IASG CTA Index For January 2005

Monthly Rankings

Rank CTA/Program Jan 2005 Min Inv Inception
126 Heyden & Steindl GmbH
TOMAC2
-17.03 5,000k 3/1/2003
125 Superfund Group
Superfund Green Master
-15.92 2,000k 5/1/2001
124 Superfund Group
Superfund Green L.P. Series B
-14.74 5k 10/1/2002
123 Superfund Group
Superfund Green GCT USD
-12.48 15k 1/1/2000
122 Clarke Capital Management
FX Plus
-12.35 1,000k 5/1/2004
121 Briarwood Capital Management, Inc.
Diversified 2XL
-11.05 250k 11/1/2004
120 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-10.10 200k 11/1/1999
119 Red Oak Commodity Advisors
Investment Program
-10.02 5,000k 12/1/1989
118 Superfund Group
Superfund Green L.P. Series A
-9.87 5k 10/1/2002
117 John Locke Investments
Cyril Systematic Program
-9.87 8,000k 7/1/2000
116 Conquest Capital Group
Conquest Macro
-9.80 250k 5/1/1999
115 Alder Capital DAC
Alder Global 20
-9.20 2,500k 2/1/2001
114 Hawksbill Capital Management
Global Diversified
-8.83 5,000k 11/1/1988
113 Di Tomasso Group Inc.
Equilibrium Program
-8.75 5,000k 1/1/2002
112 Mark J. Walsh Company
Standard Program
-8.13 2,000k 9/1/1985
111 Alee Capital Management, LLC
Poniente Program
-7.77 2,500k 1/1/1999
110 Alee Capital Management, LLC
Mistral Program
-7.65 2,500k 1/1/1999
109 Hyman Beck and Company
Global Portfolio
-7.10 1,000k 3/1/1991
108 Superfund Group
Superfund Green Q-AG
-6.97 2k 3/1/1996
107 Parizek Capital
Futures Trading Program
-6.85 500k 4/1/2000
106 Clarke Capital Management
Millennium
-6.53 1,000k 1/1/1998
105 Rabar Market Research
Diversified Program
-6.37 2,000k 1/1/1989
104 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-6.09 1/1/1989
103 Briarwood Capital Management, Inc.
Diversified Trading Program
-5.96 3,000k 7/1/2001
102 Saxon Investment Corporation
Aggressive Diversified Program
-5.93 2,000k 11/1/1993
101 Welton Investment Partners
Welton Global
-5.53 10,000k 6/1/2004
100 Dreiss Research Corporation
Diversified Program
-5.51 1,000k 5/1/1991
99 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.49 100k 6/1/1994
98 Abraham Trading Company
Diversified Program
-5.48 10,000k 1/1/1988
97 Winton Capital Management
Diversified
-5.38 50,000k 10/1/1997
96 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-5.32 0k 11/1/1996
95 Clarke Capital Management
Global Magnum
-5.20 100k 8/1/1997
94 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-5.18 1,000k 3/1/2003
93 Clarke Capital Management
Global Basic
-5.14 50k 2/1/1996
92 EMC Capital Advisors, LLC
Classic
-5.00 5,000k 1/1/1985
91 Eclipse Capital Management
Global Monetary
-4.95 5,000k 8/1/1990
90 Conquest Capital Group
Conquest Select
-4.88 250k 6/1/2004
89 Alder Capital DAC
Alder Global 10
-4.50 2,500k 10/1/2000
88 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-4.37 10,000k 8/1/2004
87 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.36 100k 5/1/1989
86 Quality Capital Management
Global Diversified Programme
-4.36 10,000k 12/1/1995
85 Transtrend B.V.
DTP – Enhanced Risk (USD)
-4.35 10,000k 1/1/1995
84 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-4.31 10,000k 8/1/1999
83 Mulvaney Capital Management
The Mulvaney Global Markets Program
-4.28 100k 5/1/1999
82 Tactical Investment Management
Tactical Institutional Commodity Program
-4.20 10,000k 4/1/1993
81 Lynx Asset Management AB
Lynx Program
-4.18 75k 5/1/2000
80 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.09 10,000k 10/1/1991
79 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.09 100k 11/1/1984
78 Southwest Managed Investments, LLC
Global Diversified
-3.88 200k 1/1/2002
77 Chesapeake Capital
Diversified (LV)
-3.82 100k 2/1/1988
76 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-3.73 1,000k 3/1/1998
75 Saxon Investment Corporation
Diversified Program
-3.72 3,000k 9/1/1988
74 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-3.65 100k 3/1/2003
73 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.59 100k 1/1/2000
72 Kelly Angle Inc.
Genesis Program
-3.51 2,000k 4/1/2000
71 Millburn Corporation
Diversified Program
-3.48 20,000k 2/1/1977
70 Eckhardt Trading Company
Evolution Strategies
-3.38 20,000k 8/1/1991
69 Transtrend B.V.
DTP – Standard Risk (EUR)
-3.04 10,000k 2/1/1999
68 Estlander & Partners
Alpha Trend
-2.92 30,000k 10/1/1991
67 Covenant Capital Management
Aggressive Program
-2.77 3,000k 2/1/2004
66 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.74 10,000k 1/1/1991
65 Millburn Corporation
Multi-Markets Program
-2.70 25,000k 10/1/2004
63 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.67 250k 6/1/2001
