IASG CTA Index For August 2002

Monthly Rankings

Rank CTA/Program Aug 2002 Min Inv Inception
88 RAM Management Group
MRTP Aggressive
-9.51 1,000k 2/1/1998
87 Red Oak Commodity Advisors
Investment Program
-8.30 5,000k 12/1/1989
86 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-6.59 100k 1/1/2000
85 RAM Management Group
RAM MRTP 1X-Conservative
-3.00 1,000k 9/1/1993
84 Range Wise
Investment Program
-2.53 250k 2/1/1991
83 Conquest Capital Group
Conquest Macro
-2.50 250k 5/1/1999
82 Strategic Ag Trading
SAT GRAINS
-2.09 100k 4/1/2002
81 Alder Capital DAC
Alder Global 20
-1.64 2,500k 2/1/2001
80 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.63 10,000k 1/1/2001
79 EMC Capital Advisors, LLC
Classic
-1.30 5,000k 1/1/1985
78 Mobius Asset Management
Custom Trading Program
-1.20 100k 1/1/2002
77 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.62 5,000k 8/1/2000
76 John Locke Investments
Cyril Systematic Program
-0.45 8,000k 7/1/2000
75 MERIT Alternative Investments GmbH
Futures Portfolio
-0.43 2,000k 6/1/1998
74 Alee Capital Management, LLC
Mistral Program
-0.37 2,500k 1/1/1999
73 Eckhardt Trading Company
Evolution Strategies
-0.34 20,000k 8/1/1991
72 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.33 10,000k 10/1/1991
71 Alder Capital DAC
Alder Global 10
-0.24 2,500k 10/1/2000
70 C-View Limited
Currency Managed Account Program
-0.18 5,000k 10/1/1996
69 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.10 1,000k 9/1/1997
68 Dreiss Research Corporation
Diversified Program
-0.09 1,000k 5/1/1991
67 Ansbacher Investment Management
Market Neutral Put Skew Program
0.09 250k 1/1/1996
66 Witter & Lester, Inc.
Redstone
0.09 500k 9/1/1994
65 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.19 1,000k 1/1/1999
64 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.36 1,000k 3/1/1998
63 Briarwood Capital Management, Inc.
Diversified Trading Program
0.36 3,000k 7/1/2001
62 Clarke Capital Management
Global Basic
0.58 50k 2/1/1996
61 Parizek Capital
Futures Trading Program
0.61 500k 4/1/2000
60 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.66 1/1/1989
59 Mondiale Asset Management
Mondiale Trading Program
0.96 0k 9/1/1997
58 Hyman Beck and Company
Global Portfolio
1.23 1,000k 3/1/1991
57 Mark J. Walsh Company
Standard Program
1.42 2,000k 9/1/1985
56 Lynx Asset Management AB
Lynx Program
1.48 75k 5/1/2000
55 Estlander & Partners
Alpha Trend
1.49 30,000k 10/1/1991
54 Saxon Investment Corporation
Aggressive Diversified Program
1.50 2,000k 11/1/1993
53 Millburn Corporation
Diversified Program
1.52 20,000k 2/1/1977
52 Covenant Capital Management
Original Program
1.54 5,000k 9/1/1999
51 Crabel Capital Management
Crabel Multi-Product
1.60 1,000k 3/1/1998
50 Estlander & Partners
Global Markets
1.75 10,000k 8/1/1999
49 Spectrum Asset Management LLC
Global Diversified
1.83 2,000k 1/1/2001
48 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.89 10,000k 1/1/1991
47 Northfield Trading
Diversified
1.90 2,000k 7/1/1989
46 Transtrend B.V.
DTP – Standard Risk (EUR)
1.94 10,000k 2/1/1999
45 Clarke Capital Management
Worldwide
2.01 250k 1/1/1996
44 Rivoli Fund Management
Rivoli International Fund (MAP)
2.06 5,000k 10/1/1996
43 Warrington Asset Management
Warrington Strategic Program
2.33 50k 1/1/1997
42 KMJ Investments
KMJ Investments
2.34 1,000k 8/1/1994
41 Chesapeake Capital
Diversified (LV)
2.55 100k 2/1/1988
40 Southwest Managed Investments, LLC
Global Diversified
2.73 200k 1/1/2002
39 Alee Capital Management, LLC
Poniente Program
2.74 2,500k 1/1/1999
38 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.78 10,000k 1/1/1995
37 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.79 10,000k 8/1/1999
36 Estlander & Partners
Global XL
3.12 5,000k 8/1/1991
35 Rabar Market Research
Diversified Program
3.18 2,000k 1/1/1989
34 Eclipse Capital Management
Global Monetary
3.22 5,000k 8/1/1990
33 Hawksbill Capital Management
Global Diversified
3.45 5,000k 11/1/1988
32 IKOS
The IKOS Hedge Fund
3.51 10,000k 7/1/1998
31 Drury Capital
Diversified Trend-Following Program
3.75 5,000k 5/1/1997
30 Rivoli Fund Management
Rivoli International Fund (V9)
3.78 5,000k 1/1/2002
29 Clarke Capital Management
Global Magnum
3.89 100k 8/1/1997
28 ISAM
ISAM Systematic Trend Fund
4.01 1,000k 6/1/2001
27 Quality Capital Management
Global Diversified Programme
4.26 10,000k 12/1/1995
26 LJM Partners
LJM Aggressive Strategy
4.42 500k 7/1/1998
25 Tactical Investment Management
Tactical Institutional Commodity Program
4.48 10,000k 4/1/1993
23 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.61 250k 6/1/2001
24 NuWave Investment Management, LLC
Combined Futures Portfolio
4.61 5,000k 6/1/2001
22 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
5.19 3,000k 10/1/1992
21 FORT LP
Fort Global Diversified
5.32 2,000k 10/1/1993
20 Witter & Lester, Inc.
Stock Index Futures Trading Program
5.34 400k 1/1/1988
19 Mulvaney Capital Management
The Mulvaney Global Markets Program
5.44 100k 5/1/1999
18 Winton Capital Management
Diversified
6.04 50,000k 10/1/1997
17 Di Tomasso Group Inc.
Equilibrium Program
6.10 5,000k 1/1/2002
16 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
6.66 0k 11/1/1996
15 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
7.03 200k 11/1/1999
14 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
7.79 2,000k 7/1/1992
13 Clarke Capital Management
Millennium
8.14 1,000k 1/1/1998
12 Superfund Group
Superfund Green Q-AG
8.20 2k 3/1/1996
11 M.S. Capital Management
Global Diversified Program
9.00 2,000k 11/1/1998
10 Abraham Trading Company
Diversified Program
9.86 10,000k 1/1/1988
9 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
10.50 100k 11/1/1984
8 Saxon Investment Corporation
Diversified Program
10.88 3,000k 9/1/1988
7 DUNN Capital Management
DUNN Combined Fund (DCF)
11.39 100k 5/1/1989
6 Kelly Angle Inc.
Genesis Program
11.40 2,000k 4/1/2000
5 DUNN Capital Management
D'Best Futures Fund, L.P.
13.19 100k 6/1/1994
4 Rosetta Capital Management
Rosetta Trading Program
13.21 100k 4/1/2000
3 Superfund Group
Superfund Green Master
13.54 2,000k 5/1/2001
2 Superfund Group
Superfund Green GCT USD
15.23 15k 1/1/2000
1 Kinkopf Capital Management
KCM S&P (Proprietary)
23.32 100k 1/1/1999

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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