IASG CTA Index For July 2005

Monthly Rankings

Rank CTA/Program Jul 2005 Min Inv Inception
138 Abraham Trading Company
Diversified Program
-12.16 10,000k 1/1/1988
137 Clarke Capital Management
Millennium
-10.71 1,000k 1/1/1998
136 Saxon Investment Corporation
Aggressive Diversified Program
-8.97 2,000k 11/1/1993
135 Strategic Ag Trading
Chatham
-7.14 100k 1/1/2005
134 Kinkopf Capital Management
KCM S&P (Proprietary)
-5.91 100k 1/1/1999
133 Range Wise
Investment Program
-5.56 250k 2/1/1991
132 Clarke Capital Management
Worldwide
-5.47 250k 1/1/1996
131 Saxon Investment Corporation
Diversified Program
-5.04 3,000k 9/1/1988
130 Mark J. Walsh Company
Standard Program
-4.63 2,000k 9/1/1985
129 M.S. Capital Management
Global Diversified Program
-4.37 2,000k 11/1/1998
128 Quality Capital Management
Global Diversified Programme
-4.12 10,000k 12/1/1995
127 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.10 100k 5/1/1989
126 Mobius Asset Management
Diversified Program
-3.89 250k 3/1/2004
125 Mobius Asset Management
Custom Trading Program
-3.87 100k 1/1/2002
124 Tactical Investment Management
Tactical Institutional Commodity Program
-3.80 10,000k 4/1/1993
123 Rivoli Fund Management
Rivoli International Fund (MAP)
