IASG CTA Index For September 2005

Monthly Rankings

Rank CTA/Program Sep 2005 Min Inv Inception
140 Clarke Capital Management
Millennium
-13.50 1,000k 1/1/1998
139 Hawksbill Capital Management
Global Diversified
-8.57 5,000k 11/1/1988
138 Kinkopf Capital Management
KCM S&P (Proprietary)
-7.81 100k 1/1/1999
137 Winton Capital Management
Diversified
-6.17 50,000k 10/1/1997
136 Strategic Ag Trading
Chatham
-5.99 100k 1/1/2005
135 Abraham Trading Company
Diversified Program
-5.79 10,000k 1/1/1988
134 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.36 100k 5/1/1989
133 Heyden & Steindl GmbH
TOMAC2
-4.76 5,000k 3/1/2003
132 DUNN Capital Management
D'Best Futures Fund, L.P.
-4.52 100k 6/1/1994
131 Spectrum Asset Management LLC
Global Diversified
-3.61 2,000k 1/1/2001
130 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-3.51 100k 11/1/1984
129 M6 Capital Management LLC
Standard Program
-3.45 300k 7/1/2005
128 Clarke Capital Management
Worldwide
-3.32 250k 1/1/1996
127 Northfield Trading
Diversified
-2.70 2,000k 7/1/1989
126 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-2.48 200k 11/1/1999
125 Clarke Capital Management
Global Magnum
-2.44 100k 8/1/1997
124 Jaguar Investments Ltd
Vario Capital Strategy
-2.39 1,000k 5/1/2016
123 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.25 10,000k 10/1/1991
122 M.S. Capital Management
Global Diversified Program
-2.23 2,000k 11/1/1998
121 W.G. Wealth Guardian Ltd.
SAFI2 Program
-2.19 1,000k 9/1/1997
120 Saxon Investment Corporation
Aggressive Diversified Program
-2.17 2,000k 11/1/1993
119 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.91 10,000k 1/1/1991
118 Eckhardt Trading Company
Evolution Strategies
-1.86 20,000k 8/1/1991
117 Estlander & Partners
Global XL
-1.72 5,000k 8/1/1991
116 FORT LP
Fort Global Diversified
-1.60 2,000k 10/1/1993
115 Blackwater Capital Management
Global Program
-1.53 5,000k 7/1/2005
114 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.48 5,000k 8/1/2000
113 MERIT Alternative Investments GmbH
Futures Portfolio
-1.20 2,000k 6/1/1998
112 Estlander & Partners
Global Markets
-1.17 10,000k 8/1/1999
111 KMJ Investments
KMJ Investments
-1.15 1,000k 8/1/1994
110 Saxon Investment Corporation
Diversified Program
-1.13 3,000k 9/1/1988
109 John Locke Investments
Cyril Systematic Program
-1.10 8,000k 7/1/2000
108 Chesapeake Capital
Diversified (LV)
