IASG CTA Index For June 2002

Monthly Rankings

Rank CTA/Program Jun 2002 Min Inv Inception
88 Kinkopf Capital Management
KCM S&P (Proprietary)
-10.58 100k 1/1/1999
87 Witter & Lester, Inc.
Stock Index Futures Trading Program
-8.91 400k 1/1/1988
86 Rosetta Capital Management
Rosetta Trading Program
-6.66 100k 4/1/2000
85 Di Tomasso Group Inc.
Equilibrium Program
-6.61 5,000k 1/1/2002
84 Red Oak Commodity Advisors
Investment Program
-1.48 5,000k 12/1/1989
83 Ansbacher Investment Management
Market Neutral Put Skew Program
-1.35 250k 1/1/1996
82 Clarke Capital Management
Global Magnum
-1.16 100k 8/1/1997
81 LJM Partners
LJM Aggressive Strategy
-0.68 500k 7/1/1998
80 M.S. Capital Management
Global Diversified Program
-0.48 2,000k 11/1/1998
79 Witter & Lester, Inc.
Redstone
-0.37 500k 9/1/1994
78 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.82 1,000k 3/1/1998
77 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.96 1,000k 1/1/1999
76 Warrington Asset Management
Warrington Strategic Program
1.07 50k 1/1/1997
75 C-View Limited
Currency Managed Account Program
1.32 5,000k 10/1/1996
74 Mondiale Asset Management
Mondiale Trading Program
1.68 0k 9/1/1997
73 MERIT Alternative Investments GmbH
Futures Portfolio
1.80 2,000k 6/1/1998
72 RAM Management Group
RAM MRTP 1X-Conservative
1.91 1,000k 9/1/1993
71 IKOS
The IKOS Hedge Fund
2.04 10,000k 7/1/1998
70 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
2.51 10,000k 1/1/2001
69 Eckhardt Trading Company
Evolution Strategies
2.59 20,000k 8/1/1991
68 Eckhardt Trading Company
Evolution Strategies 1.2X
3.07 10,000k 10/1/1991
67 Clarke Capital Management
Global Basic
3.15 50k 2/1/1996
66 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
3.30 3,000k 10/1/1992
65 Range Wise
Investment Program
3.49 250k 2/1/1991
64 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
4.19 100k 1/1/2000
63 Chesapeake Capital
Diversified (LV)
4.19 100k 2/1/1988
62 Covenant Capital Management
Original Program
4.45 5,000k 9/1/1999
61 Alee Capital Management, LLC
Poniente Program
4.61 2,500k 1/1/1999
60 Alder Capital DAC
Alder Global 10
4.70 2,500k 10/1/2000
59 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
4.73 2,000k 7/1/1992
58 Transtrend B.V.
DTP – Standard Risk (EUR)
4.84 10,000k 2/1/1999
57 Estlander & Partners
Global Markets
5.05 10,000k 8/1/1999
56 Mobius Asset Management
Custom Trading Program
6.00 100k 1/1/2002
55 Northfield Trading
Diversified
6.00 2,000k 7/1/1989
54 Clarke Capital Management
Worldwide
6.11 250k 1/1/1996
53 Conquest Capital Group
Conquest Macro
6.16 250k 5/1/1999
52 Rotella Capital Management
Rotella Polaris Program (Diversified)
6.69 10,000k 1/1/1991
51 Rivoli Fund Management
Rivoli International Fund (MAP)
6.82 5,000k 10/1/1996
50 Quality Capital Management
Global Diversified Programme
6.93 10,000k 12/1/1995
49 Estlander & Partners
Alpha Trend
7.14 30,000k 10/1/1991
48 Crabel Capital Management
Crabel Multi-Product
7.14 1,000k 3/1/1998
47 Alee Capital Management, LLC
Mistral Program
7.16 2,500k 1/1/1999
46 Spectrum Asset Management LLC
Global Diversified
7.28 2,000k 1/1/2001
45 Mulvaney Capital Management
