IASG CTA Index For July 2004

Monthly Rankings

Rank CTA/Program Jul 2004 Min Inv Inception
111 Clarke Capital Management
FX Plus
-15.98 1,000k 5/1/2004
110 Kelly Angle Inc.
Genesis Program
-7.58 2,000k 4/1/2000
109 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.26 100k 5/1/1989
108 Saxon Investment Corporation
Aggressive Diversified Program
-5.93 2,000k 11/1/1993
107 Eclipse Capital Management
Global Monetary
-5.74 5,000k 8/1/1990
106 Covenant Capital Management
Aggressive Program
-5.25 3,000k 2/1/2004
105 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.16 100k 11/1/1984
104 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-5.14 200k 11/1/1999
103 Hyman Beck and Company
Global Portfolio
-5.01 1,000k 3/1/1991
102 DUNN Capital Management
D'Best Futures Fund, L.P.
-4.93 100k 6/1/1994
101 Parizek Capital
Futures Trading Program
-4.92 500k 4/1/2000
100 W.G. Wealth Guardian Ltd.
SAFI2 Program
-4.86 1,000k 9/1/1997
99 Millburn Corporation
Diversified Program
-4.53 20,000k 2/1/1977
98 Hawksbill Capital Management
Global Diversified
-4.39 5,000k 11/1/1988
97 Covenant Capital Management
Original Program
-4.08 5,000k 9/1/1999
96 Red Oak Commodity Advisors
Investment Program
-3.83 5,000k 12/1/1989
95 EMC Capital Advisors, LLC
Classic
-3.80 5,000k 1/1/1985
94 Di Tomasso Group Inc.
Equilibrium Program
-3.64 5,000k 1/1/2002
93 Lynx Asset Management AB
Lynx Program
-3.35 75k 5/1/2000
92 Saxon Investment Corporation
Diversified Program
-3.17 3,000k 9/1/1988
91 Welton Investment Partners
Welton Global
-3.10 10,000k 6/1/2004
90 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.08 10,000k 10/1/1991
88 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.93 250k 6/1/2001
89 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.93 5,000k 6/1/2001
87 Estlander & Partners
Global XL
-2.79 5,000k 8/1/1991
86 Rosetta Capital Management
Rosetta Trading Program
-2.73 100k 4/1/2000
85 Eckhardt Trading Company
Evolution Strategies
-2.69 20,000k 8/1/1991
84 Dreiss Research Corporation
Diversified Program
-2.35 1,000k 5/1/1991
83 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-2.34 10,000k 1/1/2001
82 Mobius Asset Management
Diversified Program
-2.15 250k 3/1/2004
81 Rabar Market Research
Diversified Program
-2.14 2,000k 1/1/1989
80 Kinkopf Capital Management
KCM S&P (Proprietary)
-1.93 100k 1/1/1999
79 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.86 10,000k 1/1/1991
78 Chesapeake Capital
Diversified (LV)
-1.86 100k 2/1/1988
77 Rivoli Fund Management
Rivoli International Fund (V9)
-1.64 5,000k 1/1/2002
76 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.60 1/1/1989
75 Conquest Capital Group
Conquest Macro
-1.59 250k 5/1/1999
74 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.54 0k 11/1/1996
73 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.49 5,000k 8/1/2000
72 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.34 10,000k 1/1/1995
71 Northfield Trading
Diversified
-1.30 2,000k 7/1/1989
70 Estlander & Partners
Global Markets
-1.25 10,000k 8/1/1999
69 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.10 10,000k 8/1/1999
68 Mondiale Asset Management
Mondiale Trading Program
-1.07 0k 9/1/1997
67 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.02 10,000k 2/1/1999
66 Conquest Capital Group
Conquest Select
-0.93 250k 6/1/2004
65 Clarke Capital Management
Global Basic
-0.93 50k 2/1/1996
64 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.81 1,000k 3/1/2003
63 Clarke Capital Management
Global Magnum
-0.80 100k 8/1/1997
62 Rhicon Currency Management
Rhicon Systematic Currency Program
-0.75 3,000k 1/1/2004
61 Drury Capital
Diversified Trend-Following Program
-0.45 5,000k 5/1/1997
60 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.41 100k 5/1/1999
59 Mobius Asset Management
Custom Trading Program
-0.39 100k 1/1/2002
58 Superfund Group
Superfund Green L.P. Series A
-0.16 5k 10/1/2002
57 Superfund Group
Superfund Green L.P. Series B
-0.09 5k 10/1/2002
56 Alee Capital Management, LLC
Mistral Program
-0.05 2,500k 1/1/1999
55 Xplor Capital Management, LLC
Global CTA Program
0.00 1,500k 7/1/2004
54 Clarke Capital Management
Worldwide
0.12 250k 1/1/1996
53 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.21 1,000k 3/1/1998
52 Estlander & Partners
Alpha Trend
0.32 30,000k 10/1/1991
51 Witter & Lester, Inc.
Redstone
0.41 500k 9/1/1994
50 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.50 1,000k 1/1/1999
49 Superfund Group
Superfund Green Q-AG
0.52 2k 3/1/1996
48 Crabel Capital Management
Crabel Multi-Product
0.54 1,000k 3/1/1998
47 MERIT Alternative Investments GmbH
Futures Portfolio
0.54 2,000k 6/1/1998
46 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
0.76 500k 12/1/2003
45 Quality Capital Management
Global Diversified Programme
0.89 10,000k 12/1/1995
44 C-View Limited
Currency Managed Account Program
0.90 5,000k 10/1/1996
43 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.96 10,000k 4/1/2004
42 FORT LP
Fort Global Diversified
1.05 2,000k 10/1/1993
41 Southwest Managed Investments, LLC
Global Diversified
1.08 200k 1/1/2002
40 KMJ Investments
KMJ Investments
1.16 1,000k 8/1/1994
39 Alder Capital DAC
Alder Global 10
1.19 2,500k 10/1/2000
38 Winton Capital Management
Diversified
1.33 50,000k 10/1/1997
37 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
1.36 100k 3/1/2003
36 Red Rock Capital, LLC
Systematic Global Macro
1.36 500k 9/1/2003
35 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.38 10,000k 4/1/2003
34 IKOS
The IKOS Hedge Fund
1.44 10,000k 7/1/1998
33 Ansbacher Investment Management
Market Neutral Put Skew Program
1.54 250k 1/1/1996
32 Superfund Group
Superfund Green GCT USD
1.70 15k 1/1/2000
31 Range Wise
Investment Program
1.81 250k 2/1/1991
30 Superfund Group
Superfund Green Master
2.06 2,000k 5/1/2001
29 Quantitative Investment Management
Quantitative Global Program
2.07 20,000k 10/1/2003
28 Spectrum Asset Management LLC
Global Diversified
2.09 2,000k 1/1/2001
27 ISAM
ISAM Systematic Trend Fund
2.11 1,000k 6/1/2001
26 Alder Capital DAC
Alder Global 20
2.30 2,500k 2/1/2001
25 Alee Capital Management, LLC
Poniente Program
2.54 2,500k 1/1/1999
24 FORT LP
Fort Global Contrarian
2.67 2,000k 10/1/2002
23 Systematic Alpha Management
Systematic Alpha Futures Program
2.67 100k 6/1/2004
22 LJM Partners
LJM Moderately Aggressive Strategy
2.82 500k 4/1/2003
21 John Locke Investments
Cyril Systematic Program
2.85 8,000k 7/1/2000
20 Strategic Ag Trading
SAT GRAINS
2.99 100k 4/1/2002
19 Briarwood Capital Management, Inc.
Diversified Trading Program
3.01 3,000k 7/1/2001
18 Mark J. Walsh Company
Standard Program
3.20 2,000k 9/1/1985
17 Warrington Asset Management
Warrington Strategic Program
3.23 50k 1/1/1997
16 M.S. Capital Management
Global Diversified Program
3.55 2,000k 11/1/1998
15 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
3.75 3,000k 10/1/1992
14 RAM Management Group
RAM MRTP 1X-Conservative
3.78 1,000k 9/1/1993
13 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.90 400k 1/1/1988
12 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
4.48 100k 1/1/2000
11 LJM Partners
LJM Aggressive Strategy
4.66 500k 7/1/1998
10 Rhicon Currency Management
Rhicon Strategic Program
5.06 500k 1/1/2004
9 Rivoli Fund Management
Rivoli International Fund (MAP)
5.19 5,000k 10/1/1996
8 Tactical Investment Management
Tactical Institutional Commodity Program
6.49 10,000k 4/1/1993
7 Abraham Trading Company
Diversified Program
6.74 10,000k 1/1/1988
6 Clarke Capital Management
Millennium
6.80 1,000k 1/1/1998
5 Keck Capital Management LLC
The Keck Program
6.94 2,000k 12/1/2003
4 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
7.45 2,000k 7/1/1992
3 RAM Management Group
MRTP Aggressive
11.44 1,000k 2/1/1998
2 Shield Plus LLC
Shield Plus Natural Gas
13.97 50k 1/1/2004
1 Heyden & Steindl GmbH
TOMAC2
35.56 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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