IASG CTA Index For May 2005

Monthly Rankings

Rank CTA/Program May 2005 Min Inv Inception
133 Mulvaney Capital Management
The Mulvaney Global Markets Program
-4.08 100k 5/1/1999
132 Drury Capital
Diversified Trend-Following Program
-4.02 5,000k 5/1/1997
131 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.59 100k 1/1/2000
130 Eclipse Capital Management
Global Monetary
-2.16 5,000k 8/1/1990
129 Millburn Corporation
Commodity Program
-2.01 25,000k 3/1/2005
128 Mobius Asset Management
Diversified Program
-1.97 250k 3/1/2004
127 Chesapeake Capital
Diversified (LV)
-1.25 100k 2/1/1988
126 Mobius Asset Management
Energy Weighted Program
-1.15 250k 1/1/2005
125 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-1.08 100k 3/1/2003
124 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.91 50k 4/1/2005
123 Dreiss Research Corporation
Diversified Program
-0.83 1,000k 5/1/1991
122 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.42 1/1/1989
121 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.33 10,000k 4/1/2003
120 Red Rock Capital, LLC
Systematic Global Macro
-0.31 500k 9/1/2003
119 ISAM
ISAM Systematic Trend Fund
-0.30 1,000k 6/1/2001
118 Strategic Ag Trading
SAT GRAINS
-0.15 100k 4/1/2002
117 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.13 1,000k 1/1/1999
116 Manning & Napier
MN Xenon Global Fixed Income Program
-0.03 2,000k 8/1/2004
113 Beach Horizon LLP
Managed Account
0.00 5,000k 5/1/2005
114 Clarke Capital Management
Jupiter
0.00 3,000k 5/1/2005
115 Dominion Capital
Sapphire Program
0.00 3,000k 5/1/2005
112 Parizek Capital
Futures Trading Program
0.03 500k 4/1/2000
111 Revolution Capital Management
Alpha Fund
0.15 50k 1/1/2005
110 Witter & Lester, Inc.
Redstone
0.24 500k 9/1/1994
109 Superfund Group
Superfund Green L.P. Series A
0.30 5k 10/1/2002
108 Superfund Group
Superfund Green L.P. Series B
0.48 5k 10/1/2002
107 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.50 1,000k 9/1/1997
106 Alder Capital DAC
Alder Global 10
0.55 2,500k 10/1/2000
105 Conquest Capital Group
Conquest Select
0.59 250k 6/1/2004
104 Transtrend B.V.
DTP – Standard Risk (EUR)
0.61 10,000k 2/1/1999
103 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.66 10,000k 1/1/2001
102 Four Seasons Commodities Corp
Hawkeye Spread Program
0.74 500k 3/1/2005
101 Mobius Asset Management
Custom Trading Program
0.76 100k 1/1/2002
100 Ansbacher Investment Management
Market Neutral Put Skew Program
0.78 250k 1/1/1996
99 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
0.80 3,000k 10/1/1992
98 Jaguar Investments Ltd
Vario Capital Strategy
0.82 1,000k 5/1/2016
97 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.85 400k 1/1/1988
96 KMJ Investments
KMJ Investments
0.98 1,000k 8/1/1994
95 Xplor Capital Management, LLC
Global CTA Program
0.99 1,500k 7/1/2004
94 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.03 10,000k 1/1/1995
93 Alder Capital DAC
Alder Global 20
1.05 2,500k 2/1/2001
92 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.07 10,000k 8/1/2004
91 C-View Limited
Currency Managed Account Program
1.10 5,000k 10/1/1996
90 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
1.15 2,000k 7/1/1992
89 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.17 10,000k 8/1/1999
88 Range Wise
Investment Program
1.20 250k 2/1/1991
87 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.25 0k 11/1/1996
86 Warrington Asset Management
Warrington Strategic Program
1.33 50k 1/1/1997
85 IKOS
The IKOS Hedge Fund
1.36 10,000k 7/1/1998
84 Mondiale Asset Management
Mondiale Trading Program
1.41 0k 9/1/1997
83 Robust Methods LLC
Macro Managed Account
1.47 5,000k 1/1/2005
82 RAM Management Group
RAM MRTP 1X-Conservative
1.48 1,000k 9/1/1993
81 Hyman Beck and Company
Global Portfolio
1.50 1,000k 3/1/1991
80 Spectrum Asset Management LLC
Global Diversified
1.56 2,000k 1/1/2001
79 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.58 1,000k 3/1/1998
78 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.63 10,000k 4/1/2004
77 Superfund Group
Superfund Green GCT USD
1.65 15k 1/1/2000
76 Rhicon Currency Management
Rhicon Systematic Currency Program
1.74 3,000k 1/1/2004
75 M.S. Capital Management
Global Diversified Program
1.75 2,000k 11/1/1998
74 FORT LP
Fort Global Contrarian
1.78 2,000k 10/1/2002
73 Abraham Trading Company
Diversified Program
1.93 10,000k 1/1/1988
72 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
1.96 5,000k 1/1/2005
71 Crabel Capital Management
Crabel Multi-Product
1.96 1,000k 3/1/1998
70 Briarwood Capital Management, Inc.
Diversified Trading Program
2.16 3,000k 7/1/2001
69 Covenant Capital Management
Original Program
2.20 5,000k 9/1/1999
68 Conquest Capital Group
Conquest Macro
2.27 250k 5/1/1999
