IASG CTA Index For October 2003

Monthly Rankings

Rank CTA/Program Oct 2003 Min Inv Inception
98 Clarke Capital Management
Global Basic
-14.20 50k 2/1/1996
97 Kelly Angle Inc.
Genesis Program
-10.67 2,000k 4/1/2000
96 FORT LP
Fort Global Diversified
-7.42 2,000k 10/1/1993
95 Millburn Corporation
Diversified Program
-6.99 20,000k 2/1/1977
94 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-5.60 100k 1/1/2000
93 Conquest Capital Group
Conquest Macro
-5.27 250k 5/1/1999
92 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.23 100k 5/1/1989
91 Rivoli Fund Management
Rivoli International Fund (V9)
-5.21 5,000k 1/1/2002
90 FORT LP
Fort Global Contrarian
-5.02 2,000k 10/1/2002
89 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.23 100k 11/1/1984
88 Northfield Trading
Diversified
-3.30 2,000k 7/1/1989
87 W.G. Wealth Guardian Ltd.
SAFI2 Program
-3.20 1,000k 9/1/1997
86 Alder Capital DAC
Alder Global 20
-3.13 2,500k 2/1/2001
85 DUNN Capital Management
D'Best Futures Fund, L.P.
-2.82 100k 6/1/1994
84 Alee Capital Management, LLC
Poniente Program
-1.80 2,500k 1/1/1999
83 Heyden & Steindl GmbH
TOMAC2
-1.53 5,000k 3/1/2003
82 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.49 10,000k 1/1/1991
81 Clarke Capital Management
Global Magnum
-1.35 100k 8/1/1997
80 Crabel Capital Management
Crabel Multi-Product
-1.30 1,000k 3/1/1998
79 Alder Capital DAC
Alder Global 10
-1.28 2,500k 10/1/2000
78 KMJ Investments
KMJ Investments
-1.26 1,000k 8/1/1994
77 Hawksbill Capital Management
Global Diversified
-1.19 5,000k 11/1/1988
76 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.16 1,000k 3/1/1998
75 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.70 10,000k 10/1/1991
74 Eckhardt Trading Company
Evolution Strategies
-0.70 20,000k 8/1/1991
73 Eclipse Capital Management
Global Monetary
-0.63 5,000k 8/1/1990
72 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.53 1,000k 3/1/2003
71 Quantitative Investment Management
Quantitative Global Program
0.00 20,000k 10/1/2003
70 C-View Limited
Currency Managed Account Program
0.13 5,000k 10/1/1996
69 Witter & Lester, Inc.
Redstone
0.39 500k 9/1/1994
68 Mobius Asset Management
Custom Trading Program
0.40 100k 1/1/2002
67 ISAM
ISAM Systematic Trend Fund
0.50 1,000k 6/1/2001
66 Warrington Asset Management
Warrington Strategic Program
0.51 50k 1/1/1997
65 Rivoli Fund Management
Rivoli International Fund (MAP)
0.67 5,000k 10/1/1996
64 Dreiss Research Corporation
Diversified Program
1.21 1,000k 5/1/1991
63 Mondiale Asset Management
Mondiale Trading Program
1.40 0k 9/1/1997
62 Capricorn Strategies Limited
Capricorn fxST (Lev1)
1.67 1,000k 1/1/1999
61 Transtrend B.V.
DTP – Standard Risk (EUR)
1.68 10,000k 2/1/1999
60 Mark J. Walsh Company
Standard Program
1.79 2,000k 9/1/1985
59 MERIT Alternative Investments GmbH
Futures Portfolio
2.08 2,000k 6/1/1998
58 Quantmetrics Capital Management LLP
Premier 12V Strategy
2.08 10,000k 4/1/2003
57 IKOS
The IKOS Hedge Fund
2.19 10,000k 7/1/1998
56 Ansbacher Investment Management
Market Neutral Put Skew Program
2.32 250k 1/1/1996
55 John Locke Investments
Cyril Systematic Program
2.43 8,000k 7/1/2000
54 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.46 10,000k 8/1/1999
53 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.49 10,000k 1/1/1995
52 Trigon Investment Advisors, LLC
Foreign Exchange Program
2.51 5,000k 8/1/2000
51 Briarwood Capital Management, Inc.
Diversified Trading Program
2.63 3,000k 7/1/2001
50 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
2.76 10,000k 1/1/2001
