IASG CTA Index For November 2006

Monthly Rankings

Rank CTA/Program Nov 2006 Min Inv Inception
166 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-7.47 100k 1/1/2005
165 Drury Capital
Diversified Trend-Following Program
-6.34 5,000k 5/1/1997
164 Parizek Capital
Currency Program
-5.59 1,000k 4/1/2006
163 Rivoli Fund Management
Rivoli International Fund (MAP)
-4.39 5,000k 10/1/1996
162 Superfund Group
Superfund Green L.P. Series B
-1.73 5k 10/1/2002
161 Dendrich Ltd
QEP
-1.60 50k 12/1/2005
160 Jaguar Investments Ltd
Vario Capital Strategy
-1.54 1,000k 5/1/2016
159 Superfund Group
Superfund Green Master
-1.51 2,000k 5/1/2001
158 Superfund Group
Superfund Green L.P. Series A
-1.28 5k 10/1/2002
157 Mobius Asset Management
Diversified Program
-1.05 250k 3/1/2004
156 Systematic Alpha Management
Systematic Alpha Futures Program
-1.01 100k 6/1/2004
155 Spectrum Asset Management LLC
Global Diversified
-0.96 2,000k 1/1/2001
154 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.95 5,000k 6/1/2001
153 Superfund Group
Superfund Green GCT USD
-0.88 15k 1/1/2000
152 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.85 1,000k 1/1/1999
151 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.79 250k 6/1/2001
150 Manning & Napier
MN Xenon Global Fixed Income Program
-0.79 2,000k 8/1/2004
149 M.S. Capital Management
Global Diversified Program
-0.55 2,000k 11/1/1998
148 Claughton Capital
Auto-Reactive Positioning
-0.48 1,000k 10/1/2005
147 Rivoli Fund Management
Rivoli International Fund (V9)
-0.37 5,000k 1/1/2002
146 Superfund Group
Superfund Green Q-AG
-0.26 2k 3/1/1996
145 Auspice Capital Advisors Ltd
Auspice Diversified Program
-0.24 1,500k 4/1/2006
144 HPX Financial LLC
HPX Old School Program
-0.13 200k 6/1/2006
143 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-0.12 10,000k 2/1/2006
142 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-0.09 100k 3/1/2003
141 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.01 10,000k 3/1/2006
140 Witter & Lester, Inc.
Redstone
0.02 500k 9/1/1994
139 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.05 10,000k 4/1/2004
138 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.05 400k 1/1/1988
137 Quantitative Investment Management
Quantitative Global Program
0.10 20,000k 10/1/2003
136 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.33 10,000k 1/1/2001
135 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.37 1,000k 1/1/2005
134 Ansbacher Investment Management
Market Neutral Put Skew Program
0.39 250k 1/1/1996
133 Millburn Corporation
Diversified Program
0.52 20,000k 2/1/1977
132 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.53 10,000k 4/1/2003
131 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.56 100k 5/1/1999
130 Warrington Asset Management
Warrington Strategic Program
0.71 50k 1/1/1997
129 C-View Limited
Currency Managed Account Program
0.77 5,000k 10/1/1996
128 Covenant Capital Management
Original Program
0.79 5,000k 9/1/1999
127 Rhicon Currency Management
Rhicon Systematic Currency Program
0.80 3,000k 1/1/2004
126 Beach Horizon LLP
Managed Account
0.80 5,000k 5/1/2005
125 Mobius Asset Management
Energy Weighted Program
0.90 250k 1/1/2005
124 MERIT Alternative Investments GmbH
Futures Portfolio
0.91 2,000k 6/1/1998
123 Millburn Corporation
Commodity Program
1.00 25,000k 3/1/2005
122 Molinero Capital Management LLP
Global Markets Program
1.14 2,000k 7/1/2005
121 Red Rock Capital, LLC
Systematic Global Macro
1.28 500k 9/1/2003
120 EMC Capital Advisors, LLC
Classic
1.30 5,000k 1/1/1985
