IASG CTA Index For September 2004

Monthly Rankings

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 10,000k 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 2,500k 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 Cambridge Strategy Asset Management LTD
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 Program
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.

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