-1.10 100k 2/1/1988
107 Kelly Angle Inc.
Genesis Program
-1.02 2,000k 4/1/2000
106 Mobius Asset Management
Diversified Program
-0.88 250k 3/1/2004
105 Clarke Capital Management
Global Basic
-0.88 50k 2/1/1996
104 Quality Capital Management
Global Diversified Programme
-0.65 10,000k 12/1/1995
103 Estlander & Partners
Alpha Trend
-0.63 30,000k 10/1/1991
102 Conquest Capital Group
Conquest Macro
-0.53 250k 5/1/1999
101 Alder Capital DAC
Alder Global 20
-0.40 2,500k 2/1/2001
100 Manning & Napier
MN Xenon Global Fixed Income Program
-0.37 2,000k 8/1/2004
99 Southwest Managed Investments, LLC
Global Diversified
-0.32 200k 1/1/2002
98 Conquest Capital Group
Conquest Select
-0.18 250k 6/1/2004
97 Alder Capital DAC
Alder Global 10
-0.10 2,500k 10/1/2000
95 Range Wise
Investment Program
0.00 250k 2/1/1991
96 Romanesco Capital Management B.V
Persistence Program
0.00 5,000k 9/1/2005
94 Mobius Asset Management
Custom Trading Program
0.01 100k 1/1/2002
93 C-View Limited
Currency Managed Account Program
0.07 5,000k 10/1/1996
92 Alee Capital Management, LLC
Poniente Program
0.07 2,500k 1/1/1999
91 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.11 1,000k 1/1/1999
90 Millburn Corporation
Commodity Program
0.13 25,000k 3/1/2005
89 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.33 0k 11/1/1996
88 Keck Capital Management LLC
The Keck Program
0.34 2,000k 12/1/2003
87 Witter & Lester, Inc.
Redstone
0.39 500k 9/1/1994
86 Mondiale Asset Management
Mondiale Trading Program
0.45 0k 9/1/1997
85 Rhicon Currency Management
Rhicon Strategic Program
0.48 500k 1/1/2004
84 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.50 10,000k 4/1/2003
83 Rhicon Currency Management
Rhicon Systematic Currency Program
0.50 3,000k 1/1/2004
82 Superfund Group
Superfund Green L.P. Series A
0.51 5k 10/1/2002
81 Crabel Capital Management
Crabel Multi-Product
0.61 1,000k 3/1/1998
80 RAM Management Group
RAM MRTP 1X-Conservative
0.62 1,000k 9/1/1993
79 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.71 10,000k 1/1/2001
78 Tactical Investment Management
Tactical Institutional Commodity Program
0.71 10,000k 4/1/1993
77 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.72 10,000k 4/1/2004
76 Quantitative Investment Management
Quantitative Global Program
0.86 20,000k 10/1/2003
75 Systematic Alpha Management
Systematic Alpha Futures Program
0.97 100k 6/1/2004
74 Dominion Capital
Sapphire Program
1.00 3,000k 5/1/2005
73 Superfund Group
Superfund Green L.P. Series B
1.06 5k 10/1/2002
72 Superfund Group
Superfund Green Q-AG
1.11 2k 3/1/1996
71 Four Seasons Commodities Corp
Lone Star Program
1.13 300k 1/1/2005
70 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.14 1/1/1989
69 Briarwood Capital Management, Inc.
Diversified Trading Program
1.14 3,000k 7/1/2001
68 Revolution Capital Management
Alpha Fund
1.15 50k 1/1/2005
67 Drury Capital
Diversified Trend-Following Program
1.15 5,000k 5/1/1997
66 FORT LP
Fort Global Contrarian
1.17 2,000k 10/1/2002
65 Mobius Asset Management
Energy Weighted Program
1.19 250k 1/1/2005
64 Transtrend B.V.
DTP – Standard Risk (EUR)
