IASG CTA Index For June 2004

Monthly Rankings

Rank CTA/Program Jun 2004 Min Inv Inception
110 Superfund Group
Superfund Green L.P. Series B
-15.07 5k 10/1/2002
109 Superfund Group
Superfund Green Master
-14.21 2,000k 5/1/2001
108 RAM Management Group
MRTP Aggressive
-12.38 1,000k 2/1/1998
107 Di Tomasso Group Inc.
Equilibrium Program
-11.83 5,000k 1/1/2002
106 Superfund Group
Superfund Green L.P. Series A
-11.62 5k 10/1/2002
105 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-11.00 100k 1/1/2000
104 Alder Capital DAC
Alder Global 20
-10.26 2,500k 2/1/2001
103 Superfund Group
Superfund Green GCT USD
-10.20 15k 1/1/2000
102 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-9.86 100k 11/1/1984
101 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-9.15 200k 11/1/1999
100 Kelly Angle Inc.
Genesis Program
-8.93 2,000k 4/1/2000
99 Parizek Capital
Futures Trading Program
-8.07 500k 4/1/2000
98 Conquest Capital Group
Conquest Macro
-7.76 250k 5/1/1999
97 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.69 100k 5/1/1989
96 Clarke Capital Management
Global Basic
-7.63 50k 2/1/1996
95 Clarke Capital Management
Millennium
-7.55 1,000k 1/1/1998
94 Tactical Investment Management
Tactical Institutional Commodity Program
-7.31 10,000k 4/1/1993
93 Clarke Capital Management
Global Magnum
-7.05 100k 8/1/1997
92 Superfund Group
Superfund Green Q-AG
-7.04 2k 3/1/1996
91 John Locke Investments
Cyril Systematic Program
-6.36 8,000k 7/1/2000
90 Saxon Investment Corporation
Aggressive Diversified Program
-6.29 2,000k 11/1/1993
89 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.88 100k 6/1/1994
88 Hawksbill Capital Management
Global Diversified
-5.86 5,000k 11/1/1988
87 Heyden & Steindl GmbH
TOMAC2
-5.74 5,000k 3/1/2003
86 Clarke Capital Management
FX Plus
-5.44 1,000k 5/1/2004
85 Mark J. Walsh Company
Standard Program
-5.33 2,000k 9/1/1985
84 Alder Capital DAC
Alder Global 10
-5.11 2,500k 10/1/2000
83 Keck Capital Management LLC
The Keck Program
-5.10 2,000k 12/1/2003
82 Quality Capital Management
Global Diversified Programme
-5.02 10,000k 12/1/1995
81 EMC Capital Advisors, LLC
Classic
-5.00 5,000k 1/1/1985
80 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-4.73 100k 3/1/2003
79 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.72 0k 11/1/1996
78 Southwest Managed Investments, LLC
Global Diversified
-4.65 200k 1/1/2002
77 Rabar Market Research
Diversified Program
-4.64 2,000k 1/1/1989
76 RAM Management Group
RAM MRTP 1X-Conservative
-4.55 1,000k 9/1/1993
75 M.S. Capital Management
Global Diversified Program
-4.45 2,000k 11/1/1998
74 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-4.20 2,000k 7/1/1992
73 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.19 10,000k 10/1/1991
72 ISAM
ISAM Systematic Trend Fund
-4.17 1,000k 6/1/2001
71 Northfield Trading
Diversified
-4.00 2,000k 7/1/1989
70 Millburn Corporation
Diversified Program
-3.95 20,000k 2/1/1977
69 Eckhardt Trading Company
Evolution Strategies
-3.65 20,000k 8/1/1991
68 Clarke Capital Management
Worldwide
-3.48 250k 1/1/1996
67 Saxon Investment Corporation
Diversified Program
-3.40 3,000k 9/1/1988
66 Mobius Asset Management
Diversified Program
-3.39 250k 3/1/2004
65 Rosetta Capital Management
Rosetta Trading Program
-3.28 100k 4/1/2000
64 Rivoli Fund Management
Rivoli International Fund (V9)
-3.18 5,000k 1/1/2002
63 MERIT Alternative Investments GmbH
Futures Portfolio
-3.17 2,000k 6/1/1998
62 Estlander & Partners
Alpha Trend
-3.06 30,000k 10/1/1991
61 Alee Capital Management, LLC
Poniente Program
-3.05 2,500k 1/1/1999
60 Hyman Beck and Company
Global Portfolio
-2.97 1,000k 3/1/1991
59 Winton Capital Management
Diversified
-2.96 50,000k 10/1/1997
58 Chesapeake Capital
Diversified (LV)
-2.90 100k 2/1/1988
57 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.83 3,000k 7/1/2001
56 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-2.81 1/1/1989
55 Alee Capital Management, LLC
Mistral Program
-2.72 2,500k 1/1/1999
54 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.56 5,000k 8/1/2000
53 FORT LP
Fort Global Diversified
-2.53 2,000k 10/1/1993
52 Spectrum Asset Management LLC
Global Diversified
-2.42 2,000k 1/1/2001
51 Mobius Asset Management
Custom Trading Program
-2.38 100k 1/1/2002
50 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.35 10,000k 1/1/1995
49 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.31 10,000k 8/1/1999
48 Rhicon Currency Management
Rhicon Systematic Currency Program
-2.27 3,000k 1/1/2004
47 Lynx Asset Management AB
Lynx Program
-2.20 75k 5/1/2000
46 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-2.18 3,000k 10/1/1992
45 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.81 1,000k 3/1/1998
44 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.65 10,000k 1/1/1991
43 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.50 10,000k 2/1/1999
42 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.44 1,000k 9/1/1997
41 IKOS
The IKOS Hedge Fund
-1.42 10,000k 7/1/1998
40 Eclipse Capital Management
Global Monetary
-1.42 5,000k 8/1/1990
39 Crabel Capital Management
Crabel Multi-Product
-1.38 1,000k 3/1/1998
38 Rhicon Currency Management
Rhicon Strategic Program
-1.34 500k 1/1/2004
37 Estlander & Partners
Global XL
-1.27 5,000k 8/1/1991
36 Drury Capital
Diversified Trend-Following Program
-1.21 5,000k 5/1/1997
35 C-View Limited
Currency Managed Account Program
-0.96 5,000k 10/1/1996
34 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.75 5,000k 10/1/1996
33 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.73 100k 5/1/1999
32 Estlander & Partners
Global Markets
-0.60 10,000k 8/1/1999
31 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.50 10,000k 4/1/2003
30 FORT LP
Fort Global Contrarian
-0.31 2,000k 10/1/2002
29 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.12 10,000k 4/1/2004
26 Welton Investment Partners
Welton Global
0.00 10,000k 6/1/2004
27 Conquest Capital Group
Conquest Select
0.00 250k 6/1/2004
28 Systematic Alpha Management
Systematic Alpha Futures Program
0.00 100k 6/1/2004
25 Mondiale Asset Management
Mondiale Trading Program
0.06 0k 9/1/1997
24 Kinkopf Capital Management
KCM S&P (Proprietary)
0.07 100k 1/1/1999
23 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.27 1,000k 1/1/1999
22 Dreiss Research Corporation
Diversified Program
0.28 1,000k 5/1/1991
21 Witter & Lester, Inc.
Redstone
0.36 500k 9/1/1994
20 Red Oak Commodity Advisors
Investment Program
0.48 5,000k 12/1/1989
19 Warrington Asset Management
Warrington Strategic Program
0.71 50k 1/1/1997
18 Red Rock Capital, LLC
Systematic Global Macro
1.06 500k 9/1/2003
17 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.12 10,000k 1/1/2001
16 Abraham Trading Company
Diversified Program
1.37 10,000k 1/1/1988
15 Quantitative Investment Management
Quantitative Global Program
1.44 20,000k 10/1/2003
13 NuWave Investment Management, LLC
NuWave Investment Partners LP
1.91 250k 6/1/2001
14 NuWave Investment Management, LLC
Combined Futures Portfolio
1.91 5,000k 6/1/2001
12 Covenant Capital Management
Original Program
2.11 5,000k 9/1/1999
11 Ansbacher Investment Management
Market Neutral Put Skew Program
2.30 250k 1/1/1996
10 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.61 400k 1/1/1988
9 KMJ Investments
KMJ Investments
2.76 1,000k 8/1/1994
8 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.82 500k 12/1/2003
7 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.11 1,000k 3/1/2003
6 Covenant Capital Management
Aggressive Program
3.32 3,000k 2/1/2004
5 LJM Partners
LJM Moderately Aggressive Strategy
3.95 500k 4/1/2003
4 Range Wise
Investment Program
4.11 250k 2/1/1991
3 LJM Partners
LJM Aggressive Strategy
4.40 500k 7/1/1998
2 Shield Plus LLC
Shield Plus Natural Gas
6.15 50k 1/1/2004
1 Strategic Ag Trading
SAT GRAINS
11.10 100k 4/1/2002

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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