IASG CTA Index For January 2004

Monthly Rankings

Rank CTA/Program Jan 2004 Min Inv Inception
103 Clarke Capital Management
Global Basic
-9.25 50k 2/1/1996
102 Strategic Ag Trading
SAT GRAINS
-7.34 100k 4/1/2002
101 Alder Capital DAC
Alder Global 20
-6.86 2,500k 2/1/2001
100 Clarke Capital Management
Global Magnum
-4.99 100k 8/1/1997
99 Clarke Capital Management
Millennium
-4.74 1,000k 1/1/1998
98 Alee Capital Management, LLC
Poniente Program
-3.95 2,500k 1/1/1999
97 Trigon Investment Advisors, LLC
Foreign Exchange Program
-3.50 5,000k 8/1/2000
96 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-2.98 10,000k 1/1/2001
95 Alder Capital DAC
Alder Global 10
-2.91 2,500k 10/1/2000
94 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-2.86 100k 11/1/1984
93 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.48 10,000k 10/1/1991
92 Rivoli Fund Management
Rivoli International Fund (MAP)
-2.23 5,000k 10/1/1996
91 Eckhardt Trading Company
Evolution Strategies
-2.22 20,000k 8/1/1991
90 Spectrum Asset Management LLC
Global Diversified
-1.84 2,000k 1/1/2001
89 DUNN Capital Management
DUNN Combined Fund (DCF)
-1.66 100k 5/1/1989
88 Alee Capital Management, LLC
Mistral Program
-1.56 2,500k 1/1/1999
87 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-1.24 100k 3/1/2003
86 EMC Capital Advisors, LLC
Classic
-1.10 5,000k 1/1/1985
85 Eclipse Capital Management
Global Monetary
-0.99 5,000k 8/1/1990
84 Crabel Capital Management
Crabel Multi-Product
-0.92 1,000k 3/1/1998
83 Hyman Beck and Company
Global Portfolio
-0.90 1,000k 3/1/1991
82 Northfield Trading
Diversified
-0.70 2,000k 7/1/1989
81 KMJ Investments
KMJ Investments
-0.70 1,000k 8/1/1994
80 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.17 100k 1/1/1999
79 Dreiss Research Corporation
Diversified Program
-0.12 1,000k 5/1/1991
78 RAM Management Group
MRTP Aggressive
-0.10 1,000k 2/1/1998
77 RAM Management Group
RAM MRTP 1X-Conservative
-0.05 1,000k 9/1/1993
74 Rhicon Currency Management
Rhicon Strategic Program
0.00 500k 1/1/2004
75 Shield Plus LLC
Shield Plus Natural Gas
0.00 50k 1/1/2004
76 Rhicon Currency Management
Rhicon Systematic Currency Program
0.00 3,000k 1/1/2004
73 Clarke Capital Management
Worldwide
0.03 250k 1/1/1996
72 IKOS
The IKOS Hedge Fund
0.05 10,000k 7/1/1998
71 Estlander & Partners
Global Markets
0.15 10,000k 8/1/1999
70 Briarwood Capital Management, Inc.
Diversified Trading Program
0.22 3,000k 7/1/2001
69 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.28 10,000k 1/1/1991
68 Mobius Asset Management
Custom Trading Program
0.30 100k 1/1/2002
67 Abraham Trading Company
Diversified Program
0.47 10,000k 1/1/1988
66 DUNN Capital Management
D'Best Futures Fund, L.P.
0.50 100k 6/1/1994
65 Estlander & Partners
Global XL
0.57 5,000k 8/1/1991
64 FORT LP
Fort Global Contrarian
0.59 2,000k 10/1/2002
63 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
0.61 500k 12/1/2003
62 Mondiale Asset Management
Mondiale Trading Program
0.61 0k 9/1/1997
61 Red Oak Commodity Advisors
Investment Program
0.64 5,000k 12/1/1989
60 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.65 10,000k 4/1/2003
59 Southwest Managed Investments, LLC
Global Diversified
0.76 200k 1/1/2002
58 Quality Capital Management
Global Diversified Programme
0.82 10,000k 12/1/1995
57 FORT LP
Fort Global Diversified
0.87 2,000k 10/1/1993
56 Red Rock Capital, LLC
Systematic Global Macro
0.88 500k 9/1/2003
55 Quantitative Investment Management
Quantitative Global Program
0.92 20,000k 10/1/2003
54 Witter & Lester, Inc.
Redstone
0.96 500k 9/1/1994
53 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.98 1/1/1989
52 Millburn Corporation
Diversified Program
1.18 20,000k 2/1/1977
51 Lynx Asset Management AB
Lynx Program
1.19 75k 5/1/2000
50 Hawksbill Capital Management
Global Diversified
1.30 5,000k 11/1/1988
49 Kelly Angle Inc.
Genesis Program
1.37 2,000k 4/1/2000
48 M.S. Capital Management
Global Diversified Program
1.46 2,000k 11/1/1998
47 Transtrend B.V.
DTP – Standard Risk (EUR)
1.47 10,000k 2/1/1999
46 MERIT Alternative Investments GmbH
Futures Portfolio
1.47 2,000k 6/1/1998
45 Ansbacher Investment Management
Market Neutral Put Skew Program
1.49 250k 1/1/1996
44 Warrington Asset Management
Warrington Strategic Program
1.55 50k 1/1/1997
43 Chesapeake Capital
Diversified (LV)
1.63 100k 2/1/1988
42 Saxon Investment Corporation
Diversified Program
1.71 3,000k 9/1/1988
41 Conquest Capital Group
Conquest Macro
1.79 250k 5/1/1999
40 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.84 0k 11/1/1996
39 C-View Limited
Currency Managed Account Program
1.88 5,000k 10/1/1996
38 Superfund Group
Superfund Green GCT USD
1.96 15k 1/1/2000
37 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.08 100k 1/1/2000
36 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.08 10,000k 1/1/1995
35 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.20 10,000k 8/1/1999
34 Capricorn Strategies Limited
Capricorn fxST (Lev1)
2.26 1,000k 1/1/1999
33 John Locke Investments
Cyril Systematic Program
2.33 8,000k 7/1/2000
32 Drury Capital
Diversified Trend-Following Program
2.45 5,000k 5/1/1997
31 Superfund Group
Superfund Green L.P. Series A
2.46 5k 10/1/2002
30 LJM Partners
LJM Moderately Aggressive Strategy
2.59 500k 4/1/2003
29 Winton Capital Management
Diversified
2.72 50,000k 10/1/1997
28 ISAM
ISAM Systematic Trend Fund
2.73 1,000k 6/1/2001
27 Rabar Market Research
Diversified Program
2.74 2,000k 1/1/1989
26 Superfund Group
Superfund Green Master
2.89 2,000k 5/1/2001
25 Superfund Group
Superfund Green Q-AG
2.97 2k 3/1/1996
24 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.98 1,000k 3/1/1998
23 Saxon Investment Corporation
Aggressive Diversified Program
3.13 2,000k 11/1/1993
22 Estlander & Partners
Alpha Trend
3.43 30,000k 10/1/1991
21 Superfund Group
Superfund Green L.P. Series B
3.49 5k 10/1/2002
20 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.69 1,000k 9/1/1997
19 Rivoli Fund Management
Rivoli International Fund (V9)
3.74 5,000k 1/1/2002
18 Heyden & Steindl GmbH
TOMAC2
3.95 5,000k 3/1/2003
17 Keck Capital Management LLC
The Keck Program
3.96 2,000k 12/1/2003
16 LJM Partners
LJM Aggressive Strategy
4.11 500k 7/1/1998
15 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
4.14 3,000k 10/1/1992
14 Mulvaney Capital Management
The Mulvaney Global Markets Program
4.19 100k 5/1/1999
13 Tactical Investment Management
Tactical Institutional Commodity Program
4.51 10,000k 4/1/1993
11 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.68 250k 6/1/2001
12 NuWave Investment Management, LLC
Combined Futures Portfolio
4.68 5,000k 6/1/2001
10 Covenant Capital Management
Original Program
4.86 5,000k 9/1/1999
9 Rosetta Capital Management
Rosetta Trading Program
5.07 100k 4/1/2000
8 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.16 1,000k 3/1/2003
7 Witter & Lester, Inc.
Stock Index Futures Trading Program
5.64 400k 1/1/1988
6 Parizek Capital
Futures Trading Program
5.65 500k 4/1/2000
5 Mark J. Walsh Company
Standard Program
5.85 2,000k 9/1/1985
4 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
6.03 2,000k 7/1/1992
3 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
6.79 200k 11/1/1999
2 Range Wise
Investment Program
9.60 250k 2/1/1991
1 Di Tomasso Group Inc.
Equilibrium Program
15.03 5,000k 1/1/2002

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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