1.28 10,000k 2/1/1999
63 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.29 400k 1/1/1988
62 Eclipse Capital Management
Global Monetary
1.34 5,000k 8/1/1990
61 IKOS
The IKOS Hedge Fund
1.41 10,000k 7/1/1998
60 Four Seasons Commodities Corp
Hawkeye Spread Program
1.44 500k 3/1/2005
59 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
1.45 500k 12/1/2003
58 Warrington Asset Management
Warrington Strategic Program
1.46 50k 1/1/1997
57 Beach Horizon LLP
Managed Account
1.51 5,000k 5/1/2005
56 Lynx Asset Management AB
Lynx Program
1.53 75k 5/1/2000
55 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
1.57 1,000k 1/1/2005
54 Acorn Global Investments Inc.
Acorn Diversified Program
1.59 10k 7/1/2005
53 Rabar Market Research
Diversified Program
1.68 2,000k 1/1/1989
52 Hyman Beck and Company
Global Portfolio
1.68 1,000k 3/1/1991
51 Mark J. Walsh Company
Standard Program
1.73 2,000k 9/1/1985
50 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.80 10,000k 1/1/1995
49 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.83 1,000k 3/1/1998
48 Parizek Capital
Futures Trading Program
1.91 500k 4/1/2000
47 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.94 10,000k 8/1/2004
46 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.99 10,000k 8/1/1999
45 ISAM
ISAM Systematic Trend Fund
2.00 1,000k 6/1/2001
44 Superfund Group
Superfund Green Master
2.05 2,000k 5/1/2001
43 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.08 100k 1/1/2000
42 RAM Management Group
MRTP Aggressive
2.09 1,000k 2/1/1998
41 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
2.15 3,000k 10/1/1992
40 Ansbacher Investment Management
Market Neutral Put Skew Program
2.16 250k 1/1/1996
39 Alee Capital Management, LLC
Mistral Program
2.42 2,500k 1/1/1999
38 NuWave Investment Management, LLC
Combined Futures Portfolio
2.59 5,000k 6/1/2001
37 Amplitude Capital International Limited
Dynamic Strategy
2.59 6/1/2005
36 Superfund Group
Superfund Blue SPC Class A (EUR)
2.77 50k 4/1/2005
35 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
2.82 5,000k 1/1/2005
34 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
2.99 2,000k 7/1/1992
33 NuWave Investment Management, LLC
NuWave Investment Partners LP
3.00 250k 6/1/2001
32 Schindler Capital Management, LLC
Dairy Advantage Program
3.20 200k 8/1/2005
31 Red Rock Capital, LLC
Systematic Global Macro
3.23 500k 9/1/2003
30 Superfund Group
Superfund Green GCT USD
3.41 15k 1/1/2000
29 Di Tomasso Group Inc.
Equilibrium Program
3.51 5,000k 1/1/2002
28 Clarke Capital Management
Jupiter
3.70 3,000k 5/1/2005
27 Ancile Capital Management
Global Markets Program
3.80 2,000k 4/1/2005
26 Millburn Corporation
Multi-Markets Program
3.85 25,000k 10/1/2004
25 EMC Capital Advisors, LLC
Classic
4.10 5,000k 1/1/1985
24 LJM Partners
LJM Moderately Aggressive Strategy
4.13 500k 4/1/2003
23 Briarwood Capital Management, Inc.
Diversified 2XL
4.19 250k 11/1/2004
22 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.48 1,000k 3/1/2003
21 Strategic Ag Trading
SAT GRAINS
5.06 100k 4/1/2002
20 LJM Partners
LJM Aggressive Strategy
5.08 500k 7/1/1998
19 Millburn Corporation
Diversified Program
5.22 20,000k 2/1/1977
18 Molinero Capital Management LLP
Global Markets Program
5.26 2,000k 7/1/2005
17 Rosetta Capital Management
Rosetta Trading Program
5.27 100k 4/1/2000
16 Robust Methods LLC
Macro Managed Account
5.32 5,000k 1/1/2005
15 Welton Investment Partners
Welton Global
5.48 10,000k 6/1/2004
14 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
6.33 100k 1/1/2005
13 Xplor Capital Management, LLC
Global CTA Program
6.96 1,500k 7/1/2004
12 Rivoli Fund Management
Rivoli International Fund (V9)
7.56 5,000k 1/1/2002
11 Covenant Capital Management
Original Program
7.59 5,000k 9/1/1999
10 Rivoli Fund Management
Rivoli International Fund (MAP)
7.63 5,000k 10/1/1996
9 Covenant Capital Management
Aggressive Program
9.36 3,000k 2/1/2004
8 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
9.52 100k 3/1/2003
7 Shield Plus LLC
Shield Plus Natural Gas
9.58 50k 1/1/2004
6 Somers Brothers Capital
Diversified Futures Program #1
10.60 100k 1/1/2005
5 Quantica Capital AG
Quantica Managed Futures
12.40 5,000k 1/1/2005
4 Mulvaney Capital Management
The Mulvaney Global Markets Program
13.57 100k 5/1/1999
3 Dreiss Research Corporation
Diversified Program
15.96 1,000k 5/1/1991
2 Clarke Capital Management
FX Plus
15.98 1,000k 5/1/2004
1 Red Oak Commodity Advisors
Investment Program
18.73 5,000k 12/1/1989

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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