IASG CTA Index For November 2004

Monthly Rankings

Rank CTA/Program Nov 2004 Min Inv Inception
116 Kinkopf Capital Management
KCM S&P (Proprietary)
-5.81 100k 1/1/1999
115 Rivoli Fund Management
Rivoli International Fund (MAP)
-4.11 5,000k 10/1/1996
114 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-4.09 500k 12/1/2003
113 Heyden & Steindl GmbH
TOMAC2
-2.81 5,000k 3/1/2003
112 Parizek Capital
Futures Trading Program
-1.47 500k 4/1/2000
111 Warrington Asset Management
Warrington Strategic Program
-1.28 50k 1/1/1997
110 Manning & Napier
MN Xenon Global Fixed Income Program
-0.87 2,000k 8/1/2004
109 KMJ Investments
KMJ Investments
-0.83 1,000k 8/1/1994
108 Shield Plus LLC
Shield Plus Natural Gas
-0.32 50k 1/1/2004
107 Strategic Ag Trading
SAT GRAINS
-0.31 100k 4/1/2002
106 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.27 1,000k 9/1/1997
105 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.22 10,000k 4/1/2003
104 LJM Partners
LJM Aggressive Strategy
-0.16 500k 7/1/1998
103 Rhicon Currency Management
Rhicon Systematic Currency Program
-0.12 3,000k 1/1/2004
102 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.12 1,000k 1/1/1999
101 Range Wise
Investment Program
-0.12 250k 2/1/1991
99 Briarwood Capital Management, Inc.
Diversified 2XL
0.00 250k 11/1/2004
100 Jaguar Investments Ltd
Vario Capital Strategy
0.00 1,000k 5/1/2016
98 LJM Partners
LJM Moderately Aggressive Strategy
0.05 500k 4/1/2003
97 Xplor Capital Management, LLC
Global CTA Program
0.07 1,500k 7/1/2004
96 Eclipse Capital Management
Global Monetary
0.13 5,000k 8/1/1990
95 Rhicon Currency Management
Rhicon Strategic Program
0.42 500k 1/1/2004
94 Clarke Capital Management
Global Magnum
0.48 100k 8/1/1997
93 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.84 1,000k 3/1/1998
92 Witter & Lester, Inc.
Redstone
0.89 500k 9/1/1994
91 IKOS
The IKOS Hedge Fund
1.09 10,000k 7/1/1998
90 Crabel Capital Management
Crabel Multi-Product
1.35 1,000k 3/1/1998
89 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
1.45 100k 3/1/2003
88 Ansbacher Investment Management
Market Neutral Put Skew Program
1.71 250k 1/1/1996
87 Mondiale Asset Management
Mondiale Trading Program
1.80 0k 9/1/1997
86 MERIT Alternative Investments GmbH
Futures Portfolio
1.87 2,000k 6/1/1998
85 Mobius Asset Management
Custom Trading Program
2.20 100k 1/1/2002
84 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
2.22 3,000k 10/1/1992
83 C-View Limited
Currency Managed Account Program
2.39 5,000k 10/1/1996
82 Clarke Capital Management
Global Basic
2.66 50k 2/1/1996
81 Conquest Capital Group
Conquest Macro
2.69 250k 5/1/1999
80 Abraham Trading Company
Diversified Program
2.79 10,000k 1/1/1988
79 Northfield Trading
Diversified
2.80 2,000k 7/1/1989
78 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
3.06 2,000k 7/1/1992
77 Alee Capital Management, LLC
Poniente Program
3.07 2,500k 1/1/1999
76 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
3.11 10,000k 1/1/2001
75 FORT LP
Fort Global Contrarian
3.12 2,000k 10/1/2002
74 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
3.37 100k 1/1/2000
73 Systematic Alpha Management
Systematic Alpha Futures Program
3.86 100k 6/1/2004
72 Alder Capital DAC
Alder Global 10
3.90 2,500k 10/1/2000
71 John Locke Investments
Cyril Systematic Program
4.07 8,000k 7/1/2000
70 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.12 400k 1/1/1988
69 Eckhardt Trading Company
Evolution Strategies
4.39 20,000k 8/1/1991
68 FORT LP
Fort Global Diversified
4.40 2,000k 10/1/1993
67 RAM Management Group
RAM MRTP 1X-Conservative
4.45 1,000k 9/1/1993
66 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.59 10,000k 1/1/1991
65 Quality Capital Management
Global Diversified Programme
4.61 10,000k 12/1/1995
64 Rivoli Fund Management
Rivoli International Fund (V9)
4.64 5,000k 1/1/2002
63 M.S. Capital Management
Global Diversified Program
4.69 2,000k 11/1/1998
62 Sunrise Capital Partners
Sunrise Expanded Diversified Program
4.87 1/1/1989
61 Kelly Angle Inc.
Genesis Program
4.91 2,000k 4/1/2000
60 Estlander & Partners
Alpha Trend
5.06 30,000k 10/1/1991
59 Spectrum Asset Management LLC
Global Diversified
5.09 2,000k 1/1/2001
