IASG CTA Index For June 2003

Monthly Rankings

Rank CTA/Program Jun 2003 Min Inv Inception
96 DUNN Capital Management
D'Best Futures Fund, L.P.
-14.00 100k 6/1/1994
95 Parizek Capital
Futures Trading Program
-12.09 500k 4/1/2000
94 Superfund Group
Superfund Green L.P. Series B
-11.57 5k 10/1/2002
93 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-10.23 200k 11/1/1999
92 Estlander & Partners
Global XL
-10.22 5,000k 8/1/1991
91 Clarke Capital Management
Millennium
-10.09 1,000k 1/1/1998
90 Kelly Angle Inc.
Genesis Program
-10.06 2,000k 4/1/2000
89 DUNN Capital Management
DUNN Combined Fund (DCF)
-10.01 100k 5/1/1989
88 Superfund Group
Superfund Green GCT USD
-8.56 15k 1/1/2000
87 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-8.44 100k 3/1/2003
86 Superfund Group
Superfund Green L.P. Series A
-8.37 5k 10/1/2002
85 Superfund Group
Superfund Green Master
-8.29 2,000k 5/1/2001
84 Di Tomasso Group Inc.
Equilibrium Program
-8.29 5,000k 1/1/2002
83 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.07 100k 11/1/1984
82 Mulvaney Capital Management
The Mulvaney Global Markets Program
-7.61 100k 5/1/1999
81 M.S. Capital Management
Global Diversified Program
-7.40 2,000k 11/1/1998
80 Abraham Trading Company
Diversified Program
-7.06 10,000k 1/1/1988
79 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-6.52 0k 11/1/1996
78 Tactical Investment Management
Tactical Institutional Commodity Program
-6.42 10,000k 4/1/1993
77 Southwest Managed Investments, LLC
Global Diversified
-6.37 200k 1/1/2002
76 Drury Capital
Diversified Trend-Following Program
-6.35 5,000k 5/1/1997
75 Alee Capital Management, LLC
Poniente Program
-5.86 2,500k 1/1/1999
74 Rivoli Fund Management
Rivoli International Fund (V9)
-5.67 5,000k 1/1/2002
73 Chesapeake Capital
Diversified (LV)
-5.65 100k 2/1/1988
72 Estlander & Partners
Global Markets
-5.62 10,000k 8/1/1999
71 Clarke Capital Management
Global Magnum
-5.54 100k 8/1/1997
70 Winton Capital Management
Diversified
-5.20 50,000k 10/1/1997
69 Superfund Group
Superfund Green Q-AG
-4.83 2k 3/1/1996
68 Clarke Capital Management
Global Basic
-4.51 50k 2/1/1996
67 Mark J. Walsh Company
Standard Program
-4.18 2,000k 9/1/1985
66 Clarke Capital Management
Worldwide
-3.99 250k 1/1/1996
65 Rivoli Fund Management
Rivoli International Fund (MAP)
-3.90 5,000k 10/1/1996
64 Alder Capital DAC
Alder Global 20
-3.87 2,500k 2/1/2001
63 Saxon Investment Corporation
Aggressive Diversified Program
-3.69 2,000k 11/1/1993
62 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-3.66 1/1/1989
61 Quality Capital Management
Global Diversified Programme
-3.56 10,000k 12/1/1995
60 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-3.54 2,000k 7/1/1992
59 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.54 100k 1/1/2000
58 Millburn Corporation
Diversified Program
-3.49 20,000k 2/1/1977
57 KMJ Investments
KMJ Investments
-3.19 1,000k 8/1/1994
56 Strategic Ag Trading
SAT GRAINS
-3.18 100k 4/1/2002
55 Eclipse Capital Management
Global Monetary
-2.68 5,000k 8/1/1990
54 Range Wise
Investment Program
-2.62 250k 2/1/1991
53 Rabar Market Research
Diversified Program
-2.58 2,000k 1/1/1989
52 MERIT Alternative Investments GmbH
Futures Portfolio
-2.57 2,000k 6/1/1998
51 Saxon Investment Corporation
Diversified Program
-2.46 3,000k 9/1/1988
50 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.45 10,000k 1/1/1995
49 FORT LP
Fort Global Diversified
-2.37 2,000k 10/1/1993
