IASG CTA Index For April 2004

Monthly Rankings

Rank CTA/Program Apr 2004 Min Inv Inception
106 Superfund Group
Superfund Green GCT USD
-19.92 15k 1/1/2000
105 Superfund Group
Superfund Green Master
-19.92 2,000k 5/1/2001
104 Superfund Group
Superfund Green L.P. Series B
-19.60 5k 10/1/2002
103 Tactical Investment Management
Tactical Institutional Commodity Program
-18.94 10,000k 4/1/1993
102 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-18.35 100k 11/1/1984
101 DUNN Capital Management
D'Best Futures Fund, L.P.
-16.91 100k 6/1/1994
100 DUNN Capital Management
DUNN Combined Fund (DCF)
-15.45 100k 5/1/1989
99 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-15.18 0k 11/1/1996
98 Superfund Group
Superfund Green L.P. Series A
-14.20 5k 10/1/2002
97 FORT LP
Fort Global Diversified
-14.15 2,000k 10/1/1993
96 Di Tomasso Group Inc.
Equilibrium Program
-14.14 5,000k 1/1/2002
95 Keck Capital Management LLC
The Keck Program
-13.67 2,000k 12/1/2003
94 Kelly Angle Inc.
Genesis Program
-13.33 2,000k 4/1/2000
93 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-13.25 2,000k 7/1/1992
92 Rabar Market Research
Diversified Program
-13.07 2,000k 1/1/1989
91 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-12.95 100k 3/1/2003
90 EMC Capital Advisors, LLC
Classic
-12.50 5,000k 1/1/1985
89 Estlander & Partners
Global XL
-12.47 5,000k 8/1/1991
88 Red Oak Commodity Advisors
Investment Program
-11.78 5,000k 12/1/1989
87 Superfund Group
Superfund Green Q-AG
-11.69 2k 3/1/1996
86 Mulvaney Capital Management
The Mulvaney Global Markets Program
-11.50 100k 5/1/1999
85 Eclipse Capital Management
Global Monetary
-11.32 5,000k 8/1/1990
84 Rivoli Fund Management
Rivoli International Fund (V9)
-10.43 5,000k 1/1/2002
83 Saxon Investment Corporation
Aggressive Diversified Program
-10.36 2,000k 11/1/1993
82 Hyman Beck and Company
Global Portfolio
-10.28 1,000k 3/1/1991
81 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-9.74 100k 1/1/2000
80 Millburn Corporation
Diversified Program
-9.19 20,000k 2/1/1977
79 Clarke Capital Management
Worldwide
-9.11 250k 1/1/1996
78 FORT LP
Fort Global Contrarian
-8.70 2,000k 10/1/2002
77 Hawksbill Capital Management
Global Diversified
-8.66 5,000k 11/1/1988
76 Winton Capital Management
Diversified
-8.62 50,000k 10/1/1997
75 M.S. Capital Management
Global Diversified Program
-8.16 2,000k 11/1/1998
74 Southwest Managed Investments, LLC
Global Diversified
-8.10 200k 1/1/2002
73 Parizek Capital
Futures Trading Program
-8.03 500k 4/1/2000
72 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-7.93 3,000k 10/1/1992
71 Red Rock Capital, LLC
Systematic Global Macro
-7.60 500k 9/1/2003
70 Clarke Capital Management
Millennium
-7.36 1,000k 1/1/1998
69 Drury Capital
Diversified Trend-Following Program
-6.97 5,000k 5/1/1997
68 Mark J. Walsh Company
Standard Program
-6.87 2,000k 9/1/1985
67 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-6.69 200k 11/1/1999
66 Saxon Investment Corporation
Diversified Program
-6.66 3,000k 9/1/1988
65 Rotella Capital Management
Rotella Polaris Program (Diversified)
-6.53 10,000k 1/1/1991
64 Estlander & Partners
Global Markets
-6.38 10,000k 8/1/1999
63 Abraham Trading Company
Diversified Program
-6.22 10,000k 1/1/1988
62 ISAM
ISAM Systematic Trend Fund
-6.16 1,000k 6/1/2001
61 Chesapeake Capital
Diversified (LV)
-6.05 100k 2/1/1988
60 Covenant Capital Management
Original Program
-5.99 5,000k 9/1/1999
59 Alee Capital Management, LLC
Mistral Program
-5.58 2,500k 1/1/1999
58 Covenant Capital Management
Aggressive Program
-5.57 3,000k 2/1/2004
57 RAM Management Group
MRTP Aggressive
-5.42 1,000k 2/1/1998
56 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.27 10,000k 10/1/1991
55 Estlander & Partners
Alpha Trend
-5.25 30,000k 10/1/1991
54 Spectrum Asset Management LLC
Global Diversified
-5.24 2,000k 1/1/2001
