IASG CTA Index For October 2006

Monthly Rankings

Rank CTA/Program Oct 2006 Min Inv Inception
166 Xplor Capital Management, LLC
Global CTA Program
-7.39 1,500k 7/1/2004
165 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-6.98 200k 11/1/1999
164 Drury Capital
Diversified Trend-Following Program
-4.47 5,000k 5/1/1997
163 Quantum Leap Capital Management
Managed Account Program
-4.34 300k 8/1/2006
162 Mobius Asset Management
Custom Trading Program
-3.92 100k 1/1/2002
161 Clarke Capital Management
Worldwide
-3.75 250k 1/1/1996
160 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.55 100k 5/1/1989
159 Kelly Angle Inc.
Genesis Program
-3.38 2,000k 4/1/2000
158 Clarke Capital Management
Global Basic
-2.85 50k 2/1/1996
157 Clarke Capital Management
Global Magnum
-2.68 100k 8/1/1997
156 Saxon Investment Corporation
Aggressive Diversified Program
-2.66 2,000k 11/1/1993
155 Four Seasons Commodities Corp
Hawkeye Spread Program
-2.65 500k 3/1/2005
154 Welton Investment Partners
Welton Global
-2.52 10,000k 6/1/2004
153 Alder Capital DAC
Alder Global 20
-2.50 2,500k 2/1/2001
152 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.35 1,500k 4/1/2006
151 Mobius Asset Management
Diversified Program
-2.27 250k 3/1/2004
150 Estlander & Partners
Global XL
-2.26 5,000k 8/1/1991
149 Heyden & Steindl GmbH
TOMAC2
-2.01 5,000k 3/1/2003
148 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-1.98 500k 12/1/2003
147 Strategic Ag Trading
Chatham
-1.97 100k 1/1/2005
146 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-1.90 100k 3/1/2003
145 Rabar Market Research
Diversified Program
-1.58 2,000k 1/1/1989
144 Schindler Capital Management, LLC
Dairy Advantage Program
-1.56 200k 8/1/2005
143 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.51 100k 1/1/2000
142 Saxon Investment Corporation
Diversified Program
-1.49 3,000k 9/1/1988
141 Hawksbill Capital Management
Global Diversified
-1.46 5,000k 11/1/1988
140 LJM Partners
LJM Preservation & Growth Strategy
-1.43 250k 5/1/2006
139 Clarke Capital Management
Millennium
-1.37 1,000k 1/1/1998
138 Alee Capital Management, LLC
Poniente Program
-1.35 2,500k 1/1/1999
137 Crescent Bay Capital Management
Premium Stock Index Program
-1.17 10k 10/1/2005
136 Estlander & Partners
Global Markets
-1.12 10,000k 8/1/1999
135 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.11 100k 6/1/1994
134 Alder Capital DAC
Alder Global 10
-1.10 2,500k 10/1/2000
133 Lynx Asset Management AB
Lynx Program
-1.04 75k 5/1/2000
132 MERIT Alternative Investments GmbH
Futures Portfolio
-0.94 2,000k 6/1/1998
131 Shield Plus LLC
Shield Plus Natural Gas
-0.90 50k 1/1/2004
130 Northfield Trading
Diversified
-0.90 2,000k 7/1/1989
129 Spectrum Asset Management LLC
Global Diversified
-0.66 2,000k 1/1/2001
128 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.61 1,000k 1/1/2006
127 Parizek Capital
Futures Trading Program
-0.50 500k 4/1/2000
126 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-0.49 1,000k 1/1/2005
125 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.36 100k 1/1/1999
124 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.31 1,000k 1/1/1999
123 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-0.30 5,000k 1/1/2005
122 Tactical Investment Management
Tactical Institutional Commodity Program
-0.28 10,000k 4/1/1993
121 FORT LP
Fort Global Diversified
-0.25 2,000k 10/1/1993
120 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.23 1,000k 9/1/1997
119 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.13 100k 5/1/1999
118 Southwest Managed Investments, LLC
Global Diversified
-0.10 200k 1/1/2002
117 John Locke Investments
Cyril Systematic Program
-0.05 8,000k 7/1/2000
114 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
0.00 1,000k 10/1/2006
115 Revolution Capital Management
Mosaic Program
0.00 10,000k 10/1/2006
116 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.00 1k 10/1/2006
113 Hyman Beck and Company
Global Portfolio
0.03 1,000k 3/1/1991
112 Rhicon Currency Management
Rhicon Systematic Currency Program