48 Kinkopf Capital Management
KCM S&P (Proprietary)
-2.24 100k 1/1/1999
47 EMC Capital Advisors, LLC
Classic
-2.20 5,000k 1/1/1985
45 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.17 250k 6/1/2001
46 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.17 5,000k 6/1/2001
44 ISAM
ISAM Systematic Trend Fund
-2.17 1,000k 6/1/2001
43 Estlander & Partners
Alpha Trend
-2.16 30,000k 10/1/1991
42 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.16 10,000k 1/1/1991
41 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.09 10,000k 8/1/1999
40 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-2.06 3,000k 10/1/1992
39 Conquest Capital Group
Conquest Macro
-2.00 250k 5/1/1999
38 Heyden & Steindl GmbH
TOMAC2
-1.99 5,000k 3/1/2003
37 Alder Capital DAC
Alder Global 10
-1.96 2,500k 10/1/2000
36 John Locke Investments
Cyril Systematic Program
-1.93 8,000k 7/1/2000
35 Hyman Beck and Company
Global Portfolio
-1.69 1,000k 3/1/1991
34 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.50 10,000k 2/1/1999
33 C-View Limited
Currency Managed Account Program
-1.44 5,000k 10/1/1996
32 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.08 5,000k 8/1/2000
31 Spectrum Asset Management LLC
Global Diversified
-0.99 2,000k 1/1/2001
30 Eckhardt Trading Company
Evolution Strategies
-0.80 20,000k 8/1/1991
29 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.79 3,000k 7/1/2001
28 Red Oak Commodity Advisors
Investment Program
-0.79 5,000k 12/1/1989
27 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.75 10,000k 10/1/1991
26 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.51 10,000k 1/1/2001
25 Mobius Asset Management
Custom Trading Program
-0.40 100k 1/1/2002
24 Dreiss Research Corporation
Diversified Program
-0.34 1,000k 5/1/1991
23 Witter & Lester, Inc.
Redstone
0.10 500k 9/1/1994
22 Northfield Trading
Diversified
0.40 2,000k 7/1/1989
21 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.49 1,000k 3/1/1998
20 RAM Management Group
RAM MRTP 1X-Conservative
0.61 1,000k 9/1/1993
19 FORT LP
Fort Global Contrarian
0.66 2,000k 10/1/2002
18 Ansbacher Investment Management
Market Neutral Put Skew Program
0.79 250k 1/1/1996
17 Mondiale Asset Management
Mondiale Trading Program
0.79 0k 9/1/1997
16 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.83 1,000k 1/1/1999
15 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.86 400k 1/1/1988
14 RAM Management Group
MRTP Aggressive
1.13 1,000k 2/1/1998
13 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.14 1,000k 9/1/1997
12 IKOS
The IKOS Hedge Fund
1.32 10,000k 7/1/1998
11 Covenant Capital Management
Original Program
1.56 5,000k 9/1/1999
10 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.59 10,000k 4/1/2003
9 Warrington Asset Management
Warrington Strategic Program
1.71 50k 1/1/1997
8 LJM Partners
LJM Aggressive Strategy
1.93 500k 7/1/1998
7 Alee Capital Management, LLC
Mistral Program
1.98 2,500k 1/1/1999
6 Crabel Capital Management
Crabel Multi-Product
2.75 1,000k 3/1/1998
5 LJM Partners
LJM Moderately Aggressive Strategy
2.84 500k 4/1/2003
4 Lynx Asset Management AB
Lynx Program
3.25 75k 5/1/2000
3 Hawksbill Capital Management
Global Diversified
4.28 5,000k 11/1/1988
2 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.21 1,000k 3/1/2003
1 Rosetta Capital Management
Rosetta Trading Program
8.93 100k 4/1/2000

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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