53 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-4.77 1/1/1989
52 Eckhardt Trading Company
Evolution Strategies
-4.37 20,000k 8/1/1991
50 NuWave Investment Management, LLC
NuWave Investment Partners LP
-4.33 250k 6/1/2001
51 NuWave Investment Management, LLC
Combined Futures Portfolio
-4.33 5,000k 6/1/2001
49 Quality Capital Management
Global Diversified Programme
-3.53 10,000k 12/1/1995
48 Alee Capital Management, LLC
Poniente Program
-3.31 2,500k 1/1/1999
47 Mobius Asset Management
Diversified Program
-3.25 250k 3/1/2004
46 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.17 10,000k 1/1/1995
45 IKOS
The IKOS Hedge Fund
-3.12 10,000k 7/1/1998
44 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.09 10,000k 8/1/1999
43 Rivoli Fund Management
Rivoli International Fund (MAP)
-2.86 5,000k 10/1/1996
42 Heyden & Steindl GmbH
TOMAC2
-2.83 5,000k 3/1/2003
41 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.73 3,000k 7/1/2001
40 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.72 5,000k 8/1/2000
39 RAM Management Group
RAM MRTP 1X-Conservative
-2.18 1,000k 9/1/1993
38 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.06 10,000k 2/1/1999
37 Lynx Asset Management AB
Lynx Program
-2.05 75k 5/1/2000
36 Mobius Asset Management
Custom Trading Program
-1.81 100k 1/1/2002
35 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.72 1,000k 3/1/2003
34 Dreiss Research Corporation
Diversified Program
-1.26 1,000k 5/1/1991
33 Mondiale Asset Management
Mondiale Trading Program
-1.20 0k 9/1/1997
32 Quantitative Investment Management
Quantitative Global Program
-0.63 20,000k 10/1/2003
31 MERIT Alternative Investments GmbH
Futures Portfolio
-0.58 2,000k 6/1/1998
30 KMJ Investments
KMJ Investments
-0.30 1,000k 8/1/1994
29 C-View Limited
Currency Managed Account Program
-0.17 5,000k 10/1/1996
28 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.00 10,000k 4/1/2004
27 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.07 1,000k 9/1/1997
26 Shield Plus LLC
Shield Plus Natural Gas
0.14 50k 1/1/2004
25 Strategic Ag Trading
SAT GRAINS
0.15 100k 4/1/2002
24 Alder Capital DAC
Alder Global 10
0.15 2,500k 10/1/2000
23 Alder Capital DAC
Alder Global 20
0.15 2,500k 2/1/2001
22 Conquest Capital Group
Conquest Macro
0.18 250k 5/1/1999
21 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.38 1,000k 1/1/1999
20 Witter & Lester, Inc.
Redstone
0.44 500k 9/1/1994
19 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.91 10,000k 4/1/2003
18 Clarke Capital Management
Global Basic
1.13 50k 2/1/1996
17 Warrington Asset Management
Warrington Strategic Program
1.54 50k 1/1/1997
16 Rhicon Currency Management
Rhicon Strategic Program
2.12 500k 1/1/2004
15 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
2.21 10,000k 1/1/2001
14 Crabel Capital Management
Crabel Multi-Product
2.25 1,000k 3/1/1998
13 John Locke Investments
Cyril Systematic Program
2.41 8,000k 7/1/2000
12 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.49 400k 1/1/1988
11 Rhicon Currency Management
Rhicon Systematic Currency Program
2.72 3,000k 1/1/2004
10 Clarke Capital Management
Global Magnum
3.20 100k 8/1/1997
9 Ansbacher Investment Management
Market Neutral Put Skew Program
3.20 250k 1/1/1996
8 LJM Partners
LJM Moderately Aggressive Strategy
3.53 500k 4/1/2003
7 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
3.54 500k 12/1/2003
6 Northfield Trading
Diversified
3.80 2,000k 7/1/1989
5 LJM Partners
LJM Aggressive Strategy
4.22 500k 7/1/1998
4 Kinkopf Capital Management
KCM S&P (Proprietary)
4.41 100k 1/1/1999
3 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
5.26 1,000k 3/1/1998
2 Range Wise
Investment Program
11.11 250k 2/1/1991
1 Rosetta Capital Management
Rosetta Trading Program
12.05 100k 4/1/2000

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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