IASG CTA Index For March 2004

Monthly Rankings

Rank CTA/Program Mar 2004 Min Inv Inception
105 Quantitative Investment Management
Quantitative Global Program
-8.93 20,000k 10/1/2003
104 Alee Capital Management, LLC
Mistral Program
-7.14 2,500k 1/1/1999
103 Hyman Beck and Company
Global Portfolio
-6.03 1,000k 3/1/1991
102 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-5.54 0k 11/1/1996
101 Estlander & Partners
Global XL
-5.13 5,000k 8/1/1991
100 Rivoli Fund Management
Rivoli International Fund (V9)
-4.35 5,000k 1/1/2002
99 Rivoli Fund Management
Rivoli International Fund (MAP)
-3.71 5,000k 10/1/1996
98 Estlander & Partners
Global Markets
-2.91 10,000k 8/1/1999
97 ISAM
ISAM Systematic Trend Fund
-2.91 1,000k 6/1/2001
96 Chesapeake Capital
Diversified (LV)
-2.70 100k 2/1/1988
95 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-2.69 100k 3/1/2003
94 Northfield Trading
Diversified
-2.60 2,000k 7/1/1989
93 Superfund Group
Superfund Green L.P. Series B
-2.59 5k 10/1/2002
92 Quality Capital Management
Global Diversified Programme
-2.39 10,000k 12/1/1995
91 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.18 10,000k 1/1/1995
90 EMC Capital Advisors, LLC
Classic
-2.10 5,000k 1/1/1985
89 Superfund Group
Superfund Green L.P. Series A
-2.10 5k 10/1/2002
88 Crabel Capital Management
Crabel Multi-Product
-1.89 1,000k 3/1/1998
87 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.73 3,000k 7/1/2001
86 Superfund Group
Superfund Green Master
-1.71 2,000k 5/1/2001
85 Lynx Asset Management AB
Lynx Program
-1.69 75k 5/1/2000
84 Conquest Capital Group
Conquest Macro
-1.64 250k 5/1/1999
83 Rabar Market Research
Diversified Program
-1.20 2,000k 1/1/1989
82 Millburn Corporation
Diversified Program
-1.14 20,000k 2/1/1977
81 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.08 10,000k 2/1/1999
79 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.94 250k 6/1/2001
80 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.94 5,000k 6/1/2001
78 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.91 10,000k 10/1/1991
77 Hawksbill Capital Management
Global Diversified
-0.87 5,000k 11/1/1988
76 Winton Capital Management
Diversified
-0.80 50,000k 10/1/1997
75 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.80 5,000k 8/1/2000
74 Alee Capital Management, LLC
Poniente Program
-0.77 2,500k 1/1/1999
73 Eckhardt Trading Company
Evolution Strategies
-0.75 20,000k 8/1/1991
72 MERIT Alternative Investments GmbH
Futures Portfolio
-0.69 2,000k 6/1/1998
71 DUNN Capital Management
DUNN Combined Fund (DCF)
-0.68 100k 5/1/1989
70 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.58 10,000k 1/1/1991
69 Superfund Group
Superfund Green GCT USD
-0.54 15k 1/1/2000
68 Eclipse Capital Management
Global Monetary
-0.36 5,000k 8/1/1990
67 Mobius Asset Management
Diversified Program
0.00 250k 3/1/2004
66 Mondiale Asset Management
Mondiale Trading Program
0.10 0k 9/1/1997
65 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.13 1,000k 3/1/1998
64 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.16 1,000k 9/1/1997
63 Alder Capital DAC
Alder Global 20
0.22 2,500k 2/1/2001
62 Alder Capital DAC
Alder Global 10
0.25 2,500k 10/1/2000
61 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
0.30 200k 11/1/1999
60 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.36 10,000k 1/1/2001
59 Superfund Group
Superfund Green Q-AG
0.42 2k 3/1/1996
58 Dreiss Research Corporation
Diversified Program
0.56 1,000k 5/1/1991
57 Ansbacher Investment Management
Market Neutral Put Skew Program
0.65 250k 1/1/1996
56 RAM Management Group
RAM MRTP 1X-Conservative
0.69 1,000k 9/1/1993
55 M.S. Capital Management
Global Diversified Program
0.72 2,000k 11/1/1998
54 Parizek Capital
Futures Trading Program
0.72 500k 4/1/2000
