IASG CTA Index For August 2005

Monthly Rankings

Rank CTA/Program Aug 2005 Min Inv Inception
139 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-11.01 200k 11/1/1999
138 Rosetta Capital Management
Rosetta Trading Program
-9.34 100k 4/1/2000
137 Parizek Capital
Futures Trading Program
-8.19 500k 4/1/2000
136 Hyman Beck and Company
Global Portfolio
-7.46 1,000k 3/1/1991
135 Mobius Asset Management
Diversified Program
-7.07 250k 3/1/2004
134 Di Tomasso Group Inc.
Equilibrium Program
-7.02 5,000k 1/1/2002
133 Somers Brothers Capital
Diversified Futures Program #1
-6.30 100k 1/1/2005
132 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.46 100k 11/1/1984
131 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.45 100k 5/1/1989
130 Strategic Ag Trading
Chatham
-5.21 100k 1/1/2005
129 Clarke Capital Management
FX Plus
-5.14 1,000k 5/1/2004
128 Clarke Capital Management
Global Magnum
-4.59 100k 8/1/1997
127 Kinkopf Capital Management
KCM S&P (Proprietary)
-3.47 100k 1/1/1999
126 Strategic Ag Trading
SAT GRAINS
-3.41 100k 4/1/2002
125 Red Rock Capital, LLC
Systematic Global Macro
-2.99 500k 9/1/2003
124 Saxon Investment Corporation
Aggressive Diversified Program
-2.89 2,000k 11/1/1993
123 M.S. Capital Management
Global Diversified Program
-2.81 2,000k 11/1/1998
122 Kelly Angle Inc.
Genesis Program
-2.38 2,000k 4/1/2000
121 Witter & Lester, Inc.
Stock Index Futures Trading Program
-2.37 400k 1/1/1988
120 Revolution Capital Management
Alpha Fund
-2.34 50k 1/1/2005
119 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.32 1,000k 3/1/2003
118 Mobius Asset Management
Custom Trading Program
-2.30 100k 1/1/2002
117 Alder Capital DAC
Alder Global 20
-2.30 2,500k 2/1/2001
116 Southwest Managed Investments, LLC
Global Diversified
-1.97 200k 1/1/2002
115 Mondiale Asset Management
Mondiale Trading Program
-1.91 0k 9/1/1997
114 Clarke Capital Management
Worldwide
-1.80 250k 1/1/1996
113 Rabar Market Research
Diversified Program
-1.79 2,000k 1/1/1989
112 Lynx Asset Management AB
Lynx Program
-1.60 75k 5/1/2000
111 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.59 100k 6/1/1994
110 Saxon Investment Corporation
Diversified Program
-1.39 3,000k 9/1/1988
109 Superfund Group
Superfund Green Q-AG
-1.16 2k 3/1/1996
108 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.13 1,000k 9/1/1997
107 Range Wise
Investment Program
-1.10 250k 2/1/1991
106 Rhicon Currency Management
Rhicon Systematic Currency Program
-1.03 3,000k 1/1/2004
105 Alder Capital DAC
Alder Global 10
-1.00 2,500k 10/1/2000
104 FORT LP
Fort Global Contrarian
-0.97 2,000k 10/1/2002
103 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.87 10,000k 8/1/2004
102 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.75 10,000k 8/1/1999
101 Rivoli Fund Management
Rivoli International Fund (V9)
