IASG CTA Index For July 2003

Monthly Rankings

Rank CTA/Program Jul 2003 Min Inv Inception
96 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-17.76 200k 11/1/1999
95 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-15.70 100k 3/1/2003
94 Superfund Group
Superfund Green L.P. Series B
-11.95 5k 10/1/2002
93 Superfund Group
Superfund Green L.P. Series A
-8.77 5k 10/1/2002
92 Tactical Investment Management
Tactical Institutional Commodity Program
-7.00 10,000k 4/1/1993
91 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-6.58 1,000k 3/1/2003
90 FORT LP
Fort Global Diversified
-6.44 2,000k 10/1/1993
89 Mulvaney Capital Management
The Mulvaney Global Markets Program
-6.33 100k 5/1/1999
88 Alder Capital DAC
Alder Global 20
-5.38 2,500k 2/1/2001
87 Lynx Asset Management AB
Lynx Program
-5.32 75k 5/1/2000
86 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.30 100k 6/1/1994
85 Abraham Trading Company
Diversified Program
-4.86 10,000k 1/1/1988
84 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.75 100k 11/1/1984
83 Drury Capital
Diversified Trend-Following Program
-4.41 5,000k 5/1/1997
82 Clarke Capital Management
Millennium
-4.13 1,000k 1/1/1998
81 Northfield Trading
Diversified
-3.90 2,000k 7/1/1989
80 Rivoli Fund Management
Rivoli International Fund (MAP)
-3.89 5,000k 10/1/1996
79 Covenant Capital Management
Original Program
-3.86 5,000k 9/1/1999
78 Rivoli Fund Management
Rivoli International Fund (V9)
-3.69 5,000k 1/1/2002
77 ISAM
ISAM Systematic Trend Fund
-3.65 1,000k 6/1/2001
76 Rotella Capital Management
Rotella Polaris Program (Diversified)
-3.45 10,000k 1/1/1991
75 Superfund Group
Superfund Green GCT USD
-3.14 15k 1/1/2000
74 Spectrum Asset Management LLC
Global Diversified
-3.06 2,000k 1/1/2001
73 Estlander & Partners
Global XL
-2.92 5,000k 8/1/1991
72 FORT LP
Fort Global Contrarian
-2.83 2,000k 10/1/2002
71 M.S. Capital Management
Global Diversified Program
-2.73 2,000k 11/1/1998
70 Alee Capital Management, LLC
Poniente Program
-2.71 2,500k 1/1/1999
69 Mobius Asset Management
Custom Trading Program
-2.70 100k 1/1/2002
68 Clarke Capital Management
Global Magnum
-2.56 100k 8/1/1997
67 Kinkopf Capital Management
KCM S&P (Proprietary)
-2.50 100k 1/1/1999
66 Alder Capital DAC
Alder Global 10
-2.47 2,500k 10/1/2000
65 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.36 10,000k 1/1/1995
64 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.20 10,000k 8/1/1999
63 Hyman Beck and Company
Global Portfolio
-2.13 1,000k 3/1/1991
62 Alee Capital Management, LLC
Mistral Program
-2.08 2,500k 1/1/1999
61 Chesapeake Capital
Diversified (LV)
-1.85 100k 2/1/1988
60 Red Oak Commodity Advisors
Investment Program
-1.83 5,000k 12/1/1989
59 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.83 10,000k 10/1/1991
58 DUNN Capital Management
DUNN Combined Fund (DCF)
