IASG CTA Index For May 2003

Monthly Rankings

Rank CTA/Program May 2003 Min Inv Inception
96 Rosetta Capital Management
Rosetta Trading Program
-5.61 100k 4/1/2000
95 Strategic Ag Trading
SAT GRAINS
-4.83 100k 4/1/2002
94 IKOS
The IKOS Hedge Fund
-2.47 10,000k 7/1/1998
93 KMJ Investments
KMJ Investments
-1.53 1,000k 8/1/1994
92 RAM Management Group
MRTP Aggressive
-1.48 1,000k 2/1/1998
91 RAM Management Group
RAM MRTP 1X-Conservative
-0.53 1,000k 9/1/1993
90 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.29 1,000k 1/1/1999
89 Ansbacher Investment Management
Market Neutral Put Skew Program
0.02 250k 1/1/1996
88 C-View Limited
Currency Managed Account Program
0.02 5,000k 10/1/1996
87 Dreiss Research Corporation
Diversified Program
0.39 1,000k 5/1/1991
86 Witter & Lester, Inc.
Redstone
0.40 500k 9/1/1994
85 LJM Partners
LJM Moderately Aggressive Strategy
1.07 500k 4/1/2003
84 Warrington Asset Management
Warrington Strategic Program
1.23 50k 1/1/1997
83 Crabel Capital Management
Crabel Multi-Product
1.41 1,000k 3/1/1998
81 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.12 250k 6/1/2001
82 NuWave Investment Management, LLC
Combined Futures Portfolio
2.12 5,000k 6/1/2001
80 Southwest Managed Investments, LLC
Global Diversified
2.12 200k 1/1/2002
79 LJM Partners
LJM Aggressive Strategy
2.26 500k 7/1/1998
78 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
2.29 10,000k 1/1/2001
77 Mondiale Asset Management
Mondiale Trading Program
2.62 0k 9/1/1997
76 Mobius Asset Management
Custom Trading Program
2.70 100k 1/1/2002
75 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.98 1,000k 3/1/2003
74 Estlander & Partners
Global Markets
3.39 10,000k 8/1/1999
73 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
3.50 1,000k 3/1/1998
72 Transtrend B.V.
DTP – Standard Risk (EUR)
3.66 10,000k 2/1/1999
71 Quantmetrics Capital Management LLP
Premier 12V Strategy
3.85 10,000k 4/1/2003
70 Di Tomasso Group Inc.
Equilibrium Program
3.87 5,000k 1/1/2002
69 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.97 1,000k 9/1/1997
68 Rivoli Fund Management
Rivoli International Fund (V9)
4.22 5,000k 1/1/2002
67 Eckhardt Trading Company
Evolution Strategies
4.78 20,000k 8/1/1991
66 FORT LP
Fort Global Contrarian
4.79 2,000k 10/1/2002
65 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.84 10,000k 1/1/1991
64 Briarwood Capital Management, Inc.
Diversified Trading Program
4.88 3,000k 7/1/2001
63 Northfield Trading
Diversified
5.00 2,000k 7/1/1989
62 Witter & Lester, Inc.
Stock Index Futures Trading Program
5.10 400k 1/1/1988
61 MERIT Alternative Investments GmbH
Futures Portfolio
5.11 2,000k 6/1/1998
60 Alder Capital DAC
Alder Global 10
5.13 2,500k 10/1/2000
59 Sunrise Capital Partners
Sunrise Expanded Diversified Program
5.24 1/1/1989
58 Chesapeake Capital
Diversified (LV)
5.35 100k 2/1/1988
57 Trigon Investment Advisors, LLC
Foreign Exchange Program
5.35 5,000k 8/1/2000
56 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.47 10,000k 8/1/1999
55 Abraham Trading Company
Diversified Program
5.59 10,000k 1/1/1988
54 Eckhardt Trading Company
Evolution Strategies 1.2X
5.70 10,000k 10/1/1991
53 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.81 10,000k 1/1/1995
52 Covenant Capital Management
Original Program
6.06 5,000k 9/1/1999
51 Tactical Investment Management
Tactical Institutional Commodity Program
6.11 10,000k 4/1/1993
50 Estlander & Partners
Global XL
6.11 5,000k 8/1/1991
