IASG CTA Index For December 2003

Monthly Rankings

Rank CTA/Program Dec 2003 Min Inv Inception
100 Rosetta Capital Management
Rosetta Trading Program
-14.77 100k 4/1/2000
99 Range Wise
Investment Program
-9.10 250k 2/1/1991
98 Kinkopf Capital Management
KCM S&P (Proprietary)
-5.70 100k 1/1/1999
97 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.47 100k 11/1/1984
96 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.25 100k 5/1/1989
95 LJM Partners
LJM Aggressive Strategy
-2.48 500k 7/1/1998
94 Mobius Asset Management
Custom Trading Program
-2.20 100k 1/1/2002
93 Strategic Ag Trading
SAT GRAINS
-1.90 100k 4/1/2002
92 LJM Partners
LJM Moderately Aggressive Strategy
-1.87 500k 4/1/2003
91 Crabel Capital Management
Crabel Multi-Product
-1.40 1,000k 3/1/1998
90 KMJ Investments
KMJ Investments
-1.31 1,000k 8/1/1994
89 Kelly Angle Inc.
Genesis Program
-0.72 2,000k 4/1/2000
88 DUNN Capital Management
D'Best Futures Fund, L.P.
-0.50 100k 6/1/1994
87 Northfield Trading
Diversified
-0.20 2,000k 7/1/1989
86 Keck Capital Management LLC
The Keck Program
0.00 2,000k 12/1/2003
85 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
0.00 500k 12/1/2003
84 Transtrend B.V.
DTP – Standard Risk (EUR)
0.14 10,000k 2/1/1999
83 Dreiss Research Corporation
Diversified Program
0.14 1,000k 5/1/1991
82 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.15 10,000k 8/1/1999
81 Warrington Asset Management
Warrington Strategic Program
0.16 50k 1/1/1997
80 Spectrum Asset Management LLC
Global Diversified
0.17 2,000k 1/1/2001
79 Witter & Lester, Inc.
Redstone
0.22 500k 9/1/1994
78 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.22 10,000k 1/1/1995
77 Conquest Capital Group
Conquest Macro
0.23 250k 5/1/1999
76 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.35 1,000k 3/1/1998
75 MERIT Alternative Investments GmbH
Futures Portfolio
0.36 2,000k 6/1/1998
74 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.86 400k 1/1/1988
73 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.02 10,000k 1/1/2001
72 IKOS
The IKOS Hedge Fund
1.15 10,000k 7/1/1998
71 Alee Capital Management, LLC
Poniente Program
1.19 2,500k 1/1/1999
69 NuWave Investment Management, LLC
NuWave Investment Partners LP
1.27 250k 6/1/2001
70 NuWave Investment Management, LLC
Combined Futures Portfolio
1.27 5,000k 6/1/2001
68 C-View Limited
Currency Managed Account Program
1.29 5,000k 10/1/1996
67 Ansbacher Investment Management
Market Neutral Put Skew Program
1.76 250k 1/1/1996
66 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.88 10,000k 4/1/2003
65 M.S. Capital Management
Global Diversified Program
1.94 2,000k 11/1/1998
64 Mondiale Asset Management
Mondiale Trading Program
2.13 0k 9/1/1997
63 Capricorn Strategies Limited
Capricorn fxST (Lev1)
2.21 1,000k 1/1/1999
62 RAM Management Group
RAM MRTP 1X-Conservative
2.22 1,000k 9/1/1993
61 Eckhardt Trading Company
Evolution Strategies
2.69 20,000k 8/1/1991
60 Trigon Investment Advisors, LLC
Foreign Exchange Program
2.76 5,000k 8/1/2000
59 Rivoli Fund Management
Rivoli International Fund (MAP)
2.76 5,000k 10/1/1996
58 Estlander & Partners
Global Markets
2.91 10,000k 8/1/1999
57 Quantitative Investment Management
Quantitative Global Program
3.35 20,000k 10/1/2003
56 Eckhardt Trading Company
Evolution Strategies 1.2X
3.35 10,000k 10/1/1991
55 Millburn Corporation
Diversified Program
3.53 20,000k 2/1/1977
54 Mark J. Walsh Company
Standard Program
3.56 2,000k 9/1/1985
53 Alder Capital DAC
Alder Global 10
3.57 2,500k 10/1/2000
52 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.60 1,000k 9/1/1997