0.08 3,000k 1/1/2004
111 IKOS
The IKOS Hedge Fund
0.16 10,000k 7/1/1998
110 M6 Capital Management LLC
Standard Program
0.21 300k 7/1/2005
109 Witter & Lester, Inc.
Redstone
0.23 500k 9/1/1994
108 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.26 10,000k 4/1/2003
107 Jaguar Investments Ltd
Vario Capital Strategy
0.32 1,000k 5/1/2016
106 C-View Limited
Currency Managed Account Program
0.38 5,000k 10/1/1996
105 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.40 1,000k 3/1/2003
104 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.40 1,000k 3/1/1998
103 PRIM' Alternative Investment
PRIM Gold
0.46 10k 11/1/2005
102 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.50 10,000k 4/1/2004
101 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.66 10,000k 3/1/2006
100 Eckhardt Trading Company
Evolution Strategies
0.67 20,000k 8/1/1991
99 Dreiss Research Corporation
Diversified Program
0.69 1,000k 5/1/1991
98 EMC Capital Advisors, LLC
Classic
0.70 5,000k 1/1/1985
97 Eckhardt Trading Company
Evolution Strategies 1.2X
0.71 10,000k 10/1/1991
96 Superfund Group
Superfund Blue SPC Class A (EUR)
0.90 50k 4/1/2005
95 ITB Capital Management, LLC
ITB Premium Fund I, LTD
0.92 1,000k 1/1/2006
94 Rivoli Fund Management
Rivoli International Fund (MAP)
0.92 5,000k 10/1/1996
93 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.92 1,000k 5/1/2006
92 Mondiale Asset Management
Mondiale Trading Program
1.03 0k 9/1/1997
91 Warrington Asset Management
Warrington Strategic Program
1.06 50k 1/1/1997
90 Mobius Asset Management
Energy Weighted Program
1.06 250k 1/1/2005
89 Dominion Capital
Sapphire Program
1.06 3,000k 5/1/2005
88 Ansbacher Investment Management
Market Neutral Put Skew Program
1.14 250k 1/1/1996
87 Trigon Investment Advisors, LLC
Foreign Exchange Program
1.20 5,000k 8/1/2000
86 FORT LP
Fort Global Contrarian
1.20 2,000k 10/1/2002
85 Conquest Capital Group
Conquest Select
1.25 250k 6/1/2004
84 Rhicon Currency Management
Rhicon Strategic Program
1.27 500k 1/1/2004
83 Quantica Capital AG
Quantica Managed Futures
1.30 5,000k 1/1/2005
82 Chesapeake Capital
Diversified (LV)
1.38 100k 2/1/1988
81 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.38 400k 1/1/1988
80 NuWave Investment Management, LLC
Combined Futures Portfolio
1.44 5,000k 6/1/2001
79 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.46 10,000k 1/1/1991
78 Winton Capital Management
Diversified
1.48 50,000k 10/1/1997
77 LJM Partners
LJM Moderately Aggressive Strategy
1.51 500k 4/1/2003
76 Red Rock Capital, LLC
Systematic Global Macro
1.54 500k 9/1/2003
75 Manning & Napier
MN Xenon Global Fixed Income Program
1.56 2,000k 8/1/2004
74 NuWave Investment Management, LLC
NuWave Investment Partners LP
1.57 250k 6/1/2001
73 M.S. Capital Management
Global Diversified Program
1.60 2,000k 11/1/1998
72 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.60 10,000k 1/1/2001
71 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.72 500k 1/1/2006
70 Red Oak Commodity Advisors
Investment Program
1.77 5,000k 12/1/1989
69 LJM Partners
LJM Aggressive Strategy
1.81 500k 7/1/1998
68 Covenant Capital Management
Original Program
1.84 5,000k 9/1/1999
67 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
1.85 10,000k 2/1/2006
66 Systematic Alpha Management
Systematic Alpha Futures Program
2.13 100k 6/1/2004
65 Estlander & Partners
Alpha Trend
2.27 30,000k 10/1/1991
64 Quantitative Investment Management
Quantitative Global Program
2.29 20,000k 10/1/2003
63 Four Seasons Commodities Corp
Lone Star Program
2.42 300k 1/1/2005
62 Revolution Capital Management
Alpha Fund
2.45 50k 1/1/2005
61 ISAM
ISAM Systematic Trend Fund
2.50 1,000k 6/1/2001
60 Keck Capital Management LLC
The Keck Program
2.55 2,000k 12/1/2003
59 Transtrend B.V.
DTP – Standard Risk (EUR)
2.57 10,000k 2/1/1999
58 Blackwater Capital Management
Global Program
2.63 5,000k 7/1/2005
57 Crabel Capital Management
Crabel Multi-Product
2.65 1,000k 3/1/1998
56 Arcanum Asset Management
Equity Index Option Program (Prop)
