IASG CTA Index For January 2006

Monthly Rankings

Rank CTA/Program Jan 2006 Min Inv Inception
153 Dendrich Ltd
QEP
-11.24 50k 12/1/2005
152 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.75 100k 5/1/1989
151 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-7.00 200k 11/1/1999
150 Clarke Capital Management
Global Magnum
-6.18 100k 8/1/1997
149 Revolution Capital Management
Alpha Fund
-3.85 50k 1/1/2005
148 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.78 100k 6/1/1994
147 Clarke Capital Management
Worldwide
-3.72 250k 1/1/1996
146 Clarke Capital Management
Millennium
-3.71 1,000k 1/1/1998
145 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-3.63 100k 11/1/1984
144 Mobius Asset Management
Diversified Program
-2.63 250k 3/1/2004
143 Blackwater Capital Management
Global Program
-2.58 5,000k 7/1/2005
142 Clarke Capital Management
Jupiter
-2.43 3,000k 5/1/2005
141 Clarke Capital Management
FX Plus
-2.08 1,000k 5/1/2004
140 RAM Management Group
MRTP Aggressive
-2.03 1,000k 2/1/1998
139 Mark J. Walsh Company
Standard Program
-1.93 2,000k 9/1/1985
138 Clarke Capital Management
Global Basic
-1.90 50k 2/1/1996
137 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.90 1,000k 9/1/1997
136 Rhicon Currency Management
Rhicon Strategic Program
-1.84 500k 1/1/2004
135 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.84 1,000k 1/1/1999
134 RAM Management Group
RAM MRTP 1X-Conservative
-0.73 1,000k 9/1/1993
133 Alee Capital Management, LLC
Poniente Program
-0.65 2,500k 1/1/1999
132 Drury Capital
Diversified Trend-Following Program
-0.51 5,000k 5/1/1997
131 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.50 400k 1/1/1988
130 Strategic Ag Trading
SAT GRAINS
-0.33 100k 4/1/2002
129 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.31 10,000k 4/1/2003
128 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.26 1,000k 3/1/1998
127 Systematic Alpha Management
Systematic Alpha Futures Program
-0.23 100k 6/1/2004
126 Witter & Lester, Inc.
Redstone
-0.17 500k 9/1/1994
125 Manning & Napier
MN Xenon Global Fixed Income Program
-0.07 2,000k 8/1/2004
120 ITB Capital Management, LLC
ITB Premium Fund I, LTD
0.00 1,000k 1/1/2006
121 Kottke Associates
Stockton Fundamental Ag
0.00 500k 1/1/2006
122 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
0.00 1,000k 1/1/2006
123 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.00 500k 1/1/2006
124 Neural Capital Ltd
Sentinel Trading Program
0.00 2,000k 1/1/2006
119 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.09 100k 1/1/2000
118 Rhicon Currency Management
Rhicon Systematic Currency Program
0.11 3,000k 1/1/2004
117 Lynx Asset Management AB
Lynx Program
0.16 75k 5/1/2000
116 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.19 5,000k 8/1/2000
115 Ansbacher Investment Management
Market Neutral Put Skew Program
0.19 250k 1/1/1996
114 Warrington Asset Management
Warrington Strategic Program
0.25 50k 1/1/1997
113 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.28 10,000k 4/1/2004
112 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
0.38 500k 12/1/2003
111 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.47 1/1/1989
110 Kelly Angle Inc.
Genesis Program
0.48 2,000k 4/1/2000
109 KMJ Investments
KMJ Investments
0.49 1,000k 8/1/1994
108 Jaguar Investments Ltd
Vario Capital Strategy
0.54 1,000k 5/1/2016
107 Quantitative Investment Management
Quantitative Global Program
0.57 20,000k 10/1/2003
106 Eclipse Capital Management
Global Monetary
0.60 5,000k 8/1/1990
105 IKOS
The IKOS Hedge Fund
0.63 10,000k 7/1/1998
104 Eckhardt Trading Company
Evolution Strategies
0.67 20,000k 8/1/1991
103 Eckhardt Trading Company
Evolution Strategies 1.2X
0.68 10,000k 10/1/1991
102 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.74 100k 3/1/2003
101 MERIT Alternative Investments GmbH
Futures Portfolio
0.77 2,000k 6/1/1998
100 FORT LP
Fort Global Diversified
0.86 2,000k 10/1/1993
99 C-View Limited
Currency Managed Account Program
0.99 5,000k 10/1/1996
98 Transtrend B.V.
DTP – Standard Risk (EUR)
1.04 10,000k 2/1/1999
97 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
1.11 1,000k 1/1/2005
96 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.14 10,000k 1/1/2001
95 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.19 0k 11/1/1996
94 Range Wise
Investment Program
1.39 250k 2/1/1991
93 Dominion Capital
Sapphire Program
1.46 3,000k 5/1/2005
92 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.51 10,000k 8/1/2004
91 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.56 1,000k 3/1/2003
90 Southwest Managed Investments, LLC
Global Diversified
1.62 200k 1/1/2002
89 Mobius Asset Management
Energy Weighted Program
1.67 250k 1/1/2005
88 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.67 10,000k 8/1/1999
87 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.78 10,000k 1/1/1995
86 Alder Capital DAC
Alder Global 10
1.90 2,500k 10/1/2000
85 FORT LP
Fort Global Contrarian
1.93 2,000k 10/1/2002
84 Northfield Trading
Diversified
2.00 2,000k 7/1/1989
83 Hawksbill Capital Management
Global Diversified
2.04 5,000k 11/1/1988
82 Crabel Capital Management
Crabel Multi-Product
2.04 1,000k 3/1/1998
81 Conquest Capital Group
Conquest Select
2.20 250k 6/1/2004
80 Four Seasons Commodities Corp
Lone Star Program
2.25 300k 1/1/2005
79 Rivoli Fund Management
Rivoli International Fund (V9)
2.29 5,000k 1/1/2002
78 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
2.37 5,000k 1/1/2005
77 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.47 10,000k 1/1/1991
76 LJM Partners
LJM Moderately Aggressive Strategy
2.52 500k 4/1/2003
75 Abraham Trading Company
Diversified Program
2.56 10,000k 1/1/1988
74 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.84 250k 6/1/2001
73 Conquest Capital Group
Conquest Macro
2.89 250k 5/1/1999
72 NuWave Investment Management, LLC
Combined Futures Portfolio
2.89 5,000k 6/1/2001
71 LJM Partners
LJM Aggressive Strategy
3.08 500k 7/1/1998
70 Estlander & Partners
Global Markets
3.14 10,000k 8/1/1999
69 Superfund Group
Superfund Blue SPC Class A (EUR)
3.34 50k 4/1/2005
68 Spectrum Asset Management LLC
Global Diversified
3.51 2,000k 1/1/2001
67 Keck Capital Management LLC
The Keck Program
3.63 2,000k 12/1/2003
66 Di Tomasso Group Inc.
Equilibrium Program
3.76 5,000k 1/1/2002
65 Saxon Investment Corporation
Diversified Program
3.80 3,000k 9/1/1988
64 Rivoli Fund Management
Rivoli International Fund (MAP)
3.81 5,000k 10/1/1996
63 Covenant Capital Management
Original Program
3.82 5,000k 9/1/1999
62 ISAM
ISAM Systematic Trend Fund
3.86 1,000k 6/1/2001
61 Molinero Capital Management LLP
Global Markets Program
3.86 2,000k 7/1/2005
60 M.S. Capital Management
Global Diversified Program
3.93 2,000k 11/1/1998
59 Mondiale Asset Management
Mondiale Trading Program
3.98 0k 9/1/1997
58 Welton Investment Partners
Welton Global
4.02 10,000k 6/1/2004
57 Claughton Capital
Auto-Reactive Positioning
4.04 1,000k 10/1/2005
56 Quantica Capital AG
Quantica Managed Futures
4.10 5,000k 1/1/2005
55 Winton Capital Management
Diversified
4.20 50,000k 10/1/1997
54 Hyman Beck and Company
Global Portfolio
4.43 1,000k 3/1/1991
53 Ancile Capital Management
Global Markets Program
4.48 2,000k 4/1/2005
52 Alder Capital DAC
Alder Global 20
4.56 2,500k 2/1/2001
51 EMC Capital Advisors, LLC
Classic