The Mulvaney Global Markets Program
7.38 100k 5/1/1999
44 W.G. Wealth Guardian Ltd.
SAFI2 Program
7.39 1,000k 9/1/1997
43 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
7.40 0k 11/1/1996
41 NuWave Investment Management, LLC
NuWave Investment Partners LP
7.49 250k 6/1/2001
42 NuWave Investment Management, LLC
Combined Futures Portfolio
7.49 5,000k 6/1/2001
40 RAM Management Group
MRTP Aggressive
7.69 1,000k 2/1/1998
39 Alder Capital DAC
Alder Global 20
7.73 2,500k 2/1/2001
38 Abraham Trading Company
Diversified Program
7.75 10,000k 1/1/1988
37 Transtrend B.V.
DTP – Enhanced Risk (EUR)
7.84 10,000k 8/1/1999
36 Strategic Ag Trading
SAT GRAINS
7.87 100k 4/1/2002
35 Winton Capital Management
Diversified
7.95 50,000k 10/1/1997
34 Transtrend B.V.
DTP – Enhanced Risk (USD)
8.41 10,000k 1/1/1995
33 Sunrise Capital Partners
Sunrise Expanded Diversified Program
8.59 1/1/1989
32 FORT LP
Fort Global Diversified
8.64 2,000k 10/1/1993
31 Estlander & Partners
Global XL
9.17 5,000k 8/1/1991
30 Saxon Investment Corporation
Diversified Program
9.74 3,000k 9/1/1988
29 Tactical Investment Management
Tactical Institutional Commodity Program
9.78 10,000k 4/1/1993
28 Trigon Investment Advisors, LLC
Foreign Exchange Program
10.13 5,000k 8/1/2000
27 ISAM
ISAM Systematic Trend Fund
10.72 1,000k 6/1/2001
26 Lynx Asset Management AB
Lynx Program
10.75 75k 5/1/2000
25 Eclipse Capital Management
Global Monetary
11.33 5,000k 8/1/1990
24 Rabar Market Research
Diversified Program
11.41 2,000k 1/1/1989
23 John Locke Investments
Cyril Systematic Program
11.47 8,000k 7/1/2000
22 Drury Capital
Diversified Trend-Following Program
11.62 5,000k 5/1/1997
21 Southwest Managed Investments, LLC
Global Diversified
11.66 200k 1/1/2002
20 Millburn Corporation
Diversified Program
12.13 20,000k 2/1/1977
19 KMJ Investments
KMJ Investments
12.78 1,000k 8/1/1994
18 Hyman Beck and Company
Global Portfolio
13.18 1,000k 3/1/1991
17 Parizek Capital
Futures Trading Program
13.42 500k 4/1/2000
16 Superfund Group
Superfund Green Q-AG
13.67 2k 3/1/1996
15 EMC Capital Advisors, LLC
Classic
13.70 5,000k 1/1/1985
14 Briarwood Capital Management, Inc.
Diversified Trading Program
14.39 3,000k 7/1/2001
13 Rivoli Fund Management
Rivoli International Fund (V9)
14.91 5,000k 1/1/2002
12 Hawksbill Capital Management
Global Diversified
15.04 5,000k 11/1/1988
11 Clarke Capital Management
Millennium
16.44 1,000k 1/1/1998
10 Dreiss Research Corporation
Diversified Program
16.44 1,000k 5/1/1991
9 Saxon Investment Corporation
Aggressive Diversified Program
16.58 2,000k 11/1/1993
8 Mark J. Walsh Company
Standard Program
16.98 2,000k 9/1/1985
7 DUNN Capital Management
D'Best Futures Fund, L.P.
20.47 100k 6/1/1994
6 DUNN Capital Management
DUNN Combined Fund (DCF)
22.12 100k 5/1/1989
5 Superfund Group
Superfund Green GCT USD
23.54 15k 1/1/2000
4 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
24.16 200k 11/1/1999
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
24.24 100k 11/1/1984
2 Kelly Angle Inc.
Genesis Program
28.83 2,000k 4/1/2000
1 Superfund Group
Superfund Green Master
30.37 2,000k 5/1/2001

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan