IASG CTA Index For November 2002

Monthly Rankings

Rank CTA/Program Nov 2002 Min Inv Inception
91 Saxon Investment Corporation
Aggressive Diversified Program
-20.54 2,000k 11/1/1993
90 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-12.70 100k 11/1/1984
89 Saxon Investment Corporation
Diversified Program
-11.60 3,000k 9/1/1988
88 DUNN Capital Management
D'Best Futures Fund, L.P.
-11.02 100k 6/1/1994
87 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-10.41 200k 11/1/1999
86 Superfund Group
Superfund Green Master
-10.24 2,000k 5/1/2001
85 DUNN Capital Management
DUNN Combined Fund (DCF)
-9.44 100k 5/1/1989
84 FORT LP
Fort Global Diversified
-8.98 2,000k 10/1/1993
82 NuWave Investment Management, LLC
NuWave Investment Partners LP
-8.77 250k 6/1/2001
83 NuWave Investment Management, LLC
Combined Futures Portfolio
-8.77 5,000k 6/1/2001
81 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-7.68 2,000k 7/1/1992
80 Kelly Angle Inc.
Genesis Program
-7.42 2,000k 4/1/2000
79 Superfund Group
Superfund Green Q-AG
-6.38 2k 3/1/1996
78 Drury Capital
Diversified Trend-Following Program
-5.97 5,000k 5/1/1997
77 Superfund Group
Superfund Green GCT USD
-5.94 15k 1/1/2000
76 Superfund Group
Superfund Green L.P. Series B
-5.84 5k 10/1/2002
75 ISAM
ISAM Systematic Trend Fund
-5.54 1,000k 6/1/2001
74 Clarke Capital Management
Millennium
-5.51 1,000k 1/1/1998
73 Quality Capital Management
Global Diversified Programme
-5.49 10,000k 12/1/1995
72 EMC Capital Advisors, LLC
Classic
-5.40 5,000k 1/1/1985
71 IKOS
The IKOS Hedge Fund
-5.25 10,000k 7/1/1998
70 Mulvaney Capital Management
The Mulvaney Global Markets Program
-5.08 100k 5/1/1999
69 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-5.06 1/1/1989
68 FORT LP
Fort Global Contrarian
-5.01 2,000k 10/1/2002
67 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-4.92 3,000k 10/1/1992
66 Southwest Managed Investments, LLC
Global Diversified
-4.68 200k 1/1/2002
65 Hawksbill Capital Management
Global Diversified
-4.47 5,000k 11/1/1988
64 Estlander & Partners
Global XL
-4.27 5,000k 8/1/1991
63 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.15 0k 11/1/1996
62 Rivoli Fund Management
Rivoli International Fund (V9)
-4.01 5,000k 1/1/2002
61 Clarke Capital Management
Global Basic
-4.01 50k 2/1/1996
60 Eclipse Capital Management
Global Monetary
-3.64 5,000k 8/1/1990
59 Superfund Group
Superfund Green L.P. Series A
-3.59 5k 10/1/2002
58 Millburn Corporation
Diversified Program
-3.53 20,000k 2/1/1977
57 Mark J. Walsh Company
Standard Program
-2.89 2,000k 9/1/1985
56 Lynx Asset Management AB
Lynx Program
-2.85 75k 5/1/2000
55 Ansbacher Investment Management
Market Neutral Put Skew Program
-2.55 250k 1/1/1996
54 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.51 3,000k 7/1/2001
53 Spectrum Asset Management LLC
Global Diversified
-2.51 2,000k 1/1/2001
52 Rivoli Fund Management
Rivoli International Fund (MAP)
-2.49 5,000k 10/1/1996
51 Parizek Capital
Futures Trading Program
-2.48 500k 4/1/2000
50 Clarke Capital Management
Worldwide
-2.40 250k 1/1/1996
49 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.37 10,000k 1/1/1991
48 Estlander & Partners
Global Markets
-2.09 10,000k 8/1/1999
47 Rabar Market Research
Diversified Program
-2.06 2,000k 1/1/1989
46 Abraham Trading Company
