IASG CTA Index For May 2004

Monthly Rankings

Rank CTA/Program May 2004 Min Inv Inception
107 Parizek Capital
Futures Trading Program
-10.36 500k 4/1/2000
106 Keck Capital Management LLC
The Keck Program
-9.16 2,000k 12/1/2003
105 Tactical Investment Management
Tactical Institutional Commodity Program
-7.83 10,000k 4/1/1993
104 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-7.18 100k 3/1/2003
103 Mulvaney Capital Management
The Mulvaney Global Markets Program
-6.99 100k 5/1/1999
102 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-6.84 100k 11/1/1984
101 Estlander & Partners
Global XL
-6.64 5,000k 8/1/1991
100 Strategic Ag Trading
SAT GRAINS
-6.29 100k 4/1/2002
99 Drury Capital
Diversified Trend-Following Program
-6.06 5,000k 5/1/1997
98 Hyman Beck and Company
Global Portfolio
-5.63 1,000k 3/1/1991
97 EMC Capital Advisors, LLC
Classic
-5.60 5,000k 1/1/1985
96 Red Oak Commodity Advisors
Investment Program
-5.06 5,000k 12/1/1989
95 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.90 100k 5/1/1989
94 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-4.72 2,000k 7/1/1992
93 Covenant Capital Management
Original Program
-4.37 5,000k 9/1/1999
92 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.95 200k 11/1/1999
91 Rabar Market Research
Diversified Program
-3.85 2,000k 1/1/1989
90 Estlander & Partners
Global Markets
-3.73 10,000k 8/1/1999
89 Covenant Capital Management
Aggressive Program
-3.60 3,000k 2/1/2004
88 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.51 100k 6/1/1994
87 Red Rock Capital, LLC
Systematic Global Macro
-3.36 500k 9/1/2003
86 Range Wise
Investment Program
-3.31 250k 2/1/1991
85 Quality Capital Management
Global Diversified Programme
-2.98 10,000k 12/1/1995
84 Spectrum Asset Management LLC
Global Diversified
-2.71 2,000k 1/1/2001
83 Alder Capital DAC
Alder Global 20
-2.65 2,500k 2/1/2001
82 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-2.31 3,000k 10/1/1992
81 Millburn Corporation
Diversified Program
-2.13 20,000k 2/1/1977
80 Hawksbill Capital Management
Global Diversified
-2.01 5,000k 11/1/1988
79 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.99 1,000k 3/1/2003
78 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.81 3,000k 7/1/2001
77 ISAM
ISAM Systematic Trend Fund
-1.78 1,000k 6/1/2001
76 FORT LP
Fort Global Contrarian
-1.77 2,000k 10/1/2002
75 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-1.75 500k 12/1/2003
74 Mobius Asset Management
Custom Trading Program
-1.57 100k 1/1/2002
73 Dreiss Research Corporation
Diversified Program
-1.45 1,000k 5/1/1991
72 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.28 1/1/1989
71 Alder Capital DAC
Alder Global 10
-1.10 2,500k 10/1/2000
70 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.07 10,000k 1/1/1991
69 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.01 0k 11/1/1996
68 Northfield Trading
Diversified
-0.80 2,000k 7/1/1989
67 Rivoli Fund Management
Rivoli International Fund (V9)
-0.59 5,000k 1/1/2002
66 Southwest Managed Investments, LLC
Global Diversified
-0.53 200k 1/1/2002
65 Mondiale Asset Management
Mondiale Trading Program
-0.51 0k 9/1/1997
64 Chesapeake Capital
Diversified (LV)
