IASG CTA Index For March 2002

Monthly Rankings

Rank CTA/Program Mar 2002 Min Inv Inception
87 Estlander & Partners
Global XL
-10.41 5,000k 8/1/1991
86 Red Oak Commodity Advisors
Investment Program
-9.20 5,000k 12/1/1989
85 Rivoli Fund Management
Rivoli International Fund (V9)
-9.18 5,000k 1/1/2002
84 Dreiss Research Corporation
Diversified Program
-8.85 1,000k 5/1/1991
83 Rosetta Capital Management
Rosetta Trading Program
-7.92 100k 4/1/2000
82 ISAM
ISAM Systematic Trend Fund
-7.75 1,000k 6/1/2001
81 Mulvaney Capital Management
The Mulvaney Global Markets Program
-7.52 100k 5/1/1999
80 Abraham Trading Company
Diversified Program
-6.62 10,000k 1/1/1988
79 Kinkopf Capital Management
KCM S&P (Proprietary)
-6.34 100k 1/1/1999
77 NuWave Investment Management, LLC
NuWave Investment Partners LP
-5.70 250k 6/1/2001
78 NuWave Investment Management, LLC
Combined Futures Portfolio
-5.70 5,000k 6/1/2001
76 Superfund Group
Superfund Green GCT USD
-5.46 15k 1/1/2000
75 Estlander & Partners
Global Markets
-5.19 10,000k 8/1/1999
74 Alder Capital DAC
Alder Global 20
-4.85 2,500k 2/1/2001
73 Hyman Beck and Company
Global Portfolio
-4.19 1,000k 3/1/1991
72 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.16 0k 11/1/1996
71 M.S. Capital Management
Global Diversified Program
-3.42 2,000k 11/1/1998
70 Alder Capital DAC
Alder Global 10
-2.50 2,500k 10/1/2000
69 MERIT Alternative Investments GmbH
Futures Portfolio
-2.47 2,000k 6/1/1998
68 Superfund Group
Superfund Green Master
-2.18 2,000k 5/1/2001
67 Drury Capital
Diversified Trend-Following Program
-2.05 5,000k 5/1/1997
66 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.72 100k 6/1/1994
65 Spectrum Asset Management LLC
Global Diversified
-1.59 2,000k 1/1/2001
64 Clarke Capital Management
Millennium
-1.58 1,000k 1/1/1998
63 Superfund Group
Superfund Green Q-AG
-1.44 2k 3/1/1996
62 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.13 200k 11/1/1999
61 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.10 10,000k 10/1/1991
60 Eckhardt Trading Company
Evolution Strategies
-0.99 20,000k 8/1/1991
59 Tactical Investment Management
Tactical Institutional Commodity Program
-0.43 10,000k 4/1/1993
58 IKOS
The IKOS Hedge Fund
-0.32 10,000k 7/1/1998
57 Eclipse Capital Management
Global Monetary
-0.29 5,000k 8/1/1990
56 Range Wise
Investment Program
-0.27 250k 2/1/1991
55 Southwest Managed Investments, LLC
Global Diversified
-0.08 200k 1/1/2002
54 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.30 1/1/1989
53 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.32 1,000k 3/1/1998
52 FORT LP
Fort Global Diversified
0.35 2,000k 10/1/1993
51 Warrington Asset Management
Warrington Strategic Program
0.40 50k 1/1/1997
50 DUNN Capital Management
DUNN Combined Fund (DCF)
0.55 100k 5/1/1989
49 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.57 1,000k 9/1/1997
48 Witter & Lester, Inc.
Redstone
0.64 500k 9/1/1994
47 KMJ Investments
KMJ Investments
0.69 1,000k 8/1/1994
46 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.80 10,000k 1/1/1991
45 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.82 1,000k 1/1/1999
44 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.85 5,000k 8/1/2000
43 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.89 10,000k 1/1/2001
42 Ansbacher Investment Management
Market Neutral Put Skew Program
0.92 250k 1/1/1996
41 Briarwood Capital Management, Inc.
Diversified Trading Program
0.96 3,000k 7/1/2001
40 Transtrend B.V.
DTP – Standard Risk (EUR)
1.11 10,000k 2/1/1999
39 Millburn Corporation
Diversified Program
1.17 20,000k 2/1/1977
38 C-View Limited
Currency Managed Account Program
1.29 5,000k 10/1/1996
37 Parizek Capital
Futures Trading Program
1.46 500k 4/1/2000
36 Alee Capital Management, LLC
Mistral Program
1.49 2,500k 1/1/1999
35 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.00 10,000k 1/1/1995
34 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.05 10,000k 8/1/1999
33 Alee Capital Management, LLC
Poniente Program
2.22 2,500k 1/1/1999
32 Rabar Market Research
Diversified Program
2.32 2,000k 1/1/1989
31 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
2.39 100k 11/1/1984
30 Chesapeake Capital
Diversified (LV)
2.43 100k 2/1/1988
29 Lynx Asset Management AB
Lynx Program
2.70 75k 5/1/2000
28 Mondiale Asset Management
Mondiale Trading Program
2.99 0k 9/1/1997
27 Crabel Capital Management
Crabel Multi-Product
3.01 1,000k 3/1/1998
26 Estlander & Partners
Alpha Trend
3.14 30,000k 10/1/1991
25 Mark J. Walsh Company
Standard Program
3.16 2,000k 9/1/1985
24 LJM Partners
LJM Aggressive Strategy
3.34 500k 7/1/1998
23 Clarke Capital Management
Global Magnum
3.69 100k 8/1/1997
22 Saxon Investment Corporation
Diversified Program
3.76 3,000k 9/1/1988
21 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
3.81 3,000k 10/1/1992
20 Clarke Capital Management
Worldwide
4.00 250k 1/1/1996
19 RAM Management Group
RAM MRTP 1X-Conservative
4.01 1,000k 9/1/1993
18 Rivoli Fund Management
Rivoli International Fund (MAP)
4.60 5,000k 10/1/1996
17 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.72 400k 1/1/1988
16 EMC Capital Advisors, LLC
Classic
5.30 5,000k 1/1/1985
15 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
5.43 2,000k 7/1/1992
14 Quality Capital Management
Global Diversified Programme
5.70 10,000k 12/1/1995
13 John Locke Investments
Cyril Systematic Program
5.90 8,000k 7/1/2000
12 Saxon Investment Corporation
Aggressive Diversified Program
7.89 2,000k 11/1/1993
11 Covenant Capital Management
Original Program
8.37 5,000k 9/1/1999
10 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
10.32 100k 1/1/2000
9 Kelly Angle Inc.
Genesis Program
10.87 2,000k 4/1/2000
8 Clarke Capital Management
Global Basic
11.17 50k 2/1/1996
7 Northfield Trading
Diversified
11.50 2,000k 7/1/1989
6 RAM Management Group
MRTP Aggressive
12.37 1,000k 2/1/1998
5 Winton Capital Management
Diversified
12.62 50,000k 10/1/1997
4 Hawksbill Capital Management
Global Diversified
17.07 5,000k 11/1/1988
3 Di Tomasso Group Inc.
Equilibrium Program
18.08 5,000k 1/1/2002
2 Conquest Capital Group
Conquest Macro
20.63 250k 5/1/1999
1 Mobius Asset Management
Custom Trading Program
25.30 100k 1/1/2002

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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