuWave Investment Management, LLC
Combined Futures Portfolio
-1.31 5,000k 6/1/2001
64 Range Wise
Investment Program
-1.20 250k 2/1/1991
63 KMJ Investments
KMJ Investments
-1.16 1,000k 8/1/1994
62 Conquest Capital Group
Conquest Macro
-1.12 250k 5/1/1999
61 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.94 5,000k 8/1/2000
60 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.50 1,000k 9/1/1997
59 Northfield Trading
Diversified
-0.40 2,000k 7/1/1989
58 Clarke Capital Management
Millennium
-0.23 1,000k 1/1/1998
57 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.00 100k 5/1/1999
56 IKOS
The IKOS Hedge Fund
0.31 10,000k 7/1/1998
55 Clarke Capital Management
Worldwide
0.51 250k 1/1/1996
54 C-View Limited
Currency Managed Account Program
0.56 5,000k 10/1/1996
53 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.95 1,000k 3/1/1998
52 Saxon Investment Corporation
Diversified Program
1.09 3,000k 9/1/1988
51 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.13 100k 11/1/1984
50 Saxon Investment Corporation
Aggressive Diversified Program
1.29 2,000k 11/1/1993
49 MERIT Alternative Investments GmbH
Futures Portfolio
1.89 2,000k 6/1/1998
48 Rabar Market Research
Diversified Program
2.02 2,000k 1/1/1989
47 John Locke Investments
Cyril Systematic Program
2.21 8,000k 7/1/2000
46 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
2.36 3,000k 10/1/1992
45 Capricorn Strategies Limited
Capricorn fxST (Lev1)
2.75 1,000k 1/1/1999
44 Kelly Angle Inc.
Genesis Program
2.92 2,000k 4/1/2000
43 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.92 100k 1/1/2000
42 RAM Management Group
RAM MRTP 1X-Conservative
3.02 1,000k 9/1/1993
41 Briarwood Capital Management, Inc.
Diversified Trading Program
3.45 3,000k 7/1/2001
40 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
3.48 2,000k 7/1/1992
39 Spectrum Asset Management LLC
Global Diversified
3.90 2,000k 1/1/2001
38 Mondiale Asset Management
Mondiale Trading Program
4.47 0k 9/1/1997
37 Winton Capital Management
Diversified
4.64 50,000k 10/1/1997
36 Rivoli Fund Management
Rivoli International Fund (MAP)
4.92 5,000k 10/1/1996
35 Ansbacher Investment Management
Market Neutral Put Skew Program
4.98 250k 1/1/1996
34 Transtrend B.V.
DTP – Standard Risk (EUR)
5.23 10,000k 2/1/1999
33 Tactical Investment Management
Tactical Institutional Commodity Program
5.29 10,000k 4/1/1993
32 Estlander & Partners
Global Markets
5.34 10,000k 8/1/1999
31 Alee Capital Management, LLC
Mistral Program
5.57 2,500k 1/1/1999
30 Eclipse Capital Management
Global Monetary
5.97 5,000k 8/1/1990
29 Estlander & Partners
Alpha Trend
5.99 30,000k 10/1/1991
28 Drury Capital
Diversified Trend-Following Program
6.23 5,000k 5/1/1997
27 DUNN Capital Management
DUNN Combined Fund (DCF)
6.37 100k 5/1/1989
26 Lynx Asset Management AB
Lynx Program
6.81 75k 5/1/2000
25 Rotella Capital Management
Rotella Polaris Program (Diversified)
7.04 10,000k 1/1/1991
24 Mark J. Walsh Company
Standard Program
7.06 2,000k 9/1/1985
23 Chesapeake Capital
Diversified (LV)
7.15 100k 2/1/1988
22 Sunrise Capital Partners
Sunrise Expanded Diversified Program
7.36 1/1/1989
21 Transtrend B.V.
DTP – Enhanced Risk (USD)
7.82 10,000k 1/1/1995
20 Transtrend B.V.
DTP – Enhanced Risk (EUR)
8.33 10,000k 8/1/1999
19 ISAM
ISAM Systematic Trend Fund
8.37 1,000k 6/1/2001
18 M.S. Capital Management
Global Diversified Program
8.72 2,000k 11/1/1998
17 RAM Management Group
MRTP Aggressive
8.97 1,000k 2/1/1998
16 Abraham Trading Company
Diversified Program
9.28 10,000k 1/1/1988
15 Parizek Capital
Futures Trading Program
9.66 500k 4/1/2000
14 Quality Capital Management
Global Diversified Programme
9.84 10,000k 12/1/1995
13 FORT LP
Fort Global Diversified
10.04 2,000k 10/1/1993
12 Hawksbill Capital Management
Global Diversified
10.39 5,000k 11/1/1988
11 DUNN Capital Management
D'Best Futures Fund, L.P.
11.19 100k 6/1/1994
10 Estlander & Partners
Global XL
11.42 5,000k 8/1/1991
9 EMC Capital Advisors, LLC
Classic
13.00 5,000k 1/1/1985
8 Hyman Beck and Company
Global Portfolio
13.37 1,000k 3/1/1991
7 Superfund Group
Superfund Green Q-AG
15.41 2k 3/1/1996
6 Dreiss Research Corporation
Diversified Program
16.35 1,000k 5/1/1991
5 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
18.43 0k 11/1/1996
4 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
20.94 200k 11/1/1999
3 Superfund Group
Superfund Green GCT USD
28.42 15k 1/1/2000
2 Rosetta Capital Management
Rosetta Trading Program
31.75 100k 4/1/2000
1 Superfund Group
Superfund Green Master
38.38 2,000k 5/1/2001

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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