49 Spectrum Asset Management LLC
Global Diversified
6.11 2,000k 1/1/2001
48 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
6.16 3,000k 10/1/1992
47 Estlander & Partners
Alpha Trend
6.43 30,000k 10/1/1991
46 Kinkopf Capital Management
KCM S&P (Proprietary)
6.72 100k 1/1/1999
45 Range Wise
Investment Program
7.07 250k 2/1/1991
44 Hyman Beck and Company
Global Portfolio
7.09 1,000k 3/1/1991
43 Eclipse Capital Management
Global Monetary
7.44 5,000k 8/1/1990
42 Mulvaney Capital Management
The Mulvaney Global Markets Program
7.64 100k 5/1/1999
41 Conquest Capital Group
Conquest Macro
8.63 250k 5/1/1999
40 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
8.70 0k 11/1/1996
39 Rivoli Fund Management
Rivoli International Fund (MAP)
9.14 5,000k 10/1/1996
38 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
9.19 2,000k 7/1/1992
37 Millburn Corporation
Diversified Program
9.25 20,000k 2/1/1977
36 Drury Capital
Diversified Trend-Following Program
9.42 5,000k 5/1/1997
35 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.45 100k 11/1/1984
34 Mark J. Walsh Company
Standard Program
9.74 2,000k 9/1/1985
33 John Locke Investments
Cyril Systematic Program
9.74 8,000k 7/1/2000
32 Alder Capital DAC
Alder Global 20
9.83 2,500k 2/1/2001
31 Superfund Group
Superfund Green GCT USD
9.89 15k 1/1/2000
30 Superfund Group
Superfund Green Q-AG
10.04 2k 3/1/1996
29 ISAM
ISAM Systematic Trend Fund
10.16 1,000k 6/1/2001
28 Winton Capital Management
Diversified
10.19 50,000k 10/1/1997
27 Saxon Investment Corporation
Diversified Program
10.47 3,000k 9/1/1988
26 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
10.47 100k 3/1/2003
25 Lynx Asset Management AB
Lynx Program
10.51 75k 5/1/2000
24 FORT LP
Fort Global Diversified
10.62 2,000k 10/1/1993
23 Quality Capital Management
Global Diversified Programme
10.74 10,000k 12/1/1995
22 Rabar Market Research
Diversified Program
10.83 2,000k 1/1/1989
21 DUNN Capital Management
D'Best Futures Fund, L.P.
10.98 100k 6/1/1994
20 DUNN Capital Management
DUNN Combined Fund (DCF)
11.28 100k 5/1/1989
19 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
11.38 100k 1/1/2000
18 M.S. Capital Management
Global Diversified Program
12.11 2,000k 11/1/1998
17 Parizek Capital
Futures Trading Program
12.26 500k 4/1/2000
16 EMC Capital Advisors, LLC
Classic
13.00 5,000k 1/1/1985
15 Alee Capital Management, LLC
Mistral Program
14.39 2,500k 1/1/1999
14 Red Oak Commodity Advisors
Investment Program
14.52 5,000k 12/1/1989
13 Clarke Capital Management
Worldwide
14.59 250k 1/1/1996
12 Superfund Group
Superfund Green L.P. Series A
15.04 5k 10/1/2002
11 Kelly Angle Inc.
Genesis Program
16.98 2,000k 4/1/2000
10 Hawksbill Capital Management
Global Diversified
17.28 5,000k 11/1/1988
9 Alee Capital Management, LLC
Poniente Program
18.98 2,500k 1/1/1999
8 Saxon Investment Corporation
Aggressive Diversified Program
19.12 2,000k 11/1/1993
7 Superfund Group
Superfund Green L.P. Series B
21.90 5k 10/1/2002
6 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
24.79 200k 11/1/1999
5 Clarke Capital Management
Millennium
25.01 1,000k 1/1/1998
4 Superfund Group
Superfund Green Master
25.76 2,000k 5/1/2001
3 Heyden & Steindl GmbH
TOMAC2
30.05 5,000k 3/1/2003
2 Clarke Capital Management
Global Magnum
36.65 100k 8/1/1997
1 Clarke Capital Management
Global Basic
46.41 50k 2/1/1996

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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