Diversified Program
-1.80 10,000k 1/1/1988
45 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.80 1,000k 9/1/1997
44 John Locke Investments
Cyril Systematic Program
-1.74 8,000k 7/1/2000
43 MERIT Alternative Investments GmbH
Futures Portfolio
-1.73 2,000k 6/1/1998
42 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.71 10,000k 1/1/1995
41 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.68 10,000k 8/1/1999
40 Warrington Asset Management
Warrington Strategic Program
-1.64 50k 1/1/1997
39 Chesapeake Capital
Diversified (LV)
-1.58 100k 2/1/1988
38 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-1.53 1,000k 1/1/1999
37 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.41 10,000k 10/1/1991
36 Eckhardt Trading Company
Evolution Strategies
-1.40 20,000k 8/1/1991
35 Alee Capital Management, LLC
Mistral Program
-1.24 2,500k 1/1/1999
34 Northfield Trading
Diversified
-1.00 2,000k 7/1/1989
33 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.92 10,000k 2/1/1999
32 Hyman Beck and Company
Global Portfolio
-0.88 1,000k 3/1/1991
31 Di Tomasso Group Inc.
Equilibrium Program
-0.81 5,000k 1/1/2002
30 Winton Capital Management
Diversified
-0.69 50,000k 10/1/1997
29 Estlander & Partners
Alpha Trend
-0.43 30,000k 10/1/1991
28 Strategic Ag Trading
SAT GRAINS
-0.31 100k 4/1/2002
27 Dreiss Research Corporation
Diversified Program
-0.06 1,000k 5/1/1991
26 Alee Capital Management, LLC
Poniente Program
0.23 2,500k 1/1/1999
25 Alder Capital DAC
Alder Global 10
0.33 2,500k 10/1/2000
24 Witter & Lester, Inc.
Redstone
0.45 500k 9/1/1994
23 KMJ Investments
KMJ Investments
0.56 1,000k 8/1/1994
22 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.75 10,000k 1/1/2001
21 C-View Limited
Currency Managed Account Program
0.76 5,000k 10/1/1996
20 M.S. Capital Management
Global Diversified Program
0.82 2,000k 11/1/1998
19 Alder Capital DAC
Alder Global 20
1.01 2,500k 2/1/2001
18 RAM Management Group
RAM MRTP 1X-Conservative
1.08 1,000k 9/1/1993
17 Trigon Investment Advisors, LLC
Foreign Exchange Program
1.37 5,000k 8/1/2000
16 Mondiale Asset Management
Mondiale Trading Program
1.38 0k 9/1/1997
15 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.57 1,000k 3/1/1998
14 Mobius Asset Management
Custom Trading Program
1.90 100k 1/1/2002
13 Clarke Capital Management
Global Magnum
2.04 100k 8/1/1997
12 Conquest Capital Group
Conquest Macro
2.08 250k 5/1/1999
11 Tactical Investment Management
Tactical Institutional Commodity Program
2.27 10,000k 4/1/1993
10 Covenant Capital Management
Original Program
2.82 5,000k 9/1/1999
9 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
3.22 100k 1/1/2000
8 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.18 400k 1/1/1988
7 Crabel Capital Management
Crabel Multi-Product
4.34 1,000k 3/1/1998
6 RAM Management Group
MRTP Aggressive
5.30 1,000k 2/1/1998
5 LJM Partners
LJM Aggressive Strategy
5.65 500k 7/1/1998
4 Kinkopf Capital Management
KCM S&P (Proprietary)
9.11 100k 1/1/1999
3 Range Wise
Investment Program
11.56 250k 2/1/1991
2 Red Oak Commodity Advisors
Investment Program
15.37 5,000k 12/1/1989
1 Rosetta Capital Management
Rosetta Trading Program
59.95 100k 4/1/2000

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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