IASG CTA Index For September 2003

Monthly Rankings

Rank CTA/Program Sep 2003 Min Inv Inception
97 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-13.16 200k 11/1/1999
96 Kelly Angle Inc.
Genesis Program
-10.26 2,000k 4/1/2000
95 DUNN Capital Management
DUNN Combined Fund (DCF)
-8.99 100k 5/1/1989
94 M.S. Capital Management
Global Diversified Program
-8.16 2,000k 11/1/1998
93 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-7.63 100k 11/1/1984
92 Hyman Beck and Company
Global Portfolio
-6.59 1,000k 3/1/1991
91 Superfund Group
Superfund Green GCT USD
-5.87 15k 1/1/2000
90 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.64 100k 6/1/1994
89 Superfund Group
Superfund Green Master
-5.57 2,000k 5/1/2001
87 NuWave Investment Management, LLC
NuWave Investment Partners LP
-3.89 250k 6/1/2001
88 NuWave Investment Management, LLC
Combined Futures Portfolio
-3.89 5,000k 6/1/2001
86 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-3.40 1/1/1989
85 Superfund Group
Superfund Green Q-AG
-2.87 2k 3/1/1996
84 Chesapeake Capital
Diversified (LV)
-2.78 100k 2/1/1988
83 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.09 10,000k 8/1/1999
82 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.04 10,000k 1/1/1995
81 Rivoli Fund Management
Rivoli International Fund (V9)
-1.64 5,000k 1/1/2002
80 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.41 400k 1/1/1988
79 KMJ Investments
KMJ Investments
-1.25 1,000k 8/1/1994
78 Parizek Capital
Futures Trading Program
-1.18 500k 4/1/2000
77 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.15 10,000k 2/1/1999
76 Clarke Capital Management
Global Basic
-0.82 50k 2/1/1996
75 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.77 100k 1/1/1999
74 Millburn Corporation
Diversified Program
-0.71 20,000k 2/1/1977
73 Estlander & Partners
Alpha Trend
-0.57 30,000k 10/1/1991
72 Northfield Trading
Diversified
-0.50 2,000k 7/1/1989
71 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.46 5,000k 10/1/1996
70 Mondiale Asset Management
Mondiale Trading Program
-0.14 0k 9/1/1997
69 Red Oak Commodity Advisors
Investment Program
-0.14 5,000k 12/1/1989
68 Red Rock Capital, LLC
Systematic Global Macro
0.00 500k 9/1/2003
67 Superfund Group
Superfund Green L.P. Series B
0.04 5k 10/1/2002
66 Superfund Group
Superfund Green L.P. Series A
0.12 5k 10/1/2002
65 Eckhardt Trading Company
Evolution Strategies
0.15 20,000k 8/1/1991
64 Estlander & Partners
Global Markets
0.21 10,000k 8/1/1999
63 Witter & Lester, Inc.
Redstone
0.25 500k 9/1/1994
62 Winton Capital Management
Diversified
0.26 50,000k 10/1/1997
61 Alder Capital DAC
Alder Global 10
0.27 2,500k 10/1/2000
60 Quality Capital Management
Global Diversified Programme
0.32 10,000k 12/1/1995
59 Eckhardt Trading Company
Evolution Strategies 1.2X
0.44 10,000k 10/1/1991
58 Eclipse Capital Management
Global Monetary
0.44 5,000k 8/1/1990
57 Strategic Ag Trading
SAT GRAINS
0.46 100k 4/1/2002
56 Warrington Asset Management
Warrington Strategic Program
0.52 50k 1/1/1997
55 Estlander & Partners
Global XL
0.53 5,000k 8/1/1991
54 Ansbacher Investment Management
Market Neutral Put Skew Program
0.63 250k 1/1/1996
53 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.81 1,000k 1/1/1999
52 Alder Capital DAC
Alder Global 20
0.82 2,500k 2/1/2001
51 ISAM
ISAM Systematic Trend Fund
0.87 1,000k 6/1/2001
50 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.91 1,000k 3/1/2003
49 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.08 10,000k 1/1/1991
