IASG CTA Index For July 2002

Monthly Rankings

Rank CTA/Program Jul 2002 Min Inv Inception
88 LJM Partners
LJM Aggressive Strategy
-46.17 500k 7/1/1998
87 Kinkopf Capital Management
KCM S&P (Proprietary)
-12.16 100k 1/1/1999
86 Ansbacher Investment Management
Market Neutral Put Skew Program
-11.77 250k 1/1/1996
85 Witter & Lester, Inc.
Stock Index Futures Trading Program
-10.95 400k 1/1/1988
84 Red Oak Commodity Advisors
Investment Program
-8.53 5,000k 12/1/1989
83 Mobius Asset Management
Custom Trading Program
-4.50 100k 1/1/2002
82 Covenant Capital Management
Original Program
-4.38 5,000k 9/1/1999
81 Abraham Trading Company
Diversified Program
-3.97 10,000k 1/1/1988
80 Witter & Lester, Inc.
Redstone
-3.58 500k 9/1/1994
79 Southwest Managed Investments, LLC
Global Diversified
-3.51 200k 1/1/2002
78 Alee Capital Management, LLC
Poniente Program
-2.08 2,500k 1/1/1999
77 M.S. Capital Management
Global Diversified Program
-1.79 2,000k 11/1/1998
76 Northfield Trading
Diversified
-1.60 2,000k 7/1/1989
75 Di Tomasso Group Inc.
Equilibrium Program
-1.29 5,000k 1/1/2002
74 Alder Capital DAC
Alder Global 10
-0.70 2,500k 10/1/2000
73 MERIT Alternative Investments GmbH
Futures Portfolio
-0.66 2,000k 6/1/1998
72 Alder Capital DAC
Alder Global 20
-0.57 2,500k 2/1/2001
71 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.17 10,000k 1/1/2001
70 Estlander & Partners
Global XL
0.33 5,000k 8/1/1991
69 Estlander & Partners
Global Markets
0.45 10,000k 8/1/1999
68 KMJ Investments
KMJ Investments
0.97 1,000k 8/1/1994
67 C-View Limited
Currency Managed Account Program
1.13 5,000k 10/1/1996
66 Warrington Asset Management
Warrington Strategic Program
1.25 50k 1/1/1997
65 Conquest Capital Group
Conquest Macro
1.43 250k 5/1/1999
64 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.59 1/1/1989
63 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.72 1,000k 9/1/1997
62 Spectrum Asset Management LLC
Global Diversified
2.21 2,000k 1/1/2001
61 Eckhardt Trading Company
Evolution Strategies
2.24 20,000k 8/1/1991
60 Clarke Capital Management
Global Magnum
2.40 100k 8/1/1997
59 Eckhardt Trading Company
Evolution Strategies 1.2X
2.65 10,000k 10/1/1991
58 Chesapeake Capital
Diversified (LV)
2.84 100k 2/1/1988
57 Range Wise
Investment Program
3.26 250k 2/1/1991
56 Transtrend B.V.
DTP – Standard Risk (EUR)
3.39 10,000k 2/1/1999
55 Clarke Capital Management
Global Basic
3.44 50k 2/1/1996
54 Rivoli Fund Management
Rivoli International Fund (MAP)
3.52 5,000k 10/1/1996
53 RAM Management Group
RAM MRTP 1X-Conservative
3.56 1,000k 9/1/1993
52 Estlander & Partners
Alpha Trend
3.62 30,000k 10/1/1991
51 Tactical Investment Management
Tactical Institutional Commodity Program
3.65 10,000k 4/1/1993
50 John Locke Investments
Cyril Systematic Program
3.66 8,000k 7/1/2000
49 Capricorn Strategies Limited
Capricorn fxST (Lev1)
3.83 1,000k 1/1/1999
48 Clarke Capital Management
Worldwide
3.96 250k 1/1/1996
47 Eclipse Capital Management
Global Monetary
4.08 5,000k 8/1/1990
46 Alee Capital Management, LLC
Mistral Program
4.23 2,500k 1/1/1999
45 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.48 10,000k 1/1/1991
44 ISAM
ISAM Systematic Trend Fund