67 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.29 10,000k 1/1/1991
66 Rivoli Fund Management
Rivoli International Fund (MAP)
2.31 5,000k 10/1/1996
65 Alee Capital Management, LLC
Mistral Program
2.33 2,500k 1/1/1999
64 Millburn Corporation
Diversified Program
2.46 20,000k 2/1/1977
63 LJM Partners
LJM Moderately Aggressive Strategy
2.58 500k 4/1/2003
62 Quality Capital Management
Global Diversified Programme
2.58 10,000k 12/1/1995
61 Superfund Group
Superfund Green Q-AG
2.62 2k 3/1/1996
60 Millburn Corporation
Multi-Markets Program
2.70 25,000k 10/1/2004
59 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.73 1,000k 3/1/2003
58 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
2.81 100k 1/1/2005
57 FORT LP
Fort Global Diversified
2.85 2,000k 10/1/1993
56 Quantitative Investment Management
Quantitative Global Program
2.85 20,000k 10/1/2003
55 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.88 500k 12/1/2003
54 John Locke Investments
Cyril Systematic Program
2.95 8,000k 7/1/2000
53 Systematic Alpha Management
Systematic Alpha Futures Program
2.98 100k 6/1/2004
52 Estlander & Partners
Alpha Trend
3.16 30,000k 10/1/1991
51 Estlander & Partners
Global Markets
3.20 10,000k 8/1/1999
50 LJM Partners
LJM Aggressive Strategy
3.33 500k 7/1/1998
49 Saxon Investment Corporation
Diversified Program
3.39 3,000k 9/1/1988
48 Rhicon Currency Management
Rhicon Strategic Program
3.48 500k 1/1/2004
47 RAM Management Group
MRTP Aggressive
3.48 1,000k 2/1/1998
46 EMC Capital Advisors, LLC
Classic
3.70 5,000k 1/1/1985
45 Four Seasons Commodities Corp
Lone Star Program
3.70 300k 1/1/2005
44 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
3.73 1,000k 1/1/2005
43 Southwest Managed Investments, LLC
Global Diversified
3.86 200k 1/1/2002
42 Mark J. Walsh Company
Standard Program
3.98 2,000k 9/1/1985
41 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.01 250k 6/1/2001
40 NuWave Investment Management, LLC
Combined Futures Portfolio
4.15 5,000k 6/1/2001
39 Tactical Investment Management
Tactical Institutional Commodity Program
4.16 10,000k 4/1/1993
38 Welton Investment Partners
Welton Global
4.33 10,000k 6/1/2004
37 Rabar Market Research
Diversified Program
4.37 2,000k 1/1/1989
36 Alee Capital Management, LLC
Poniente Program
4.37 2,500k 1/1/1999
35 Trigon Investment Advisors, LLC
Foreign Exchange Program
4.50 5,000k 8/1/2000
34 Northfield Trading
Diversified
4.60 2,000k 7/1/1989
33 Briarwood Capital Management, Inc.
Diversified 2XL
4.65 250k 11/1/2004
32 Superfund Group
Superfund Green Master
4.99 2,000k 5/1/2001
31 Quantica Capital AG
Quantica Managed Futures
5.00 5,000k 1/1/2005
30 Red Oak Commodity Advisors
Investment Program
5.27 5,000k 12/1/1989
29 MERIT Alternative Investments GmbH
Futures Portfolio
5.47 2,000k 6/1/1998
28 Lynx Asset Management AB
Lynx Program
5.60 75k 5/1/2000
27 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.85 200k 11/1/1999
26 Eckhardt Trading Company
Evolution Strategies
6.16 20,000k 8/1/1991
25 Covenant Capital Management
Aggressive Program
6.19 3,000k 2/1/2004
24 Ancile Capital Management
Global Markets Program
6.42 2,000k 4/1/2005
23 Estlander & Partners
Global XL
6.47 5,000k 8/1/1991
22 Rosetta Capital Management
Rosetta Trading Program
6.47 100k 4/1/2000
21 Saxon Investment Corporation
Aggressive Diversified Program
6.54 2,000k 11/1/1993
20 Winton Capital Management
Diversified
6.62 50,000k 10/1/1997
19 Strategic Ag Trading
Chatham
6.63 100k 1/1/2005
18 Shield Plus LLC
Shield Plus Natural Gas
6.93 50k 1/1/2004
17 Hawksbill Capital Management
Global Diversified
7.11 5,000k 11/1/1988
16 Eckhardt Trading Company
Evolution Strategies 1.2X
7.22 10,000k 10/1/1991
15 Clarke Capital Management
Worldwide
7.40 250k 1/1/1996
14 Somers Brothers Capital
Diversified Futures Program #1
7.90 100k 1/1/2005
13 Di Tomasso Group Inc.
Equilibrium Program
9.21 5,000k 1/1/2002
12 Rivoli Fund Management
Rivoli International Fund (V9)
9.79 5,000k 1/1/2002
11 Kinkopf Capital Management
KCM S&P (Proprietary)
9.91 100k 1/1/1999
10 Keck Capital Management LLC
The Keck Program
10.02 2,000k 12/1/2003
9 Clarke Capital Management
FX Plus
10.18 1,000k 5/1/2004
8 Clarke Capital Management
Millennium
10.77 1,000k 1/1/1998
7 Heyden & Steindl GmbH
TOMAC2
11.63 5,000k 3/1/2003
6 DUNN Capital Management
D'Best Futures Fund, L.P.
12.26 100k 6/1/1994
5 Kelly Angle Inc.
Genesis Program
12.51 2,000k 4/1/2000
4 DUNN Capital Management
DUNN Combined Fund (DCF)
12.51 100k 5/1/1989
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
13.03 100k 11/1/1984
2 Clarke Capital Management
Global Magnum
13.95 100k 8/1/1997
1 Clarke Capital Management
Global Basic
20.95 50k 2/1/1996

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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