IASG CTA Index For April 2005

Monthly Rankings

Rank CTA/Program Apr 2005 Min Inv Inception
130 Superfund Group
Superfund Green Master
-19.41 2,000k 5/1/2001
129 Superfund Group
Superfund Green L.P. Series B
-16.86 5k 10/1/2002
128 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-16.07 200k 11/1/1999
127 Superfund Group
Superfund Green GCT USD
-15.46 15k 1/1/2000
126 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-15.01 100k 11/1/1984
125 Shield Plus LLC
Shield Plus Natural Gas
-14.19 50k 1/1/2004
124 Keck Capital Management LLC
The Keck Program
-13.06 2,000k 12/1/2003
123 Superfund Group
Superfund Green L.P. Series A
-12.22 5k 10/1/2002
122 DUNN Capital Management
D'Best Futures Fund, L.P.
-10.59 100k 6/1/1994
121 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-10.48 100k 3/1/2003
120 Hawksbill Capital Management
Global Diversified
-10.20 5,000k 11/1/1988
119 Abraham Trading Company
Diversified Program
-10.04 10,000k 1/1/1988
118 Saxon Investment Corporation
Aggressive Diversified Program
-9.55 2,000k 11/1/1993
117 Mulvaney Capital Management
The Mulvaney Global Markets Program
-9.28 100k 5/1/1999
116 Superfund Group
Superfund Green Q-AG
-9.04 2k 3/1/1996
115 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-8.81 2,000k 7/1/1992
114 DUNN Capital Management
DUNN Combined Fund (DCF)
-8.45 100k 5/1/1989
113 Dreiss Research Corporation
Diversified Program
-8.14 1,000k 5/1/1991
112 RAM Management Group
MRTP Aggressive
-7.84 1,000k 2/1/1998
111 Rivoli Fund Management
Rivoli International Fund (V9)
-7.51 5,000k 1/1/2002
110 Red Oak Commodity Advisors
Investment Program
-7.46 5,000k 12/1/1989
109 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-7.15 100k 1/1/2005
108 Kinkopf Capital Management
KCM S&P (Proprietary)
-6.73 100k 1/1/1999
107 Revolution Capital Management
Alpha Fund
-6.72 50k 1/1/2005
106 Hyman Beck and Company
Global Portfolio
-6.50 1,000k 3/1/1991
105 Briarwood Capital Management, Inc.
Diversified 2XL
-6.47 250k 11/1/2004
104 Millburn Corporation
Commodity Program
-6.27 25,000k 3/1/2005
103 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-5.91 3,000k 10/1/1992
102 Saxon Investment Corporation
Diversified Program
-5.70 3,000k 9/1/1988
101 Drury Capital
Diversified Trend-Following Program
-5.56 5,000k 5/1/1997
100 Red Rock Capital, LLC
Systematic Global Macro
-5.34 500k 9/1/2003
99 Rabar Market Research
Diversified Program
-5.33 2,000k 1/1/1989
98 Kelly Angle Inc.
Genesis Program
-5.28 2,000k 4/1/2000
97 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-5.18 0k 11/1/1996
96 Di Tomasso Group Inc.
Equilibrium Program
-4.98 5,000k 1/1/2002
95 NuWave Investment Management, LLC
Combined Futures Portfolio
-4.93 5,000k 6/1/2001
94 Millburn Corporation
Multi-Markets Program
-4.86 25,000k 10/1/2004
93 Southwest Managed Investments, LLC
Global Diversified
-4.76 200k 1/1/2002
92 Millburn Corporation
Diversified Program
-4.51 20,000k 2/1/1977
91 NuWave Investment Management, LLC
NuWave Investment Partners LP
-4.47 250k 6/1/2001
90 Mark J. Walsh Company
Standard Program
-4.27 2,000k 9/1/1985
89 Parizek Capital
Futures Trading Program
-4.27 500k 4/1/2000
88 Rhicon Currency Management
Rhicon Strategic Program
-4.26 500k 1/1/2004
87 Winton Capital Management
Diversified
-4.21 50,000k 10/1/1997
86 M.S. Capital Management
Global Diversified Program
-4.18 2,000k 11/1/1998
85 Estlander & Partners
Alpha Trend
-4.16 30,000k 10/1/1991
84 Alee Capital Management, LLC
Mistral Program
-4.10 2,500k 1/1/1999
83 EMC Capital Advisors, LLC
Classic
-4.00 5,000k 1/1/1985
82 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.66 10,000k 8/1/1999
81 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.63 10,000k 8/1/2004
80 Chesapeake Capital
Diversified (LV)
-3.62 100k 2/1/1988
79 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.48 10,000k 1/1/1995
78 Welton Investment Partners
Welton Global
-3.38 10,000k 6/1/2004
77 MERIT Alternative Investments GmbH
Futures Portfolio
-3.21 2,000k 6/1/1998
76 Tactical Investment Management
Tactical Institutional Commodity Program
-3.03 10,000k 4/1/1993
75 RAM Management Group
RAM MRTP 1X-Conservative
-2.90 1,000k 9/1/1993
74 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.86 3,000k 7/1/2001
73 W.G. Wealth Guardian Ltd.
SAFI2 Program
-2.68 1,000k 9/1/1997
72 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-2.67 10,000k 1/1/2001
71 Strategic Ag Trading
Chatham
-2.61 100k 1/1/2005
70 Alder Capital DAC
Alder Global 20
-2.50 2,500k 2/1/2001
69 Spectrum Asset Management LLC
Global Diversified
-2.49 2,000k 1/1/2001
68 Mobius Asset Management
Diversified Program
-2.41 250k 3/1/2004
67 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.36 10,000k 2/1/1999
