IASG CTA Index For September 2002

Monthly Rankings

Rank CTA/Program Sep 2002 Min Inv Inception
88 Red Oak Commodity Advisors
Investment Program
-10.63 5,000k 12/1/1989
87 Kinkopf Capital Management
KCM S&P (Proprietary)
-7.22 100k 1/1/1999
86 Clarke Capital Management
Global Basic
-4.47 50k 2/1/1996
85 Alee Capital Management, LLC
Mistral Program
-3.63 2,500k 1/1/1999
84 Alee Capital Management, LLC
Poniente Program
-3.26 2,500k 1/1/1999
83 Mondiale Asset Management
Mondiale Trading Program
-2.40 0k 9/1/1997
82 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.41 10,000k 1/1/2001
81 KMJ Investments
KMJ Investments
-1.26 1,000k 8/1/1994
80 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.14 10,000k 10/1/1991
79 Eckhardt Trading Company
Evolution Strategies
-1.01 20,000k 8/1/1991
78 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.53 5,000k 8/1/2000
77 Alder Capital DAC
Alder Global 20
-0.18 2,500k 2/1/2001
76 Dreiss Research Corporation
Diversified Program
0.14 1,000k 5/1/1991
75 Alder Capital DAC
Alder Global 10
0.18 2,500k 10/1/2000
74 C-View Limited
Currency Managed Account Program
0.44 5,000k 10/1/1996
73 MERIT Alternative Investments GmbH
Futures Portfolio
0.65 2,000k 6/1/1998
72 Capricorn Strategies Limited
Capricorn fxST (Lev1)
1.03 1,000k 1/1/1999
71 Crabel Capital Management
Crabel Multi-Product
1.07 1,000k 3/1/1998
70 Northfield Trading
Diversified
1.10 2,000k 7/1/1989
69 Briarwood Capital Management, Inc.
Diversified Trading Program
1.38 3,000k 7/1/2001
68 Estlander & Partners
Alpha Trend
1.43 30,000k 10/1/1991
67 Conquest Capital Group
Conquest Macro
1.58 250k 5/1/1999
66 Southwest Managed Investments, LLC
Global Diversified
1.58 200k 1/1/2002
65 Witter & Lester, Inc.
Redstone
1.81 500k 9/1/1994
64 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.81 1,000k 3/1/1998
63 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.94 400k 1/1/1988
62 RAM Management Group
RAM MRTP 1X-Conservative
2.10 1,000k 9/1/1993
61 Di Tomasso Group Inc.
Equilibrium Program
2.26 5,000k 1/1/2002
60 Mobius Asset Management
Custom Trading Program
2.30 100k 1/1/2002
59 Transtrend B.V.
DTP – Standard Risk (EUR)
2.35 10,000k 2/1/1999
58 Clarke Capital Management
Millennium
2.35 1,000k 1/1/1998
57 IKOS
The IKOS Hedge Fund
2.36 10,000k 7/1/1998
56 Warrington Asset Management
Warrington Strategic Program
2.47 50k 1/1/1997
55 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.70 1,000k 9/1/1997
54 Estlander & Partners
Global Markets
3.00 10,000k 8/1/1999
53 Spectrum Asset Management LLC
Global Diversified
3.08 2,000k 1/1/2001
52 Abraham Trading Company
Diversified Program
3.29 10,000k 1/1/1988
51 Lynx Asset Management AB
Lynx Program
3.35 75k 5/1/2000
50 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.44 10,000k 1/1/1995
49 John Locke Investments
Cyril Systematic Program
3.49 8,000k 7/1/2000
48 Rabar Market Research
Diversified Program
3.51 2,000k 1/1/1989
47 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
3.58 100k 1/1/2000
46 Tactical Investment Management
Tactical Institutional Commodity Program
3.59 10,000k 4/1/1993
45 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.66 10,000k 8/1/1999
44 Clarke Capital Management
Worldwide
3.80 250k 1/1/1996
43 Chesapeake Capital
Diversified (LV)
3.81 100k 2/1/1988
42 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.87 10,000k 1/1/1991
41 EMC Capital Advisors, LLC
Classic
3.90 5,000k 1/1/1985
40 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
3.93 3,000k 10/1/1992
39 Drury Capital
Diversified Trend-Following Program
4.35 5,000k 5/1/1997
38 Hyman Beck and Company
Global Portfolio
4.48 1,000k 3/1/1991
37 RAM Management Group
MRTP Aggressive
4.50 1,000k 2/1/1998
36 Rivoli Fund Management
Rivoli International Fund (MAP)
4.56 5,000k 10/1/1996
35 Clarke Capital Management
Global Magnum
4.65 100k 8/1/1997
34 Eclipse Capital Management
Global Monetary
4.73 5,000k 8/1/1990
33 Hawksbill Capital Management
Global Diversified
4.78 5,000k 11/1/1988
32 Strategic Ag Trading
SAT GRAINS
4.79 100k 4/1/2002
31 Covenant Capital Management
Original Program
4.85 5,000k 9/1/1999
30 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
4.97 200k 11/1/1999
29 Mulvaney Capital Management
The Mulvaney Global Markets Program
5.13 100k 5/1/1999
28 Parizek Capital
Futures Trading Program
5.53 500k 4/1/2000
27 Millburn Corporation
Diversified Program
5.99 20,000k 2/1/1977
26 Sunrise Capital Partners
Sunrise Expanded Diversified Program
6.06 1/1/1989
25 LJM Partners
LJM Aggressive Strategy
6.16 500k 7/1/1998
24 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
6.51 0k 11/1/1996
23 ISAM
ISAM Systematic Trend Fund
6.53 1,000k 6/1/2001
22 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
6.64 2,000k 7/1/1992
21 Rivoli Fund Management
Rivoli International Fund (V9)
6.86 5,000k 1/1/2002
20 Quality Capital Management
Global Diversified Programme
6.92 10,000k 12/1/1995
19 Estlander & Partners
Global XL
7.04 5,000k 8/1/1991
18 Ansbacher Investment Management
Market Neutral Put Skew Program
7.04 250k 1/1/1996
17 Saxon Investment Corporation
Diversified Program
7.07 3,000k 9/1/1988
16 Winton Capital Management
Diversified
7.63 50,000k 10/1/1997
15 M.S. Capital Management
Global Diversified Program
7.76 2,000k 11/1/1998
14 Mark J. Walsh Company
Standard Program
8.19 2,000k 9/1/1985
13 Superfund Group
Superfund Green GCT USD
9.01 15k 1/1/2000
12 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.10 100k 11/1/1984
11 Rosetta Capital Management
Rosetta Trading Program
9.64 100k 4/1/2000
9 NuWave Investment Management, LLC
NuWave Investment Partners LP
9.76 250k 6/1/2001
10 NuWave Investment Management, LLC
Combined Futures Portfolio
9.76 5,000k 6/1/2001
8 Superfund Group
Superfund Green Q-AG
11.94 2k 3/1/1996
7 Saxon Investment Corporation
Aggressive Diversified Program
12.61 2,000k 11/1/1993
6 Kelly Angle Inc.
Genesis Program
12.72 2,000k 4/1/2000
5 Range Wise
Investment Program
13.60 250k 2/1/1991
4 DUNN Capital Management
DUNN Combined Fund (DCF)
13.67 100k 5/1/1989
3 FORT LP
Fort Global Diversified
17.99 2,000k 10/1/1993
2 DUNN Capital Management
D'Best Futures Fund, L.P.
18.10 100k 6/1/1994
1 Superfund Group
Superfund Green Master
21.55 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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