IASG CTA Index For February 2005

Monthly Rankings

Rank CTA/Program Feb 2005 Min Inv Inception
126 Rivoli Fund Management
Rivoli International Fund (MAP)
-9.35 5,000k 10/1/1996
125 Abraham Trading Company
Diversified Program
-8.95 10,000k 1/1/1988
124 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-6.72 100k 11/1/1984
123 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.62 100k 5/1/1989
122 Keck Capital Management LLC
The Keck Program
-6.06 2,000k 12/1/2003
121 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.27 100k 6/1/1994
120 Range Wise
Investment Program
-4.93 250k 2/1/1991
119 Clarke Capital Management
Millennium
-4.66 1,000k 1/1/1998
118 Strategic Ag Trading
Chatham
-4.63 100k 1/1/2005
117 Drury Capital
Diversified Trend-Following Program
-4.57 5,000k 5/1/1997
116 Revolution Capital Management
Alpha Fund
-4.31 50k 1/1/2005
115 Rivoli Fund Management
Rivoli International Fund (V9)
-3.90 5,000k 1/1/2002
114 Rhicon Currency Management
Rhicon Systematic Currency Program
-3.43 3,000k 1/1/2004
113 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.92 5,000k 8/1/2000
112 Four Seasons Commodities Corp
Lone Star Program
-2.54 300k 1/1/2005
111 Estlander & Partners
Global XL
-2.44 5,000k 8/1/1991
110 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.41 0k 11/1/1996
109 Quantica Capital AG
Quantica Managed Futures
-2.40 5,000k 1/1/2005
108 Xplor Capital Management, LLC
Global CTA Program
-2.13 1,500k 7/1/2004
107 Saxon Investment Corporation
Aggressive Diversified Program
-1.69 2,000k 11/1/1993
106 Quantitative Investment Management
Quantitative Global Program
-1.65 20,000k 10/1/2003
105 Kelly Angle Inc.
Genesis Program
-1.65 2,000k 4/1/2000
104 Eclipse Capital Management
Global Monetary
-1.62 5,000k 8/1/1990
103 Estlander & Partners
Global Markets
-1.03 10,000k 8/1/1999
102 Conquest Capital Group
Conquest Macro
-1.02 250k 5/1/1999
101 Spectrum Asset Management LLC
Global Diversified
-0.98 2,000k 1/1/2001
100 Saxon Investment Corporation
Diversified Program
-0.97 3,000k 9/1/1988
99 ISAM
ISAM Systematic Trend Fund
-0.96 1,000k 6/1/2001
98 Red Rock Capital, LLC
Systematic Global Macro
-0.95 500k 9/1/2003
97 KMJ Investments
KMJ Investments
-0.91 1,000k 8/1/1994
96 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.72 250k 6/1/2001
95 FORT LP
Fort Global Diversified
-0.63 2,000k 10/1/1993
94 Somers Brothers Capital
Diversified Futures Program #1
-0.60 100k 1/1/2005
93 Hyman Beck and Company
Global Portfolio
-0.59 1,000k 3/1/1991
92 Superfund Group
Superfund Green Master
-0.53 2,000k 5/1/2001
91 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.48 5,000k 6/1/2001
90 Alee Capital Management, LLC
Poniente Program
-0.47 2,500k 1/1/1999
89 FORT LP
Fort Global Contrarian
-0.44 2,000k 10/1/2002
88 M.S. Capital Management
Global Diversified Program
-0.35 2,000k 11/1/1998
87 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.33 10,000k 4/1/2003
86 Jaguar Investments Ltd
Vario Capital Strategy
-0.25 1,000k 5/1/2016
85 Strategic Ag Trading
SAT GRAINS
-0.19 100k 4/1/2002
84 Clarke Capital Management
Worldwide
-0.18 250k 1/1/1996
83 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.13 1,000k 9/1/1997
82 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.12 1/1/1989
81 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
80 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.13 10,000k 1/1/2001
79 Eckhardt Trading Company
Evolution Strategies
0.23 20,000k 8/1/1991
78 Millburn Corporation
Diversified Program
0.27 20,000k 2/1/1977
77 Eckhardt Trading Company
Evolution Strategies 1.2X
0.29 10,000k 10/1/1991
76 Northfield Trading
Diversified
0.30 2,000k 7/1/1989
75 Southwest Managed Investments, LLC
Global Diversified
0.43 200k 1/1/2002
74 Chesapeake Capital
Diversified (LV)
0.46 100k 2/1/1988
73 Quality Capital Management
Global Diversified Programme
0.49 10,000k 12/1/1995
72 Superfund Group
Superfund Green Q-AG
0.49 2k 3/1/1996
71 Ansbacher Investment Management
Market Neutral Put Skew Program
0.50 250k 1/1/1996
70 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.54 100k 5/1/1999
69 Welton Investment Partners
Welton Global
0.56 10,000k 6/1/2004
68 Clarke Capital Management
Global Basic
0.65 50k 2/1/1996
67 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.67 1,000k 1/1/1999
66 Mondiale Asset Management
Mondiale Trading Program
0.80 0k 9/1/1997
65 Rosetta Capital Management
Rosetta Trading Program
0.86 100k 4/1/2000
64 IKOS
The IKOS Hedge Fund
0.86 10,000k 7/1/1998