-1.75 100k 5/1/1989
57 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.71 1/1/1989
56 Eckhardt Trading Company
Evolution Strategies
-1.55 20,000k 8/1/1991
55 Estlander & Partners
Global Markets
-1.43 10,000k 8/1/1999
54 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.39 10,000k 2/1/1999
53 Eclipse Capital Management
Global Monetary
-1.22 5,000k 8/1/1990
52 Superfund Group
Superfund Green Q-AG
-1.02 2k 3/1/1996
51 Superfund Group
Superfund Green Master
-0.98 2,000k 5/1/2001
50 Clarke Capital Management
Global Basic
-0.96 50k 2/1/1996
49 Warrington Asset Management
Warrington Strategic Program
-0.87 50k 1/1/1997
48 Crabel Capital Management
Crabel Multi-Product
-0.86 1,000k 3/1/1998
47 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.75 5,000k 8/1/2000
46 Winton Capital Management
Diversified
-0.68 50,000k 10/1/1997
45 MERIT Alternative Investments GmbH
Futures Portfolio
-0.62 2,000k 6/1/1998
44 Clarke Capital Management
Worldwide
-0.55 250k 1/1/1996
43 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.47 1,000k 1/1/1999
42 Quality Capital Management
Global Diversified Programme
-0.46 10,000k 12/1/1995
41 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.42 1,000k 9/1/1997
40 Rabar Market Research
Diversified Program
-0.39 2,000k 1/1/1989
39 Dreiss Research Corporation
Diversified Program
-0.24 1,000k 5/1/1991
38 Mark J. Walsh Company
Standard Program
-0.06 2,000k 9/1/1985
37 Witter & Lester, Inc.
Redstone
0.05 500k 9/1/1994
36 Ansbacher Investment Management
Market Neutral Put Skew Program
0.12 250k 1/1/1996
35 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.20 400k 1/1/1988
34 Southwest Managed Investments, LLC
Global Diversified
0.23 200k 1/1/2002
32 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.42 250k 6/1/2001
33 NuWave Investment Management, LLC
Combined Futures Portfolio
0.42 5,000k 6/1/2001
31 C-View Limited
Currency Managed Account Program
0.44 5,000k 10/1/1996
30 KMJ Investments
KMJ Investments
0.44 1,000k 8/1/1994
29 Saxon Investment Corporation
Diversified Program
0.52 3,000k 9/1/1988
28 Kelly Angle Inc.
Genesis Program
0.67 2,000k 4/1/2000
27 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.78 1,000k 3/1/1998
26 Mondiale Asset Management
Mondiale Trading Program
1.04 0k 9/1/1997
25 Conquest Capital Group
Conquest Macro
1.29 250k 5/1/1999
24 Saxon Investment Corporation
Aggressive Diversified Program
1.43 2,000k 11/1/1993
23 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.49 10,000k 1/1/2001
22 Hawksbill Capital Management
Global Diversified
1.52 5,000k 11/1/1988
21 Millburn Corporation
Diversified Program
1.81 20,000k 2/1/1977
20 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.84 0k 11/1/1996
19 Estlander & Partners
Alpha Trend
2.18 30,000k 10/1/1991
18 EMC Capital Advisors, LLC
Classic
2.40 5,000k 1/1/1985
17 Briarwood Capital Management, Inc.
Diversified Trading Program
2.44 3,000k 7/1/2001
16 IKOS
The IKOS Hedge Fund
3.44 10,000k 7/1/1998
15 RAM Management Group
RAM MRTP 1X-Conservative
3.80 1,000k 9/1/1993
14 LJM Partners
LJM Moderately Aggressive Strategy
3.96 500k 4/1/2003
13 Quantmetrics Capital Management LLP
Premier 12V Strategy
4.62 10,000k 4/1/2003
12 John Locke Investments
Cyril Systematic Program
4.98 8,000k 7/1/2000
11 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
5.23 3,000k 10/1/1992
10 LJM Partners
LJM Aggressive Strategy
5.52 500k 7/1/1998
9 Parizek Capital
Futures Trading Program
6.06 500k 4/1/2000
8 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
7.89 2,000k 7/1/1992
7 RAM Management Group
MRTP Aggressive
8.20 1,000k 2/1/1998
6 Strategic Ag Trading
SAT GRAINS
10.11 100k 4/1/2002
5 Range Wise
Investment Program
10.48 250k 2/1/1991
4 Di Tomasso Group Inc.
Equilibrium Program
12.85 5,000k 1/1/2002
3 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
14.14 100k 1/1/2000
2 Heyden & Steindl GmbH
TOMAC2
24.24 5,000k 3/1/2003
1 Rosetta Capital Management
Rosetta Trading Program
94.99 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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