IASG CTA Index For April 2003 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 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 QCM Global Diversified Programme -1.60 500k 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 Ridgefield 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 Fund 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 250k 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 250k 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.