-0.70 5,000k 1/1/2002
100 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.69 5,000k 8/1/2000
99 Witter & Lester, Inc.
Redstone
-0.62 500k 9/1/1994
98 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.59 50k 4/1/2005
97 Molinero Capital Management LLP
Global Markets Program
-0.58 2,000k 7/1/2005
96 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.49 10,000k 1/1/1995
95 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.44 10,000k 2/1/1999
94 Systematic Alpha Management
Systematic Alpha Futures Program
-0.24 100k 6/1/2004
93 Schindler Capital Management, LLC
Dairy Advantage Program
0.00 200k 8/1/2005
92 Spectrum Asset Management LLC
Global Diversified
0.03 2,000k 1/1/2001
91 Briarwood Capital Management, Inc.
Diversified Trading Program
0.06 3,000k 7/1/2001
90 KMJ Investments
KMJ Investments
0.07 1,000k 8/1/1994
89 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.11 1/1/1989
88 Rhicon Currency Management
Rhicon Strategic Program
0.12 500k 1/1/2004
87 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.15 10,000k 1/1/2001
86 Superfund Group
Superfund Green Master
0.15 2,000k 5/1/2001
85 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.27 10,000k 4/1/2004
84 IKOS
The IKOS Hedge Fund
0.28 10,000k 7/1/1998
83 Clarke Capital Management
Global Basic
0.29 50k 2/1/1996
82 C-View Limited
Currency Managed Account Program
0.39 5,000k 10/1/1996
81 Briarwood Capital Management, Inc.
Diversified 2XL
0.40 250k 11/1/2004
80 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.48 1,000k 1/1/1999
79 Superfund Group
Superfund Green GCT USD
0.59 15k 1/1/2000
78 FORT LP
Fort Global Diversified
0.77 2,000k 10/1/1993
77 Estlander & Partners
Alpha Trend
0.88 30,000k 10/1/1991
76 Four Seasons Commodities Corp
Lone Star Program
0.92 300k 1/1/2005
75 ISAM
ISAM Systematic Trend Fund
0.99 1,000k 6/1/2001
74 Ancile Capital Management
Global Markets Program
1.04 2,000k 4/1/2005
73 Millburn Corporation
Multi-Markets Program
1.20 25,000k 10/1/2004
72 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
1.25 1,000k 1/1/2005
71 Manning & Napier
MN Xenon Global Fixed Income Program
1.34 2,000k 8/1/2004
70 Quantitative Investment Management
Quantitative Global Program
1.40 20,000k 10/1/2003
69 Northfield Trading
Diversified
1.40 2,000k 7/1/1989
68 Millburn Corporation
Diversified Program
1.49 20,000k 2/1/1977
67 Dominion Capital
Sapphire Program
1.59 3,000k 5/1/2005
66 Amplitude Capital International Limited
Dynamic Strategy
1.67 6/1/2005
65 Crabel Capital Management
Crabel Multi-Product
1.72 1,000k 3/1/1998
64 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.73 10,000k 4/1/2003
63 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.82 0k 11/1/1996
62 Drury Capital
Diversified Trend-Following Program
1.83 5,000k 5/1/1997
61 Welton Investment Partners
Welton Global
1.83 10,000k 6/1/2004
60 Eclipse Capital Management
Global Monetary
1.99 5,000k 8/1/1990
59 Estlander & Partners
Global Markets
2.04 10,000k 8/1/1999
58 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
2.07 100k 3/1/2003
57 Rivoli Fund Management
Rivoli International Fund (MAP)
2.08 5,000k 10/1/1996
56 Robust Methods LLC
Macro Managed Account
2.10 5,000k 1/1/2005
55 MERIT Alternative Investments GmbH
Futures Portfolio
2.14 2,000k 6/1/1998
54 Covenant Capital Management
Original Program
2.19 5,000k 9/1/1999
53 Ansbacher Investment Management
Market Neutral Put Skew Program
2.26 250k 1/1/1996
52 Jaguar Investments Ltd
Vario Capital Strategy
2.64 1,000k 5/1/2016
51 Conquest Capital Group
Conquest Macro
2.66 250k 5/1/1999
50 Mulvaney Capital Management
The Mulvaney Global Markets Program
2.78 100k 5/1/1999
49 Warrington Asset Management
Warrington Strategic Program
2.89 50k 1/1/1997
48 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.91 500k 12/1/2003
47 Conquest Capital Group
Conquest Select
3.18 250k 6/1/2004
46 Red Oak Commodity Advisors
Investment Program
3.37 5,000k 12/1/1989
45 Quantica Capital AG
Quantica Managed Futures
3.50 5,000k 1/1/2005
44 EMC Capital Advisors, LLC
Classic
3.70 5,000k 1/1/1985
43 Eckhardt Trading Company
Evolution Strategies
3.72 20,000k 8/1/1991
42 Covenant Capital Management
Aggressive Program
3.72 3,000k 2/1/2004
41 Estlander & Partners
Global XL
3.87 5,000k 8/1/1991
40 LJM Partners
LJM Moderately Aggressive Strategy
3.88 500k 4/1/2003
39 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
3.90 1,000k 3/1/1998
38 Blackwater Capital Management
Global Program
3.93 5,000k 7/1/2005
37 Beach Horizon LLP
Managed Account
4.15 5,000k 5/1/2005
36 Acorn Global Investments Inc.
Acorn Diversified Program
4.17 10k 7/1/2005
35 Xplor Capital Management, LLC
Global CTA Program
4.53 1,500k 7/1/2004
34 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
4.62 3,000k 10/1/1992
33 Chesapeake Capital
Diversified (LV)
4.70 100k 2/1/1988
32 RAM Management Group
RAM MRTP 1X-Conservative
4.73 1,000k 9/1/1993
31 Eckhardt Trading Company
Evolution Strategies 1.2X
4.87 10,000k 10/1/1991
30 LJM Partners
LJM Aggressive Strategy
4.87 500k 7/1/1998
29 Hawksbill Capital Management
Global Diversified
4.91 5,000k 11/1/1988
28 Clarke Capital Management
Jupiter
5.37 3,000k 5/1/2005
27 Rotella Capital Management
Rotella Polaris Program (Diversified)
5.57 10,000k 1/1/1991
26 Four Seasons Commodities Corp
Hawkeye Spread Program
5.58 500k 3/1/2005
25 Superfund Group
Superfund Green L.P. Series A
5.69 5k 10/1/2002
24 Mark J. Walsh Company
Standard Program
5.77 2,000k 9/1/1985
23 Alee Capital Management, LLC
Poniente Program
5.84 2,500k 1/1/1999
22 Alee Capital Management, LLC
Mistral Program
5.90 2,500k 1/1/1999
21 Mobius Asset Management
Energy Weighted Program
5.93 250k 1/1/2005
20 NuWave Investment Management, LLC
NuWave Investment Partners LP
6.28 250k 6/1/2001
19 Millburn Corporation
Commodity Program
6.51 25,000k 3/1/2005
18 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
6.71 100k 1/1/2005
17 Keck Capital Management LLC
The Keck Program
6.72 2,000k 12/1/2003
16 NuWave Investment Management, LLC
Combined Futures Portfolio
6.80 5,000k 6/1/2001
15 John Locke Investments
Cyril Systematic Program
6.84 8,000k 7/1/2000
14 Tactical Investment Management
Tactical Institutional Commodity Program
6.90 10,000k 4/1/1993
13 Winton Capital Management
Diversified
7.63 50,000k 10/1/1997
12 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
7.89 5,000k 1/1/2005
11 Superfund Group
Superfund Green L.P. Series B
8.02 5k 10/1/2002
10 Dreiss Research Corporation
Diversified Program
8.02 1,000k 5/1/1991
9 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
8.26 100k 1/1/2000
8 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
8.69 2,000k 7/1/1992
7 Quality Capital Management
Global Diversified Programme
8.93 10,000k 12/1/1995
6 M6 Capital Management LLC
Standard Program
12.04 300k 7/1/2005
5 Clarke Capital Management
Millennium
12.22 1,000k 1/1/1998
4 Heyden & Steindl GmbH
TOMAC2
13.55 5,000k 3/1/2003
3 Abraham Trading Company
Diversified Program
15.74 10,000k 1/1/1988
2 RAM Management Group
MRTP Aggressive
16.81 1,000k 2/1/1998
1 Shield Plus LLC
Shield Plus Natural Gas
29.70 50k 1/1/2004

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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