51 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.66 10,000k 1/1/1991
50 Lynx Asset Management AB
Lynx Program
3.69 75k 5/1/2000
49 Briarwood Capital Management, Inc.
Diversified Trading Program
4.08 3,000k 7/1/2001
48 John Locke Investments
Cyril Systematic Program
4.15 8,000k 7/1/2000
47 Covenant Capital Management
Original Program
4.65 5,000k 9/1/1999
46 ISAM
ISAM Systematic Trend Fund
4.78 1,000k 6/1/2001
45 Estlander & Partners
Alpha Trend
4.89 30,000k 10/1/1991
44 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
4.89 100k 3/1/2003
43 Quality Capital Management
Global Diversified Programme
4.99 10,000k 12/1/1995
42 Eclipse Capital Management
Global Monetary
5.01 5,000k 8/1/1990
41 Clarke Capital Management
Worldwide
5.27 250k 1/1/1996
40 Mulvaney Capital Management
The Mulvaney Global Markets Program
5.35 100k 5/1/1999
39 Hyman Beck and Company
Global Portfolio
5.60 1,000k 3/1/1991
38 Estlander & Partners
Global XL
5.73 5,000k 8/1/1991
37 Parizek Capital
Futures Trading Program
6.13 500k 4/1/2000
36 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
6.43 1,000k 3/1/2003
35 Chesapeake Capital
Diversified (LV)
6.61 100k 2/1/1988
34 Drury Capital
Diversified Trend-Following Program
6.64 5,000k 5/1/1997
33 Tactical Investment Management
Tactical Institutional Commodity Program
6.75 10,000k 4/1/1993
32 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
6.89 0k 11/1/1996
31 Saxon Investment Corporation
Diversified Program
7.26 3,000k 9/1/1988
30 Alder Capital DAC
Alder Global 20
7.36 2,500k 2/1/2001
29 RAM Management Group
MRTP Aggressive
7.57 1,000k 2/1/1998
28 Alee Capital Management, LLC
Mistral Program
7.96 2,500k 1/1/1999
27 Clarke Capital Management
Millennium
8.11 1,000k 1/1/1998
26 Sunrise Capital Partners
Sunrise Expanded Diversified Program
8.28 1/1/1989
25 Red Rock Capital, LLC
Systematic Global Macro
8.32 500k 9/1/2003
24 EMC Capital Advisors, LLC
Classic
8.60 5,000k 1/1/1985
23 Abraham Trading Company
Diversified Program
8.69 10,000k 1/1/1988
22 FORT LP
Fort Global Contrarian
9.28 2,000k 10/1/2002
21 Rivoli Fund Management
Rivoli International Fund (V9)
9.31 5,000k 1/1/2002
20 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
9.34 3,000k 10/1/1992
19 Rabar Market Research
Diversified Program
9.45 2,000k 1/1/1989
18 FORT LP
Fort Global Diversified
9.88 2,000k 10/1/1993
17 Winton Capital Management
Diversified
10.27 50,000k 10/1/1997
16 Red Oak Commodity Advisors
Investment Program
10.46 5,000k 12/1/1989
15 Hawksbill Capital Management
Global Diversified
10.57 5,000k 11/1/1988
14 Clarke Capital Management
Global Magnum
10.92 100k 8/1/1997
13 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
12.33 100k 1/1/2000
12 Saxon Investment Corporation
Aggressive Diversified Program
12.34 2,000k 11/1/1993
11 Heyden & Steindl GmbH
TOMAC2
12.36 5,000k 3/1/2003
10 Superfund Group
Superfund Green Q-AG
12.86 2k 3/1/1996
9 Di Tomasso Group Inc.
Equilibrium Program
12.88 5,000k 1/1/2002
8 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
14.10 2,000k 7/1/1992
7 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
14.46 200k 11/1/1999
6 Superfund Group
Superfund Green GCT USD
16.28 15k 1/1/2000
5 Clarke Capital Management
Global Basic
17.71 50k 2/1/1996
4 Southwest Managed Investments, LLC
Global Diversified
18.80 200k 1/1/2002
3 Superfund Group
Superfund Green L.P. Series A
19.45 5k 10/1/2002
2 Superfund Group
Superfund Green Master
24.60 2,000k 5/1/2001
1 Superfund Group
Superfund Green L.P. Series B
27.33 5k 10/1/2002

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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