IASG CTA Index For October 2002

Monthly Rankings

Rank CTA/Program Oct 2002 Min Inv Inception
91 Superfund Group
Superfund Green Master
-28.02 2,000k 5/1/2001
90 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-21.05 2,000k 7/1/1992
89 DUNN Capital Management
D'Best Futures Fund, L.P.
-17.65 100k 6/1/1994
88 Superfund Group
Superfund Green GCT USD
-17.23 15k 1/1/2000
87 DUNN Capital Management
DUNN Combined Fund (DCF)
-16.40 100k 5/1/1989
86 Kelly Angle Inc.
Genesis Program
-15.89 2,000k 4/1/2000
85 Ansbacher Investment Management
Market Neutral Put Skew Program
-15.04 250k 1/1/1996
84 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-15.01 200k 11/1/1999
83 Clarke Capital Management
Global Basic
-14.84 50k 2/1/1996
82 Superfund Group
Superfund Green Q-AG
-13.78 2k 3/1/1996
81 RAM Management Group
MRTP Aggressive
-13.60 1,000k 2/1/1998
80 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-12.92 3,000k 10/1/1992
79 Parizek Capital
Futures Trading Program
-12.31 500k 4/1/2000
78 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-12.27 100k 11/1/1984
77 EMC Capital Advisors, LLC
Classic
-12.00 5,000k 1/1/1985
76 Clarke Capital Management
Global Magnum
-11.24 100k 8/1/1997
75 Abraham Trading Company
Diversified Program
-10.19 10,000k 1/1/1988
74 Mark J. Walsh Company
Standard Program
-9.70 2,000k 9/1/1985
73 Drury Capital
Diversified Trend-Following Program
-9.42 5,000k 5/1/1997
72 Saxon Investment Corporation
Aggressive Diversified Program
-9.14 2,000k 11/1/1993
71 Eclipse Capital Management
Global Monetary
-9.00 5,000k 8/1/1990
70 FORT LP
Fort Global Diversified
-8.65 2,000k 10/1/1993
69 Winton Capital Management
Diversified
-7.96 50,000k 10/1/1997
68 Hawksbill Capital Management
Global Diversified
-7.95 5,000k 11/1/1988
67 Clarke Capital Management
Worldwide
-7.87 250k 1/1/1996
66 Mulvaney Capital Management
The Mulvaney Global Markets Program
-7.73 100k 5/1/1999
65 Clarke Capital Management
Millennium
-7.54 1,000k 1/1/1998
64 Quality Capital Management
Global Diversified Programme
-7.11 10,000k 12/1/1995
63 Alee Capital Management, LLC
Poniente Program
-7.10 2,500k 1/1/1999
62 Millburn Corporation
Diversified Program
-6.93 20,000k 2/1/1977
61 M.S. Capital Management
Global Diversified Program
-6.56 2,000k 11/1/1998
60 John Locke Investments
Cyril Systematic Program
-6.07 8,000k 7/1/2000
59 ISAM
ISAM Systematic Trend Fund
-5.88 1,000k 6/1/2001
58 Mobius Asset Management
Custom Trading Program
-5.50 100k 1/1/2002
57 Spectrum Asset Management LLC
Global Diversified
-5.17 2,000k 1/1/2001
56 Saxon Investment Corporation
Diversified Program
-4.95 3,000k 9/1/1988
55 Lynx Asset Management AB
Lynx Program
-4.56 75k 5/1/2000
54 Briarwood Capital Management, Inc.
Diversified Trading Program
-4.55 3,000k 7/1/2001
53 Rivoli Fund Management
Rivoli International Fund (MAP)
-4.50 5,000k 10/1/1996
52 Estlander & Partners
Alpha Trend
-4.42 30,000k 10/1/1991
51 Alee Capital Management, LLC
Mistral Program
-4.25 2,500k 1/1/1999
50 Estlander & Partners
Global XL
-4.04 5,000k 8/1/1991
49 Crabel Capital Management
Crabel Multi-Product
-3.89 1,000k 3/1/1998
48 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-3.87 0k 11/1/1996
47 Southwest Managed Investments, LLC
Global Diversified
-3.83 200k 1/1/2002
46 RAM Management Group