2.67 500k 7/1/2006
55 Mark J. Walsh Company
Standard Program
2.72 2,000k 9/1/1985
54 Briarwood Capital Management, Inc.
Diversified Trading Program
2.75 3,000k 7/1/2001
53 RAM Management Group
RAM MRTP 1X-Conservative
2.91 1,000k 9/1/1993
52 Alee Capital Management, LLC
Mistral Program
2.94 2,500k 1/1/1999
51 Millburn Corporation
Multi-Markets Program
3.13 25,000k 10/1/2004
50 Millburn Corporation
Diversified Program
3.32 20,000k 2/1/1977
49 Claughton Capital
Auto-Reactive Positioning
3.34 1,000k 10/1/2005
48 Rosetta Capital Management
Rosetta Trading Program
3.35 100k 4/1/2000
47 Covenant Capital Management
Aggressive Program
3.36 3,000k 2/1/2004
46 Sunrise Capital Partners
Sunrise Expanded Diversified Program
3.44 1/1/1989
45 Millburn Corporation
Commodity Program
3.46 25,000k 3/1/2005
44 Rivoli Fund Management
Rivoli International Fund (V9)
3.60 5,000k 1/1/2002
43 Clarke Capital Management
FX Plus
3.64 1,000k 5/1/2004
42 Kottke Associates
Stockton Fundamental Ag
3.78 500k 1/1/2006
41 Robust Methods LLC
Macro Managed Account
3.87 5,000k 1/1/2005
40 Eclipse Capital Management
Global Monetary
3.91 5,000k 8/1/1990
39 Conquest Capital Group
Conquest Macro
3.91 250k 5/1/1999
38 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
3.98 100k 1/1/2005
37 Molinero Capital Management LLP
Global Markets Program
4.03 2,000k 7/1/2005
36 Abraham Trading Company
Diversified Program
4.08 10,000k 1/1/1988
35 Ancile Capital Management
Global Markets Program
4.28 2,000k 4/1/2005
34 Manning & Napier
MN Xenon Managed Futures (2x) Program
4.28 5,000k 6/1/2006
33 Beach Horizon LLP
Managed Account
4.31 5,000k 5/1/2005
32 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.56 10,000k 1/1/1995
31 Acorn Global Investments Inc.
Acorn Diversified Program
4.80 10k 7/1/2005
30 Transtrend B.V.
DTP – Enhanced Risk (EUR)
4.87 10,000k 8/1/1999
29 Transtrend B.V.
DTP – Enhanced Risk (JPY)
4.87 10,000k 8/1/2004
28 Briarwood Capital Management, Inc.
Diversified 2XL
5.02 250k 11/1/2004
27 Haar Capital Management
Discretionary Commodity Trading Program
5.06 250k 12/1/2005
26 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.23 0k 11/1/1996
25 Clarke Capital Management
Jupiter
5.43 3,000k 5/1/2005
24 Neural Capital Ltd
Sentinel Trading Program
5.43 2,000k 1/1/2006
23 Superfund Group
Superfund Green L.P. Series A
5.53 5k 10/1/2002
22 KMJ Investments
KMJ Investments
5.61 1,000k 8/1/1994
21 Superfund Group
Superfund Green Q-AG
5.66 2k 3/1/1996
20 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
5.93 100k 11/1/1984
19 Romanesco Capital Management B.V
Persistence Program
6.48 5,000k 9/1/2005
18 Superfund Group
Superfund Green Gold A (SPC)
6.79 5k 10/1/2005
17 Strategic Ag Trading
SAT GRAINS
7.03 100k 4/1/2002
16 Amplitude Capital International Limited
Dynamic Strategy
7.46 6/1/2005
15 Superfund Group
Superfund Green L.P. Series B
7.74 5k 10/1/2002
14 Superfund Group
Superfund Green GCT USD
7.98 15k 1/1/2000
13 Somers Brothers Capital
Diversified Futures Program #1
8.84 100k 1/1/2005
12 RAM Management Group
MRTP Aggressive
9.22 1,000k 2/1/1998
11 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
9.24 3,000k 10/1/1992
10 Superfund Group
Superfund Green Master
9.69 2,000k 5/1/2001
9 Quality Capital Management
Global Diversified Programme
10.39 10,000k 12/1/1995
8 Dendrich Ltd
QEP
11.22 50k 12/1/2005
7 Di Tomasso Group Inc.
Equilibrium Program
11.29 5,000k 1/1/2002
6 Parizek Capital
Currency Program
11.93 1,000k 4/1/2006
5 Superfund Group
Superfund Green Gold B (SPC)
12.50 50k 10/1/2005
4 Superfund Group
Superfund Green Gold C (SPC)
13.20 100k 10/1/2005
3 HPX Financial LLC
HPX Old School Program
13.39 200k 6/1/2006
2 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
13.82 2,000k 7/1/1992
1 Range Wise
Investment Program
13.96 250k 2/1/1991

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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