IASG CTA Index For November 2003

Monthly Rankings

Rank CTA/Program Nov 2003 Min Inv Inception
98 Strategic Ag Trading
SAT GRAINS
-12.29 100k 4/1/2002
97 Kelly Angle Inc.
Genesis Program
-10.85 2,000k 4/1/2000
96 Alee Capital Management, LLC
Mistral Program
-9.79 2,500k 1/1/1999
95 Rosetta Capital Management
Rosetta Trading Program
-9.02 100k 4/1/2000
94 Saxon Investment Corporation
Aggressive Diversified Program
-8.70 2,000k 11/1/1993
93 Hawksbill Capital Management
Global Diversified
-8.54 5,000k 11/1/1988
92 RAM Management Group
MRTP Aggressive
-8.02 1,000k 2/1/1998
91 Heyden & Steindl GmbH
TOMAC2
-7.12 5,000k 3/1/2003
90 John Locke Investments
Cyril Systematic Program
-6.73 8,000k 7/1/2000
89 M.S. Capital Management
Global Diversified Program
-6.37 2,000k 11/1/1998
88 Briarwood Capital Management, Inc.
Diversified Trading Program
-5.84 3,000k 7/1/2001
87 Range Wise
Investment Program
-5.55 250k 2/1/1991
86 Saxon Investment Corporation
Diversified Program
-5.30 3,000k 9/1/1988
85 Parizek Capital
Futures Trading Program
-5.26 500k 4/1/2000
84 Mark J. Walsh Company
Standard Program
-4.94 2,000k 9/1/1985
83 Alee Capital Management, LLC
Poniente Program
-4.73 2,500k 1/1/1999
82 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.58 100k 5/1/1989
81 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.45 100k 11/1/1984
80 Southwest Managed Investments, LLC
Global Diversified
-4.23 200k 1/1/2002
79 Clarke Capital Management
Global Basic
-4.14 50k 2/1/1996
78 DUNN Capital Management
D'Best Futures Fund, L.P.
-4.13 100k 6/1/1994
77 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.80 100k 1/1/2000
76 Rivoli Fund Management
Rivoli International Fund (V9)
-3.78 5,000k 1/1/2002
75 Estlander & Partners
Alpha Trend
-3.71 30,000k 10/1/1991
74 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.47 400k 1/1/1988
73 Clarke Capital Management
Millennium
-3.43 1,000k 1/1/1998
72 Northfield Trading
Diversified
-3.00 2,000k 7/1/1989
71 Superfund Group
Superfund Green Master
-2.78 2,000k 5/1/2001
70 EMC Capital Advisors, LLC
Classic
-2.70 5,000k 1/1/1985
69 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-2.65 1,000k 3/1/1998
68 Quantitative Investment Management
Quantitative Global Program
-2.64 20,000k 10/1/2003
67 Superfund Group
Superfund Green GCT USD
-2.54 15k 1/1/2000
66 Winton Capital Management
Diversified
-2.48 50,000k 10/1/1997
65 RAM Management Group
RAM MRTP 1X-Conservative
-2.35 1,000k 9/1/1993
64 Covenant Capital Management
Original Program
-2.29 5,000k 9/1/1999
63 Millburn Corporation
Diversified Program
-2.25 20,000k 2/1/1977
62 Superfund Group
Superfund Green Q-AG
-2.25 2k 3/1/1996
61 Tactical Investment Management
Tactical Institutional Commodity Program
-2.04 10,000k 4/1/1993
60 Superfund Group
Superfund Green L.P. Series B
-2.04 5k 10/1/2002
59 Clarke Capital Management
Global Magnum
-1.77 100k 8/1/1997
58 Superfund Group
Superfund Green L.P. Series A
-1.75 5k 10/1/2002
57 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.70 1,000k 3/1/2003
56 Rabar Market Research
Diversified Program
-1.52 2,000k 1/1/1989
55 Clarke Capital Management
Worldwide
-1.48 250k 1/1/1996
54 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.14 0k 11/1/1996
53 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.08 1/1/1989
52 Drury Capital
Diversified Trend-Following Program
-1.03 5,000k 5/1/1997
51 Quality Capital Management
Global Diversified Programme
-0.89 10,000k 12/1/1995
50 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.69 10,000k 1/1/1995
