IASG CTA Index For November 2005

Monthly Rankings

Rank CTA/Program Nov 2005 Min Inv Inception
146 Schindler Capital Management, LLC
Dairy Advantage Program
-13.73 200k 8/1/2005
145 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-5.98 2,000k 7/1/1992
144 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-3.59 3,000k 10/1/1992
143 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-3.32 1,000k 3/1/1998
142 Mobius Asset Management
Diversified Program
-2.75 250k 3/1/2004
141 Strategic Ag Trading
Chatham
-2.52 100k 1/1/2005
140 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-2.11 500k 12/1/2003
139 Mobius Asset Management
Energy Weighted Program
-1.60 250k 1/1/2005
138 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.98 1,000k 1/1/1999
137 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.89 1,000k 9/1/1997
136 KMJ Investments
KMJ Investments
-0.76 1,000k 8/1/1994
135 LJM Partners
LJM Moderately Aggressive Strategy
-0.67 500k 4/1/2003
134 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.59 400k 1/1/1988
133 LJM Partners
LJM Aggressive Strategy
-0.58 500k 7/1/1998
132 Blackwater Capital Management
Global Program
-0.47 5,000k 7/1/2005
131 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-0.43 1,000k 1/1/2005
130 Rhicon Currency Management
Rhicon Systematic Currency Program
-0.33 3,000k 1/1/2004
129 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.18 10,000k 4/1/2004
128 C-View Limited
Currency Managed Account Program
-0.13 5,000k 10/1/1996
127 Range Wise
Investment Program
-0.12 250k 2/1/1991
126 Witter & Lester, Inc.
Redstone
-0.05 500k 9/1/1994
125 PRIM' Alternative Investment
PRIM Gold
0.00 10k 11/1/2005
124 Manning & Napier
MN Xenon Global Fixed Income Program
0.04 2,000k 8/1/2004
123 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.36 10,000k 4/1/2003
122 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.37 10,000k 1/1/2001
121 Four Seasons Commodities Corp
Hawkeye Spread Program
0.42 500k 3/1/2005
120 Amplitude Capital International Limited
Dynamic Strategy
0.50 6/1/2005
119 Warrington Asset Management
Warrington Strategic Program
0.55 50k 1/1/1997
118 Eckhardt Trading Company
Evolution Strategies
0.64 20,000k 8/1/1991
117 Eckhardt Trading Company
Evolution Strategies 1.2X
0.72 10,000k 10/1/1991
116 Dominion Capital
Sapphire Program
0.88 3,000k 5/1/2005
115 Strategic Ag Trading
SAT GRAINS
0.91 100k 4/1/2002
114 Crescent Bay Capital Management
Premium Stock Index Program
0.93 10k 10/1/2005
113 Four Seasons Commodities Corp
Lone Star Program
0.97 300k 1/1/2005
112 Mobius Asset Management
Custom Trading Program
1.10 100k 1/1/2002
111 Romanesco Capital Management B.V
Persistence Program
1.28 5,000k 9/1/2005
110 Clarke Capital Management
Worldwide
1.40 250k 1/1/1996
109 IKOS
The IKOS Hedge Fund
1.43 10,000k 7/1/1998
108 Hawksbill Capital Management
Global Diversified
1.43 5,000k 11/1/1988
107 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
1.44 5,000k 1/1/2005
106 Southwest Managed Investments, LLC
Global Diversified
1.55 200k 1/1/2002
105 Systematic Alpha Management
Systematic Alpha Futures Program
1.56 100k 6/1/2004
104 Mondiale Asset Management
Mondiale Trading Program
1.59 0k 9/1/1997
103 Clarke Capital Management
Global Basic
1.61 50k 2/1/1996
102 Ansbacher Investment Management
Market Neutral Put Skew Program
1.72 250k 1/1/1996
101 Di Tomasso Group Inc.
Equilibrium Program
1.92 5,000k 1/1/2002
100 Superfund Group
Superfund Blue SPC Class A (EUR)
