IASG CTA Index For January 2002

Monthly Rankings

Rank CTA/Program Jan 2002 Min Inv Inception
87 RAM Management Group
MRTP Aggressive
-13.05 1,000k 2/1/1998
86 Winton Capital Management
Diversified
-10.13 50,000k 10/1/1997
85 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-9.65 100k 1/1/2000
84 Alee Capital Management, LLC
Mistral Program
-6.99 2,500k 1/1/1999
83 Mark J. Walsh Company
Standard Program
-6.57 2,000k 9/1/1985
82 Clarke Capital Management
Global Magnum
-5.85 100k 8/1/1997
81 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-5.63 0k 11/1/1996
80 Tactical Investment Management
Tactical Institutional Commodity Program
-5.52 10,000k 4/1/1993
79 Rosetta Capital Management
Rosetta Trading Program
-5.21 100k 4/1/2000
78 Estlander & Partners
Global XL
-5.04 5,000k 8/1/1991
77 Hawksbill Capital Management
Global Diversified
-4.97 5,000k 11/1/1988
76 Covenant Capital Management
Original Program
-4.93 5,000k 9/1/1999
75 EMC Capital Advisors, LLC
Classic
-4.70 5,000k 1/1/1985
74 Estlander & Partners
Alpha Trend
-4.60 30,000k 10/1/1991
73 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.38 200k 11/1/1999
72 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-4.37 2,000k 7/1/1992
71 Saxon Investment Corporation
Aggressive Diversified Program
-4.32 2,000k 11/1/1993
70 RAM Management Group
RAM MRTP 1X-Conservative
-3.57 1,000k 9/1/1993
69 Clarke Capital Management
Global Basic
-3.55 50k 2/1/1996
68 Clarke Capital Management
Millennium
-3.42 1,000k 1/1/1998
67 Dreiss Research Corporation
Diversified Program
-3.28 1,000k 5/1/1991
66 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.14 400k 1/1/1988
65 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-2.96 3,000k 10/1/1992
64 Hyman Beck and Company
Global Portfolio
-2.81 1,000k 3/1/1991
63 Kelly Angle Inc.
Genesis Program
-2.60 2,000k 4/1/2000
62 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-2.52 1/1/1989
61 Quality Capital Management
Global Diversified Programme
-2.49 10,000k 12/1/1995
60 Saxon Investment Corporation
Diversified Program
-2.40 3,000k 9/1/1988
59 MERIT Alternative Investments GmbH
Futures Portfolio
-2.34 2,000k 6/1/1998
57 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.33 250k 6/1/2001
58 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.33 5,000k 6/1/2001
56 Estlander & Partners
Global Markets
-2.28 10,000k 8/1/1999
55 Chesapeake Capital
Diversified (LV)
-2.11 100k 2/1/1988
54 John Locke Investments
Cyril Systematic Program
-2.11 8,000k 7/1/2000
53 W.G. Wealth Guardian Ltd.
SAFI2 Program
-2.10 1,000k 9/1/1997
52 M.S. Capital Management
Global Diversified Program
-1.76 2,000k 11/1/1998
51 Abraham Trading Company
Diversified Program
-1.73 10,000k 1/1/1988
50 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.58 10,000k 1/1/1991
49 Spectrum Asset Management LLC
Global Diversified
-1.51 2,000k 1/1/2001
48 Alee Capital Management, LLC
Poniente Program
-1.48 2,500k 1/1/1999
47 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.42 100k 6/1/1994
46 Clarke Capital Management
Worldwide
-1.31 250k 1/1/1996
45 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.28 5,000k 8/1/2000
44 FORT LP
Fort Global Diversified
-1.25 2,000k 10/1/1993
43 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.17 10,000k 1/1/1995
42 Red Oak Commodity Advisors
Investment Program
-1.14 5,000k 12/1/1989
41 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.04 10,000k 1/1/2001
40 Mondiale Asset Management
Mondiale Trading Program
-0.95 0k 9/1/1997
39 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.93 10,000k 8/1/1999
38 Rabar Market Research
Diversified Program
-0.72 2,000k 1/1/1989
37 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.70 10,000k 2/1/1999
36 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.61 1,000k 3/1/1998
35 Superfund Group
Superfund Green Q-AG
-0.59 2k 3/1/1996
34 IKOS
The IKOS Hedge Fund
-0.06 10,000k 7/1/1998
33 Superfund Group
Superfund Green Master
-0.02 2,000k 5/1/2001
28 Mobius Asset Management
Custom Trading Program
0.00 100k 1/1/2002
29 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.00 100k 5/1/1999
30 Rivoli Fund Management
Rivoli International Fund (V9)
0.00 5,000k 1/1/2002
31 Southwest Managed Investments, LLC
Global Diversified
0.00 200k 1/1/2002
32 Di Tomasso Group Inc.
Equilibrium Program
0.00 5,000k 1/1/2002
27 KMJ Investments
KMJ Investments
0.05 1,000k 8/1/1994
26 Witter & Lester, Inc.
Redstone
0.06 500k 9/1/1994
25 C-View Limited
Currency Managed Account Program
0.26 5,000k 10/1/1996
24 Lynx Asset Management AB
Lynx Program
0.40 75k 5/1/2000
23 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.41 1,000k 1/1/1999
22 Eclipse Capital Management
Global Monetary
0.42 5,000k 8/1/1990
21 Drury Capital
Diversified Trend-Following Program
0.52 5,000k 5/1/1997
20 DUNN Capital Management
DUNN Combined Fund (DCF)
0.66 100k 5/1/1989
19 Range Wise
Investment Program
0.71 250k 2/1/1991
18 ISAM
ISAM Systematic Trend Fund
0.96 1,000k 6/1/2001
17 Alder Capital DAC
Alder Global 10
0.99 2,500k 10/1/2000
16 Superfund Group
Superfund Green GCT USD
1.06 15k 1/1/2000
15 Crabel Capital Management
Crabel Multi-Product
1.25 1,000k 3/1/1998
14 Briarwood Capital Management, Inc.
Diversified Trading Program
1.29 3,000k 7/1/2001
13 Rivoli Fund Management
Rivoli International Fund (MAP)
1.34 5,000k 10/1/1996
12 Parizek Capital
Futures Trading Program
1.78 500k 4/1/2000
11 Millburn Corporation
Diversified Program
2.12 20,000k 2/1/1977
10 Northfield Trading
Diversified
2.30 2,000k 7/1/1989
9 Alder Capital DAC
Alder Global 20
2.47 2,500k 2/1/2001
8 Warrington Asset Management
Warrington Strategic Program
2.48 50k 1/1/1997
7 Eckhardt Trading Company
Evolution Strategies
2.69 20,000k 8/1/1991
6 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.03 100k 11/1/1984
5 Eckhardt Trading Company
Evolution Strategies 1.2X
3.22 10,000k 10/1/1991
4 Kinkopf Capital Management
KCM S&P (Proprietary)
3.81 100k 1/1/1999
3 Ansbacher Investment Management
Market Neutral Put Skew Program
5.29 250k 1/1/1996
2 Conquest Capital Group
Conquest Macro
6.14 250k 5/1/1999
1 LJM Partners
LJM Aggressive Strategy
6.40 500k 7/1/1998

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan