IASG CTA Index For March 2005

Monthly Rankings

Rank CTA/Program Mar 2005 Min Inv Inception
128 Red Oak Commodity Advisors
Investment Program
-12.57 5,000k 12/1/1989
127 Kinkopf Capital Management
KCM S&P (Proprietary)
-7.58 100k 1/1/1999
126 Dreiss Research Corporation
Diversified Program
-6.40 1,000k 5/1/1991
125 Eclipse Capital Management
Global Monetary
-4.75 5,000k 8/1/1990
124 Red Rock Capital, LLC
Systematic Global Macro
-4.72 500k 9/1/2003
123 John Locke Investments
Cyril Systematic Program
-4.65 8,000k 7/1/2000
122 Clarke Capital Management
Worldwide
-4.26 250k 1/1/1996
121 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.04 100k 11/1/1984
120 ISAM
ISAM Systematic Trend Fund
-4.04 1,000k 6/1/2001
119 Rabar Market Research
Diversified Program
-3.80 2,000k 1/1/1989
118 Tactical Investment Management
Tactical Institutional Commodity Program
-3.78 10,000k 4/1/1993
117 Mark J. Walsh Company
Standard Program
-3.61 2,000k 9/1/1985
116 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.44 100k 5/1/1989
115 Millburn Corporation
Multi-Markets Program
-3.42 25,000k 10/1/2004
114 Millburn Corporation
Diversified Program
-3.16 20,000k 2/1/1977
113 RAM Management Group
MRTP Aggressive
-2.88 1,000k 2/1/1998
112 Robust Methods LLC
Macro Managed Account
-2.82 5,000k 1/1/2005
111 Revolution Capital Management
Alpha Fund
-2.79 50k 1/1/2005
110 Range Wise
Investment Program
-2.68 250k 2/1/1991
109 Spectrum Asset Management LLC
Global Diversified
-2.56 2,000k 1/1/2001
108 Hyman Beck and Company
Global Portfolio
-2.45 1,000k 3/1/1991
107 Somers Brothers Capital
Diversified Futures Program #1
-2.40 100k 1/1/2005
106 Clarke Capital Management
FX Plus
-2.10 1,000k 5/1/2004
105 Lynx Asset Management AB
Lynx Program
-2.10 75k 5/1/2000
104 Hawksbill Capital Management
Global Diversified
-2.09 5,000k 11/1/1988
103 Xplor Capital Management, LLC
Global CTA Program
-2.03 1,500k 7/1/2004
102 Parizek Capital
Futures Trading Program
-2.00 500k 4/1/2000
101 EMC Capital Advisors, LLC
Classic
-1.80 5,000k 1/1/1985
100 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.76 0k 11/1/1996
99 Clarke Capital Management
Global Basic
-1.55 50k 2/1/1996
98 MERIT Alternative Investments GmbH
Futures Portfolio
-1.31 2,000k 6/1/1998
97 Mondiale Asset Management
Mondiale Trading Program
-1.28 0k 9/1/1997
96 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-1.23 500k 12/1/2003
95 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.20 1,000k 9/1/1997
94 Four Seasons Commodities Corp
Lone Star Program
-1.10 300k 1/1/2005
93 Quantica Capital AG
Quantica Managed Futures
-1.10 5,000k 1/1/2005
92 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.10 10,000k 1/1/2001
91 Southwest Managed Investments, LLC
Global Diversified
-1.07 200k 1/1/2002
90 Abraham Trading Company
Diversified Program
-1.00 10,000k 1/1/1988
89 Estlander & Partners
Global XL
-0.96 5,000k 8/1/1991
88 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.91 1,000k 1/1/1999
87 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-0.90 100k 3/1/2003
86 Conquest Capital Group
Conquest Select
-0.86 250k 6/1/2004
85 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.77 10,000k 1/1/1991
84 C-View Limited
Currency Managed Account Program
-0.57 5,000k 10/1/1996
83 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.56 1/1/1989
82 Estlander & Partners
Alpha Trend
-0.52 30,000k 10/1/1991
81 RAM Management Group
RAM MRTP 1X-Conservative
-0.50 1,000k 9/1/1993
80 Estlander & Partners
Global Markets
-0.43 10,000k 8/1/1999
79 KMJ Investments
KMJ Investments
-0.36 1,000k 8/1/1994
78 M.S. Capital Management
Global Diversified Program
-0.22 2,000k 11/1/1998
77 Northfield Trading
Diversified
-0.20 2,000k 7/1/1989
76 FORT LP
Fort Global Contrarian
-0.16 2,000k 10/1/2002
75 Alee Capital Management, LLC
Mistral Program
-0.10 2,500k 1/1/1999
74 Conquest Capital Group
Conquest Macro
-0.01 250k 5/1/1999
71 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
72 Millburn Corporation
Commodity Program
0.00 25,000k 3/1/2005
73 Four Seasons Commodities Corp
Hawkeye Spread Program
0.00 500k 3/1/2005
70 DUNN Capital Management
D'Best Futures Fund, L.P.
0.03 100k 6/1/1994
69 Rivoli Fund Management
Rivoli International Fund (MAP)
0.08 5,000k 10/1/1996
68 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.10 100k 1/1/2000
67 Witter & Lester, Inc.
Redstone
0.13 500k 9/1/1994
66 Di Tomasso Group Inc.
Equilibrium Program
0.20 5,000k 1/1/2002
65 Systematic Alpha Management
Systematic Alpha Futures Program
0.26 100k 6/1/2004
64 Drury Capital
Diversified Trend-Following Program
0.27 5,000k 5/1/1997
