IASG CTA Index For February 2002

Monthly Rankings

Rank CTA/Program Feb 2002 Min Inv Inception
87 Hawksbill Capital Management
Global Diversified
-13.18 5,000k 11/1/1988
86 Alee Capital Management, LLC
Mistral Program
-10.64 2,500k 1/1/1999
85 EMC Capital Advisors, LLC
Classic
-9.80 5,000k 1/1/1985
84 John Locke Investments
Cyril Systematic Program
-9.00 8,000k 7/1/2000
83 Saxon Investment Corporation
Aggressive Diversified Program
-8.51 2,000k 11/1/1993
82 Northfield Trading
Diversified
-8.50 2,000k 7/1/1989
81 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.07 100k 11/1/1984
80 Clarke Capital Management
Global Basic
-8.07 50k 2/1/1996
79 Alee Capital Management, LLC
Poniente Program
-7.90 2,500k 1/1/1999
78 Conquest Capital Group
Conquest Macro
-7.58 250k 5/1/1999
77 Lynx Asset Management AB
Lynx Program
-7.30 75k 5/1/2000
76 RAM Management Group
MRTP Aggressive
-7.16 1,000k 2/1/1998
75 DUNN Capital Management
D'Best Futures Fund, L.P.
-7.15 100k 6/1/1994
74 Clarke Capital Management
Global Magnum
-6.95 100k 8/1/1997
73 Parizek Capital
Futures Trading Program
-6.77 500k 4/1/2000
72 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.74 100k 5/1/1989
71 Quality Capital Management
Global Diversified Programme
-6.54 10,000k 12/1/1995
70 Winton Capital Management
Diversified
-6.04 50,000k 10/1/1997
69 Briarwood Capital Management, Inc.
Diversified Trading Program
-5.92 3,000k 7/1/2001
68 Rivoli Fund Management
Rivoli International Fund (MAP)
-5.89 5,000k 10/1/1996
67 Trigon Investment Advisors, LLC
Foreign Exchange Program
-5.85 5,000k 8/1/2000
66 Clarke Capital Management
Millennium
-5.54 1,000k 1/1/1998
65 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.27 10,000k 10/1/1991
64 Kelly Angle Inc.
Genesis Program
-5.21 2,000k 4/1/2000
63 Di Tomasso Group Inc.
Equilibrium Program
-5.13 5,000k 1/1/2002
62 Eckhardt Trading Company
Evolution Strategies
-4.55 20,000k 8/1/1991
61 Saxon Investment Corporation
Diversified Program
-4.22 3,000k 9/1/1988
60 Millburn Corporation
Diversified Program
-4.20 20,000k 2/1/1977
59 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-4.20 1,000k 3/1/1998
58 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.04 200k 11/1/1999
57 Rabar Market Research
Diversified Program
-3.96 2,000k 1/1/1989
56 ISAM
ISAM Systematic Trend Fund
-3.84 1,000k 6/1/2001
55 Clarke Capital Management
Worldwide
-3.63 250k 1/1/1996
54 Mark J. Walsh Company
Standard Program
-3.63 2,000k 9/1/1985
53 Rivoli Fund Management
Rivoli International Fund (V9)
-3.17 5,000k 1/1/2002
52 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.87 0k 11/1/1996
51 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.86 10,000k 1/1/1991
50 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-2.83 1/1/1989
48 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.82 250k 6/1/2001
49 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.82 5,000k 6/1/2001
47 Superfund Group
Superfund Green GCT USD
-2.69 15k 1/1/2000
46 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-2.67 10,000k 1/1/2001
45 Superfund Group
Superfund Green Q-AG
-2.48 2k 3/1/1996
44 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-2.43 2,000k 7/1/1992
43 Crabel Capital Management
Crabel Multi-Product
-2.36 1,000k 3/1/1998
42 Estlander & Partners
Alpha Trend
-2.22 30,000k 10/1/1991
41 RAM Management Group
RAM MRTP 1X-Conservative
-2.15 1,000k 9/1/1993
40 KMJ Investments
KMJ Investments
-2.12 1,000k 8/1/1994
39 C-View Limited
Currency Managed Account Program
-1.93 5,000k 10/1/1996
38 Alder Capital DAC
Alder Global 20
-1.85 2,500k 2/1/2001
37 Chesapeake Capital
Diversified (LV)
-1.79 100k 2/1/1988
36 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-1.69 3,000k 10/1/1992
35 Southwest Managed Investments, LLC
Global Diversified
-1.66 200k 1/1/2002
34 Superfund Group
Superfund Green Master
-1.48 2,000k 5/1/2001
33 Hyman Beck and Company
Global Portfolio
-1.45 1,000k 3/1/1991
32 Drury Capital
Diversified Trend-Following Program
-1.32 5,000k 5/1/1997
31 Alder Capital DAC
Alder Global 10
-1.05 2,500k 10/1/2000
30 Mondiale Asset Management
Mondiale Trading Program
-1.03 0k 9/1/1997
29 Spectrum Asset Management LLC
Global Diversified
-0.95 2,000k 1/1/2001
28 IKOS
The IKOS Hedge Fund
-0.84 10,000k 7/1/1998
27 MERIT Alternative Investments GmbH
Futures Portfolio
-0.84 2,000k 6/1/1998
26 Eclipse Capital Management
Global Monetary
-0.79 5,000k 8/1/1990
25 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.69 10,000k 1/1/1995
24 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.44 10,000k 8/1/1999
23 M.S. Capital Management
Global Diversified Program
-0.34 2,000k 11/1/1998
22 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.19 10,000k 2/1/1999
21 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.10 400k 1/1/1988
20 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.00 100k 5/1/1999
19 Estlander & Partners
Global Markets
0.10 10,000k 8/1/1999
18 Estlander & Partners
Global XL
0.21 5,000k 8/1/1991
17 Range Wise
Investment Program
0.30 250k 2/1/1991
16 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.54 1,000k 9/1/1997
15 Tactical Investment Management
Tactical Institutional Commodity Program
0.90 10,000k 4/1/1993
14 Covenant Capital Management
Original Program
0.95 5,000k 9/1/1999
13 Warrington Asset Management
Warrington Strategic Program
1.10 50k 1/1/1997
12 Capricorn Strategies Limited
Capricorn fxST (Lev1)
1.15 1,000k 1/1/1999
11 Abraham Trading Company
Diversified Program
1.33 10,000k 1/1/1988
10 Witter & Lester, Inc.
Redstone
1.51 500k 9/1/1994
9 FORT LP
Fort Global Diversified
1.70 2,000k 10/1/1993
8 Mobius Asset Management
Custom Trading Program
1.80 100k 1/1/2002
7 Dreiss Research Corporation
Diversified Program
2.60 1,000k 5/1/1991
6 LJM Partners
LJM Aggressive Strategy
4.49 500k 7/1/1998
5 Red Oak Commodity Advisors
Investment Program
5.46 5,000k 12/1/1989
4 Ansbacher Investment Management
Market Neutral Put Skew Program
5.88 250k 1/1/1996
3 Rosetta Capital Management
Rosetta Trading Program
7.49 100k 4/1/2000
2 Kinkopf Capital Management
KCM S&P (Proprietary)
8.53 100k 1/1/1999
1 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
15.91 100k 1/1/2000

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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