IASG CTA Index For August 2003

Monthly Rankings

Rank CTA/Program Aug 2003 Min Inv Inception
96 Alder Capital DAC
Alder Global 20
-7.73 2,500k 2/1/2001
95 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-6.00 1,000k 3/1/2003
94 Alee Capital Management, LLC
Mistral Program
-5.32 2,500k 1/1/1999
93 FORT LP
Fort Global Diversified
-4.04 2,000k 10/1/1993
92 Mobius Asset Management
Custom Trading Program
-3.80 100k 1/1/2002
91 Estlander & Partners
Global XL
-3.64 5,000k 8/1/1991
90 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-3.59 0k 11/1/1996
89 Abraham Trading Company
Diversified Program
-3.54 10,000k 1/1/1988
88 Alder Capital DAC
Alder Global 10
-3.36 2,500k 10/1/2000
87 John Locke Investments
Cyril Systematic Program
-2.74 8,000k 7/1/2000
86 Clarke Capital Management
Global Basic
-2.70 50k 2/1/1996
85 Hyman Beck and Company
Global Portfolio
-2.03 1,000k 3/1/1991
84 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-1.99 1,000k 1/1/1999
83 Estlander & Partners
Global Markets
-1.93 10,000k 8/1/1999
82 Rivoli Fund Management
Rivoli International Fund (V9)
-1.83 5,000k 1/1/2002
81 M.S. Capital Management
Global Diversified Program
-1.70 2,000k 11/1/1998
80 RAM Management Group
MRTP Aggressive
-1.47 1,000k 2/1/1998
79 Quality Capital Management
Global Diversified Programme
-1.47 10,000k 12/1/1995
78 Kinkopf Capital Management
KCM S&P (Proprietary)
