IASG CTA Index For December 2005

Monthly Rankings

Rank CTA/Program Dec 2005 Min Inv Inception
148 Shield Plus LLC
Shield Plus Natural Gas
-12.44 50k 1/1/2004
147 Estlander & Partners
Global XL
-8.97 5,000k 8/1/1991
146 Blackwater Capital Management
Global Program
-8.64 5,000k 7/1/2005
145 Strategic Ag Trading
Chatham
-7.38 100k 1/1/2005
144 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.33 100k 6/1/1994
143 Southwest Managed Investments, LLC
Global Diversified
-6.00 200k 1/1/2002
142 Amplitude Capital International Limited
Dynamic Strategy
-5.42 6/1/2005
141 Winton Capital Management
Diversified
-4.37 50,000k 10/1/1997
140 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.32 100k 5/1/1989
139 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-3.88 100k 11/1/1984
138 M6 Capital Management LLC
Standard Program
-3.77 300k 7/1/2005
137 Estlander & Partners
Global Markets
-3.49 10,000k 8/1/1999
136 Kelly Angle Inc.
Genesis Program
-3.30 2,000k 4/1/2000
135 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.18 10,000k 8/1/2004
134 Mark J. Walsh Company
Standard Program
-3.10 2,000k 9/1/1985
133 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.09 10,000k 8/1/1999
132 Eclipse Capital Management
Global Monetary
-3.07 5,000k 8/1/1990
131 Strategic Ag Trading
SAT GRAINS
-3.06 100k 4/1/2002
130 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.00 10,000k 1/1/1995
129 Alee Capital Management, LLC
Poniente Program
-2.95 2,500k 1/1/1999
128 ISAM
ISAM Systematic Trend Fund
-2.81 1,000k 6/1/2001
127 Drury Capital
Diversified Trend-Following Program
-2.78 5,000k 5/1/1997
126 Keck Capital Management LLC
The Keck Program
-2.74 2,000k 12/1/2003
125 Northfield Trading
Diversified
-2.50 2,000k 7/1/1989
124 Jaguar Investments Ltd
Vario Capital Strategy
-2.38 1,000k 5/1/2016
123 Ancile Capital Management
Global Markets Program
-2.37 2,000k 4/1/2005
122 Heyden & Steindl GmbH
TOMAC2
-2.32 5,000k 3/1/2003
121 Alder Capital DAC
Alder Global 20
-2.30 2,500k 2/1/2001
120 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.23 10,000k 1/1/1991
119 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.11 0k 11/1/1996
118 Clarke Capital Management
Millennium
-2.02 1,000k 1/1/1998
117 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.99 10,000k 2/1/1999
116 Rhicon Currency Management
Rhicon Systematic Currency Program
-1.97 3,000k 1/1/2004
115 Clarke Capital Management
Global Basic
-1.87 50k 2/1/1996
114 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.49 200k 11/1/1999
113 Lynx Asset Management AB
Lynx Program
-1.44 75k 5/1/2000
112 Clarke Capital Management
Jupiter
-1.25 3,000k 5/1/2005
111 Rabar Market Research
Diversified Program
-1.18 2,000k 1/1/1989
110 Clarke Capital Management
Global Magnum
-1.08 100k 8/1/1997
109 MERIT Alternative Investments GmbH
Futures Portfolio
-0.95 2,000k 6/1/1998
108 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-0.89 5,000k 1/1/2005
107 Conquest Capital Group
Conquest Select
-0.75 250k 6/1/2004
106 Alder Capital DAC
Alder Global 10
-0.70 2,500k 10/1/2000
105 Welton Investment Partners
Welton Global
-0.69 10,000k 6/1/2004
104 KMJ Investments
KMJ Investments
-0.56 1,000k 8/1/1994
103 FORT LP
Fort Global Diversified
-0.50 2,000k 10/1/1993
102 Mondiale Asset Management
Mondiale Trading Program
-0.45 0k 9/1/1997
101 Manning & Napier
MN Xenon Global Fixed Income Program
-0.43 2,000k 8/1/2004
100 EMC Capital Advisors, LLC
Classic
-0.40 5,000k 1/1/1985
99 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.40 100k 1/1/1999
98 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.39 50k 4/1/2005
97 Revolution Capital Management
Alpha Fund
-0.39 50k 1/1/2005
96 Superfund Group
Superfund Green L.P. Series A
-0.28 5k 10/1/2002
95 Superfund Group
Superfund Green L.P. Series B
-0.22 5k 10/1/2002
94 Witter & Lester, Inc.
Redstone
-0.18 500k 9/1/1994
93 Four Seasons Commodities Corp
Lone Star Program
-0.11 300k 1/1/2005
92 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.06 10,000k 1/1/2001
91 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.04 10,000k 4/1/2003
88 Haar Capital Management
Discretionary Commodity Trading Program
0.00 250k 12/1/2005
89 Dendrich Ltd
QEP
0.00 50k 12/1/2005
90 Spectrum Asset Management LLC
Global Diversified
0.00 2,000k 1/1/2001
87 Millburn Corporation
Diversified Program
0.04 20,000k 2/1/1977
86 Clarke Capital Management
Worldwide
0.09 250k 1/1/1996
85 Systematic Alpha Management
Systematic Alpha Futures Program
0.15 100k 6/1/2004
84 John Locke Investments
Cyril Systematic Program
0.16 8,000k 7/1/2000
83 Claughton Capital
Auto-Reactive Positioning
0.18 1,000k 10/1/2005
82 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.24 10,000k 4/1/2004
81 Range Wise
Investment Program
0.25 250k 2/1/1991
80 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.26 1,000k 3/1/1998
79 IKOS
The IKOS Hedge Fund
0.27 10,000k 7/1/1998
78 Eckhardt Trading Company
Evolution Strategies
0.34 20,000k 8/1/1991
77 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.39 1,000k 9/1/1997
76 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.40 1,000k 1/1/2005
75 Eckhardt Trading Company
Evolution Strategies 1.2X
0.40 10,000k 10/1/1991
74 Rosetta Capital Management
Rosetta Trading Program
0.42 100k 4/1/2000
73 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.53 400k 1/1/1988
72 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.58 100k 3/1/2003
71 Crabel Capital Management
Crabel Multi-Product
0.60 1,000k 3/1/1998
70 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.69 1,000k 1/1/1999
69 Warrington Asset Management
Warrington Strategic Program
0.71 50k 1/1/1997
68 Beach Horizon LLP
Managed Account
0.74 5,000k 5/1/2005
67 FORT LP
Fort Global Contrarian
0.79 2,000k 10/1/2002
66 Dominion Capital
Sapphire Program
1.07 3,000k 5/1/2005
65 Hyman Beck and Company
Global Portfolio
1.12 1,000k 3/1/1991
64 Schindler Capital Management, LLC
Dairy Advantage Program
1.22 200k 8/1/2005
63 Millburn Corporation
Multi-Markets Program
1.22 25,000k 10/1/2004
62 Xplor Capital Management, LLC
Global CTA Program
1.29 1,500k 7/1/2004
61 Red Rock Capital, LLC
Systematic Global Macro
1.31 500k 9/1/2003
60 Molinero Capital Management LLP
Global Markets Program
1.34 2,000k 7/1/2005
59 Rhicon Currency Management
Rhicon Strategic Program
1.36 500k 1/1/2004
58 Four Seasons Commodities Corp
Hawkeye Spread Program
1.36 500k 3/1/2005
57 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.38 1/1/1989
56 Trigon Investment Advisors, LLC
Foreign Exchange Program
1.50 5,000k 8/1/2000
55 Ansbacher Investment Management
Market Neutral Put Skew Program
1.55 250k 1/1/1996
54 Mobius Asset Management
Energy Weighted Program
1.75 250k 1/1/2005
53 C-View Limited
Currency Managed Account Program
1.78 5,000k 10/1/1996
52 M.S. Capital Management
Global Diversified Program
1.79 2,000k 11/1/1998
51 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.92 1,000k 3/1/2003
50 Robust Methods LLC
Macro Managed Account
1.95 5,000k 1/1/2005
49 Chesapeake Capital
Diversified (LV)
1.97 100k 2/1/1988