48 IKOS
The IKOS Hedge Fund
1.16 10,000k 7/1/1998
47 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.26 10,000k 1/1/2001
46 Mobius Asset Management
Custom Trading Program
1.30 100k 1/1/2002
45 Rabar Market Research
Diversified Program
1.33 2,000k 1/1/1989
44 C-View Limited
Currency Managed Account Program
1.36 5,000k 10/1/1996
43 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.48 0k 11/1/1996
42 Clarke Capital Management
Global Magnum
1.56 100k 8/1/1997
41 Alee Capital Management, LLC
Poniente Program
1.61 2,500k 1/1/1999
40 LJM Partners
LJM Moderately Aggressive Strategy
1.65 500k 4/1/2003
39 Tactical Investment Management
Tactical Institutional Commodity Program
1.71 10,000k 4/1/1993
38 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.78 1,000k 9/1/1997
37 Crabel Capital Management
Crabel Multi-Product
1.79 1,000k 3/1/1998
36 MERIT Alternative Investments GmbH
Futures Portfolio
2.06 2,000k 6/1/1998
35 FORT LP
Fort Global Diversified
2.08 2,000k 10/1/1993
34 RAM Management Group
RAM MRTP 1X-Conservative
2.40 1,000k 9/1/1993
33 EMC Capital Advisors, LLC
Classic
2.60 5,000k 1/1/1985
32 LJM Partners
LJM Aggressive Strategy
2.70 500k 7/1/1998
31 Clarke Capital Management
Worldwide
2.75 250k 1/1/1996
30 Southwest Managed Investments, LLC
Global Diversified
3.11 200k 1/1/2002
29 Clarke Capital Management
Millennium
3.36 1,000k 1/1/1998
28 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
3.52 1,000k 3/1/1998
27 Drury Capital
Diversified Trend-Following Program
4.17 5,000k 5/1/1997
26 Conquest Capital Group
Conquest Macro
4.33 250k 5/1/1999
25 Hawksbill Capital Management
Global Diversified
4.34 5,000k 11/1/1988
24 Alee Capital Management, LLC
Mistral Program
4.34 2,500k 1/1/1999
23 Spectrum Asset Management LLC
Global Diversified
4.49 2,000k 1/1/2001
22 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
4.58 3,000k 10/1/1992
21 Briarwood Capital Management, Inc.
Diversified Trading Program
4.60 3,000k 7/1/2001
20 Trigon Investment Advisors, LLC
Foreign Exchange Program
4.74 5,000k 8/1/2000
19 FORT LP
Fort Global Contrarian
4.77 2,000k 10/1/2002
18 Quantmetrics Capital Management LLP
Premier 12V Strategy
4.90 10,000k 4/1/2003
17 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
5.08 100k 1/1/2000
16 Lynx Asset Management AB
Lynx Program
6.45 75k 5/1/2000
15 Covenant Capital Management
Original Program
6.61 5,000k 9/1/1999
14 Mulvaney Capital Management
The Mulvaney Global Markets Program
6.66 100k 5/1/1999
13 RAM Management Group
MRTP Aggressive
6.77 1,000k 2/1/1998
12 Abraham Trading Company
Diversified Program
7.02 10,000k 1/1/1988
11 Mark J. Walsh Company
Standard Program
7.12 2,000k 9/1/1985
10 Saxon Investment Corporation
Diversified Program
7.22 3,000k 9/1/1988
9 Heyden & Steindl GmbH
TOMAC2
7.62 5,000k 3/1/2003
8 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
7.76 2,000k 7/1/1992
7 John Locke Investments
Cyril Systematic Program
8.25 8,000k 7/1/2000
6 Di Tomasso Group Inc.
Equilibrium Program
9.40 5,000k 1/1/2002
5 Saxon Investment Corporation
Aggressive Diversified Program
12.04 2,000k 11/1/1993
4 Range Wise
Investment Program
13.64 250k 2/1/1991
3 Rosetta Capital Management
Rosetta Trading Program
14.37 100k 4/1/2000
2 Dreiss Research Corporation
Diversified Program
15.72 1,000k 5/1/1991
1 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
17.04 100k 3/1/2003

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan