IASG CTA Index For October 2004

Monthly Rankings

Rank CTA/Program Oct 2004 Min Inv Inception
114 Heyden & Steindl GmbH
TOMAC2
-11.18 5,000k 3/1/2003
113 Di Tomasso Group Inc.
Equilibrium Program
-10.46 5,000k 1/1/2002
112 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-5.05 100k 3/1/2003
111 Mobius Asset Management
Diversified Program
-4.92 250k 3/1/2004
110 Rhicon Currency Management
Rhicon Strategic Program
-3.90 500k 1/1/2004
109 Mobius Asset Management
Custom Trading Program
-1.99 100k 1/1/2002
108 Parizek Capital
Futures Trading Program
-1.97 500k 4/1/2000
107 LJM Partners
LJM Aggressive Strategy
-1.74 500k 7/1/1998
106 IKOS
The IKOS Hedge Fund
-1.60 10,000k 7/1/1998
105 LJM Partners
LJM Moderately Aggressive Strategy
-1.54 500k 4/1/2003
104 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.52 100k 1/1/2000
103 Covenant Capital Management
Aggressive Program
-1.51 3,000k 2/1/2004
102 Red Oak Commodity Advisors
Investment Program
-1.51 5,000k 12/1/1989
101 Drury Capital
Diversified Trend-Following Program
-1.13 5,000k 5/1/1997
100 Dreiss Research Corporation
Diversified Program
-1.06 1,000k 5/1/1991
99 KMJ Investments
KMJ Investments
-1.00 1,000k 8/1/1994
98 Saxon Investment Corporation
Aggressive Diversified Program
-0.77 2,000k 11/1/1993
97 Covenant Capital Management
Original Program
-0.69 5,000k 9/1/1999
96 MERIT Alternative Investments GmbH
Futures Portfolio
-0.62 2,000k 6/1/1998
95 Saxon Investment Corporation
Diversified Program
-0.33 3,000k 9/1/1988
94 Ansbacher Investment Management
Market Neutral Put Skew Program
-0.25 250k 1/1/1996
93 Range Wise
Investment Program
-0.06 250k 2/1/1991
92 Millburn Corporation
Multi-Markets Program
0.00 25,000k 10/1/2004
91 Rhicon Currency Management
Rhicon Systematic Currency Program
0.08 3,000k 1/1/2004
90 M.S. Capital Management
Global Diversified Program
0.08 2,000k 11/1/1998
89 Eclipse Capital Management
Global Monetary
0.24 5,000k 8/1/1990
88 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.28 1,000k 3/1/1998
87 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.34 1,000k 1/1/1999
86 Alder Capital DAC
Alder Global 10
0.36 2,500k 10/1/2000
85 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.40 10,000k 1/1/1991
84 Manning & Napier
MN Xenon Global Fixed Income Program
0.43 2,000k 8/1/2004
83 Red Rock Capital, LLC
Systematic Global Macro
0.46 500k 9/1/2003
82 Alder Capital DAC
Alder Global 20
0.47 2,500k 2/1/2001
81 Strategic Ag Trading
SAT GRAINS
0.50 100k 4/1/2002
80 Clarke Capital Management
Global Basic
0.60 50k 2/1/1996
79 John Locke Investments
Cyril Systematic Program
0.62 8,000k 7/1/2000
78 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.67 10,000k 4/1/2003
77 Estlander & Partners
Alpha Trend
0.67 30,000k 10/1/1991
76 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.71 1,000k 3/1/2003
75 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.76 100k 5/1/1999
74 Clarke Capital Management
Worldwide
0.89 250k 1/1/1996
73 Witter & Lester, Inc.
Redstone
1.12 500k 9/1/1994
72 RAM Management Group
RAM MRTP 1X-Conservative
1.28 1,000k 9/1/1993
71 Hawksbill Capital Management
Global Diversified
1.48 5,000k 11/1/1988
70 Systematic Alpha Management
Systematic Alpha Futures Program
1.49 100k 6/1/2004
69 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.53 10,000k 1/1/2001
68 Alee Capital Management, LLC
Mistral Program
1.53 2,500k 1/1/1999
67 Xplor Capital Management, LLC
Global CTA Program
1.71 1,500k 7/1/2004
66 Crabel Capital Management
Crabel Multi-Product
1.73 1,000k 3/1/1998
65 Conquest Capital Group
Conquest Select
1.86 250k 6/1/2004
64 Transtrend B.V.
DTP – Standard Risk (EUR)
1.91 10,000k 2/1/1999
63 Clarke Capital Management
Millennium
1.97 1,000k 1/1/1998
62 Quality Capital Management
Global Diversified Programme
2.24 10,000k 12/1/1995
61 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
2.26 0k 11/1/1996
60 Mondiale Asset Management
Mondiale Trading Program
2.28 0k 9/1/1997
59 Chesapeake Capital
Diversified (LV)
2.32 100k 2/1/1988
58 ISAM
ISAM Systematic Trend Fund
2.43 1,000k 6/1/2001
57 Superfund Group
Superfund Green Q-AG
2.58 2k 3/1/1996
56 Welton Investment Partners
Welton Global
2.65 10,000k 6/1/2004
55 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.99 10,000k 8/1/2004
54 Spectrum Asset Management LLC
Global Diversified
3.00 2,000k 1/1/2001
53 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.03 10,000k 8/1/1999
52 Warrington Asset Management
Warrington Strategic Program
3.03 50k 1/1/1997
51 C-View Limited
Currency Managed Account Program
3.04 5,000k 10/1/1996
50 Rabar Market Research
Diversified Program
3.07 2,000k 1/1/1989
49 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.20 10,000k 1/1/1995
48 Sunrise Capital Partners
Sunrise Expanded Diversified Program
3.45 1/1/1989
47 Briarwood Capital Management, Inc.
Diversified Trading Program
3.60 3,000k 7/1/2001
46 EMC Capital Advisors, LLC
Classic
3.60 5,000k 1/1/1985
45 Estlander & Partners
Global Markets
3.74 10,000k 8/1/1999
44 Conquest Capital Group
Conquest Macro
3.95 250k 5/1/1999
43 Clarke Capital Management
FX Plus
3.99 1,000k 5/1/2004
42 W.G. Wealth Guardian Ltd.
SAFI2 Program
4.00 1,000k 9/1/1997
41 Tactical Investment Management
Tactical Institutional Commodity Program
4.00 10,000k 4/1/1993
40 Winton Capital Management
Diversified
4.03 50,000k 10/1/1997
39 Alee Capital Management, LLC
Poniente Program
4.25 2,500k 1/1/1999
38 Northfield Trading
Diversified
4.30 2,000k 7/1/1989
37 Abraham Trading Company
Diversified Program
4.32 10,000k 1/1/1988
36 Trigon Investment Advisors, LLC
Foreign Exchange Program
4.34 5,000k 8/1/2000
35 Rivoli Fund Management
Rivoli International Fund (MAP)
4.41 5,000k 10/1/1996
34 Kinkopf Capital Management
KCM S&P (Proprietary)
4.42 100k 1/1/1999
32 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.47 250k 6/1/2001
33 NuWave Investment Management, LLC
Combined Futures Portfolio
4.47 5,000k 6/1/2001
31 Southwest Managed Investments, LLC
Global Diversified
4.48 200k 1/1/2002
30 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
4.54 500k 12/1/2003
29 FORT LP
Fort Global Contrarian
4.59 2,000k 10/1/2002
28 Rosetta Capital Management
Rosetta Trading Program
4.61 100k 4/1/2000
27 Rivoli Fund Management
Rivoli International Fund (V9)
4.65 5,000k 1/1/2002
26 RAM Management Group
MRTP Aggressive
4.84 1,000k 2/1/1998
25 Mark J. Walsh Company
Standard Program
4.84 2,000k 9/1/1985
24 Superfund Group
Superfund Green L.P. Series A
4.88 5k 10/1/2002
23 Quantitative Investment Management
Quantitative Global Program
5.75 20,000k 10/1/2003
22 Superfund Group
Superfund Green GCT USD
5.88 15k 1/1/2000
21 Eckhardt Trading Company
Evolution Strategies
5.97 20,000k 8/1/1991
20 Witter & Lester, Inc.
Stock Index Futures Trading Program
5.98 400k 1/1/1988
19 Clarke Capital Management
Global Magnum
6.53 100k 8/1/1997
18 Keck Capital Management LLC
The Keck Program
6.63 2,000k 12/1/2003
17 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
6.77 10,000k 4/1/2004
16 Superfund Group
Superfund Green Master
6.82 2,000k 5/1/2001
15 Eckhardt Trading Company
Evolution Strategies 1.2X
6.92 10,000k 10/1/1991
14 Superfund Group
Superfund Green L.P. Series B
7.01 5k 10/1/2002
13 Millburn Corporation
Diversified Program
7.19 20,000k 2/1/1977
12 Lynx Asset Management AB
Lynx Program
7.32 75k 5/1/2000
11 Estlander & Partners
Global XL
7.39 5,000k 8/1/1991
10 FORT LP
Fort Global Diversified
7.46 2,000k 10/1/1993
9 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
7.77 3,000k 10/1/1992
8 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
7.93 100k 11/1/1984
7 Hyman Beck and Company
Global Portfolio
8.30 1,000k 3/1/1991
6 DUNN Capital Management
DUNN Combined Fund (DCF)
10.66 100k 5/1/1989
5 DUNN Capital Management
D'Best Futures Fund, L.P.
10.75 100k 6/1/1994
4 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
11.46 200k 11/1/1999
3 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
12.22 2,000k 7/1/1992
2 Kelly Angle Inc.
Genesis Program
12.64 2,000k 4/1/2000
1 Shield Plus LLC
Shield Plus Natural Gas
27.16 50k 1/1/2004

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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