IASG CTA Index For June 2005

Monthly Rankings

Rank CTA/Program Jun 2005 Min Inv Inception
134 Kinkopf Capital Management
KCM S&P (Proprietary)
-4.17 100k 1/1/1999
133 Saxon Investment Corporation
Aggressive Diversified Program
-3.67 2,000k 11/1/1993
132 Millburn Corporation
Commodity Program
-2.68 25,000k 3/1/2005
131 Drury Capital
Diversified Trend-Following Program
-2.42 5,000k 5/1/1997
130 Red Rock Capital, LLC
Systematic Global Macro
-2.34 500k 9/1/2003
129 Saxon Investment Corporation
Diversified Program
-2.11 3,000k 9/1/1988
128 Quantitative Investment Management
Quantitative Global Program
-1.97 20,000k 10/1/2003
127 Covenant Capital Management
Original Program
-1.36 5,000k 9/1/1999
126 Four Seasons Commodities Corp
Lone Star Program
-1.34 300k 1/1/2005
125 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.09 10,000k 1/1/2001
124 Crabel Capital Management
Crabel Multi-Product
-1.05 1,000k 3/1/1998
123 KMJ Investments
KMJ Investments
-1.05 1,000k 8/1/1994
122 Briarwood Capital Management, Inc.
Diversified 2XL
-0.83 250k 11/1/2004
121 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.73 10,000k 4/1/2003
120 Tactical Investment Management
Tactical Institutional Commodity Program
-0.47 10,000k 4/1/1993
119 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.28 5,000k 8/1/2000
118 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.27 1/1/1989
117 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.20 50k 4/1/2005
116 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.18 3,000k 7/1/2001
115 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.04 1,000k 9/1/1997
114 Amplitude Capital International Limited
Dynamic Strategy
0.00 6/1/2005
113 Mark J. Walsh Company
Standard Program
0.09 2,000k 9/1/1985
112 Clarke Capital Management
Worldwide
0.13 250k 1/1/1996
111 Warrington Asset Management
Warrington Strategic Program
0.13 50k 1/1/1997
110 Witter & Lester, Inc.
Redstone
0.17 500k 9/1/1994
109 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.28 10,000k 4/1/2004
108 Clarke Capital Management
Millennium
0.32 1,000k 1/1/1998
107 Alee Capital Management, LLC
Poniente Program
0.43 2,500k 1/1/1999
106 Clarke Capital Management
Global Magnum
0.52 100k 8/1/1997
105 Range Wise
Investment Program
0.52 250k 2/1/1991
104 Spectrum Asset Management LLC
Global Diversified
0.57 2,000k 1/1/2001
103 Four Seasons Commodities Corp
Hawkeye Spread Program
0.65 500k 3/1/2005
102 Mondiale Asset Management
Mondiale Trading Program
0.65 0k 9/1/1997
101 Parizek Capital
Futures Trading Program
0.67 500k 4/1/2000
100 Somers Brothers Capital
Diversified Futures Program #1
0.70 100k 1/1/2005
99 C-View Limited
Currency Managed Account Program
0.71 5,000k 10/1/1996
98 Hawksbill Capital Management
Global Diversified
0.79 5,000k 11/1/1988
97 Estlander & Partners
Alpha Trend
0.93 30,000k 10/1/1991
96 Covenant Capital Management
Aggressive Program
0.97 3,000k 2/1/2004
95 Welton Investment Partners
Welton Global
1.02 10,000k 6/1/2004
94 Hyman Beck and Company
Global Portfolio
1.09 1,000k 3/1/1991
93 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
1.11 500k 12/1/2003
92 Ansbacher Investment Management
Market Neutral Put Skew Program
1.13 250k 1/1/1996
91 FORT LP
Fort Global Contrarian
1.13 2,000k 10/1/2002
90 IKOS
The IKOS Hedge Fund
1.18 10,000k 7/1/1998
89 Capricorn Strategies Limited
Capricorn fxST (Lev1)
1.29 1,000k 1/1/1999
88 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.47 1,000k 3/1/1998
87 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
1.52 1,000k 1/1/2005
86 Southwest Managed Investments, LLC
Global Diversified
1.54 200k 1/1/2002
85 Alee Capital Management, LLC
Mistral Program
1.55 2,500k 1/1/1999
84 Rosetta Capital Management
Rosetta Trading Program
1.57 100k 4/1/2000
83 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.74 400k 1/1/1988
82 Quantica Capital AG
Quantica Managed Futures
1.90 5,000k 1/1/2005
81 Systematic Alpha Management
Systematic Alpha Futures Program
1.90 100k 6/1/2004
80 RAM Management Group
RAM MRTP 1X-Conservative
1.92 1,000k 9/1/1993
79 Conquest Capital Group
Conquest Select
1.93 250k 6/1/2004
78 EMC Capital Advisors, LLC
Classic
2.00 5,000k 1/1/1985
77 Rhicon Currency Management
Rhicon Systematic Currency Program
2.22 3,000k 1/1/2004
76 Conquest Capital Group
Conquest Macro
2.22 250k 5/1/1999
75 M.S. Capital Management
Global Diversified Program
2.30 2,000k 11/1/1998
74 Alder Capital DAC
Alder Global 10
2.38 2,500k 10/1/2000
73 Superfund Group
Superfund Green L.P. Series A
2.44 5k 10/1/2002
72 Eclipse Capital Management
Global Monetary
2.57 5,000k 8/1/1990
71 ISAM
ISAM Systematic Trend Fund
2.59 1,000k 6/1/2001
70 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.62 100k 1/1/2000
69 Manning & Napier
MN Xenon Global Fixed Income Program