RAM MRTP 1X-Conservative
-3.75 1,000k 9/1/1993
45 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-3.74 1/1/1989
44 Rabar Market Research
Diversified Program
-3.54 2,000k 1/1/1989
43 Hyman Beck and Company
Global Portfolio
-3.17 1,000k 3/1/1991
42 Tactical Investment Management
Tactical Institutional Commodity Program
-3.01 10,000k 4/1/1993
40 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.87 250k 6/1/2001
41 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.87 5,000k 6/1/2001
39 Kinkopf Capital Management
KCM S&P (Proprietary)
-2.79 100k 1/1/1999
38 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.72 10,000k 1/1/1995
37 Chesapeake Capital
Diversified (LV)
-2.63 100k 2/1/1988
36 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.52 10,000k 8/1/1999
35 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.41 10,000k 10/1/1991
34 Warrington Asset Management
Warrington Strategic Program
-1.98 50k 1/1/1997
33 Estlander & Partners
Global Markets
-1.92 10,000k 8/1/1999
32 Eckhardt Trading Company
Evolution Strategies
-1.90 20,000k 8/1/1991
31 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.77 10,000k 1/1/1991
30 Rivoli Fund Management
Rivoli International Fund (V9)
-1.73 5,000k 1/1/2002
29 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.57 10,000k 2/1/1999
28 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.54 1,000k 9/1/1997
27 MERIT Alternative Investments GmbH
Futures Portfolio
-1.51 2,000k 6/1/1998
26 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.09 1,000k 3/1/1998
25 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.89 100k 1/1/2000
24 Alder Capital DAC
Alder Global 20
-0.76 2,500k 2/1/2001
23 Conquest Capital Group
Conquest Macro
-0.52 250k 5/1/1999
22 KMJ Investments
KMJ Investments
-0.32 1,000k 8/1/1994
21 C-View Limited
Currency Managed Account Program
-0.09 5,000k 10/1/1996
20 Dreiss Research Corporation
Diversified Program
-0.04 1,000k 5/1/1991
17 FORT LP
Fort Global Contrarian
0.00 2,000k 10/1/2002
18 Superfund Group
Superfund Green L.P. Series A
0.00 5k 10/1/2002
19 Superfund Group
Superfund Green L.P. Series B
0.00 5k 10/1/2002
16 Alder Capital DAC
Alder Global 10
0.15 2,500k 10/1/2000
15 Northfield Trading
Diversified
0.20 2,000k 7/1/1989
14 Witter & Lester, Inc.
Redstone
0.30 500k 9/1/1994
13 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.69 5,000k 8/1/2000
12 Mondiale Asset Management
Mondiale Trading Program
0.71 0k 9/1/1997
11 Capricorn Strategies Limited
Capricorn fxST (Lev1)
1.06 1,000k 1/1/1999
10 Strategic Ag Trading
SAT GRAINS
2.11 100k 4/1/2002
9 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
2.57 10,000k 1/1/2001
8 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.20 400k 1/1/1988
7 LJM Partners
LJM Aggressive Strategy
3.59 500k 7/1/1998
6 Covenant Capital Management
Original Program
4.42 5,000k 9/1/1999
5 IKOS
The IKOS Hedge Fund
4.83 10,000k 7/1/1998
4 Range Wise
Investment Program
9.73 250k 2/1/1991
3 Rosetta Capital Management
Rosetta Trading Program
14.44 100k 4/1/2000
2 Di Tomasso Group Inc.
Equilibrium Program
18.30 5,000k 1/1/2002
1 Red Oak Commodity Advisors
Investment Program
26.91 5,000k 12/1/1989

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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