58 Saxon Investment Corporation
Diversified Program
5.27 3,000k 9/1/1988
57 Eckhardt Trading Company
Evolution Strategies 1.2X
5.28 10,000k 10/1/1991
56 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
5.32 100k 11/1/1984
55 Mobius Asset Management
Diversified Program
5.66 250k 3/1/2004
54 Transtrend B.V.
DTP – Standard Risk (EUR)
5.67 10,000k 2/1/1999
53 Conquest Capital Group
Conquest Select
5.80 250k 6/1/2004
52 Estlander & Partners
Global Markets
5.99 10,000k 8/1/1999
51 Keck Capital Management LLC
The Keck Program
6.03 2,000k 12/1/2003
50 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
6.13 10,000k 4/1/2004
49 Clarke Capital Management
Worldwide
6.15 250k 1/1/1996
48 Welton Investment Partners
Welton Global
6.22 10,000k 6/1/2004
47 Millburn Corporation
Multi-Markets Program
6.35 25,000k 10/1/2004
46 Winton Capital Management
Diversified
6.37 50,000k 10/1/1997
45 Lynx Asset Management AB
Lynx Program
6.45 75k 5/1/2000
44 Trigon Investment Advisors, LLC
Foreign Exchange Program
6.84 5,000k 8/1/2000
43 Southwest Managed Investments, LLC
Global Diversified
7.01 200k 1/1/2002
42 Drury Capital
Diversified Trend-Following Program
7.20 5,000k 5/1/1997
41 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
7.45 0k 11/1/1996
40 Red Oak Commodity Advisors
Investment Program
7.69 5,000k 12/1/1989
39 Hawksbill Capital Management
Global Diversified
8.20 5,000k 11/1/1988
38 Alder Capital DAC
Alder Global 20
8.40 2,500k 2/1/2001
37 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
8.43 1,000k 3/1/2003
36 Alee Capital Management, LLC
Mistral Program
8.53 2,500k 1/1/1999
35 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
8.65 200k 11/1/1999
34 Transtrend B.V.
DTP – Enhanced Risk (EUR)
8.77 10,000k 8/1/1999
33 Transtrend B.V.
DTP – Enhanced Risk (JPY)
8.80 10,000k 8/1/2004
32 Mark J. Walsh Company
Standard Program
8.81 2,000k 9/1/1985
31 Chesapeake Capital
Diversified (LV)
8.89 100k 2/1/1988
30 DUNN Capital Management
DUNN Combined Fund (DCF)
8.93 100k 5/1/1989
29 Transtrend B.V.
DTP – Enhanced Risk (USD)
8.97 10,000k 1/1/1995
28 Superfund Group
Superfund Green Q-AG
8.99 2k 3/1/1996
27 DUNN Capital Management
D'Best Futures Fund, L.P.
9.13 100k 6/1/1994
26 Clarke Capital Management
Millennium
9.39 1,000k 1/1/1998
25 Red Rock Capital, LLC
Systematic Global Macro
9.42 500k 9/1/2003
24 Quantitative Investment Management
Quantitative Global Program
9.58 20,000k 10/1/2003
23 Mulvaney Capital Management
The Mulvaney Global Markets Program
9.63 100k 5/1/1999
22 Millburn Corporation
Diversified Program
9.90 20,000k 2/1/1977
21 Briarwood Capital Management, Inc.
Diversified Trading Program
10.22 3,000k 7/1/2001
20 ISAM
ISAM Systematic Trend Fund
10.28 1,000k 6/1/2001
19 EMC Capital Advisors, LLC
Classic
10.50 5,000k 1/1/1985
17 NuWave Investment Management, LLC
NuWave Investment Partners LP
10.54 250k 6/1/2001
18 NuWave Investment Management, LLC
Combined Futures Portfolio
10.54 5,000k 6/1/2001
16 Saxon Investment Corporation
Aggressive Diversified Program
10.94 2,000k 11/1/1993
15 Dreiss Research Corporation
Diversified Program
10.95 1,000k 5/1/1991
14 Rabar Market Research
Diversified Program
11.94 2,000k 1/1/1989
13 Superfund Group
Superfund Green L.P. Series A
12.30 5k 10/1/2002
12 Estlander & Partners
Global XL
12.38 5,000k 8/1/1991
11 Tactical Investment Management
Tactical Institutional Commodity Program
12.75 10,000k 4/1/1993
10 Hyman Beck and Company
Global Portfolio
12.81 1,000k 3/1/1991
9 Di Tomasso Group Inc.
Equilibrium Program
13.25 5,000k 1/1/2002
8 RAM Management Group
MRTP Aggressive
13.80 1,000k 2/1/1998
7 Rosetta Capital Management
Rosetta Trading Program
13.80 100k 4/1/2000
6 Covenant Capital Management
Original Program
14.54 5,000k 9/1/1999
5 Superfund Group
Superfund Green GCT USD
15.42 15k 1/1/2000
4 Superfund Group
Superfund Green L.P. Series B
17.33 5k 10/1/2002
3 Covenant Capital Management
Aggressive Program
23.11 3,000k 2/1/2004
2 Superfund Group
Superfund Green Master
25.74 2,000k 5/1/2001
1 Clarke Capital Management
FX Plus
33.10 1,000k 5/1/2004

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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