IASG CTA Index For August 2004

Monthly Rankings

Rank CTA/Program Aug 2004 Min Inv Inception
113 Heyden & Steindl GmbH
TOMAC2
-16.76 5,000k 3/1/2003
112 Abraham Trading Company
Diversified Program
-12.25 10,000k 1/1/1988
111 Shield Plus LLC
Shield Plus Natural Gas
-11.15 50k 1/1/2004
110 ISAM
ISAM Systematic Trend Fund
-10.51 1,000k 6/1/2001
109 Dreiss Research Corporation
Diversified Program
-10.41 1,000k 5/1/1991
108 Superfund Group
Superfund Green L.P. Series B
-9.29 5k 10/1/2002
107 Clarke Capital Management
Millennium
-8.91 1,000k 1/1/1998
106 Superfund Group
Superfund Green Master
-8.12 2,000k 5/1/2001
105 Parizek Capital
Futures Trading Program
-7.94 500k 4/1/2000
104 Alder Capital DAC
Alder Global 20
-7.80 2,500k 2/1/2001
103 Keck Capital Management LLC
The Keck Program
-7.49 2,000k 12/1/2003
102 Superfund Group
Superfund Green L.P. Series A
-6.84 5k 10/1/2002
101 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-6.83 100k 1/1/2000
100 Quality Capital Management
Global Diversified Programme
-6.37 10,000k 12/1/1995
99 Mulvaney Capital Management
The Mulvaney Global Markets Program
-6.21 100k 5/1/1999
98 Drury Capital
Diversified Trend-Following Program
-5.85 5,000k 5/1/1997
97 Superfund Group
Superfund Green GCT USD
-5.75 15k 1/1/2000
96 RAM Management Group
MRTP Aggressive
-5.34 1,000k 2/1/1998
95 Red Rock Capital, LLC
Systematic Global Macro
-5.10 500k 9/1/2003
94 Southwest Managed Investments, LLC
Global Diversified
-4.84 200k 1/1/2002
93 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.22 0k 11/1/1996
92 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-4.21 1/1/1989
91 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-3.80 10,000k 1/1/2001
90 Superfund Group
Superfund Green Q-AG
-3.80 2k 3/1/1996
89 Alder Capital DAC
Alder Global 10
-3.70 2,500k 10/1/2000
88 Hyman Beck and Company
Global Portfolio
-3.55 1,000k 3/1/1991
87 Estlander & Partners
Alpha Trend
-3.48 30,000k 10/1/1991
86 Rivoli Fund Management
Rivoli International Fund (V9)
-3.25 5,000k 1/1/2002
85 Chesapeake Capital
Diversified (LV)
-3.23 100k 2/1/1988
84 Tactical Investment Management
Tactical Institutional Commodity Program
-3.17 10,000k 4/1/1993
83 Estlander & Partners
Global XL
-2.65 5,000k 8/1/1991
82 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.54 5,000k 8/1/2000
81 M.S. Capital Management
Global Diversified Program
-2.39 2,000k 11/1/1998
80 Clarke Capital Management
Worldwide
-2.37 250k 1/1/1996
79 Red Oak Commodity Advisors
Investment Program
-2.30 5,000k 12/1/1989
78 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.26 3,000k 7/1/2001
77 Millburn Corporation
Diversified Program
-2.10 20,000k 2/1/1977
76 Rabar Market Research
Diversified Program
-1.92 2,000k 1/1/1989
75 RAM Management Group
RAM MRTP 1X-Conservative
-1.90 1,000k 9/1/1993
74 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.70 5,000k 10/1/1996
73 Conquest Capital Group
Conquest Select
-1.66 250k 6/1/2004
72 MERIT Alternative Investments GmbH
Futures Portfolio
-1.35 2,000k 6/1/1998
71 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.09 200k 11/1/1999
70 Range Wise
Investment Program
-1.07 250k 2/1/1991
69 Estlander & Partners
Global Markets
-1.03 10,000k 8/1/1999
68 Mondiale Asset Management
Mondiale Trading Program
-0.95 0k 9/1/1997
67 Clarke Capital Management
Global Magnum
-0.86 100k 8/1/1997
66 Strategic Ag Trading
SAT GRAINS
-0.76 100k 4/1/2002
65 Xplor Capital Management, LLC
Global CTA Program
-0.66 1,500k 7/1/2004
64 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.66 1,000k 1/1/1999
63 Kelly Angle Inc.
Genesis Program
-0.64 2,000k 4/1/2000
62 Mobius Asset Management
Diversified Program
-0.63 250k 3/1/2004
61 Mark J. Walsh Company
Standard Program
-0.47 2,000k 9/1/1985
60 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.42 10,000k 1/1/1995
59 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.33 10,000k 2/1/1999
58 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.30 10,000k 8/1/1999
57 Alee Capital Management, LLC
Mistral Program
-0.26 2,500k 1/1/1999
56 Warrington Asset Management
Warrington Strategic Program
-0.17 50k 1/1/1997
55 Conquest Capital Group
Conquest Macro
-0.17 250k 5/1/1999
54 Alee Capital Management, LLC
Poniente Program
-0.08 2,500k 1/1/1999
53 Mobius Asset Management
Custom Trading Program
-0.06 100k 1/1/2002
52 IKOS
The IKOS Hedge Fund
-0.05 10,000k 7/1/1998
50 Manning & Napier
MN Xenon Global Fixed Income Program
0.00 2,000k 8/1/2004
51 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.00 10,000k 8/1/2004
49 Quantitative Investment Management
Quantitative Global Program
0.10 20,000k 10/1/2003
48 EMC Capital Advisors, LLC
Classic
0.10 5,000k 1/1/1985
47 Systematic Alpha Management
Systematic Alpha Futures Program
0.10 100k 6/1/2004
46 Spectrum Asset Management LLC
Global Diversified
0.13 2,000k 1/1/2001
45 Crabel Capital Management
Crabel Multi-Product
0.23 1,000k 3/1/1998
44 Rhicon Currency Management
Rhicon Systematic Currency Program
0.27 3,000k 1/1/2004
42 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.29 250k 6/1/2001
43 NuWave Investment Management, LLC
Combined Futures Portfolio
0.29 5,000k 6/1/2001
41 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.43 1,000k 3/1/1998
40 Saxon Investment Corporation
Diversified Program
0.47 3,000k 9/1/1988
39 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.60 10,000k 4/1/2003
38 Saxon Investment Corporation
Aggressive Diversified Program
0.63 2,000k 11/1/1993
37 C-View Limited
Currency Managed Account Program
0.65 5,000k 10/1/1996
36 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.67 10,000k 1/1/1991
35 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.08 1,000k 3/1/2003
34 Eclipse Capital Management
Global Monetary
1.12 5,000k 8/1/1990
33 Witter & Lester, Inc.
Redstone
1.26 500k 9/1/1994
32 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.26 10,000k 4/1/2004
31 Ansbacher Investment Management
Market Neutral Put Skew Program
1.34 250k 1/1/1996
30 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.61 1,000k 9/1/1997
29 Lynx Asset Management AB
Lynx Program
2.12 75k 5/1/2000
28 John Locke Investments
Cyril Systematic Program
2.21 8,000k 7/1/2000
27 Clarke Capital Management
Global Basic
2.35 50k 2/1/1996
26 LJM Partners
LJM Moderately Aggressive Strategy
2.44 500k 4/1/2003
25 Northfield Trading
Diversified
2.60 2,000k 7/1/1989
24 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.63 500k 12/1/2003
23 Rhicon Currency Management
Rhicon Strategic Program
2.86 500k 1/1/2004
22 Covenant Capital Management
Original Program
3.08 5,000k 9/1/1999
21 Winton Capital Management
Diversified
3.09 50,000k 10/1/1997
20 FORT LP
Fort Global Contrarian
3.39 2,000k 10/1/2002
19 LJM Partners
LJM Aggressive Strategy
3.63 500k 7/1/1998
18 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
3.68 3,000k 10/1/1992
17 DUNN Capital Management
D'Best Futures Fund, L.P.
3.85 100k 6/1/1994
16 Clarke Capital Management
FX Plus
3.94 1,000k 5/1/2004
15 Hawksbill Capital Management
Global Diversified
3.95 5,000k 11/1/1988
14 KMJ Investments
KMJ Investments
3.99 1,000k 8/1/1994
13 Welton Investment Partners
Welton Global
4.01 10,000k 6/1/2004
12 Eckhardt Trading Company
Evolution Strategies
4.40 20,000k 8/1/1991
11 Covenant Capital Management
Aggressive Program
4.46 3,000k 2/1/2004
10 Eckhardt Trading Company
Evolution Strategies 1.2X
5.11 10,000k 10/1/1991
9 FORT LP
Fort Global Diversified
5.18 2,000k 10/1/1993
8 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
6.78 2,000k 7/1/1992
7 Witter & Lester, Inc.
Stock Index Futures Trading Program
7.10 400k 1/1/1988
6 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
7.66 100k 3/1/2003
5 DUNN Capital Management
DUNN Combined Fund (DCF)
8.14 100k 5/1/1989
4 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.29 100k 11/1/1984
3 Kinkopf Capital Management
KCM S&P (Proprietary)
10.25 100k 1/1/1999
2 Rosetta Capital Management
Rosetta Trading Program
11.26 100k 4/1/2000
1 Di Tomasso Group Inc.
Equilibrium Program
19.93 5,000k 1/1/2002

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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