4.60 5,000k 1/1/1985
50 Kinkopf Capital Management
KCM S&P (Proprietary)
4.71 100k 1/1/1999
49 Four Seasons Commodities Corp
Hawkeye Spread Program
4.74 500k 3/1/2005
48 Superfund Group
Superfund Green Q-AG
4.77 2k 3/1/1996
47 Amplitude Capital International Limited
Dynamic Strategy
4.86 6/1/2005
46 Mobius Asset Management
Custom Trading Program
5.04 100k 1/1/2002
45 Heyden & Steindl GmbH
TOMAC2
5.10 5,000k 3/1/2003
44 Alee Capital Management, LLC
Mistral Program
5.28 2,500k 1/1/1999
43 Romanesco Capital Management B.V
Persistence Program
5.30 5,000k 9/1/2005
42 Rabar Market Research
Diversified Program
5.38 2,000k 1/1/1989
41 John Locke Investments
Cyril Systematic Program
5.52 8,000k 7/1/2000
40 Chesapeake Capital
Diversified (LV)
5.54 100k 2/1/1988
39 Millburn Corporation
Diversified Program
5.55 20,000k 2/1/1977
38 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
5.57 100k 1/1/2005
37 Crescent Bay Capital Management
Premium Stock Index Program
5.57 10k 10/1/2005
36 Parizek Capital
Futures Trading Program
6.10 500k 4/1/2000
35 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
6.24 3,000k 10/1/1992
34 Beach Horizon LLP
Managed Account
6.25 5,000k 5/1/2005
33 Millburn Corporation
Multi-Markets Program
6.36 25,000k 10/1/2004
32 Briarwood Capital Management, Inc.
Diversified Trading Program
6.54 3,000k 7/1/2001
31 Estlander & Partners
Global XL
6.65 5,000k 8/1/1991
30 Estlander & Partners
Alpha Trend
6.69 30,000k 10/1/1991
29 Superfund Group
Superfund Green L.P. Series A
6.87 5k 10/1/2002
28 Xplor Capital Management, LLC
Global CTA Program
6.93 1,500k 7/1/2004
27 Red Rock Capital, LLC
Systematic Global Macro
7.08 500k 9/1/2003
26 Red Oak Commodity Advisors
Investment Program
7.78 5,000k 12/1/1989
25 Saxon Investment Corporation
Aggressive Diversified Program
7.79 2,000k 11/1/1993
24 Shield Plus LLC
Shield Plus Natural Gas
8.01 50k 1/1/2004
23 Superfund Group
Superfund Green GCT USD
8.26 15k 1/1/2000
22 M6 Capital Management LLC
Standard Program
8.38 300k 7/1/2005
21 Acorn Global Investments Inc.
Acorn Diversified Program
8.46 10k 7/1/2005
20 Covenant Capital Management
Aggressive Program
8.49 3,000k 2/1/2004
19 Somers Brothers Capital
Diversified Futures Program #1
8.50 100k 1/1/2005
18 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
9.23 2,000k 7/1/1992
17 Haar Capital Management
Discretionary Commodity Trading Program
9.47 250k 12/1/2005
16 Superfund Group
Superfund Green L.P. Series B
9.72 5k 10/1/2002
15 PRIM' Alternative Investment
PRIM Gold
10.01 10k 11/1/2005
14 Millburn Corporation
Commodity Program
10.29 25,000k 3/1/2005
13 Briarwood Capital Management, Inc.
Diversified 2XL
10.46 250k 11/1/2004
12 Rosetta Capital Management
Rosetta Trading Program
10.48 100k 4/1/2000
11 Mulvaney Capital Management
The Mulvaney Global Markets Program
11.09 100k 5/1/1999
10 Robust Methods LLC
Macro Managed Account
11.76 5,000k 1/1/2005
9 Dreiss Research Corporation
Diversified Program
12.01 1,000k 5/1/1991
8 Quality Capital Management
Global Diversified Programme
12.16 10,000k 12/1/1995
7 Superfund Group
Superfund Green Master
12.82 2,000k 5/1/2001
6 Schindler Capital Management, LLC
Dairy Advantage Program
13.99 200k 8/1/2005
5 Strategic Ag Trading
Chatham
15.85 100k 1/1/2005
4 Superfund Group
Superfund Green Gold A (SPC)
16.03 5k 10/1/2005
3 Tactical Investment Management
Tactical Institutional Commodity Program
16.31 10,000k 4/1/1993
2 Superfund Group
Superfund Green Gold B (SPC)
18.08 50k 10/1/2005
1 Superfund Group
Superfund Green Gold C (SPC)
19.27 100k 10/1/2005

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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