2.00 50k 4/1/2005
99 Quantitative Investment Management
Quantitative Global Program
2.04 20,000k 10/1/2003
98 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.04 10,000k 1/1/1991
97 Transtrend B.V.
DTP – Standard Risk (EUR)
2.25 10,000k 2/1/1999
96 Trigon Investment Advisors, LLC
Foreign Exchange Program
2.35 5,000k 8/1/2000
95 Spectrum Asset Management LLC
Global Diversified
2.50 2,000k 1/1/2001
94 Jaguar Investments Ltd
Vario Capital Strategy
2.74 1,000k 5/1/2016
93 Rhicon Currency Management
Rhicon Strategic Program
2.76 500k 1/1/2004
92 Rosetta Capital Management
Rosetta Trading Program
2.85 100k 4/1/2000
91 Heyden & Steindl GmbH
TOMAC2
2.86 5,000k 3/1/2003
90 Molinero Capital Management LLP
Global Markets Program
3.00 2,000k 7/1/2005
89 Alder Capital DAC
Alder Global 10
3.00 2,500k 10/1/2000
88 Crabel Capital Management
Crabel Multi-Product
3.06 1,000k 3/1/1998
87 Rabar Market Research
Diversified Program
3.12 2,000k 1/1/1989
86 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.14 10,000k 8/1/2004
85 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.26 10,000k 8/1/1999
84 Saxon Investment Corporation
Diversified Program
3.30 3,000k 9/1/1988
83 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
3.34 100k 3/1/2003
82 Conquest Capital Group
Conquest Select
3.38 250k 6/1/2004
81 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.40 10,000k 1/1/1995
80 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
3.46 200k 11/1/1999
79 Clarke Capital Management
Global Magnum
3.76 100k 8/1/1997
78 M6 Capital Management LLC
Standard Program
3.82 300k 7/1/2005
77 FORT LP
Fort Global Diversified
3.90 2,000k 10/1/1993
76 Northfield Trading
Diversified
4.10 2,000k 7/1/1989
75 Parizek Capital
Futures Trading Program
4.12 500k 4/1/2000
74 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.15 1,000k 3/1/2003
73 FORT LP
Fort Global Contrarian
4.20 2,000k 10/1/2002
72 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
4.27 100k 1/1/2000
71 RAM Management Group
RAM MRTP 1X-Conservative
4.27 1,000k 9/1/1993
70 Chesapeake Capital
Diversified (LV)
4.33 100k 2/1/1988
69 Claughton Capital
Auto-Reactive Positioning
4.34 1,000k 10/1/2005
68 DUNN Capital Management
DUNN Combined Fund (DCF)