4.65 1,000k 6/1/2001
43 Winton Capital Management
Diversified
4.71 50,000k 10/1/1997
42 IKOS
The IKOS Hedge Fund
4.80 10,000k 7/1/1998
41 Drury Capital
Diversified Trend-Following Program
4.82 5,000k 5/1/1997
40 Quality Capital Management
Global Diversified Programme
4.90 10,000k 12/1/1995
39 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
4.90 1,000k 3/1/1998
38 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
5.22 3,000k 10/1/1992
37 Lynx Asset Management AB
Lynx Program
5.27 75k 5/1/2000
36 Trigon Investment Advisors, LLC
Foreign Exchange Program
5.42 5,000k 8/1/2000
35 Briarwood Capital Management, Inc.
Diversified Trading Program
5.47 3,000k 7/1/2001
34 EMC Capital Advisors, LLC
Classic
5.50 5,000k 1/1/1985
33 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.65 10,000k 8/1/1999
32 Millburn Corporation
Diversified Program
5.72 20,000k 2/1/1977
31 Mulvaney Capital Management
The Mulvaney Global Markets Program
5.95 100k 5/1/1999
30 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.97 10,000k 1/1/1995
29 Mondiale Asset Management
Mondiale Trading Program
6.14 0k 9/1/1997
28 Saxon Investment Corporation
Diversified Program
6.52 3,000k 9/1/1988
27 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
7.24 100k 1/1/2000
26 Parizek Capital
Futures Trading Program
7.53 500k 4/1/2000
25 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
7.55 2,000k 7/1/1992
24 Hyman Beck and Company
Global Portfolio
7.69 1,000k 3/1/1991
23 Rabar Market Research
Diversified Program
7.85 2,000k 1/1/1989
22 Rivoli Fund Management
Rivoli International Fund (V9)
7.86 5,000k 1/1/2002
20 NuWave Investment Management, LLC
NuWave Investment Partners LP
8.74 250k 6/1/2001
21 NuWave Investment Management, LLC
Combined Futures Portfolio
8.74 5,000k 6/1/2001
19 Crabel Capital Management
Crabel Multi-Product
9.98 1,000k 3/1/1998
18 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
10.07 200k 11/1/1999
17 Saxon Investment Corporation
Aggressive Diversified Program
10.60 2,000k 11/1/1993
16 Clarke Capital Management
Millennium
11.26 1,000k 1/1/1998
15 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
11.96 0k 11/1/1996
14 RAM Management Group
MRTP Aggressive
12.22 1,000k 2/1/1998
13 Strategic Ag Trading
SAT GRAINS
12.28 100k 4/1/2002
12 Mark J. Walsh Company
Standard Program
12.46 2,000k 9/1/1985
11 Superfund Group
Superfund Green Q-AG
13.78 2k 3/1/1996
10 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
14.82 100k 11/1/1984
9 Dreiss Research Corporation
Diversified Program
14.86 1,000k 5/1/1991
8 FORT LP
Fort Global Diversified
15.28 2,000k 10/1/1993
7 Hawksbill Capital Management
Global Diversified
17.03 5,000k 11/1/1988
6 DUNN Capital Management
DUNN Combined Fund (DCF)
17.34 100k 5/1/1989
5 Superfund Group
Superfund Green GCT USD
17.67 15k 1/1/2000
4 Kelly Angle Inc.
Genesis Program
17.85 2,000k 4/1/2000
3 DUNN Capital Management
D'Best Futures Fund, L.P.
23.49 100k 6/1/1994
2 Rosetta Capital Management
Rosetta Trading Program
23.64 100k 4/1/2000
1 Superfund Group
Superfund Green Master
24.09 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.

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