IASG CTA Index For February 2003

Monthly Rankings

Rank CTA/Program Feb 2003 Min Inv Inception
91 Range Wise
Investment Program
-12.89 250k 2/1/1991
90 Red Oak Commodity Advisors
Investment Program
-12.53 5,000k 12/1/1989
89 Kinkopf Capital Management
KCM S&P (Proprietary)
-9.71 100k 1/1/1999
88 Di Tomasso Group Inc.
Equilibrium Program
-6.71 5,000k 1/1/2002
87 Witter & Lester, Inc.
Stock Index Futures Trading Program
-4.03 400k 1/1/1988
86 Alder Capital DAC
Alder Global 20
-2.48 2,500k 2/1/2001
85 RAM Management Group
MRTP Aggressive
-2.15 1,000k 2/1/1998
84 KMJ Investments
KMJ Investments
-1.84 1,000k 8/1/1994
83 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.42 10,000k 1/1/2001
82 Mondiale Asset Management
Mondiale Trading Program
-1.37 0k 9/1/1997
81 Alder Capital DAC
Alder Global 10
-1.37 2,500k 10/1/2000
80 C-View Limited
Currency Managed Account Program
-0.73 5,000k 10/1/1996
79 Strategic Ag Trading
SAT GRAINS
-0.69 100k 4/1/2002
78 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.57 1,000k 1/1/1999
77 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.26 5,000k 8/1/2000
76 Northfield Trading
Diversified
-0.20 2,000k 7/1/1989
75 RAM Management Group
RAM MRTP 1X-Conservative
-0.13 1,000k 9/1/1993
74 Dreiss Research Corporation
Diversified Program
-0.06 1,000k 5/1/1991
73 Covenant Capital Management
Original Program
0.38 5,000k 9/1/1999
72 Mobius Asset Management
Custom Trading Program
0.50 100k 1/1/2002
71 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.83 1,000k 3/1/1998
70 Witter & Lester, Inc.
Redstone
1.09 500k 9/1/1994
69 Southwest Managed Investments, LLC
Global Diversified
1.35 200k 1/1/2002
68 FORT LP
Fort Global Contrarian
1.35 2,000k 10/1/2002
67 Conquest Capital Group
Conquest Macro
1.42 250k 5/1/1999
66 Crabel Capital Management
Crabel Multi-Product
1.66 1,000k 3/1/1998
65 Warrington Asset Management
Warrington Strategic Program
1.80 50k 1/1/1997
64 Rivoli Fund Management
Rivoli International Fund (MAP)
2.11 5,000k 10/1/1996
63 Hyman Beck and Company
Global Portfolio
2.19 1,000k 3/1/1991
62 Saxon Investment Corporation
Diversified Program
2.41 3,000k 9/1/1988
61 John Locke Investments
Cyril Systematic Program
2.69 8,000k 7/1/2000
60 Transtrend B.V.
DTP – Standard Risk (EUR)