4.36 100k 5/1/1989
67 Lynx Asset Management AB
Lynx Program
4.48 75k 5/1/2000
66 Quantica Capital AG
Quantica Managed Futures
4.50 5,000k 1/1/2005
65 Robust Methods LLC
Macro Managed Account
4.63 5,000k 1/1/2005
64 Eclipse Capital Management
Global Monetary
4.66 5,000k 8/1/1990
63 Alee Capital Management, LLC
Poniente Program
4.94 2,500k 1/1/1999
62 Briarwood Capital Management, Inc.
Diversified Trading Program
5.01 3,000k 7/1/2001
61 NuWave Investment Management, LLC
Combined Futures Portfolio
5.06 5,000k 6/1/2001
60 M.S. Capital Management
Global Diversified Program
5.21 2,000k 11/1/1998
59 NuWave Investment Management, LLC
NuWave Investment Partners LP
5.22 250k 6/1/2001
58 Millburn Corporation
Multi-Markets Program
5.41 25,000k 10/1/2004
57 MERIT Alternative Investments GmbH
Futures Portfolio
5.48 2,000k 6/1/1998
56 Sunrise Capital Partners
Sunrise Expanded Diversified Program
5.52 1/1/1989
55 Ancile Capital Management
Global Markets Program
5.58 2,000k 4/1/2005
54 John Locke Investments
Cyril Systematic Program
5.69 8,000k 7/1/2000
53 Conquest Capital Group
Conquest Macro
5.71 250k 5/1/1999
52 Clarke Capital Management
Millennium
5.76 1,000k 1/1/1998
51 Shield Plus LLC
Shield Plus Natural Gas
5.81 50k 1/1/2004
50 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.00 100k 11/1/1984
49 Saxon Investment Corporation
Aggressive Diversified Program
6.06 2,000k 11/1/1993
48 Millburn Corporation
Diversified Program
6.30 20,000k 2/1/1977
47 Estlander & Partners
Alpha Trend
6.36 30,000k 10/1/1991
46 Covenant Capital Management
Original Program
6.46 5,000k 9/1/1999
45 Estlander & Partners
Global Markets
6.49 10,000k 8/1/1999
44 Alder Capital DAC
Alder Global 20
6.60 2,500k 2/1/2001
43 Millburn Corporation
Commodity Program
6.73 25,000k 3/1/2005
42 Red Rock Capital, LLC
Systematic Global Macro
6.74 500k 9/1/2003
41 ISAM
ISAM Systematic Trend Fund
6.80 1,000k 6/1/2001
40 Acorn Global Investments Inc.
Acorn Diversified Program
6.98 10k 7/1/2005
39 Welton Investment Partners
Welton Global
7.14 10,000k 6/1/2004
38 DUNN Capital Management
D'Best Futures Fund, L.P.
7.22 100k 6/1/1994
37 Mark J. Walsh Company
Standard Program
7.26 2,000k 9/1/1985
36 Winton Capital Management
Diversified
7.32 50,000k 10/1/1997
35 Quality Capital Management
Global Diversified Programme
7.36 10,000k 12/1/1995
34 Clarke Capital Management
FX Plus
7.40 1,000k 5/1/2004
33 Drury Capital
Diversified Trend-Following Program
7.85 5,000k 5/1/1997
32 Keck Capital Management LLC
The Keck Program
8.05 2,000k 12/1/2003
31 EMC Capital Advisors, LLC
Classic
8.20 5,000k 1/1/1985
30 Xplor Capital Management, LLC
Global CTA Program
8.43 1,500k 7/1/2004
29 Rivoli Fund Management
Rivoli International Fund (V9)
8.78 5,000k 1/1/2002
28 Superfund Group
Superfund Green L.P. Series A
8.81 5k 10/1/2002
27 Red Oak Commodity Advisors
Investment Program
8.87 5,000k 12/1/1989
26 Briarwood Capital Management, Inc.
Diversified 2XL
8.88 250k 11/1/2004
25 Kelly Angle Inc.
Genesis Program
8.94 2,000k 4/1/2000
24 Tactical Investment Management
Tactical Institutional Commodity Program
9.14 10,000k 4/1/1993
23 Revolution Capital Management
Alpha Fund
9.14 50k 1/1/2005
22 Superfund Group
Superfund Green Q-AG
9.53 2k 3/1/1996
21 Rivoli Fund Management
Rivoli International Fund (MAP)
9.88 5,000k 10/1/1996
20 Hyman Beck and Company
Global Portfolio
9.92 1,000k 3/1/1991
19 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
10.21 100k 1/1/2005
18 Beach Horizon LLP
Managed Account
10.27 5,000k 5/1/2005
17 Kinkopf Capital Management
KCM S&P (Proprietary)
10.34 100k 1/1/1999
16 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
10.37 0k 11/1/1996
15 Clarke Capital Management
Jupiter
10.75 3,000k 5/1/2005
14 Superfund Group
Superfund Green L.P. Series B
12.93 5k 10/1/2002
13 Alee Capital Management, LLC
Mistral Program
13.07 2,500k 1/1/1999
12 Estlander & Partners
Global XL
13.09 5,000k 8/1/1991
11 Superfund Group
Superfund Green Gold A (SPC)
13.21 5k 10/1/2005
10 Dreiss Research Corporation
Diversified Program
13.39 1,000k 5/1/1991
9 Abraham Trading Company
Diversified Program
14.15 10,000k 1/1/1988
8 Covenant Capital Management
Aggressive Program
14.15 3,000k 2/1/2004
7 Superfund Group
Superfund Green GCT USD
14.20 15k 1/1/2000
6 RAM Management Group
MRTP Aggressive
14.44 1,000k 2/1/1998
5 Mulvaney Capital Management
The Mulvaney Global Markets Program
15.27 100k 5/1/1999
4 Superfund Group
Superfund Green Gold B (SPC)
16.58 50k 10/1/2005
3 Superfund Group
Superfund Green Master
17.29 2,000k 5/1/2001
2 Superfund Group
Superfund Green Gold C (SPC)
19.63 100k 10/1/2005
1 Somers Brothers Capital
Diversified Futures Program #1
19.70 100k 1/1/2005

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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