IASG CTA Index For December 2004

Monthly Rankings

Rank CTA/Program Dec 2004 Min Inv Inception
116 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-15.94 2,000k 7/1/1992
115 RAM Management Group
MRTP Aggressive
-10.75 1,000k 2/1/1998
114 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-10.45 3,000k 10/1/1992
113 Shield Plus LLC
Shield Plus Natural Gas
-10.01 50k 1/1/2004
112 Keck Capital Management LLC
The Keck Program
-10.00 2,000k 12/1/2003
111 Alee Capital Management, LLC
Mistral Program
-6.47 2,500k 1/1/1999
110 Briarwood Capital Management, Inc.
Diversified 2XL
-5.80 250k 11/1/2004
109 Range Wise
Investment Program
-5.38 250k 2/1/1991
108 Clarke Capital Management
Global Magnum
-5.20 100k 8/1/1997
107 Mobius Asset Management
Diversified Program
-5.19 250k 3/1/2004
106 Clarke Capital Management
Millennium
-5.11 1,000k 1/1/1998
105 Mulvaney Capital Management
The Mulvaney Global Markets Program
-4.94 100k 5/1/1999
104 Mark J. Walsh Company
Standard Program
-4.70 2,000k 9/1/1985
103 Clarke Capital Management
Worldwide
-4.29 250k 1/1/1996
102 Quality Capital Management
Global Diversified Programme
-3.90 10,000k 12/1/1995
101 Spectrum Asset Management LLC
Global Diversified
-3.86 2,000k 1/1/2001
100 Hawksbill Capital Management
Global Diversified
-3.84 5,000k 11/1/1988
99 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-3.83 100k 3/1/2003
98 EMC Capital Advisors, LLC
Classic
-3.80 5,000k 1/1/1985
97 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.68 100k 5/1/1989
96 RAM Management Group
RAM MRTP 1X-Conservative
-3.48 1,000k 9/1/1993
95 Alee Capital Management, LLC
Poniente Program
-3.48 2,500k 1/1/1999
94 Mobius Asset Management
Custom Trading Program
-3.36 100k 1/1/2002
93 Briarwood Capital Management, Inc.
Diversified Trading Program
-3.28 3,000k 7/1/2001
92 Dreiss Research Corporation
Diversified Program
-3.21 1,000k 5/1/1991
91 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.08 100k 6/1/1994
90 Xplor Capital Management, LLC
Global CTA Program
-2.88 1,500k 7/1/2004
89 Systematic Alpha Management
Systematic Alpha Futures Program
-2.83 100k 6/1/2004
88 John Locke Investments
Cyril Systematic Program
-2.68 8,000k 7/1/2000
87 Red Rock Capital, LLC
Systematic Global Macro
-2.40 500k 9/1/2003
86 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-2.30 1,000k 3/1/1998
85 M.S. Capital Management
Global Diversified Program
-2.19 2,000k 11/1/1998
84 Northfield Trading
Diversified
-1.90 2,000k 7/1/1989
83 Quantitative Investment Management
Quantitative Global Program
-1.69 20,000k 10/1/2003
82 Saxon Investment Corporation
Aggressive Diversified Program
-1.64 2,000k 11/1/1993
81 KMJ Investments
KMJ Investments
-1.54 1,000k 8/1/1994
80 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.37 200k 11/1/1999
79 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.19 10,000k 10/1/1991
78 Eckhardt Trading Company
Evolution Strategies
-1.12 20,000k 8/1/1991
77 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.08 10,000k 1/1/1991
76 Rhicon Currency Management
Rhicon Strategic Program
-1.00 500k 1/1/2004
75 Saxon Investment Corporation
Diversified Program
-0.92 3,000k 9/1/1988
74 Kelly Angle Inc.
Genesis Program
-0.85 2,000k 4/1/2000
73 Rabar Market Research
Diversified Program
-0.84 2,000k 1/1/1989
72 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-0.69 100k 11/1/1984
71 FORT LP
Fort Global Diversified
-0.59 2,000k 10/1/1993
70 Conquest Capital Group
Conquest Select
-0.58 250k 6/1/2004
69 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.51 5,000k 8/1/2000
68 Abraham Trading Company
Diversified Program
-0.51 10,000k 1/1/1988
67 Parizek Capital
Futures Trading Program
-0.40 500k 4/1/2000
66 Drury Capital
Diversified Trend-Following Program
-0.36 5,000k 5/1/1997
65 Superfund Group
Superfund Green Master
-0.29 2,000k 5/1/2001
64 Warrington Asset Management
Warrington Strategic Program
-0.26 50k 1/1/1997
63 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.23 10,000k 1/1/2001
62 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.21 1,000k 9/1/1997
61 Winton Capital Management
Diversified
-0.19 50,000k 10/1/1997
60 Southwest Managed Investments, LLC
Global Diversified