49 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.69 10,000k 8/1/1999
48 MERIT Alternative Investments GmbH
Futures Portfolio
-0.68 2,000k 6/1/1998
47 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.44 10,000k 1/1/2001
46 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.43 10,000k 2/1/1999
45 Conquest Capital Group
Conquest Macro
-0.42 250k 5/1/1999
44 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.27 100k 5/1/1999
43 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.16 100k 1/1/1999
42 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-0.13 200k 11/1/1999
41 Abraham Trading Company
Diversified Program
-0.03 10,000k 1/1/1988
40 Spectrum Asset Management LLC
Global Diversified
0.08 2,000k 1/1/2001
39 Dreiss Research Corporation
Diversified Program
0.08 1,000k 5/1/1991
38 Hyman Beck and Company
Global Portfolio
0.13 1,000k 3/1/1991
37 Crabel Capital Management
Crabel Multi-Product
0.21 1,000k 3/1/1998
36 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.21 10,000k 1/1/1991
35 KMJ Investments
KMJ Investments
0.42 1,000k 8/1/1994
34 Alder Capital DAC
Alder Global 10
0.51 2,500k 10/1/2000
33 Eclipse Capital Management
Global Monetary
0.52 5,000k 8/1/1990
32 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.64 1,000k 1/1/1999
31 Witter & Lester, Inc.
Redstone
0.70 500k 9/1/1994
30 ISAM
ISAM Systematic Trend Fund
0.70 1,000k 6/1/2001
29 Rivoli Fund Management
Rivoli International Fund (MAP)
0.79 5,000k 10/1/1996
28 Eckhardt Trading Company
Evolution Strategies
0.86 20,000k 8/1/1991
27 Di Tomasso Group Inc.
Equilibrium Program
0.89 5,000k 1/1/2002
26 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.92 5,000k 8/1/2000
25 Alder Capital DAC
Alder Global 20
0.97 2,500k 2/1/2001
24 Mondiale Asset Management
Mondiale Trading Program
0.98 0k 9/1/1997
23 C-View Limited
Currency Managed Account Program
1.02 5,000k 10/1/1996
22 Lynx Asset Management AB
Lynx Program
1.14 75k 5/1/2000
21 Eckhardt Trading Company
Evolution Strategies 1.2X
1.29 10,000k 10/1/1991
20 Estlander & Partners
Global Markets
1.30 10,000k 8/1/1999
19 FORT LP
Fort Global Diversified
1.39 2,000k 10/1/1993
18 Ansbacher Investment Management
Market Neutral Put Skew Program
1.45 250k 1/1/1996
17 IKOS
The IKOS Hedge Fund
1.46 10,000k 7/1/1998
16 Mobius Asset Management
Custom Trading Program
1.60 100k 1/1/2002
15 Chesapeake Capital
Diversified (LV)
1.91 100k 2/1/1988
14 LJM Partners
LJM Moderately Aggressive Strategy
2.05 500k 4/1/2003
12 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.07 250k 6/1/2001
13 NuWave Investment Management, LLC
Combined Futures Portfolio
2.07 5,000k 6/1/2001
11 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
2.08 3,000k 10/1/1992
10 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.09 1,000k 9/1/1997
9 Quantmetrics Capital Management LLP
Premier 12V Strategy
2.14 10,000k 4/1/2003
8 Estlander & Partners
Global XL
2.22 5,000k 8/1/1991
7 FORT LP
Fort Global Contrarian
2.56 2,000k 10/1/2002
6 Red Rock Capital, LLC
Systematic Global Macro
2.99 500k 9/1/2003
5 LJM Partners
LJM Aggressive Strategy
3.15 500k 7/1/1998
4 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
3.35 2,000k 7/1/1992
3 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
3.64 100k 3/1/2003
2 Warrington Asset Management
Warrington Strategic Program
4.07 50k 1/1/1997
1 Red Oak Commodity Advisors
Investment Program
6.13 5,000k 12/1/1989

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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