2.75 10,000k 2/1/1999
59 Briarwood Capital Management, Inc.
Diversified Trading Program
2.77 3,000k 7/1/2001
58 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.31 10,000k 1/1/1991
57 Chesapeake Capital
Diversified (LV)
3.61 100k 2/1/1988
56 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.83 1,000k 9/1/1997
55 Saxon Investment Corporation
Aggressive Diversified Program
3.87 2,000k 11/1/1993
54 MERIT Alternative Investments GmbH
Futures Portfolio
3.88 2,000k 6/1/1998
53 IKOS
The IKOS Hedge Fund
3.88 10,000k 7/1/1998
52 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.98 10,000k 8/1/1999
51 Lynx Asset Management AB
Lynx Program
3.99 75k 5/1/2000
50 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.03 10,000k 1/1/1995
49 M.S. Capital Management
Global Diversified Program
4.11 2,000k 11/1/1998
48 Estlander & Partners
Global Markets
4.13 10,000k 8/1/1999
47 Mark J. Walsh Company
Standard Program
4.35 2,000k 9/1/1985
46 Quality Capital Management
Global Diversified Programme
4.44 10,000k 12/1/1995
45 Spectrum Asset Management LLC
Global Diversified
4.56 2,000k 1/1/2001
44 Sunrise Capital Partners
Sunrise Expanded Diversified Program
4.62 1/1/1989
43 Alee Capital Management, LLC
Mistral Program
4.68 2,500k 1/1/1999
42 Eclipse Capital Management
Global Monetary
5.16 5,000k 8/1/1990
41 Ansbacher Investment Management
Market Neutral Put Skew Program
5.17 250k 1/1/1996
40 Rabar Market Research
Diversified Program
5.21 2,000k 1/1/1989
39 Estlander & Partners
Alpha Trend
5.21 30,000k 10/1/1991
38 Hawksbill Capital Management
Global Diversified
5.48 5,000k 11/1/1988
37 Rivoli Fund Management
Rivoli International Fund (V9)
5.49 5,000k 1/1/2002
36 ISAM
ISAM Systematic Trend Fund
5.56 1,000k 6/1/2001
35 Clarke Capital Management
Worldwide
6.21 250k 1/1/1996
34 Parizek Capital
Futures Trading Program
6.22 500k 4/1/2000
33 Millburn Corporation
Diversified Program
6.35 20,000k 2/1/1977
32 Drury Capital
Diversified Trend-Following Program
6.94 5,000k 5/1/1997
31 Mulvaney Capital Management
The Mulvaney Global Markets Program
7.22 100k 5/1/1999
30 Eckhardt Trading Company
Evolution Strategies
7.26 20,000k 8/1/1991
29 Estlander & Partners
Global XL
7.35 5,000k 8/1/1991
28 FORT LP
Fort Global Diversified
7.54 2,000k 10/1/1993
27 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
8.05 100k 1/1/2000
26 Eckhardt Trading Company
Evolution Strategies 1.2X
8.82 10,000k 10/1/1991
25 Tactical Investment Management
Tactical Institutional Commodity Program
9.08 10,000k 4/1/1993
24 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
9.39 0k 11/1/1996
23 EMC Capital Advisors, LLC
Classic
10.30 5,000k 1/1/1985
22 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
10.57 3,000k 10/1/1992
20 NuWave Investment Management, LLC
NuWave Investment Partners LP
10.98 250k 6/1/2001
21 NuWave Investment Management, LLC
Combined Futures Portfolio
10.98 5,000k 6/1/2001
19 Rosetta Capital Management
Rosetta Trading Program
11.04 100k 4/1/2000
18 Winton Capital Management
Diversified
11.95 50,000k 10/1/1997
17 Superfund Group
Superfund Green L.P. Series A
12.00 5k 10/1/2002
16 Superfund Group
Superfund Green Q-AG
12.04 2k 3/1/1996
15 Alee Capital Management, LLC
Poniente Program
12.46 2,500k 1/1/1999
14 Clarke Capital Management
Global Magnum
12.52 100k 8/1/1997
13 DUNN Capital Management
DUNN Combined Fund (DCF)
13.17 100k 5/1/1989
12 Abraham Trading Company
Diversified Program
13.18 10,000k 1/1/1988
11 LJM Partners
LJM Aggressive Strategy
13.53 500k 7/1/1998
10 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
13.83 100k 11/1/1984
9 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
14.17 200k 11/1/1999
8 Superfund Group
Superfund Green GCT USD
15.52 15k 1/1/2000
7 Clarke Capital Management
Millennium
16.15 1,000k 1/1/1998
6 DUNN Capital Management
D'Best Futures Fund, L.P.
16.62 100k 6/1/1994
5 Kelly Angle Inc.
Genesis Program
16.71 2,000k 4/1/2000
4 Superfund Group
Superfund Green L.P. Series B
17.07 5k 10/1/2002
3 Clarke Capital Management
Global Basic
18.33 50k 2/1/1996
2 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
19.57 2,000k 7/1/1992
1 Superfund Group
Superfund Green Master
20.27 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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