IASG CTA Index For March 2003

Monthly Rankings

Rank CTA/Program Mar 2003 Min Inv Inception
94 Superfund Group
Superfund Green Master
-31.14 2,000k 5/1/2001
93 Superfund Group
Superfund Green L.P. Series B
-29.11 5k 10/1/2002
92 Kelly Angle Inc.
Genesis Program
-27.65 2,000k 4/1/2000
91 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-25.64 200k 11/1/1999
90 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-24.13 2,000k 7/1/1992
89 Superfund Group
Superfund Green GCT USD
-23.21 15k 1/1/2000
88 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-22.44 100k 11/1/1984
87 DUNN Capital Management
D'Best Futures Fund, L.P.
-21.80 100k 6/1/1994
86 DUNN Capital Management
DUNN Combined Fund (DCF)
-20.56 100k 5/1/1989
85 Superfund Group
Superfund Green L.P. Series A
-20.12 5k 10/1/2002
84 Clarke Capital Management
Millennium
-18.26 1,000k 1/1/1998
83 Di Tomasso Group Inc.
Equilibrium Program
-17.63 5,000k 1/1/2002
82 Superfund Group
Superfund Green Q-AG
-16.72 2k 3/1/1996
81 Hawksbill Capital Management
Global Diversified
-15.81 5,000k 11/1/1988
80 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-14.42 3,000k 10/1/1992
79 Mulvaney Capital Management
The Mulvaney Global Markets Program
-12.83 100k 5/1/1999
78 EMC Capital Advisors, LLC
Classic
-12.60 5,000k 1/1/1985
77 Mark J. Walsh Company
Standard Program
-12.40 2,000k 9/1/1985
76 Parizek Capital
Futures Trading Program
-12.10 500k 4/1/2000
75 Southwest Managed Investments, LLC
Global Diversified
-11.65 200k 1/1/2002
74 Saxon Investment Corporation
Aggressive Diversified Program
-11.59 2,000k 11/1/1993
73 Clarke Capital Management
Global Basic
-11.50 50k 2/1/1996
72 Rosetta Capital Management
Rosetta Trading Program
-11.10 100k 4/1/2000
71 M.S. Capital Management
Global Diversified Program
-10.81 2,000k 11/1/1998
70 Winton Capital Management
Diversified
-10.80 50,000k 10/1/1997
69 Rabar Market Research
Diversified Program
-10.35 2,000k 1/1/1989
68 Chesapeake Capital
Diversified (LV)
-8.76 100k 2/1/1988
67 Clarke Capital Management
Global Magnum
-8.48 100k 8/1/1997
66 Millburn Corporation
Diversified Program
-8.25 20,000k 2/1/1977
65 Spectrum Asset Management LLC
Global Diversified
-8.15 2,000k 1/1/2001
64 Alee Capital Management, LLC
Mistral Program
-8.13 2,500k 1/1/1999
63 Estlander & Partners
Alpha Trend
-7.48 30,000k 10/1/1991
62 Clarke Capital Management
Worldwide
-7.42 250k 1/1/1996
61 Tactical Investment Management
Tactical Institutional Commodity Program
-7.41 10,000k 4/1/1993
60 Covenant Capital Management
Original Program
-7.33 5,000k 9/1/1999
59 Saxon Investment Corporation
Diversified Program
-6.92 3,000k 9/1/1988
57 NuWave Investment Management, LLC
NuWave Investment Partners LP
-6.51 250k 6/1/2001
58 NuWave Investment Management, LLC
Combined Futures Portfolio
-6.51 5,000k 6/1/2001
56 Drury Capital
Diversified Trend-Following Program
-6.32 5,000k 5/1/1997
55 Rivoli Fund Management
Rivoli International Fund (MAP)