63 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.33 10,000k 4/1/2003
62 Ansbacher Investment Management
Market Neutral Put Skew Program
0.50 250k 1/1/1996
61 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.50 10,000k 4/1/2004
60 Covenant Capital Management
Original Program
0.57 5,000k 9/1/1999
59 Mobius Asset Management
Custom Trading Program
0.58 100k 1/1/2002
58 Rhicon Currency Management
Rhicon Strategic Program
0.72 500k 1/1/2004
57 Crabel Capital Management
Crabel Multi-Product
0.79 1,000k 3/1/1998
56 Manning & Napier
MN Xenon Global Fixed Income Program
0.86 2,000k 8/1/2004
55 Briarwood Capital Management, Inc.
Diversified Trading Program
0.86 3,000k 7/1/2001
54 Chesapeake Capital
Diversified (LV)
0.92 100k 2/1/1988
53 FORT LP
Fort Global Diversified
1.00 2,000k 10/1/1993
52 LJM Partners
LJM Moderately Aggressive Strategy
1.02 500k 4/1/2003
51 NuWave Investment Management, LLC
NuWave Investment Partners LP
1.06 250k 6/1/2001
50 NuWave Investment Management, LLC
Combined Futures Portfolio
1.10 5,000k 6/1/2001
49 Rhicon Currency Management
Rhicon Systematic Currency Program
1.21 3,000k 1/1/2004
48 Transtrend B.V.
DTP – Standard Risk (EUR)
1.29 10,000k 2/1/1999
47 Eckhardt Trading Company
Evolution Strategies
1.33 20,000k 8/1/1991
46 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.35 400k 1/1/1988
45 LJM Partners
LJM Aggressive Strategy
1.38 500k 7/1/1998
44 Trigon Investment Advisors, LLC
Foreign Exchange Program
1.39 5,000k 8/1/2000
43 Briarwood Capital Management, Inc.
Diversified 2XL
1.49 250k 11/1/2004
42 Eckhardt Trading Company
Evolution Strategies 1.2X
1.54 10,000k 10/1/1991
41 IKOS
The IKOS Hedge Fund
1.65 10,000k 7/1/1998
40 Clarke Capital Management
Global Magnum
1.66 100k 8/1/1997
39 Warrington Asset Management
Warrington Strategic Program
1.69 50k 1/1/1997
38 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
1.91 1,000k 1/1/2005
37 Superfund Group
Superfund Green Q-AG
1.94 2k 3/1/1996
36 Rivoli Fund Management
Rivoli International Fund (V9)
1.94 5,000k 1/1/2002
35 Alee Capital Management, LLC
Poniente Program
2.01 2,500k 1/1/1999
34 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.03 10,000k 1/1/1995
33 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.11 10,000k 8/1/1999
32 Covenant Capital Management
Aggressive Program
2.19 3,000k 2/1/2004
31 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.25 1,000k 3/1/2003
30 Mulvaney Capital Management
The Mulvaney Global Markets Program
2.30 100k 5/1/1999
29 Welton Investment Partners
Welton Global
2.32 10,000k 6/1/2004
28 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.37 10,000k 8/1/2004
27 Alder Capital DAC
Alder Global 10
2.40 2,500k 10/1/2000
26 Saxon Investment Corporation
Diversified Program
2.47 3,000k 9/1/1988
25 Quality Capital Management
Global Diversified Programme
2.85 10,000k 12/1/1995
24 Rosetta Capital Management
Rosetta Trading Program
3.18 100k 4/1/2000
23 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
3.20 1,000k 3/1/1998
22 Clarke Capital Management
Millennium
3.25 1,000k 1/1/1998
21 Mobius Asset Management
Diversified Program
3.67 250k 3/1/2004
20 Shield Plus LLC
Shield Plus Natural Gas
3.76 50k 1/1/2004
19 Saxon Investment Corporation
Aggressive Diversified Program
3.85 2,000k 11/1/1993
18 Mobius Asset Management
Energy Weighted Program
4.01 250k 1/1/2005
17 Jaguar Investments Ltd
Vario Capital Strategy
4.20 1,000k 5/1/2016
16 Quantitative Investment Management
Quantitative Global Program
4.26 20,000k 10/1/2003
15 Superfund Group
Superfund Green GCT USD
4.26 15k 1/1/2000
14 Alder Capital DAC
Alder Global 20
4.50 2,500k 2/1/2001
13 Winton Capital Management
Diversified
4.64 50,000k 10/1/1997
12 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
4.64 3,000k 10/1/1992
11 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
5.16 100k 1/1/2005
10 Strategic Ag Trading
SAT GRAINS
5.22 100k 4/1/2002
9 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.39 200k 11/1/1999
8 Superfund Group
Superfund Green L.P. Series A
6.15 5k 10/1/2002
7 Heyden & Steindl GmbH
TOMAC2
6.17 5,000k 3/1/2003
6 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
6.33 2,000k 7/1/1992
5 Superfund Group
Superfund Green Master
6.60 2,000k 5/1/2001
4 Strategic Ag Trading
Chatham
7.62 100k 1/1/2005
3 Superfund Group
Superfund Green L.P. Series B
8.49 5k 10/1/2002
2 Kelly Angle Inc.
Genesis Program
9.00 2,000k 4/1/2000
1 Keck Capital Management LLC
The Keck Program
13.17 2,000k 12/1/2003

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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