IASG CTA Index For April 2002

Monthly Rankings

Rank CTA/Program Apr 2002 Min Inv Inception
88 Saxon Investment Corporation
Aggressive Diversified Program
-15.01 2,000k 11/1/1993
87 RAM Management Group
MRTP Aggressive
-12.33 1,000k 2/1/1998
86 Di Tomasso Group Inc.
Equilibrium Program
-11.99 5,000k 1/1/2002
85 Clarke Capital Management
Global Magnum
-9.40 100k 8/1/1997
84 Quality Capital Management
Global Diversified Programme
-8.43 10,000k 12/1/1995
83 Saxon Investment Corporation
Diversified Program
-8.43 3,000k 9/1/1988
82 Kelly Angle Inc.
Genesis Program
-8.32 2,000k 4/1/2000
81 Clarke Capital Management
Global Basic
-8.17 50k 2/1/1996
80 Hawksbill Capital Management
Global Diversified
-8.14 5,000k 11/1/1988
79 Clarke Capital Management
Millennium
-8.12 1,000k 1/1/1998
78 Hyman Beck and Company
Global Portfolio
-6.80 1,000k 3/1/1991
77 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-6.25 200k 11/1/1999
76 Rabar Market Research
Diversified Program
-5.98 2,000k 1/1/1989
75 Superfund Group
Superfund Green Master
-5.98 2,000k 5/1/2001
74 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.93 100k 6/1/1994
73 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.71 100k 11/1/1984
72 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.45 100k 5/1/1989
71 Covenant Capital Management
Original Program
-5.32 5,000k 9/1/1999
70 Southwest Managed Investments, LLC
Global Diversified
-5.19 200k 1/1/2002
69 M.S. Capital Management
Global Diversified Program
-4.48 2,000k 11/1/1998
68 EMC Capital Advisors, LLC
Classic
-4.10 5,000k 1/1/1985
67 Witter & Lester, Inc.
Stock Index Futures Trading Program
-4.10 400k 1/1/1988
66 Winton Capital Management
Diversified
-3.76 50,000k 10/1/1997
65 RAM Management Group
RAM MRTP 1X-Conservative
-3.72 1,000k 9/1/1993
63 NuWave Investment Management, LLC
NuWave Investment Partners LP
-3.70 250k 6/1/2001
64 NuWave Investment Management, LLC
Combined Futures Portfolio
-3.70 5,000k 6/1/2001
62 Drury Capital
Diversified Trend-Following Program
-3.68 5,000k 5/1/1997
61 Tactical Investment Management
Tactical Institutional Commodity Program
-3.55 10,000k 4/1/1993
60 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-3.52 1,000k 3/1/1998
59 Mark J. Walsh Company
Standard Program
-3.49 2,000k 9/1/1985
58 Millburn Corporation
Diversified Program
-3.38 20,000k 2/1/1977
57 Estlander & Partners
Alpha Trend
-3.29 30,000k 10/1/1991
56 Chesapeake Capital
Diversified (LV)
-3.27 100k 2/1/1988
55 Rivoli Fund Management
Rivoli International Fund (V9)
-3.22 5,000k 1/1/2002
54 Superfund Group
Superfund Green Q-AG
-2.99 2k 3/1/1996
53 Clarke Capital Management
Worldwide
-2.94 250k 1/1/1996
52 FORT LP
Fort Global Diversified
-2.93 2,000k 10/1/1993
51 Dreiss Research Corporation
Diversified Program
-2.87 1,000k 5/1/1991
50 Alee Capital Management, LLC
Mistral Program
-2.72 2,500k 1/1/1999
49 Mondiale Asset Management
Mondiale Trading Program
-2.13 0k 9/1/1997
48 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.80 1,000k 9/1/1997
47 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.79 100k 1/1/2000
46 John Locke Investments
Cyril Systematic Program
-1.78 8,000k 7/1/2000
45 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.58 5,000k 10/1/1996
44 Kinkopf Capital Management
KCM S&P (Proprietary)
-1.46 100k 1/1/1999
43 Estlander & Partners
Global XL
-1.25 5,000k 8/1/1991
42 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.07 10,000k 8/1/1999
41 KMJ Investments
KMJ Investments
-1.03 1,000k 8/1/1994
40 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.99 10,000k 1/1/1995
39 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.71 1,000k 1/1/1999
38 Superfund Group
Superfund Green GCT USD
-0.64 15k 1/1/2000
37 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.59 10,000k 2/1/1999
36 Alder Capital DAC
Alder Global 10
-0.45 2,500k 10/1/2000
35 Estlander & Partners
Global Markets
-0.41 10,000k 8/1/1999
34 Witter & Lester, Inc.
Redstone
-0.37 500k 9/1/1994
33 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.19 10,000k 1/1/1991
32 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-0.11 2,000k 7/1/1992
31 Alder Capital DAC
Alder Global 20
-0.11 2,500k 2/1/2001
30 Strategic Ag Trading
SAT GRAINS
0.00 100k 4/1/2002
29 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.07 0k 11/1/1996
28 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
0.26 3,000k 10/1/1992
27 MERIT Alternative Investments GmbH
Futures Portfolio
0.32 2,000k 6/1/1998
26 Range Wise
Investment Program
0.51 250k 2/1/1991
25 Eclipse Capital Management
Global Monetary
0.52 5,000k 8/1/1990
24 Parizek Capital
Futures Trading Program
0.57 500k 4/1/2000
23 Briarwood Capital Management, Inc.
Diversified Trading Program
0.62 3,000k 7/1/2001
22 Northfield Trading
Diversified
0.80 2,000k 7/1/1989
21 C-View Limited
Currency Managed Account Program
0.89 5,000k 10/1/1996
20 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.94 1/1/1989
19 Warrington Asset Management
Warrington Strategic Program
1.44 50k 1/1/1997
18 ISAM
ISAM Systematic Trend Fund
1.47 1,000k 6/1/2001
17 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.55 100k 5/1/1999
16 Lynx Asset Management AB
Lynx Program
1.60 75k 5/1/2000
15 Spectrum Asset Management LLC
Global Diversified
1.62 2,000k 1/1/2001
14 IKOS
The IKOS Hedge Fund
1.95 10,000k 7/1/1998
13 LJM Partners
LJM Aggressive Strategy
2.08 500k 7/1/1998
12 Alee Capital Management, LLC
Poniente Program
2.72 2,500k 1/1/1999
11 Crabel Capital Management
Crabel Multi-Product
2.90 1,000k 3/1/1998
10 Conquest Capital Group
Conquest Macro
2.93 250k 5/1/1999
9 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
3.04 10,000k 1/1/2001
8 Rosetta Capital Management
Rosetta Trading Program
3.54 100k 4/1/2000
7 Eckhardt Trading Company
Evolution Strategies
3.92 20,000k 8/1/1991
6 Mobius Asset Management
Custom Trading Program
4.10 100k 1/1/2002
5 Eckhardt Trading Company
Evolution Strategies 1.2X
4.68 10,000k 10/1/1991
4 Ansbacher Investment Management
Market Neutral Put Skew Program
4.73 250k 1/1/1996
3 Abraham Trading Company
Diversified Program
4.99 10,000k 1/1/1988
2 Trigon Investment Advisors, LLC
Foreign Exchange Program
8.12 5,000k 8/1/2000
1 Red Oak Commodity Advisors
Investment Program
20.26 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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