IASG CTA Index For June 2003 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 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 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 Fund -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 (E) -3.90 5,000k 10/1/1996 64 Alder Capital DAC Alder Global 20 -3.87 250k 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 QCM Global Diversified Programme -3.56 500k 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 Ridgefield 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 250k 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 (SAFI2) 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.