-0.09 200k 1/1/2002
59 MERIT Alternative Investments GmbH
Futures Portfolio
-0.03 2,000k 6/1/1998
58 Manning & Napier
MN Xenon Global Fixed Income Program
0.01 2,000k 8/1/2004
57 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.07 0k 11/1/1996
56 Witter & Lester, Inc.
Redstone
0.15 500k 9/1/1994
55 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.18 10,000k 4/1/2003
54 Superfund Group
Superfund Green L.P. Series A
0.19 5k 10/1/2002
53 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.26 1,000k 1/1/1999
52 Heyden & Steindl GmbH
TOMAC2
0.26 5,000k 3/1/2003
51 Tactical Investment Management
Tactical Institutional Commodity Program
0.39 10,000k 4/1/1993
50 Superfund Group
Superfund Green L.P. Series B
0.41 5k 10/1/2002
49 Eclipse Capital Management
Global Monetary
0.43 5,000k 8/1/1990
48 Mondiale Asset Management
Mondiale Trading Program
0.43 0k 9/1/1997
47 C-View Limited
Currency Managed Account Program
0.51 5,000k 10/1/1996
46 Millburn Corporation
Multi-Markets Program
0.71 25,000k 10/1/2004
45 Superfund Group
Superfund Green GCT USD
0.75 15k 1/1/2000
44 Crabel Capital Management
Crabel Multi-Product
0.81 1,000k 3/1/1998
43 Transtrend B.V.
DTP – Standard Risk (EUR)
1.04 10,000k 2/1/1999
42 Lynx Asset Management AB
Lynx Program
1.09 75k 5/1/2000
41 Millburn Corporation
Diversified Program
1.11 20,000k 2/1/1977
40 Ansbacher Investment Management
Market Neutral Put Skew Program
1.12 250k 1/1/1996
39 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.17 10,000k 4/1/2004
38 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.19 1/1/1989
37 IKOS
The IKOS Hedge Fund
1.25 10,000k 7/1/1998
36 Clarke Capital Management
Global Basic
1.32 50k 2/1/1996
35 Rhicon Currency Management
Rhicon Systematic Currency Program
1.36 3,000k 1/1/2004
34 FORT LP
Fort Global Contrarian
1.45 2,000k 10/1/2002
33 Chesapeake Capital
Diversified (LV)
1.53 100k 2/1/1988
32 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.55 10,000k 8/1/2004
31 Clarke Capital Management
FX Plus
1.56 1,000k 5/1/2004
30 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.57 10,000k 8/1/1999
29 Strategic Ag Trading
SAT GRAINS
1.60 100k 4/1/2002
28 Estlander & Partners
Global Markets
1.63 10,000k 8/1/1999
27 Estlander & Partners
Alpha Trend
1.70 30,000k 10/1/1991
26 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.71 10,000k 1/1/1995
25 Estlander & Partners
Global XL
1.82 5,000k 8/1/1991
24 Alder Capital DAC
Alder Global 10
1.95 2,500k 10/1/2000
23 Welton Investment Partners
Welton Global
2.08 10,000k 6/1/2004
22 Kinkopf Capital Management
KCM S&P (Proprietary)
2.33 100k 1/1/1999
21 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.34 500k 12/1/2003
20 LJM Partners
LJM Moderately Aggressive Strategy
2.52 500k 4/1/2003
19 Hyman Beck and Company
Global Portfolio
2.63 1,000k 3/1/1991
17 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.69 250k 6/1/2001
18 NuWave Investment Management, LLC
Combined Futures Portfolio
2.69 5,000k 6/1/2001
16 Superfund Group
Superfund Green Q-AG
2.74 2k 3/1/1996
15 Rivoli Fund Management
Rivoli International Fund (MAP)
2.75 5,000k 10/1/1996
14 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.78 400k 1/1/1988
13 Rivoli Fund Management
Rivoli International Fund (V9)
3.17 5,000k 1/1/2002
12 LJM Partners
LJM Aggressive Strategy
3.51 500k 7/1/1998
11 Rosetta Capital Management
Rosetta Trading Program
3.68 100k 4/1/2000
10 Conquest Capital Group
Conquest Macro
3.80 250k 5/1/1999
9 Jaguar Investments Ltd
Vario Capital Strategy
3.82 1,000k 5/1/2016
8 ISAM
ISAM Systematic Trend Fund
4.18 1,000k 6/1/2001
7 Alder Capital DAC
Alder Global 20
4.26 2,500k 2/1/2001
6 Red Oak Commodity Advisors
Investment Program
5.23 5,000k 12/1/1989
5 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.39 1,000k 3/1/2003
4 Covenant Capital Management
Original Program
6.60 5,000k 9/1/1999
3 Covenant Capital Management
Aggressive Program
10.34 3,000k 2/1/2004
2 Di Tomasso Group Inc.
Equilibrium Program
13.43 5,000k 1/1/2002
1 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
13.69 100k 1/1/2000

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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