64 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.67 5,000k 6/1/2001
62 Rivoli Fund Management
Rivoli International Fund (MAP)
-2.63 5,000k 10/1/1996
61 Mondiale Asset Management
Mondiale Trading Program
-2.55 0k 9/1/1997
60 Covenant Capital Management
Original Program
-2.49 5,000k 9/1/1999
59 Estlander & Partners
Global XL
-2.48 5,000k 8/1/1991
58 MERIT Alternative Investments GmbH
Futures Portfolio
-2.44 2,000k 6/1/1998
57 Drury Capital
Diversified Trend-Following Program
-2.34 5,000k 5/1/1997
56 RAM Management Group
MRTP Aggressive
-2.11 1,000k 2/1/1998
55 Rhicon Currency Management
Rhicon Strategic Program
-2.00 500k 1/1/2004
54 Clarke Capital Management
Worldwide
-1.83 250k 1/1/1996
53 M.S. Capital Management
Global Diversified Program
-1.80 2,000k 11/1/1998
52 Jaguar Investments Ltd
Vario Capital Strategy
-1.79 1,000k 5/1/2016
51 Keck Capital Management LLC
The Keck Program
-1.69 2,000k 12/1/2003
50 Spectrum Asset Management LLC
Global Diversified
-1.57 2,000k 1/1/2001
49 Estlander & Partners
Global Markets
-1.22 10,000k 8/1/1999
48 Strategic Ag Trading
SAT GRAINS
-1.20 100k 4/1/2002
47 Kinkopf Capital Management
KCM S&P (Proprietary)
-1.13 100k 1/1/1999
46 Rhicon Currency Management
Rhicon Systematic Currency Program
-1.04 3,000k 1/1/2004
45 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.01 10,000k 1/1/2001
44 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.96 400k 1/1/1988
43 Northfield Trading
Diversified
-0.90 2,000k 7/1/1989
42 KMJ Investments
KMJ Investments
-0.88 1,000k 8/1/1994
41 Rosetta Capital Management
Rosetta Trading Program
-0.82 100k 4/1/2000
40 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.77 5,000k 8/1/2000
39 Witter & Lester, Inc.
Redstone
-0.73 500k 9/1/1994
38 RAM Management Group
RAM MRTP 1X-Conservative
-0.70 1,000k 9/1/1993
37 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-0.59 2,000k 7/1/1992
36 Crabel Capital Management
Crabel Multi-Product
-0.55 1,000k 3/1/1998
35 Quantitative Investment Management
Quantitative Global Program
-0.40 20,000k 10/1/2003
34 Red Rock Capital, LLC
Systematic Global Macro
-0.34 500k 9/1/2003
33 C-View Limited
Currency Managed Account Program
-0.26 5,000k 10/1/1996
32 FORT LP
Fort Global Diversified
-0.19 2,000k 10/1/1993
22 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.00 100k 1/1/2005
23 Mobius Asset Management
Energy Weighted Program
0.00 250k 1/1/2005
24 Revolution Capital Management
Alpha Fund
0.00 50k 1/1/2005
25 Somers Brothers Capital
Diversified Futures Program #1
0.00 100k 1/1/2005
26 Quantica Capital AG
Quantica Managed Futures
0.00 5,000k 1/1/2005
27 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.00 1,000k 1/1/2005
28 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
29 Four Seasons Commodities Corp
Lone Star Program
0.00 300k 1/1/2005
30 Strategic Ag Trading
Chatham
0.00 100k 1/1/2005
31 Robust Methods LLC
Macro Managed Account
0.00 5,000k 1/1/2005
21 Mobius Asset Management
Diversified Program
0.07 250k 3/1/2004
20 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
0.32 3,000k 10/1/1992
19 Warrington Asset Management
Warrington Strategic Program
0.47 50k 1/1/1997
18 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.55 1,000k 1/1/1999
17 Manning & Napier
MN Xenon Global Fixed Income Program
0.60 2,000k 8/1/2004
16 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.64 10,000k 4/1/2003
15 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.79 10,000k 4/1/2004
14 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.80 1,000k 9/1/1997
13 Xplor Capital Management, LLC
Global CTA Program
0.91 1,500k 7/1/2004
12 Range Wise
Investment Program
0.95 250k 2/1/1991
11 Systematic Alpha Management
Systematic Alpha Futures Program
1.09 100k 6/1/2004
10 FORT LP
Fort Global Contrarian
1.25 2,000k 10/1/2002
9 ISAM
ISAM Systematic Trend Fund
1.30 1,000k 6/1/2001
8 Mobius Asset Management
Custom Trading Program
1.57 100k 1/1/2002
7 Ansbacher Investment Management
Market Neutral Put Skew Program
1.59 250k 1/1/1996
6 Rivoli Fund Management
Rivoli International Fund (V9)
2.19 5,000k 1/1/2002
5 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.19 500k 12/1/2003
4 IKOS
The IKOS Hedge Fund
3.27 10,000k 7/1/1998
3 LJM Partners
LJM Moderately Aggressive Strategy
4.67 500k 4/1/2003
2 Shield Plus LLC
Shield Plus Natural Gas
6.27 50k 1/1/2004
1 LJM Partners
LJM Aggressive Strategy
6.73 500k 7/1/1998

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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