IASG CTA Index For December 2002

Monthly Rankings

Rank CTA/Program Dec 2002 Min Inv Inception
91 Rosetta Capital Management
Rosetta Trading Program
-20.96 100k 4/1/2000
90 Kinkopf Capital Management
KCM S&P (Proprietary)
-19.00 100k 1/1/1999
89 Red Oak Commodity Advisors
Investment Program
-12.70 5,000k 12/1/1989
88 Di Tomasso Group Inc.
Equilibrium Program
-6.99 5,000k 1/1/2002
87 Strategic Ag Trading
SAT GRAINS
-3.65 100k 4/1/2002
86 Mondiale Asset Management
Mondiale Trading Program
-3.58 0k 9/1/1997
85 Alee Capital Management, LLC
Mistral Program
-2.23 2,500k 1/1/1999
84 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.15 1,000k 3/1/1998
83 IKOS
The IKOS Hedge Fund
-0.85 10,000k 7/1/1998
82 Range Wise
Investment Program
-0.25 250k 2/1/1991
81 C-View Limited
Currency Managed Account Program
0.14 5,000k 10/1/1996
80 Crabel Capital Management
Crabel Multi-Product
0.30 1,000k 3/1/1998
79 Dreiss Research Corporation
Diversified Program
0.37 1,000k 5/1/1991
78 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.64 1,000k 1/1/1999
77 KMJ Investments
KMJ Investments
0.73 1,000k 8/1/1994
76 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.76 100k 1/1/2000
75 Estlander & Partners
Alpha Trend
1.11 30,000k 10/1/1991
74 Witter & Lester, Inc.
Redstone
1.23 500k 9/1/1994
73 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.60 400k 1/1/1988
72 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.94 10,000k 1/1/2001
71 Northfield Trading
Diversified
2.00 2,000k 7/1/1989
70 Parizek Capital
Futures Trading Program
2.50 500k 4/1/2000
69 EMC Capital Advisors, LLC
Classic
2.90 5,000k 1/1/1985
68 Covenant Capital Management
Original Program
3.08 5,000k 9/1/1999
67 Alder Capital DAC
Alder Global 10
3.24 2,500k 10/1/2000
66 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.26 0k 11/1/1996
65 W.G. Wealth Guardian Ltd.
SAFI2 Program
4.06 1,000k 9/1/1997
64 Chesapeake Capital
Diversified (LV)
4.31 100k 2/1/1988
63 Transtrend B.V.
DTP – Standard Risk (EUR)
4.49 10,000k 2/1/1999
62 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
4.58 3,000k 10/1/1992
61 Lynx Asset Management AB
Lynx Program
4.73 75k 5/1/2000
60 M.S. Capital Management
Global Diversified Program
4.82 2,000k 11/1/1998
59 RAM Management Group
RAM MRTP 1X-Conservative
4.86 1,000k 9/1/1993
58 Rabar Market Research
Diversified Program
4.87 2,000k 1/1/1989
57 Estlander & Partners
Global Markets
4.94 10,000k 8/1/1999
56 Rivoli Fund Management
Rivoli International Fund (MAP)
5.09 5,000k 10/1/1996
55 Warrington Asset Management
Warrington Strategic Program
5.19 50k 1/1/1997
54 Alder Capital DAC
Alder Global 20
5.94 2,500k 2/1/2001
53 Alee Capital Management, LLC
Poniente Program
5.99 2,500k 1/1/1999
52 Sunrise Capital Partners
Sunrise Expanded Diversified Program
6.39 1/1/1989
51 Conquest Capital Group
Conquest Macro
6.50 250k 5/1/1999
50 Transtrend B.V.
DTP – Enhanced Risk (USD)
6.58 10,000k 1/1/1995
49 Transtrend B.V.
DTP – Enhanced Risk (EUR)
6.68 10,000k 8/1/1999
48 Eclipse Capital Management
Global Monetary
6.90 5,000k 8/1/1990
47 Millburn Corporation
Diversified Program
6.93 20,000k 2/1/1977
46 Spectrum Asset Management LLC
Global Diversified
7.05 2,000k 1/1/2001
45 Saxon Investment Corporation
Diversified Program
7.07 3,000k 9/1/1988