63 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
0.96 200k 11/1/1999
62 LJM Partners
LJM Moderately Aggressive Strategy
1.05 500k 4/1/2003
61 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.05 10,000k 1/1/1991
60 Robust Methods LLC
Macro Managed Account
1.06 5,000k 1/1/2005
59 Manning & Napier
MN Xenon Global Fixed Income Program
1.12 2,000k 8/1/2004
58 Tactical Investment Management
Tactical Institutional Commodity Program
1.12 10,000k 4/1/1993
57 Witter & Lester, Inc.
Redstone
1.16 500k 9/1/1994
56 C-View Limited
Currency Managed Account Program
1.22 5,000k 10/1/1996
55 Mobius Asset Management
Energy Weighted Program
1.27 250k 1/1/2005
54 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.29 1,000k 3/1/2003
53 Alder Capital DAC
Alder Global 10
1.30 2,500k 10/1/2000
52 Crabel Capital Management
Crabel Multi-Product
1.40 1,000k 3/1/1998
51 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.49 100k 1/1/2005
50 MERIT Alternative Investments GmbH
Futures Portfolio
1.52 2,000k 6/1/1998
49 LJM Partners
LJM Aggressive Strategy
1.54 500k 7/1/1998
48 Lynx Asset Management AB
Lynx Program
1.61 75k 5/1/2000
47 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.66 100k 1/1/2000
46 Warrington Asset Management
Warrington Strategic Program
1.69 50k 1/1/1997
45 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.72 1,000k 3/1/1998
44 Superfund Group
Superfund Green L.P. Series A
1.78 5k 10/1/2002
43 Transtrend B.V.
DTP – Standard Risk (EUR)
1.79 10,000k 2/1/1999
42 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
1.82 1,000k 1/1/2005
41 RAM Management Group
RAM MRTP 1X-Conservative
1.90 1,000k 9/1/1993
40 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.94 10,000k 4/1/2004
39 Mobius Asset Management
Custom Trading Program
2.21 100k 1/1/2002
38 Millburn Corporation
Multi-Markets Program
2.31 25,000k 10/1/2004
37 Superfund Group
Superfund Green GCT USD
2.54 15k 1/1/2000
36 Clarke Capital Management
FX Plus
2.57 1,000k 5/1/2004
35 Alder Capital DAC
Alder Global 20
2.60 2,500k 2/1/2001
34 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.74 10,000k 1/1/1995
33 Conquest Capital Group
Conquest Select
2.88 250k 6/1/2004
32 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.97 10,000k 8/1/1999
31 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.99 10,000k 8/1/2004
30 Briarwood Capital Management, Inc.
Diversified Trading Program
3.06 3,000k 7/1/2001
29 Red Oak Commodity Advisors
Investment Program
3.28 5,000k 12/1/1989
28 Heyden & Steindl GmbH
TOMAC2
3.28 5,000k 3/1/2003
27 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
3.32 500k 12/1/2003
26 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.65 400k 1/1/1988
25 Systematic Alpha Management
Systematic Alpha Futures Program
3.69 100k 6/1/2004
24 Rhicon Currency Management
Rhicon Strategic Program
3.86 500k 1/1/2004
23 Parizek Capital
Futures Trading Program
3.88 500k 4/1/2000
22 Superfund Group
Superfund Green L.P. Series B
3.94 5k 10/1/2002
21 Kinkopf Capital Management
KCM S&P (Proprietary)
4.64 100k 1/1/1999
20 Dreiss Research Corporation
Diversified Program
5.13 1,000k 5/1/1991
19 Clarke Capital Management
Global Magnum
5.14 100k 8/1/1997
18 Rabar Market Research
Diversified Program
5.18 2,000k 1/1/1989
17 RAM Management Group
MRTP Aggressive
5.79 1,000k 2/1/1998
16 Briarwood Capital Management, Inc.
Diversified 2XL
6.26 250k 11/1/2004
15 Winton Capital Management
Diversified
6.58 50,000k 10/1/1997
14 Mark J. Walsh Company
Standard Program
6.73 2,000k 9/1/1985
13 John Locke Investments
Cyril Systematic Program
6.90 8,000k 7/1/2000
12 EMC Capital Advisors, LLC
Classic
7.30 5,000k 1/1/1985
11 Estlander & Partners
Alpha Trend
7.53 30,000k 10/1/1991
10 Alee Capital Management, LLC
Mistral Program
7.57 2,500k 1/1/1999
9 Mobius Asset Management
Diversified Program
8.49 250k 3/1/2004
8 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
10.81 100k 3/1/2003
7 Covenant Capital Management
Original Program
11.14 5,000k 9/1/1999
6 Shield Plus LLC
Shield Plus Natural Gas
13.34 50k 1/1/2004
5 Hawksbill Capital Management
Global Diversified
15.63 5,000k 11/1/1988
4 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
16.29 3,000k 10/1/1992
3 Covenant Capital Management
Aggressive Program
17.12 3,000k 2/1/2004
2 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
26.64 2,000k 7/1/1992
1 Di Tomasso Group Inc.
Equilibrium Program
29.02 5,000k 1/1/2002

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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