53 John Locke Investments
Cyril Systematic Program
0.84 8,000k 7/1/2000
52 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.87 1,000k 1/1/1999
51 Abraham Trading Company
Diversified Program
0.88 10,000k 1/1/1988
50 Witter & Lester, Inc.
Redstone
0.91 500k 9/1/1994
49 Tactical Investment Management
Tactical Institutional Commodity Program
1.44 10,000k 4/1/1993
48 RAM Management Group
MRTP Aggressive
1.56 1,000k 2/1/1998
47 Estlander & Partners
Alpha Trend
1.71 30,000k 10/1/1991
46 IKOS
The IKOS Hedge Fund
1.86 10,000k 7/1/1998
45 Clarke Capital Management
Millennium
1.96 1,000k 1/1/1998
44 Kinkopf Capital Management
KCM S&P (Proprietary)
2.01 100k 1/1/1999
43 Drury Capital
Diversified Trend-Following Program
2.33 5,000k 5/1/1997
42 Sunrise Capital Partners
Sunrise Expanded Diversified Program
2.35 1/1/1989
41 Mulvaney Capital Management
The Mulvaney Global Markets Program
2.37 100k 5/1/1999
40 Spectrum Asset Management LLC
Global Diversified
2.40 2,000k 1/1/2001
39 Clarke Capital Management
Global Basic
2.41 50k 2/1/1996
38 Saxon Investment Corporation
Diversified Program
2.53 3,000k 9/1/1988
37 Quantmetrics Capital Management LLP
Premier 12V Strategy
2.58 10,000k 4/1/2003
36 LJM Partners
LJM Moderately Aggressive Strategy
2.65 500k 4/1/2003
35 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.66 500k 12/1/2003
34 C-View Limited
Currency Managed Account Program
2.89 5,000k 10/1/1996
33 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
2.90 100k 11/1/1984
32 Strategic Ag Trading
SAT GRAINS
3.00 100k 4/1/2002
31 FORT LP
Fort Global Contrarian
3.05 2,000k 10/1/2002
30 DUNN Capital Management
D'Best Futures Fund, L.P.
3.13 100k 6/1/1994
29 FORT LP
Fort Global Diversified
3.13 2,000k 10/1/1993
28 Warrington Asset Management
Warrington Strategic Program
3.22 50k 1/1/1997
27 LJM Partners
LJM Aggressive Strategy
3.63 500k 7/1/1998
26 Southwest Managed Investments, LLC
Global Diversified
3.67 200k 1/1/2002
25 Rhicon Currency Management
Rhicon Systematic Currency Program
4.03 3,000k 1/1/2004
24 Mark J. Walsh Company
Standard Program
4.09 2,000k 9/1/1985
23 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.15 400k 1/1/1988
22 Range Wise
Investment Program
4.42 250k 2/1/1991
21 Saxon Investment Corporation
Aggressive Diversified Program
4.44 2,000k 11/1/1993
20 Covenant Capital Management
Original Program
4.68 5,000k 9/1/1999
19 Clarke Capital Management
Worldwide
4.88 250k 1/1/1996
18 Red Oak Commodity Advisors
Investment Program
4.91 5,000k 12/1/1989
17 Transtrend B.V.
DTP – Enhanced Risk (EUR)
4.91 10,000k 8/1/1999
16 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.80 1,000k 3/1/2003
15 Rhicon Currency Management
Rhicon Strategic Program
5.84 500k 1/1/2004
14 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
5.88 100k 1/1/2000
13 Mobius Asset Management
Custom Trading Program
6.31 100k 1/1/2002
12 Clarke Capital Management
Global Magnum
6.86 100k 8/1/1997
11 Covenant Capital Management
Aggressive Program
6.97 3,000k 2/1/2004
10 Kelly Angle Inc.
Genesis Program
7.55 2,000k 4/1/2000
9 Red Rock Capital, LLC
Systematic Global Macro
7.79 500k 9/1/2003
8 KMJ Investments
KMJ Investments
7.86 1,000k 8/1/1994
7 Di Tomasso Group Inc.
Equilibrium Program
9.55 5,000k 1/1/2002
6 Keck Capital Management LLC
The Keck Program
9.64 2,000k 12/1/2003
5 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
11.61 3,000k 10/1/1992
4 Shield Plus LLC
Shield Plus Natural Gas
12.43 50k 1/1/2004
3 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
17.76 2,000k 7/1/1992
2 Rosetta Capital Management
Rosetta Trading Program
22.77 100k 4/1/2000
1 Heyden & Steindl GmbH
TOMAC2
25.77 5,000k 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.

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