IASG CTA Index For April 2003

Monthly Rankings

Rank CTA/Program Apr 2003 Min Inv Inception
96 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-17.83 100k 3/1/2003
95 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-11.35 2,000k 7/1/1992
94 Conquest Capital Group
Conquest Macro
-10.22 250k 5/1/1999
93 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-6.65 3,000k 10/1/1992
92 Rosetta Capital Management
Rosetta Trading Program
-6.18 100k 4/1/2000
91 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-5.45 100k 1/1/2000
90 John Locke Investments
Cyril Systematic Program
-5.33 8,000k 7/1/2000
89 Drury Capital
Diversified Trend-Following Program
-4.10 5,000k 5/1/1997
88 Rivoli Fund Management
Rivoli International Fund (MAP)
-3.71 5,000k 10/1/1996
87 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.32 400k 1/1/1988
86 RAM Management Group
MRTP Aggressive
-3.10 1,000k 2/1/1998
84 NuWave Investment Management, LLC
NuWave Investment Partners LP
-3.09 250k 6/1/2001
85 NuWave Investment Management, LLC
Combined Futures Portfolio
-3.09 5,000k 6/1/2001
83 M.S. Capital Management
Global Diversified Program
-2.61 2,000k 11/1/1998
82 Range Wise
Investment Program
-2.17 250k 2/1/1991
81 Quality Capital Management
Global Diversified Programme
-1.60 10,000k 12/1/1995
80 Superfund Group
Superfund Green Q-AG
-1.60 2k 3/1/1996
79 Mobius Asset Management
Custom Trading Program
-1.60 100k 1/1/2002
78 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.25 100k 6/1/1994
77 RAM Management Group
RAM MRTP 1X-Conservative
-1.07 1,000k 9/1/1993
76 Superfund Group
Superfund Green Master
-1.03 2,000k 5/1/2001
75 Estlander & Partners
Global XL
-0.82 5,000k 8/1/1991
74 Estlander & Partners
Global Markets
-0.81 10,000k 8/1/1999
73 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.72 3,000k 7/1/2001
72 Northfield Trading
Diversified
-0.60 2,000k 7/1/1989
71 KMJ Investments
KMJ Investments
-0.43 1,000k 8/1/1994
70 Warrington Asset Management
Warrington Strategic Program
-0.31 50k 1/1/1997
69 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.25 1,000k 3/1/1998
68 IKOS
The IKOS Hedge Fund
-0.15 10,000k 7/1/1998
67 Hyman Beck and Company
Global Portfolio
-0.10 1,000k 3/1/1991
65 LJM Partners
LJM Moderately Aggressive Strategy
0.00 500k 4/1/2003
66 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.00 10,000k 4/1/2003
64 FORT LP
Fort Global Contrarian
0.04 2,000k 10/1/2002
63 FORT LP
Fort Global Diversified
0.04 2,000k 10/1/1993
62 Dreiss Research Corporation
Diversified Program
0.09 1,000k 5/1/1991
61 Millburn Corporation
Diversified Program
0.09 20,000k 2/1/1977
60 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.09 1/1/1989
59 ISAM
ISAM Systematic Trend Fund
0.14 1,000k 6/1/2001
58 DUNN Capital Management
DUNN Combined Fund (DCF)
0.17 100k 5/1/1989
57 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.20 10,000k 1/1/2001
56 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.27 5,000k 8/1/2000
55 Chesapeake Capital
Diversified (LV)
0.29 100k 2/1/1988
54 Eckhardt Trading Company
Evolution Strategies
0.31 20,000k 8/1/1991
53 Rivoli Fund Management
Rivoli International Fund (V9)