66 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.16 10,000k 10/1/1991
65 Conquest Capital Group
Conquest Select
-2.06 250k 6/1/2004
64 Witter & Lester, Inc.
Stock Index Futures Trading Program
-2.01 400k 1/1/1988
63 Robust Methods LLC
Macro Managed Account
-1.88 5,000k 1/1/2005
62 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.86 5,000k 10/1/1996
61 Clarke Capital Management
Millennium
-1.84 1,000k 1/1/1998
60 Eckhardt Trading Company
Evolution Strategies
-1.79 20,000k 8/1/1991
59 Mobius Asset Management
Custom Trading Program
-1.77 100k 1/1/2002
58 Eclipse Capital Management
Global Monetary
-1.53 5,000k 8/1/1990
57 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.39 1/1/1989
56 John Locke Investments
Cyril Systematic Program
-1.29 8,000k 7/1/2000
55 Lynx Asset Management AB
Lynx Program
-1.20 75k 5/1/2000
54 Alder Capital DAC
Alder Global 10
-1.10 2,500k 10/1/2000
53 Clarke Capital Management
Worldwide
-1.06 250k 1/1/1996
52 C-View Limited
Currency Managed Account Program
-0.87 5,000k 10/1/1996
51 Somers Brothers Capital
Diversified Futures Program #1
-0.80 100k 1/1/2005
50 KMJ Investments
KMJ Investments
-0.70 1,000k 8/1/1994
49 Range Wise
Investment Program
-0.67 250k 2/1/1991
48 ISAM
ISAM Systematic Trend Fund
-0.64 1,000k 6/1/2001
47 Witter & Lester, Inc.
Redstone
-0.56 500k 9/1/1994
46 Estlander & Partners
Global Markets
-0.43 10,000k 8/1/1999
45 Estlander & Partners
Global XL
-0.37 5,000k 8/1/1991
44 Jaguar Investments Ltd
Vario Capital Strategy
-0.33 1,000k 5/1/2016
43 Rhicon Currency Management
Rhicon Systematic Currency Program
-0.31 3,000k 1/1/2004
42 Mondiale Asset Management
Mondiale Trading Program
-0.26 0k 9/1/1997
41 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.16 10,000k 4/1/2004
39 Ancile Capital Management
Global Markets Program
0.00 2,000k 4/1/2005
40 Superfund Group
Superfund Blue SPC Class A (EUR)
0.00 50k 4/1/2005
38 Northfield Trading
Diversified
0.10 2,000k 7/1/1989
37 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.33 1,000k 1/1/1999
36 Ansbacher Investment Management
Market Neutral Put Skew Program
0.45 250k 1/1/1996
35 Clarke Capital Management
Global Magnum
0.49 100k 8/1/1997
34 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.69 5,000k 8/1/2000
33 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.72 10,000k 1/1/1991
32 Quantica Capital AG
Quantica Managed Futures
1.00 5,000k 1/1/2005
31 Rosetta Capital Management
Rosetta Trading Program
1.06 100k 4/1/2000
30 Covenant Capital Management
Original Program
1.09 5,000k 9/1/1999
29 FORT LP
Fort Global Diversified
1.13 2,000k 10/1/1993
28 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.17 1,000k 3/1/2003
27 IKOS
The IKOS Hedge Fund
1.17 10,000k 7/1/1998
26 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
1.24 500k 12/1/2003
25 Conquest Capital Group
Conquest Macro
1.25 250k 5/1/1999
24 Manning & Napier
MN Xenon Global Fixed Income Program
1.38 2,000k 8/1/2004
23 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.48 10,000k 4/1/2003
22 FORT LP
Fort Global Contrarian
1.52 2,000k 10/1/2002
21 Xplor Capital Management, LLC
Global CTA Program
1.58 1,500k 7/1/2004
20 Systematic Alpha Management
Systematic Alpha Futures Program
1.65 100k 6/1/2004
19 LJM Partners
LJM Moderately Aggressive Strategy
1.80 500k 4/1/2003
18 Warrington Asset Management
Warrington Strategic Program
1.92 50k 1/1/1997
17 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
1.96 5,000k 1/1/2005
16 Heyden & Steindl GmbH
TOMAC2
2.11 5,000k 3/1/2003
15 Alee Capital Management, LLC
Poniente Program
2.17 2,500k 1/1/1999
14 Mobius Asset Management
Energy Weighted Program
2.22 250k 1/1/2005
13 LJM Partners
LJM Aggressive Strategy
2.26 500k 7/1/1998
12 Quality Capital Management
Global Diversified Programme
2.34 10,000k 12/1/1995
11 Four Seasons Commodities Corp
Lone Star Program
2.61 300k 1/1/2005
10 Covenant Capital Management
Aggressive Program
2.85 3,000k 2/1/2004
9 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
2.90 1,000k 1/1/2005
8 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.95 100k 1/1/2000
7 Crabel Capital Management
Crabel Multi-Product
3.25 1,000k 3/1/1998
6 Strategic Ag Trading
SAT GRAINS
4.01 100k 4/1/2002
5 Clarke Capital Management
FX Plus
4.04 1,000k 5/1/2004
4 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
4.10 1,000k 3/1/1998
3 Clarke Capital Management
Global Basic
4.15 50k 2/1/1996
2 Four Seasons Commodities Corp
Hawkeye Spread Program
4.76 500k 3/1/2005
1 Quantitative Investment Management
Quantitative Global Program
5.77 20,000k 10/1/2003

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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