-6.23 5,000k 10/1/1996
54 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-6.15 1/1/1989
53 Estlander & Partners
Global XL
-6.14 5,000k 8/1/1991
52 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-5.66 0k 11/1/1996
51 ISAM
ISAM Systematic Trend Fund
-5.56 1,000k 6/1/2001
50 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-5.23 10,000k 8/1/1999
49 Transtrend B.V.
DTP – Enhanced Risk (USD)
-5.04 10,000k 1/1/1995
48 Briarwood Capital Management, Inc.
Diversified Trading Program
-5.00 3,000k 7/1/2001
47 Alee Capital Management, LLC
Poniente Program
-4.99 2,500k 1/1/1999
46 Abraham Trading Company
Diversified Program
-4.73 10,000k 1/1/1988
45 John Locke Investments
Cyril Systematic Program
-4.65 8,000k 7/1/2000
44 Lynx Asset Management AB
Lynx Program
-4.52 75k 5/1/2000
43 Rotella Capital Management
Rotella Polaris Program (Diversified)
-4.37 10,000k 1/1/1991
42 Crabel Capital Management
Crabel Multi-Product
-4.05 1,000k 3/1/1998
41 Hyman Beck and Company
Global Portfolio
-3.98 1,000k 3/1/1991
40 Estlander & Partners
Global Markets
-3.68 10,000k 8/1/1999
39 Eclipse Capital Management
Global Monetary
-3.63 5,000k 8/1/1990
38 Transtrend B.V.
DTP – Standard Risk (EUR)
-3.45 10,000k 2/1/1999
37 FORT LP
Fort Global Diversified
-3.22 2,000k 10/1/1993
36 RAM Management Group
MRTP Aggressive
-3.09 1,000k 2/1/1998
35 Quality Capital Management
Global Diversified Programme
-2.97 10,000k 12/1/1995
34 MERIT Alternative Investments GmbH
Futures Portfolio
-2.51 2,000k 6/1/1998
33 W.G. Wealth Guardian Ltd.
SAFI2 Program
-2.17 1,000k 9/1/1997
32 Rivoli Fund Management
Rivoli International Fund (V9)
-2.13 5,000k 1/1/2002
31 RAM Management Group
RAM MRTP 1X-Conservative
-1.02 1,000k 9/1/1993
30 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.96 5,000k 8/1/2000
29 Mobius Asset Management
Custom Trading Program
-0.80 100k 1/1/2002
28 Eckhardt Trading Company
Evolution Strategies
-0.58 20,000k 8/1/1991
27 Northfield Trading
Diversified
-0.50 2,000k 7/1/1989
26 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.44 10,000k 10/1/1991
25 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.32 1,000k 3/1/1998
24 Strategic Ag Trading
SAT GRAINS
-0.32 100k 4/1/2002
23 KMJ Investments
KMJ Investments
-0.31 1,000k 8/1/1994
22 Dreiss Research Corporation
Diversified Program
-0.03 1,000k 5/1/1991
19 Heyden & Steindl GmbH
TOMAC2
0.00 5,000k 3/1/2003
20 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.00 1,000k 3/1/2003
21 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.00 100k 3/1/2003
18 Range Wise
Investment Program
0.06 250k 2/1/1991
17 Mondiale Asset Management
Mondiale Trading Program
0.27 0k 9/1/1997
16 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.43 10,000k 1/1/2001
15 C-View Limited
Currency Managed Account Program
0.58 5,000k 10/1/1996
14 Witter & Lester, Inc.
Redstone
0.89 500k 9/1/1994
13 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.97 1,000k 1/1/1999
12 FORT LP
Fort Global Contrarian
1.35 2,000k 10/1/2002
11 Alder Capital DAC
Alder Global 10
1.47 2,500k 10/1/2000
10 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.57 100k 1/1/2000
9 IKOS
The IKOS Hedge Fund
2.37 10,000k 7/1/1998
8 Warrington Asset Management
Warrington Strategic Program
2.63 50k 1/1/1997
7 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.44 400k 1/1/1988
6 Alder Capital DAC
Alder Global 20
3.47 2,500k 2/1/2001
5 LJM Partners
LJM Aggressive Strategy
4.39 500k 7/1/1998
4 Ansbacher Investment Management
Market Neutral Put Skew Program
5.10 250k 1/1/1996
3 Kinkopf Capital Management
KCM S&P (Proprietary)
6.62 100k 1/1/1999
2 Conquest Capital Group
Conquest Macro
6.89 250k 5/1/1999
1 Red Oak Commodity Advisors
Investment Program
18.91 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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan