IASG CTA Index For September 2004 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Sep 2004 Min Inv Inception 113 RAM Management Group MRTP Aggressive -6.86 1,000k 2/1/1998 112 John Locke Investments Cyril Systematic Program -3.83 8,000k 7/1/2000 111 Witter & Lester, Inc. Stock Index Futures Trading Program -3.82 400k 1/1/1988 110 Hawksbill Capital Management Global Diversified -3.28 5,000k 11/1/1988 109 Conquest Capital Group Conquest Macro -3.28 250k 5/1/1999 108 Clarke Capital Management Global Basic -3.01 50k 2/1/1996 107 Northfield Trading Diversified -3.00 2,000k 7/1/1989 106 Alee Capital Management, LLC Poniente Program -2.64 2,500k 1/1/1999 105 DUNN Capital Management D'Best Futures Fund, L.P. -2.01 100k 6/1/1994 104 Rivoli Fund Management Rivoli International Fund (MAP) -1.69 5,000k 10/1/1996 103 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.63 10,000k 1/1/2001 102 Trigon Investment Advisors, LLC Foreign Exchange Program -1.59 5,000k 8/1/2000 101 EMC Capital Advisors, LLC Classic -1.50 5,000k 1/1/1985 100 RAM Management Group RAM MRTP 1X-Conservative -1.37 1,000k 9/1/1993 99 Quality Capital Management Global Diversified Programme -0.97 500k 12/1/1995 98 Xplor Capital Management, LLC Global CTA Program -0.91 1,500k 7/1/2004 97 Estlander & Partners Alpha Trend -0.87 30,000k 10/1/1991 96 Kelly Angle Inc. Genesis Program -0.84 2,000k 4/1/2000 95 KMJ Investments KMJ Investments -0.77 1,000k 8/1/1994 94 Kinkopf Capital Management KCM S&P (Proprietary) -0.70 100k 1/1/1999 93 Witter & Lester, Inc. Redstone -0.63 500k 9/1/1994 92 Lynx Asset Management AB Lynx Program -0.60 75k 5/1/2000 91 C-View Limited Currency Managed Account Program -0.55 5,000k 10/1/1996 90 Mondiale Asset Management Mondiale Trading Program -0.53 0k 9/1/1997 89 Paskewitz Asset Management LLC Contrarian S&P Stock Index -0.53 500k 12/1/2003 88 Clarke Capital Management FX Plus -0.48 1,000k 5/1/2004 87 Mobius Asset Management Diversified Program -0.38 250k 3/1/2004 86 Briarwood Capital Management, Inc. Diversified Trading Program -0.34 3,000k 7/1/2001 85 Dreiss Research Corporation Diversified Program -0.34 1,000k 5/1/1991 84 Southwest Managed Investments, LLC Global Diversified -0.09 200k 1/1/2002 83 Clarke Capital Management Global Magnum -0.07 100k 8/1/1997 82 Alder Capital DAC Alder Global 10 -0.05 250k 10/1/2000 80 Alder Capital DAC Alder Global 20 0.00 2,500k 2/1/2001 81 DUNN Capital Management DUNN Combined Fund (DCF) 0.00 100k 5/1/1989 79 Manning & Napier MN Xenon Global Fixed Income Program 0.04 2,000k 8/1/2004 78 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.04 1,000k 1/1/1999 77 Rhicon Currency Management Rhicon Systematic Currency Program 0.05 3,000k 1/1/2004 76 MERIT Alternative Investments GmbH Futures Portfolio 0.08 2,000k 6/1/1998 75 Heyden & Steindl GmbH TOMAC2 0.11 5,000k 3/1/2003 74 Crabel Capital Management Crabel Multi-Product 0.16 1,000k 3/1/1998 73 Spectrum Asset Management LLC Global Diversified 0.23 2,000k 1/1/2001 72 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.46 1,000k 3/1/2003 71 Rhicon Currency Management Rhicon Strategic Program 0.56 500k 1/1/2004 70 Red Oak Commodity Advisors Investment Program 0.69 5,000k 12/1/1989 69 Sunrise Capital Partners Sunrise Expanded Diversified Program 0.71 1/1/1989 68 Rotella Capital Management Rotella Polaris Program (Diversified) 0.74 10,000k 1/1/1991 67 Eckhardt Trading Company Evolution Strategies 0.86 20,000k 8/1/1991 66 Rabar Market Research Diversified Program 0.92 2,000k 1/1/1989 65 W.G. Wealth Guardian Ltd. SAFI2 Program 0.96 1,000k 9/1/1997 64 Warrington Asset Management Warrington Strategic Program 1.01 50k 1/1/1997 63 Transtrend B.V. DTP – Standard Risk (EUR) 1.07 10,000k 2/1/1999 62 Eckhardt Trading Company Evolution Strategies 1.2X 1.08 10,000k 10/1/1991 61 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.09 1,000k 3/1/1998 60 Quantmetrics Capital Management LLP Premier 12V Strategy 1.25 10,000k 4/1/2003 59 Millburn Corporation Diversified Program 1.26 20,000k 2/1/1977 58 Estlander & Partners Global Markets 1.42 10,000k 8/1/1999 57 DUNN Capital Management World Monetary and Agriculture Program (WMA) 1.58 100k 11/1/1984 56 Transtrend B.V. DTP – Enhanced Risk (USD) 1.63 10,000k 1/1/1995 55 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.68 10,000k 8/1/1999 54 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.80 10,000k 8/1/2004 53 Mobius Asset Management Custom Trading Program 2.00 100k 1/1/2002 52 Mark J. Walsh Company Standard Program 2.12 2,000k 9/1/1985 51 Welton Investment Partners Welton Global 2.18 10,000k 6/1/2004 50 Saxon Investment Corporation Diversified Program 2.41 3,000k 9/1/1988 48 NuWave Investment Management, LLC NuWave Investment Partners LP 2.42 250k 6/1/2001 49 NuWave Investment Management, LLC Combined Futures Portfolio 2.42 5,000k 6/1/2001 47 Parizek Capital Futures Trading Program 2.54 500k 4/1/2000 46 Ansbacher Investment Management Market Neutral Put Skew Program 2.55 250k 1/1/1996 45 Hyman Beck and Company Global Portfolio 2.69 1,000k 3/1/1991 44 FORT LP Fort Global Contrarian 2.72 2,000k 10/1/2002 43 Covenant Capital Management Original Program 2.81 5,000k 9/1/1999 42 Eclipse Capital Management Global Monetary 2.90 5,000k 8/1/1990 41 Insch Capital Management SA Interbank Currency Program - 3X Leverage 2.92 100k 1/1/2000 40 Conquest Capital Group Conquest Select 3.01 250k 6/1/2004 39 AIS Capital Management, L.P. MAAP (2x-4x) Composite 3.04 3,000k 10/1/1992 38 Systematic Alpha Management Systematic Alpha Futures Program 3.18 100k 6/1/2004 37 IKOS The IKOS Hedge Fund 3.21 10,000k 7/1/1998 36 Estlander & Partners Global XL 3.47 5,000k 8/1/1991 35 Chesapeake Capital Diversified (LV) 3.50 100k 2/1/1988 34 Alee Capital Management, LLC Mistral Program 3.73 2,500k 1/1/1999 33 M.S. Capital Management Global Diversified Program 3.75 2,000k 11/1/1998 32 LJM Partners LJM Moderately Aggressive Strategy 3.90 500k 4/1/2003 31 ISAM ISAM Systematic Trend Fund 3.94 1,000k 6/1/2001 30 FORT LP Fort Global Diversified 3.98 2,000k 10/1/1993 29 Superfund Group Superfund Green Q-AG 4.04 2k 3/1/1996 28 Saxon Investment Corporation Aggressive Diversified Program 4.11 2,000k 11/1/1993 27 Covenant Capital Management Aggressive Program 4.13 3,000k 2/1/2004 26 Red Rock Capital, LLC Systematic Global Macro 4.13 500k 9/1/2003 25 Clarke Capital Management Worldwide 4.73 250k 1/1/1996 24 LJM Partners LJM Aggressive Strategy 4.77 500k 7/1/1998 23 Keck Capital Management LLC The Keck Program 5.04 2,000k 12/1/2003 22 Winton Capital Management Diversified 5.14 50,000k 10/1/1997 21 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 5.14 0k 11/1/1996 20 Range Wise Investment Program 5.26 250k 2/1/1991 19 Rosetta Capital Management Rosetta Trading Program 5.30 100k 4/1/2000 18 AIS Capital Management, L.P. MAAP (3x-6x) Composite 5.60 2,000k 7/1/1992 17 Rivoli Fund Management Rivoli International Fund (V9) 5.86 5,000k 1/1/2002 16 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 5.94 10,000k 4/1/2004 15 Tactical Investment Management Tactical Institutional Commodity Program 5.98 10,000k 4/1/1993 14 Quantitative Investment Management Quantitative Global Program 6.05 20,000k 10/1/2003 13 Strategic Ag Trading SAT GRAINS 6.28 100k 4/1/2002 12 Mulvaney Capital Management The Mulvaney Global Markets Fund 7.76 100k 5/1/1999 11 Drury Capital Diversified Trend-Following Program 7.78 5,000k 5/1/1997 10 Abraham Trading Company Diversified Program 7.84 10,000k 1/1/1988 9 Superfund Group Superfund Green GCT USD 8.19 15k 1/1/2000 8 Superfund Group Superfund Green Master 9.39 2,000k 5/1/2001 7 Superfund Group Superfund Green L.P. Series A 10.44 5k 10/1/2002 6 Clarke Capital Management Millennium 11.60 1,000k 1/1/1998 5 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 11.72 200k 11/1/1999 4 Di Tomasso Group Inc. Equilibrium Program 12.21 5,000k 1/1/2002 3 Shield Plus LLC Shield Plus Natural Gas 12.32 50k 1/1/2004 2 Superfund Group Superfund Green L.P. Series B 14.75 5k 10/1/2002 1 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 29.18 100k 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.