49 RAM Management Group
RAM MRTP 1X-Conservative
3.20 1,000k 9/1/1993
48 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.45 400k 1/1/1988
47 Clarke Capital Management
Worldwide
3.49 250k 1/1/1996
46 Rabar Market Research
Diversified Program
3.97 2,000k 1/1/1989
45 Superfund Group
Superfund Green L.P. Series A
3.99 5k 10/1/2002
44 Lynx Asset Management AB
Lynx Program
4.29 75k 5/1/2000
43 Winton Capital Management
Diversified
4.72 50,000k 10/1/1997
42 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.25 0k 11/1/1996
41 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
5.33 3,000k 10/1/1992
40 Estlander & Partners
Global Markets
5.42 10,000k 8/1/1999
39 Red Rock Capital, LLC
Systematic Global Macro
5.43 500k 9/1/2003
38 Southwest Managed Investments, LLC
Global Diversified
5.49 200k 1/1/2002
37 Kinkopf Capital Management
KCM S&P (Proprietary)
5.63 100k 1/1/1999
36 Spectrum Asset Management LLC
Global Diversified
5.78 2,000k 1/1/2001
35 Superfund Group
Superfund Green L.P. Series B
5.92 5k 10/1/2002
34 Sunrise Capital Partners
Sunrise Expanded Diversified Program
5.98 1/1/1989
33 Hyman Beck and Company
Global Portfolio
6.22 1,000k 3/1/1991
32 Superfund Group
Superfund Green Q-AG
6.54 2k 3/1/1996
31 LJM Partners
LJM Moderately Aggressive Strategy
6.99 500k 4/1/2003
30 EMC Capital Advisors, LLC
Classic
7.20 5,000k 1/1/1985
29 Red Oak Commodity Advisors
Investment Program
7.70 5,000k 12/1/1989
28 Clarke Capital Management
Millennium
8.23 1,000k 1/1/1998
26 NuWave Investment Management, LLC
NuWave Investment Partners LP
8.63 250k 6/1/2001
27 NuWave Investment Management, LLC
Combined Futures Portfolio
8.63 5,000k 6/1/2001
25 Parizek Capital
Futures Trading Program
8.83 500k 4/1/2000
24 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
9.42 200k 11/1/1999
23 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
9.53 2,000k 7/1/1992
22 Quality Capital Management
Global Diversified Programme
9.70 10,000k 12/1/1995
21 Estlander & Partners
Global XL
9.77 5,000k 8/1/1991
20 LJM Partners
LJM Aggressive Strategy
10.00 500k 7/1/1998
19 RAM Management Group
MRTP Aggressive
10.21 1,000k 2/1/1998
18 Superfund Group
Superfund Green GCT USD
10.23 15k 1/1/2000
17 Estlander & Partners
Alpha Trend
10.37 30,000k 10/1/1991
16 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
10.38 100k 3/1/2003
15 M.S. Capital Management
Global Diversified Program
10.43 2,000k 11/1/1998
14 Covenant Capital Management
Original Program
11.35 5,000k 9/1/1999
13 Tactical Investment Management
Tactical Institutional Commodity Program
12.69 10,000k 4/1/1993
12 Saxon Investment Corporation
Diversified Program
13.07 3,000k 9/1/1988
11 Alee Capital Management, LLC
Mistral Program
13.27 2,500k 1/1/1999
10 Drury Capital
Diversified Trend-Following Program
13.80 5,000k 5/1/1997
9 Di Tomasso Group Inc.
Equilibrium Program
15.15 5,000k 1/1/2002
8 Strategic Ag Trading
SAT GRAINS
15.18 100k 4/1/2002
7 Mulvaney Capital Management
The Mulvaney Global Markets Program
15.32 100k 5/1/1999
6 Chesapeake Capital
Diversified (LV)
15.48 100k 2/1/1988
5 Superfund Group
Superfund Green Master
15.63 2,000k 5/1/2001
4 Saxon Investment Corporation
Aggressive Diversified Program
21.16 2,000k 11/1/1993
3 Abraham Trading Company
Diversified Program
22.09 10,000k 1/1/1988
2 Range Wise
Investment Program
23.87 250k 2/1/1991
1 Rosetta Capital Management
Rosetta Trading Program
31.08 100k 4/1/2000

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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