-1.40 100k 1/1/1999
77 Alee Capital Management, LLC
Poniente Program
-1.02 2,500k 1/1/1999
76 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.02 3,000k 7/1/2001
75 ISAM
ISAM Systematic Trend Fund
-1.02 1,000k 6/1/2001
74 Southwest Managed Investments, LLC
Global Diversified
-0.99 200k 1/1/2002
73 FORT LP
Fort Global Contrarian
-0.95 2,000k 10/1/2002
72 RAM Management Group
RAM MRTP 1X-Conservative
-0.89 1,000k 9/1/1993
71 Drury Capital
Diversified Trend-Following Program
-0.87 5,000k 5/1/1997
70 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.84 10,000k 1/1/1991
69 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-0.76 200k 11/1/1999
68 MERIT Alternative Investments GmbH
Futures Portfolio
-0.52 2,000k 6/1/1998
67 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.49 1,000k 3/1/1998
66 Spectrum Asset Management LLC
Global Diversified
-0.17 2,000k 1/1/2001
65 Eclipse Capital Management
Global Monetary
-0.15 5,000k 8/1/1990
64 KMJ Investments
KMJ Investments
-0.15 1,000k 8/1/1994
63 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.10 10,000k 1/1/1995
62 Clarke Capital Management
Global Magnum
-0.05 100k 8/1/1997
61 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.04 10,000k 2/1/1999
60 Clarke Capital Management
Worldwide
-0.03 250k 1/1/1996
58 EMC Capital Advisors, LLC
Classic
0.00 5,000k 1/1/1985
59 IKOS
The IKOS Hedge Fund
0.00 10,000k 7/1/1998
57 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.01 10,000k 8/1/1999
56 Rabar Market Research
Diversified Program
0.03 2,000k 1/1/1989
55 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.07 100k 5/1/1999
54 Estlander & Partners
Alpha Trend
0.09 30,000k 10/1/1991
53 Witter & Lester, Inc.
Redstone
0.14 500k 9/1/1994
52 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.18 1/1/1989
51 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.19 10,000k 1/1/2001
50 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.19 100k 1/1/2000
49 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.20 10,000k 4/1/2003
48 Tactical Investment Management
Tactical Institutional Commodity Program
0.34 10,000k 4/1/1993
47 Mark J. Walsh Company
Standard Program
0.40 2,000k 9/1/1985
46 Lynx Asset Management AB
Lynx Program
0.41 75k 5/1/2000
45 Eckhardt Trading Company
Evolution Strategies
0.44 20,000k 8/1/1991
44 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.51 400k 1/1/1988
43 Winton Capital Management
Diversified
0.62 50,000k 10/1/1997
42 C-View Limited
Currency Managed Account Program
0.68 5,000k 10/1/1996
41 Saxon Investment Corporation
Diversified Program
0.69 3,000k 9/1/1988
40 Eckhardt Trading Company
Evolution Strategies 1.2X
0.70 10,000k 10/1/1991
39 Trigon Investment Advisors, LLC
Foreign Exchange Program
1.09 5,000k 8/1/2000
38 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.11 1,000k 9/1/1997
37 Saxon Investment Corporation
Aggressive Diversified Program
1.20 2,000k 11/1/1993
36 Superfund Group
Superfund Green Q-AG
1.47 2k 3/1/1996
35 Crabel Capital Management
Crabel Multi-Product
1.48 1,000k 3/1/1998
34 Northfield Trading
Diversified
1.50 2,000k 7/1/1989
33 Dreiss Research Corporation
Diversified Program
1.68 1,000k 5/1/1991
32 Ansbacher Investment Management
Market Neutral Put Skew Program
1.93 250k 1/1/1996
31 Millburn Corporation
Diversified Program
1.94 20,000k 2/1/1977
30 Hawksbill Capital Management
Global Diversified
2.06 5,000k 11/1/1988
29 Superfund Group
Superfund Green L.P. Series A
2.16 5k 10/1/2002
28 Covenant Capital Management
Original Program
2.17 5,000k 9/1/1999
27 Mondiale Asset Management
Mondiale Trading Program
2.36 0k 9/1/1997
26 Chesapeake Capital
Diversified (LV)
2.42 100k 2/1/1988
25 Clarke Capital Management
Millennium
2.50 1,000k 1/1/1998
24 Conquest Capital Group
Conquest Macro
2.56 250k 5/1/1999
23 Superfund Group
Superfund Green GCT USD
2.62 15k 1/1/2000
22 Strategic Ag Trading
SAT GRAINS
2.72 100k 4/1/2002
21 Warrington Asset Management
Warrington Strategic Program
2.99 50k 1/1/1997
20 Superfund Group
Superfund Green L.P. Series B
3.42 5k 10/1/2002
19 LJM Partners
LJM Moderately Aggressive Strategy
3.52 500k 4/1/2003
18 Parizek Capital
Futures Trading Program
3.60 500k 4/1/2000
17 Superfund Group
Superfund Green Master
3.64 2,000k 5/1/2001
16 LJM Partners
LJM Aggressive Strategy
4.20 500k 7/1/1998
15 Heyden & Steindl GmbH
TOMAC2
4.29 5,000k 3/1/2003
14 Kelly Angle Inc.
Genesis Program
4.47 2,000k 4/1/2000
12 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.59 250k 6/1/2001
13 NuWave Investment Management, LLC
Combined Futures Portfolio
4.59 5,000k 6/1/2001
11 Red Oak Commodity Advisors
Investment Program
5.00 5,000k 12/1/1989
10 Rivoli Fund Management
Rivoli International Fund (MAP)
5.03 5,000k 10/1/1996
9 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
6.40 3,000k 10/1/1992
8 Range Wise
Investment Program
7.94 250k 2/1/1991
7 Di Tomasso Group Inc.
Equilibrium Program
8.44 5,000k 1/1/2002
6 DUNN Capital Management
D'Best Futures Fund, L.P.
8.49 100k 6/1/1994
5 DUNN Capital Management
DUNN Combined Fund (DCF)
10.60 100k 5/1/1989
4 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
11.06 2,000k 7/1/1992
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
16.70 100k 11/1/1984
2 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
29.29 100k 3/1/2003
1 Rosetta Capital Management
Rosetta Trading Program
30.15 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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