48 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.44 500k 12/1/2003
47 Quantica Capital AG
Quantica Managed Futures
2.50 5,000k 1/1/2005
46 NuWave Investment Management, LLC
Combined Futures Portfolio
2.51 5,000k 6/1/2001
45 RAM Management Group
RAM MRTP 1X-Conservative
2.77 1,000k 9/1/1993
44 Conquest Capital Group
Conquest Macro
2.81 250k 5/1/1999
43 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.83 250k 6/1/2001
42 Superfund Group
Superfund Green Q-AG
2.86 2k 3/1/1996
41 Romanesco Capital Management B.V
Persistence Program
2.98 5,000k 9/1/2005
40 Somers Brothers Capital
Diversified Futures Program #1
3.00 100k 1/1/2005
39 Alee Capital Management, LLC
Mistral Program
3.04 2,500k 1/1/1999
38 Quantitative Investment Management
Quantitative Global Program
3.05 20,000k 10/1/2003
37 Superfund Group
Superfund Green GCT USD
3.24 15k 1/1/2000
36 Estlander & Partners
Alpha Trend
3.27 30,000k 10/1/1991
35 Mobius Asset Management
Custom Trading Program
3.40 100k 1/1/2002
34 Millburn Corporation
Commodity Program
3.41 25,000k 3/1/2005
33 Dreiss Research Corporation
Diversified Program
3.55 1,000k 5/1/1991
32 Briarwood Capital Management, Inc.
Diversified Trading Program
3.55 3,000k 7/1/2001
31 Abraham Trading Company
Diversified Program
3.96 10,000k 1/1/1988
30 PRIM' Alternative Investment
PRIM Gold
4.07 10k 11/1/2005
29 Saxon Investment Corporation
Diversified Program
4.19 3,000k 9/1/1988
28 Crescent Bay Capital Management
Premium Stock Index Program
4.43 10k 10/1/2005
27 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
4.64 100k 1/1/2005
26 Covenant Capital Management
Original Program
4.71 5,000k 9/1/1999
25 Parizek Capital
Futures Trading Program
5.03 500k 4/1/2000
24 Superfund Group
Superfund Green Master
5.08 2,000k 5/1/2001
23 Tactical Investment Management
Tactical Institutional Commodity Program
5.22 10,000k 4/1/1993
22 LJM Partners
LJM Moderately Aggressive Strategy
5.36 500k 4/1/2003
21 Rivoli Fund Management
Rivoli International Fund (MAP)
5.74 5,000k 10/1/1996
20 LJM Partners
LJM Aggressive Strategy
5.97 500k 7/1/1998
19 Clarke Capital Management
FX Plus
6.23 1,000k 5/1/2004
18 Briarwood Capital Management, Inc.
Diversified 2XL
6.31 250k 11/1/2004
17 Superfund Group
Superfund Green Gold A (SPC)
6.62 5k 10/1/2005
16 Acorn Global Investments Inc.
Acorn Diversified Program
7.09 10k 7/1/2005
15 Superfund Group
Superfund Green Gold B (SPC)
7.50 50k 10/1/2005
14 Saxon Investment Corporation
Aggressive Diversified Program
7.53 2,000k 11/1/1993
13 Quality Capital Management
Global Diversified Programme
7.61 10,000k 12/1/1995
12 Red Oak Commodity Advisors
Investment Program
7.86 5,000k 12/1/1989
11 Superfund Group
Superfund Green Gold C (SPC)
7.99 100k 10/1/2005
10 RAM Management Group
MRTP Aggressive
8.30 1,000k 2/1/1998
9 Mulvaney Capital Management
The Mulvaney Global Markets Program
8.35 100k 5/1/1999
8 Rivoli Fund Management
Rivoli International Fund (V9)
8.37 5,000k 1/1/2002
7 Covenant Capital Management
Aggressive Program
10.12 3,000k 2/1/2004
6 Mobius Asset Management
Diversified Program
10.21 250k 3/1/2004
5 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
11.64 3,000k 10/1/1992
4 Hawksbill Capital Management
Global Diversified
11.76 5,000k 11/1/1988
3 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
15.91 100k 1/1/2000
2 Di Tomasso Group Inc.
Equilibrium Program
15.95 5,000k 1/1/2002
1 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
18.16 2,000k 7/1/1992

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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