0.43 5,000k 1/1/2002
52 Eckhardt Trading Company
Evolution Strategies 1.2X
0.46 10,000k 10/1/1991
51 Witter & Lester, Inc.
Redstone
0.50 500k 9/1/1994
50 Superfund Group
Superfund Green L.P. Series A
0.51 5k 10/1/2002
49 Southwest Managed Investments, LLC
Global Diversified
0.51 200k 1/1/2002
48 Ansbacher Investment Management
Market Neutral Put Skew Program
0.61 250k 1/1/1996
47 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.64 1,000k 1/1/1999
46 C-View Limited
Currency Managed Account Program
0.73 5,000k 10/1/1996
45 Spectrum Asset Management LLC
Global Diversified
0.83 2,000k 1/1/2001
44 Superfund Group
Superfund Green L.P. Series B
0.87 5k 10/1/2002
43 Kelly Angle Inc.
Genesis Program
1.02 2,000k 4/1/2000
42 Superfund Group
Superfund Green GCT USD
1.06 15k 1/1/2000
41 EMC Capital Advisors, LLC
Classic
1.10 5,000k 1/1/1985
40 Alee Capital Management, LLC
Poniente Program
1.16 2,500k 1/1/1999
39 Eclipse Capital Management
Global Monetary
1.27 5,000k 8/1/1990
38 Mondiale Asset Management
Mondiale Trading Program
1.39 0k 9/1/1997
37 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.45 100k 5/1/1999
36 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.57 100k 11/1/1984
35 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.63 10,000k 1/1/1991
34 Mark J. Walsh Company
Standard Program
1.77 2,000k 9/1/1985
33 Crabel Capital Management
Crabel Multi-Product
1.87 1,000k 3/1/1998
32 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.90 0k 11/1/1996
31 Abraham Trading Company
Diversified Program
2.02 10,000k 1/1/1988
30 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.16 1,000k 9/1/1997
29 Winton Capital Management
Diversified
2.45 50,000k 10/1/1997
28 Transtrend B.V.
DTP – Standard Risk (EUR)
2.50 10,000k 2/1/1999
27 Alder Capital DAC
Alder Global 10
2.93 2,500k 10/1/2000
26 MERIT Alternative Investments GmbH
Futures Portfolio
3.57 2,000k 6/1/1998
25 Clarke Capital Management
Worldwide
3.69 250k 1/1/1996
24 Parizek Capital
Futures Trading Program
3.73 500k 4/1/2000
23 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.77 10,000k 1/1/1995
22 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.83 10,000k 8/1/1999
21 Lynx Asset Management AB
Lynx Program
4.18 75k 5/1/2000
20 Rabar Market Research
Diversified Program
4.18 2,000k 1/1/1989
19 Clarke Capital Management
Millennium
4.31 1,000k 1/1/1998
18 Tactical Investment Management
Tactical Institutional Commodity Program
4.31 10,000k 4/1/1993
17 Heyden & Steindl GmbH
TOMAC2
4.37 5,000k 3/1/2003
16 Saxon Investment Corporation
Diversified Program
4.66 3,000k 9/1/1988
15 Hawksbill Capital Management
Global Diversified
5.05 5,000k 11/1/1988
14 Estlander & Partners
Alpha Trend
5.05 30,000k 10/1/1991
13 Strategic Ag Trading
SAT GRAINS
5.16 100k 4/1/2002
12 Alder Capital DAC
Alder Global 20
5.29 2,500k 2/1/2001
11 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
6.20 1,000k 3/1/2003
10 Kinkopf Capital Management
KCM S&P (Proprietary)
6.71 100k 1/1/1999
9 Alee Capital Management, LLC
Mistral Program
6.78 2,500k 1/1/1999
8 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
7.03 200k 11/1/1999
7 LJM Partners
LJM Aggressive Strategy
7.84 500k 7/1/1998
6 Clarke Capital Management
Global Basic
7.91 50k 2/1/1996
5 Di Tomasso Group Inc.
Equilibrium Program
8.44 5,000k 1/1/2002
4 Saxon Investment Corporation
Aggressive Diversified Program
8.85 2,000k 11/1/1993
3 Clarke Capital Management
Global Magnum
9.97 100k 8/1/1997
2 Covenant Capital Management
Original Program
11.74 5,000k 9/1/1999
1 Red Oak Commodity Advisors
Investment Program
14.73 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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