IASG CTA Index For May 2002

Monthly Rankings

Rank CTA/Program May 2002 Min Inv Inception
88 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-8.76 2,000k 7/1/1992
87 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-5.86 3,000k 10/1/1992
86 Drury Capital
Diversified Trend-Following Program
-5.13 5,000k 5/1/1997
85 Northfield Trading
Diversified
-4.60 2,000k 7/1/1989
84 Winton Capital Management
Diversified
-3.96 50,000k 10/1/1997
83 Conquest Capital Group
Conquest Macro
-3.67 250k 5/1/1999
82 Rivoli Fund Management
Rivoli International Fund (MAP)
-2.89 5,000k 10/1/1996
81 Mondiale Asset Management
Mondiale Trading Program
-2.26 0k 9/1/1997
80 John Locke Investments
Cyril Systematic Program
-1.60 8,000k 7/1/2000
79 Eckhardt Trading Company
Evolution Strategies
-0.68 20,000k 8/1/1991
78 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.62 10,000k 10/1/1991
77 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.52 400k 1/1/1988
76 ISAM
ISAM Systematic Trend Fund
-0.37 1,000k 6/1/2001
75 Range Wise
Investment Program
-0.35 250k 2/1/1991
74 Crabel Capital Management
Crabel Multi-Product
-0.14 1,000k 3/1/1998
72 Southwest Managed Investments, LLC
Global Diversified
0.00 200k 1/1/2002
73 Witter & Lester, Inc.
Redstone
0.00 500k 9/1/1994
71 IKOS
The IKOS Hedge Fund
0.19 10,000k 7/1/1998
70 Kinkopf Capital Management
KCM S&P (Proprietary)
0.30 100k 1/1/1999
69 RAM Management Group
MRTP Aggressive
0.30 1,000k 2/1/1998
68 Eclipse Capital Management
Global Monetary
0.37 5,000k 8/1/1990
67 Clarke Capital Management
Global Magnum
0.39 100k 8/1/1997
66 RAM Management Group
RAM MRTP 1X-Conservative
0.52 1,000k 9/1/1993
65 FORT LP
Fort Global Diversified
0.53 2,000k 10/1/1993
64 MERIT Alternative Investments GmbH
Futures Portfolio
0.61 2,000k 6/1/1998
63 Warrington Asset Management
Warrington Strategic Program
0.63 50k 1/1/1997
62 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.68 10,000k 1/1/1991
61 Parizek Capital
Futures Trading Program
1.25 500k 4/1/2000
60 Superfund Group
Superfund Green Q-AG
1.31 2k 3/1/1996
59 Quality Capital Management
Global Diversified Programme
1.34 10,000k 12/1/1995
57 NuWave Investment Management, LLC
NuWave Investment Partners LP
1.39 250k 6/1/2001
58 NuWave Investment Management, LLC
Combined Futures Portfolio
1.39 5,000k 6/1/2001
56 Abraham Trading Company
Diversified Program
1.51 10,000k 1/1/1988
55 Transtrend B.V.
DTP – Standard Risk (EUR)
1.59 10,000k 2/1/1999
54 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.72 1,000k 3/1/1998
53 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.98 0k 11/1/1996
52 Clarke Capital Management
Millennium
2.06 1,000k 1/1/1998
51 Ansbacher Investment Management
Market Neutral Put Skew Program
2.16 250k 1/1/1996
50 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.17 10,000k 8/1/1999
49 Strategic Ag Trading
SAT GRAINS
2.18 100k 4/1/2002
48 Chesapeake Capital
Diversified (LV)
2.26 100k 2/1/1988
47 C-View Limited
Currency Managed Account Program
2.33 5,000k 10/1/1996
46 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.34 10,000k 1/1/1995
45 Alee Capital Management, LLC
Poniente Program
2.35 2,500k 1/1/1999
44 Clarke Capital Management
Worldwide
2.52 250k 1/1/1996
43 Capricorn Strategies Limited
Capricorn fxST (Lev1)
2.55 1,000k 1/1/1999
42 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
2.62 10,000k 1/1/2001
41 Estlander & Partners
Global Markets
2.78 10,000k 8/1/1999
40 Rivoli Fund Management
Rivoli International Fund (V9)
3.33 5,000k 1/1/2002
39 Superfund Group
Superfund Green GCT USD
3.56 15k 1/1/2000
38 Superfund Group
Superfund Green Master
3.71 2,000k 5/1/2001
37 Alder Capital DAC
Alder Global 10
3.79 2,500k 10/1/2000
36 Dreiss Research Corporation
Diversified Program
3.84 1,000k 5/1/1991
35 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.96 1,000k 9/1/1997
34 Sunrise Capital Partners
Sunrise Expanded Diversified Program
4.26 1/1/1989
33 DUNN Capital Management
D'Best Futures Fund, L.P.
4.67 100k 6/1/1994
32 Clarke Capital Management
Global Basic
4.79 50k 2/1/1996
31 DUNN Capital Management
DUNN Combined Fund (DCF)
5.09 100k 5/1/1989
30 Hyman Beck and Company
Global Portfolio
5.11 1,000k 3/1/1991
29 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
5.41 100k 11/1/1984
28 Estlander & Partners
Global XL
5.54 5,000k 8/1/1991
27 Lynx Asset Management AB
Lynx Program
5.65 75k 5/1/2000
26 Spectrum Asset Management LLC
Global Diversified
5.75 2,000k 1/1/2001
25 Briarwood Capital Management, Inc.
Diversified Trading Program
5.99 3,000k 7/1/2001
24 M.S. Capital Management
Global Diversified Program
6.06 2,000k 11/1/1998
23 Estlander & Partners
Alpha Trend
6.27 30,000k 10/1/1991
22 Kelly Angle Inc.
Genesis Program
6.44 2,000k 4/1/2000
21 EMC Capital Advisors, LLC
Classic
6.50 5,000k 1/1/1985
20 Millburn Corporation
Diversified Program
6.58 20,000k 2/1/1977
19 Mulvaney Capital Management
The Mulvaney Global Markets Program
6.75 100k 5/1/1999
18 Rabar Market Research
Diversified Program
6.77 2,000k 1/1/1989
17 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
7.06 100k 1/1/2000
16 LJM Partners
LJM Aggressive Strategy
7.90 500k 7/1/1998
15 Alder Capital DAC
Alder Global 20
8.08 2,500k 2/1/2001
14 Saxon Investment Corporation
Diversified Program
8.20 3,000k 9/1/1988
13 Trigon Investment Advisors, LLC
Foreign Exchange Program
8.43 5,000k 8/1/2000
12 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
8.74 200k 11/1/1999
11 Alee Capital Management, LLC
Mistral Program
9.02 2,500k 1/1/1999
10 Hawksbill Capital Management
Global Diversified
9.06 5,000k 11/1/1988
9 Tactical Investment Management
Tactical Institutional Commodity Program
9.92 10,000k 4/1/1993
8 Mark J. Walsh Company
Standard Program
10.10 2,000k 9/1/1985
7 Rosetta Capital Management
Rosetta Trading Program
11.19 100k 4/1/2000
6 Mobius Asset Management
Custom Trading Program
12.70 100k 1/1/2002
5 Saxon Investment Corporation
Aggressive Diversified Program
14.39 2,000k 11/1/1993
4 KMJ Investments
KMJ Investments
16.59 1,000k 8/1/1994
3 Di Tomasso Group Inc.
Equilibrium Program
21.53 5,000k 1/1/2002
2 Covenant Capital Management
Original Program
25.11 5,000k 9/1/1999
1 Red Oak Commodity Advisors
Investment Program
25.68 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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