44 MERIT Alternative Investments GmbH
Futures Portfolio
7.13 2,000k 6/1/1998
43 Ansbacher Investment Management
Market Neutral Put Skew Program
7.39 250k 1/1/1996
42 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
7.50 2,000k 7/1/1992
41 Quality Capital Management
Global Diversified Programme
7.50 10,000k 12/1/1995
40 Mulvaney Capital Management
The Mulvaney Global Markets Program
7.80 100k 5/1/1999
39 Briarwood Capital Management, Inc.
Diversified Trading Program
7.87 3,000k 7/1/2001
38 Trigon Investment Advisors, LLC
Foreign Exchange Program
7.88 5,000k 8/1/2000
37 Southwest Managed Investments, LLC
Global Diversified
8.55 200k 1/1/2002
36 John Locke Investments
Cyril Systematic Program
8.80 8,000k 7/1/2000
35 Hyman Beck and Company
Global Portfolio
9.13 1,000k 3/1/1991
34 Tactical Investment Management
Tactical Institutional Commodity Program
9.58 10,000k 4/1/1993
33 Hawksbill Capital Management
Global Diversified
9.82 5,000k 11/1/1988
32 Rotella Capital Management
Rotella Polaris Program (Diversified)
10.11 10,000k 1/1/1991
31 Drury Capital
Diversified Trend-Following Program
10.19 5,000k 5/1/1997
30 Eckhardt Trading Company
Evolution Strategies
10.79 20,000k 8/1/1991
29 Estlander & Partners
Global XL
11.05 5,000k 8/1/1991
28 Saxon Investment Corporation
Aggressive Diversified Program
11.89 2,000k 11/1/1993
27 Eckhardt Trading Company
Evolution Strategies 1.2X
13.20 10,000k 10/1/1991
26 FORT LP
Fort Global Contrarian
13.35 2,000k 10/1/2002
25 Rivoli Fund Management
Rivoli International Fund (V9)
13.65 5,000k 1/1/2002
24 Superfund Group
Superfund Green L.P. Series A
13.65 5k 10/1/2002
23 Winton Capital Management
Diversified
14.16 50,000k 10/1/1997
22 DUNN Capital Management
DUNN Combined Fund (DCF)
14.21 100k 5/1/1989
21 ISAM
ISAM Systematic Trend Fund
14.80 1,000k 6/1/2001
20 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
15.16 200k 11/1/1999
18 NuWave Investment Management, LLC
NuWave Investment Partners LP
15.46 250k 6/1/2001
19 NuWave Investment Management, LLC
Combined Futures Portfolio
15.46 5,000k 6/1/2001
17 Clarke Capital Management
Worldwide
16.57 250k 1/1/1996
16 Superfund Group
Superfund Green Q-AG
16.58 2k 3/1/1996
15 LJM Partners
LJM Aggressive Strategy
16.68 500k 7/1/1998
14 Mark J. Walsh Company
Standard Program
17.23 2,000k 9/1/1985
13 Abraham Trading Company
Diversified Program
18.41 10,000k 1/1/1988
12 RAM Management Group
MRTP Aggressive
20.11 1,000k 2/1/1998
11 DUNN Capital Management
D'Best Futures Fund, L.P.
20.47 100k 6/1/1994
10 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
21.34 100k 11/1/1984
9 FORT LP
Fort Global Diversified
22.59 2,000k 10/1/1993
8 Superfund Group
Superfund Green L.P. Series B
23.18 5k 10/1/2002
7 Kelly Angle Inc.
Genesis Program
24.09 2,000k 4/1/2000
6 Superfund Group
Superfund Green GCT USD
24.42 15k 1/1/2000
5 Clarke Capital Management
Millennium
27.63 1,000k 1/1/1998
4 Mobius Asset Management
Custom Trading Program
28.20 100k 1/1/2002
3 Clarke Capital Management
Global Magnum
28.51 100k 8/1/1997
2 Superfund Group
Superfund Green Master
32.70 2,000k 5/1/2001
1 Clarke Capital Management
Global Basic
45.54 50k 2/1/1996

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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