-3.71 5,000k 10/1/1996
122 Superfund Group
Superfund Green L.P. Series B
-3.68 5k 10/1/2002
121 RAM Management Group
MRTP Aggressive
-3.40 1,000k 2/1/1998
120 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.26 100k 6/1/1994
119 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.22 200k 11/1/1999
118 Clarke Capital Management
Jupiter
-3.09 3,000k 5/1/2005
117 Crabel Capital Management
Crabel Multi-Product
-2.97 1,000k 3/1/1998
116 Superfund Group
Superfund Green L.P. Series A
-2.85 5k 10/1/2002
115 Spectrum Asset Management LLC
Global Diversified
-2.79 2,000k 1/1/2001
114 ISAM
ISAM Systematic Trend Fund
-2.76 1,000k 6/1/2001
113 Beach Horizon LLP
Managed Account
-2.73 5,000k 5/1/2005
112 W.G. Wealth Guardian Ltd.
SAFI2 Program
-2.63 1,000k 9/1/1997
111 FORT LP
Fort Global Diversified
-2.62 2,000k 10/1/1993
110 Hyman Beck and Company
Global Portfolio
-2.55 1,000k 3/1/1991
109 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-2.42 1/1/1989
108 Alee Capital Management, LLC
Poniente Program
-2.39 2,500k 1/1/1999
107 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.30 0k 11/1/1996
106 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-2.28 1,000k 3/1/1998
105 Warrington Asset Management
Warrington Strategic Program
-2.27 50k 1/1/1997
104 Conquest Capital Group
Conquest Select
-2.17 250k 6/1/2004
103 Hawksbill Capital Management
Global Diversified
-2.06 5,000k 11/1/1988
102 Conquest Capital Group
Conquest Macro
-1.96 250k 5/1/1999
101 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.89 100k 11/1/1984
100 Winton Capital Management
Diversified
-1.85 50,000k 10/1/1997
99 Parizek Capital
Futures Trading Program
-1.82 500k 4/1/2000
98 Kelly Angle Inc.
Genesis Program
-1.78 2,000k 4/1/2000
97 MERIT Alternative Investments GmbH
Futures Portfolio
-1.76 2,000k 6/1/1998
96 Clarke Capital Management
FX Plus
-1.60 1,000k 5/1/2004
95 Alee Capital Management, LLC
Mistral Program
-1.50 2,500k 1/1/1999
94 Lynx Asset Management AB
Lynx Program
-1.35 75k 5/1/2000
93 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.33 400k 1/1/1988
92 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.31 5,000k 8/1/2000
91 Clarke Capital Management
Global Magnum
-1.17 100k 8/1/1997
90 Briarwood Capital Management, Inc.
Diversified 2XL
-1.09 250k 11/1/2004
89 RAM Management Group
RAM MRTP 1X-Conservative
-0.94 1,000k 9/1/1993
88 Manning & Napier
MN Xenon Global Fixed Income Program
-0.86 2,000k 8/1/2004
87 Superfund Group
Superfund Green Q-AG
-0.82 2k 3/1/1996
86 John Locke Investments
Cyril Systematic Program
-0.78 8,000k 7/1/2000
85 Estlander & Partners
Global XL
-0.74 5,000k 8/1/1991
84 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-0.73 500k 12/1/2003
83 Ansbacher Investment Management
Market Neutral Put Skew Program
-0.68 250k 1/1/1996
82 IKOS
The IKOS Hedge Fund
-0.68 10,000k 7/1/1998
81 Drury Capital
Diversified Trend-Following Program
-0.65 5,000k 5/1/1997
80 Xplor Capital Management, LLC
Global CTA Program
-0.58 1,500k 7/1/2004
79 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.45 1,000k 1/1/1999
78 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.38 10,000k 10/1/1991
77 Millburn Corporation
Commodity Program
-0.37 25,000k 3/1/2005
76 Estlander & Partners
Alpha Trend
-0.32 30,000k 10/1/1991
75 Superfund Group
Superfund Green Master
-0.30 2,000k 5/1/2001
74 Strategic Ag Trading
SAT GRAINS
-0.29 100k 4/1/2002
73 Estlander & Partners
Global Markets
-0.28 10,000k 8/1/1999
72 Rabar Market Research
Diversified Program
-0.28 2,000k 1/1/1989
71 Witter & Lester, Inc.
Redstone
-0.26 500k 9/1/1994
70 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.20 3,000k 7/1/2001
69 Eckhardt Trading Company
Evolution Strategies
-0.20 20,000k 8/1/1991
68 Superfund Group
Superfund Green GCT USD
-0.05 15k 1/1/2000
64 Molinero Capital Management LLP
Global Markets Program
0.00 2,000k 7/1/2005
65 Blackwater Capital Management
Global Program
0.00 5,000k 7/1/2005
66 Acorn Global Investments Inc.
Acorn Diversified Program
0.00 10k 7/1/2005
67 M6 Capital Management LLC
Standard Program
0.00 300k 7/1/2005
63 Millburn Corporation
Diversified Program
0.06 20,000k 2/1/1977
62 EMC Capital Advisors, LLC
Classic
0.20 5,000k 1/1/1985
61 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.24 100k 1/1/2005
60 Southwest Managed Investments, LLC