-0.50 100k 2/1/1988
63 Mark J. Walsh Company
Standard Program
-0.41 2,000k 9/1/1985
62 FORT LP
Fort Global Diversified
-0.37 2,000k 10/1/1993
61 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.29 10,000k 8/1/1999
60 M.S. Capital Management
Global Diversified Program
-0.28 2,000k 11/1/1998
58 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.26 250k 6/1/2001
59 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.26 5,000k 6/1/2001
57 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.25 10,000k 1/1/1995
56 Estlander & Partners
Alpha Trend
-0.23 30,000k 10/1/1991
55 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.21 10,000k 2/1/1999
54 Alee Capital Management, LLC
Mistral Program
-0.18 2,500k 1/1/1999
53 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.13 10,000k 1/1/2001
52 KMJ Investments
KMJ Investments
-0.12 1,000k 8/1/1994
51 Clarke Capital Management
FX Plus
0.00 1,000k 5/1/2004
50 Eckhardt Trading Company
Evolution Strategies
0.04 20,000k 8/1/1991
49 Witter & Lester, Inc.
Redstone
0.06 500k 9/1/1994
48 Eckhardt Trading Company
Evolution Strategies 1.2X
0.06 10,000k 10/1/1991
47 Saxon Investment Corporation
Aggressive Diversified Program
0.06 2,000k 11/1/1993
46 Saxon Investment Corporation
Diversified Program
0.08 3,000k 9/1/1988
45 Eclipse Capital Management
Global Monetary
0.20 5,000k 8/1/1990
44 Winton Capital Management
Diversified
0.28 50,000k 10/1/1997
43 IKOS
The IKOS Hedge Fund
0.28 10,000k 7/1/1998
42 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.32 400k 1/1/1988
41 MERIT Alternative Investments GmbH
Futures Portfolio
0.34 2,000k 6/1/1998
40 Rosetta Capital Management
Rosetta Trading Program
0.38 100k 4/1/2000
39 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.42 1,000k 3/1/1998
38 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.45 1,000k 9/1/1997
37 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.58 1,000k 1/1/1999
36 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.73 5,000k 8/1/2000
35 Lynx Asset Management AB
Lynx Program
0.83 75k 5/1/2000
34 Alee Capital Management, LLC
Poniente Program
0.85 2,500k 1/1/1999
33 Ansbacher Investment Management
Market Neutral Put Skew Program
1.07 250k 1/1/1996
32 Conquest Capital Group
Conquest Macro
1.20 250k 5/1/1999
31 John Locke Investments
Cyril Systematic Program
1.28 8,000k 7/1/2000
30 Crabel Capital Management
Crabel Multi-Product
1.29 1,000k 3/1/1998
29 Clarke Capital Management
Worldwide
1.31 250k 1/1/1996
28 C-View Limited
Currency Managed Account Program
1.37 5,000k 10/1/1996
27 Rhicon Currency Management
Rhicon Strategic Program
1.38 500k 1/1/2004
26 Clarke Capital Management
Global Magnum
1.40 100k 8/1/1997
25 Mobius Asset Management
Diversified Program
1.49 250k 3/1/2004
24 Rivoli Fund Management
Rivoli International Fund (MAP)
1.61 5,000k 10/1/1996
23 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.64 10,000k 4/1/2003
22 Kelly Angle Inc.
Genesis Program
1.87 2,000k 4/1/2000
21 RAM Management Group
RAM MRTP 1X-Conservative
2.15 1,000k 9/1/1993
20 Warrington Asset Management
Warrington Strategic Program
2.18 50k 1/1/1997
19 Abraham Trading Company
Diversified Program
2.53 10,000k 1/1/1988
18 Quantitative Investment Management
Quantitative Global Program
2.94 20,000k 10/1/2003
17 Rhicon Currency Management
Rhicon Systematic Currency Program
3.05 3,000k 1/1/2004
16 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
3.34 10,000k 4/1/2004
15 Heyden & Steindl GmbH
TOMAC2
3.80 5,000k 3/1/2003
14 LJM Partners
LJM Moderately Aggressive Strategy
3.83 500k 4/1/2003
13 Kinkopf Capital Management
KCM S&P (Proprietary)
3.86 100k 1/1/1999
12 Superfund Group
Superfund Green Q-AG
4.08 2k 3/1/1996
11 RAM Management Group
MRTP Aggressive
4.65 1,000k 2/1/1998
10 Superfund Group
Superfund Green GCT USD
4.70 15k 1/1/2000
9 LJM Partners
LJM Aggressive Strategy
4.85 500k 7/1/1998
8 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
5.98 100k 1/1/2000
7 Clarke Capital Management
Global Basic
6.74 50k 2/1/1996
6 Superfund Group
Superfund Green L.P. Series A
7.21 5k 10/1/2002
5 Di Tomasso Group Inc.
Equilibrium Program
8.05 5,000k 1/1/2002
4 Clarke Capital Management
Millennium
8.06 1,000k 1/1/1998
3 Superfund Group
Superfund Green L.P. Series B
9.11 5k 10/1/2002
2 Superfund Group
Superfund Green Master
9.27 2,000k 5/1/2001
1 Shield Plus LLC
Shield Plus Natural Gas
42.46 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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