2.63 2,000k 8/1/2004
68 Xplor Capital Management, LLC
Global CTA Program
2.64 1,500k 7/1/2004
67 Transtrend B.V.
DTP – Standard Risk (EUR)
2.72 10,000k 2/1/1999
66 Dominion Capital
Sapphire Program
2.86 3,000k 5/1/2005
65 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.86 10,000k 1/1/1991
64 Di Tomasso Group Inc.
Equilibrium Program
2.87 5,000k 1/1/2002
63 MERIT Alternative Investments GmbH
Futures Portfolio
2.88 2,000k 6/1/1998
62 Red Oak Commodity Advisors
Investment Program
2.89 5,000k 12/1/1989
61 Rabar Market Research
Diversified Program
2.95 2,000k 1/1/1989
60 John Locke Investments
Cyril Systematic Program
3.06 8,000k 7/1/2000
59 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
3.06 3,000k 10/1/1992
58 Revolution Capital Management
Alpha Fund
3.09 50k 1/1/2005
57 Jaguar Investments Ltd
Vario Capital Strategy
3.11 1,000k 5/1/2016
56 Winton Capital Management
Diversified
3.13 50,000k 10/1/1997
55 Eckhardt Trading Company
Evolution Strategies
3.25 20,000k 8/1/1991
54 Beach Horizon LLP
Managed Account
3.27 5,000k 5/1/2005
53 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.29 0k 11/1/1996
52 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.29 1,000k 3/1/2003
51 Dreiss Research Corporation
Diversified Program
3.39 1,000k 5/1/1991
50 Chesapeake Capital
Diversified (LV)
3.40 100k 2/1/1988
49 Northfield Trading
Diversified
3.50 2,000k 7/1/1989
48 FORT LP
Fort Global Diversified
3.55 2,000k 10/1/1993
47 Superfund Group
Superfund Green L.P. Series B
3.56 5k 10/1/2002
46 Lynx Asset Management AB
Lynx Program
3.58 75k 5/1/2000
45 Eckhardt Trading Company
Evolution Strategies 1.2X
3.65 10,000k 10/1/1991
44 LJM Partners
LJM Moderately Aggressive Strategy
3.67 500k 4/1/2003
43 Robust Methods LLC
Macro Managed Account
3.68 5,000k 1/1/2005
42 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.80 10,000k 8/1/2004
41 Superfund Group
Superfund Green Q-AG
3.88 2k 3/1/1996
40 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
3.91 200k 11/1/1999
39 NuWave Investment Management, LLC
Combined Futures Portfolio
3.98 5,000k 6/1/2001
38 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
4.00 5,000k 1/1/2005
37 LJM Partners
LJM Aggressive Strategy
4.02 500k 7/1/1998
36 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.02 10,000k 1/1/1995
35 RAM Management Group
MRTP Aggressive
4.06 1,000k 2/1/1998
34 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
4.11 2,000k 7/1/1992
33 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
4.12 100k 1/1/2005
32 Clarke Capital Management
Global Basic
4.14 50k 2/1/1996
31 Transtrend B.V.
DTP – Enhanced Risk (EUR)
4.18 10,000k 8/1/1999
30 Estlander & Partners
Global Markets
4.19 10,000k 8/1/1999
29 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.21 250k 6/1/2001
28 Rhicon Currency Management
Rhicon Strategic Program
4.52 500k 1/1/2004
27 Millburn Corporation
Diversified Program
4.74 20,000k 2/1/1977
26 Heyden & Steindl GmbH
TOMAC2
4.79 5,000k 3/1/2003
25 Alder Capital DAC
Alder Global 20
4.82 2,500k 2/1/2001
24 Millburn Corporation
Multi-Markets Program
5.01 25,000k 10/1/2004
23 Mulvaney Capital Management
The Mulvaney Global Markets Program
5.32 100k 5/1/1999
22 Clarke Capital Management
Jupiter
5.33 3,000k 5/1/2005
21 Superfund Group
Superfund Green Master
5.41 2,000k 5/1/2001
20 Ancile Capital Management
Global Markets Program
5.42 2,000k 4/1/2005
19 Mobius Asset Management
Energy Weighted Program
5.44 250k 1/1/2005
18 Superfund Group
Superfund Green GCT USD
5.98 15k 1/1/2000
17 DUNN Capital Management
D'Best Futures Fund, L.P.
6.13 100k 6/1/1994
16 Mobius Asset Management
Custom Trading Program
6.23 100k 1/1/2002
15 Abraham Trading Company
Diversified Program
6.66 10,000k 1/1/1988
14 Kelly Angle Inc.
Genesis Program
6.86 2,000k 4/1/2000
13 Rivoli Fund Management
Rivoli International Fund (V9)
7.12 5,000k 1/1/2002
12 Quality Capital Management
Global Diversified Programme
7.64 10,000k 12/1/1995
11 Rivoli Fund Management
Rivoli International Fund (MAP)
8.19 5,000k 10/1/1996
10 Estlander & Partners
Global XL
8.34 5,000k 8/1/1991
9 DUNN Capital Management
DUNN Combined Fund (DCF)
9.07 100k 5/1/1989
8 Mobius Asset Management
Diversified Program
9.39 250k 3/1/2004
7 Strategic Ag Trading
SAT GRAINS
12.07 100k 4/1/2002
6 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
12.23 100k 11/1/1984
5 Clarke Capital Management
FX Plus
12.80 1,000k 5/1/2004
4 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
13.42 100k 3/1/2003
3 Keck Capital Management LLC
The Keck Program
14.05 2,000k 12/1/2003
2 Shield Plus LLC
Shield Plus Natural Gas
15.45 50k 1/1/2004
1 Strategic Ag Trading
Chatham
21.36 100k 1/1/2005

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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