Global Diversified
0.27 200k 1/1/2002
59 FORT LP
Fort Global Contrarian
0.29 2,000k 10/1/2002
58 Eclipse Capital Management
Global Monetary
0.30 5,000k 8/1/1990
57 Dominion Capital
Sapphire Program
0.36 3,000k 5/1/2005
56 LJM Partners
LJM Moderately Aggressive Strategy
0.40 500k 4/1/2003
55 Chesapeake Capital
Diversified (LV)
0.45 100k 2/1/1988
54 LJM Partners
LJM Aggressive Strategy
0.54 500k 7/1/1998
53 Quantitative Investment Management
Quantitative Global Program
0.55 20,000k 10/1/2003
52 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.57 1,000k 1/1/2005
51 Revolution Capital Management
Alpha Fund
0.63 50k 1/1/2005
50 Millburn Corporation
Multi-Markets Program
0.63 25,000k 10/1/2004
49 Mobius Asset Management
Energy Weighted Program
0.71 250k 1/1/2005
48 Four Seasons Commodities Corp
Hawkeye Spread Program
0.72 500k 3/1/2005
47 Systematic Alpha Management
Systematic Alpha Futures Program
0.73 100k 6/1/2004
46 C-View Limited
Currency Managed Account Program
0.74 5,000k 10/1/1996
45 Red Rock Capital, LLC
Systematic Global Macro
0.87 500k 9/1/2003
44 Four Seasons Commodities Corp
Lone Star Program
0.88 300k 1/1/2005
43 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.01 10,000k 4/1/2003
42 Keck Capital Management LLC
The Keck Program
1.14 2,000k 12/1/2003
41 Clarke Capital Management
Global Basic
1.23 50k 2/1/1996
40 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.32 10,000k 1/1/1991
39 Heyden & Steindl GmbH
TOMAC2
1.43 5,000k 3/1/2003
38 Ancile Capital Management
Global Markets Program
1.57 2,000k 4/1/2005
37 Amplitude Capital International Limited
Dynamic Strategy
1.60 6/1/2005
36 Mondiale Asset Management
Mondiale Trading Program
1.72 0k 9/1/1997
35 Rivoli Fund Management
Rivoli International Fund (V9)
1.74 5,000k 1/1/2002
34 Somers Brothers Capital
Diversified Futures Program #1
1.80 100k 1/1/2005
33 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.87 100k 1/1/2000
32 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.87 10,000k 4/1/2004
31 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
1.88 5,000k 1/1/2005
30 KMJ Investments
KMJ Investments
1.91 1,000k 8/1/1994
29 Northfield Trading
Diversified
2.00 2,000k 7/1/1989
28 Alder Capital DAC
Alder Global 10
2.00 2,500k 10/1/2000
27 Dreiss Research Corporation
Diversified Program
2.02 1,000k 5/1/1991
26 Jaguar Investments Ltd
Vario Capital Strategy
2.05 1,000k 5/1/2016
25 Transtrend B.V.
DTP – Standard Risk (EUR)
2.18 10,000k 2/1/1999
24 Rosetta Capital Management
Rosetta Trading Program
2.25 100k 4/1/2000
23 Rhicon Currency Management
Rhicon Strategic Program
2.42 500k 1/1/2004
22 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.60 1,000k 3/1/2003
21 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.26 10,000k 1/1/1995
20 Rhicon Currency Management
Rhicon Systematic Currency Program
3.32 3,000k 1/1/2004
19 Alder Capital DAC
Alder Global 20
3.40 2,500k 2/1/2001
18 Covenant Capital Management
Original Program
3.44 5,000k 9/1/1999
17 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.56 10,000k 8/1/1999
16 Welton Investment Partners
Welton Global
3.64 10,000k 6/1/2004
15 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
3.68 10,000k 1/1/2001
14 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.69 10,000k 8/1/2004
13 NuWave Investment Management, LLC
Combined Futures Portfolio
3.81 5,000k 6/1/2001
12 Covenant Capital Management
Aggressive Program
3.84 3,000k 2/1/2004
11 Robust Methods LLC
Macro Managed Account
3.88 5,000k 1/1/2005
10 Superfund Group
Superfund Blue SPC Class A (EUR)
3.99 50k 4/1/2005
9 Quantica Capital AG
Quantica Managed Futures
4.00 5,000k 1/1/2005
8 Di Tomasso Group Inc.
Equilibrium Program
4.06 5,000k 1/1/2002
7 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.41 250k 6/1/2001
6 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
4.80 100k 3/1/2003
5 Shield Plus LLC
Shield Plus Natural Gas
5.09 50k 1/1/2004
4 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
5.87 3,000k 10/1/1992
3 Red Oak Commodity Advisors
Investment Program
6.48 5,000k 12/1/1989
2 Mulvaney Capital Management
The Mulvaney Global Markets Program
6.62 100k 5/1/1999
1 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
8.96 2,000k 7/1/1992

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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