119 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.31 5,000k 6/1/2006
118 M6 Capital Management LLC
Standard Program
1.33 300k 7/1/2005
117 Blackwater Capital Management
Global Program
1.35 5,000k 7/1/2005
116 Covenant Capital Management
Aggressive Program
1.36 3,000k 2/1/2004
115 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.36 500k 1/1/2006
114 Mobius Asset Management
Custom Trading Program
1.42 100k 1/1/2002
113 Eclipse Capital Management
Global Monetary
1.50 5,000k 8/1/1990
112 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.53 1/1/1989
111 Quantica Capital AG
Quantica Managed Futures
1.60 5,000k 1/1/2005
110 Mondiale Asset Management
Mondiale Trading Program
1.65 0k 9/1/1997
109 Northfield Trading
Diversified
1.70 2,000k 7/1/1989
108 Crabel Capital Management
Crabel Multi-Product
1.73 1,000k 3/1/1998
107 Heyden & Steindl GmbH
TOMAC2
1.76 5,000k 3/1/2003
106 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
1.80 1,000k 1/1/2006
105 Parizek Capital
Futures Trading Program
1.84 500k 4/1/2000
104 Red Oak Commodity Advisors
Investment Program
1.85 5,000k 12/1/1989
103 IKOS
The IKOS Hedge Fund
1.87 10,000k 7/1/1998
102 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.89 10,000k 1/1/1991
101 Keck Capital Management LLC
The Keck Program
1.92 2,000k 12/1/2003
100 Millburn Corporation
Multi-Markets Program
1.95 25,000k 10/1/2004
99 Hyman Beck and Company
Global Portfolio
2.00 1,000k 3/1/1991
98 Transtrend B.V.
DTP – Standard Risk (EUR)
2.06 10,000k 2/1/1999
97 Xplor Capital Management, LLC
Global CTA Program
2.06 1,500k 7/1/2004
96 John Locke Investments
Cyril Systematic Program
2.14 8,000k 7/1/2000
95 Conquest Capital Group
Conquest Select
2.17 250k 6/1/2004
94 Shield Plus LLC
Shield Plus Natural Gas
2.18 50k 1/1/2004
93 RAM Management Group
RAM MRTP 1X-Conservative
2.21 1,000k 9/1/1993
92 Abraham Trading Company
Diversified Program
2.23 10,000k 1/1/1988
91 Estlander & Partners
Alpha Trend
2.33 30,000k 10/1/1991
90 Arcanum Asset Management
Equity Index Option Program (Prop)
2.33 500k 7/1/2006
89 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.37 1,000k 1/1/2006
88 LJM Partners
LJM Moderately Aggressive Strategy
2.44 500k 4/1/2003
87 KMJ Investments
KMJ Investments
2.47 1,000k 8/1/1994
86 Dominion Capital
Sapphire Program
2.48 3,000k 5/1/2005
85 Alee Capital Management, LLC
Mistral Program
2.55 2,500k 1/1/1999
84 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.65 1,000k 3/1/1998
83 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.66 1k 10/1/2006
82 Lynx Asset Management AB
Lynx Program
2.71 75k 5/1/2000
81 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
2.80 0k 11/1/1996
80 LJM Partners
LJM Aggressive Strategy
2.81 500k 7/1/1998
79 Estlander & Partners
Global Markets
2.89 10,000k 8/1/1999
78 Alee Capital Management, LLC
Poniente Program
2.94 2,500k 1/1/1999
77 Superfund Group
Superfund Blue SPC Class A (EUR)
2.99 50k 4/1/2005
76 FORT LP
Fort Global Contrarian
3.05 2,000k 10/1/2002
75 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
3.09 100k 1/1/2000
74 Crescent Bay Capital Management
Premium Stock Index Program
3.11 10k 10/1/2005
73 Romanesco Capital Management B.V
Persistence Program
3.12 5,000k 9/1/2005
72 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.15 1,000k 3/1/2003
71 Winton Capital Management
Diversified
3.24 50,000k 10/1/1997
70 Conquest Capital Group
Conquest Macro
3.28 250k 5/1/1999
69 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.32 10,000k 8/1/1999
68 Acorn Global Investments Inc.
Acorn Diversified Program
3.33 10k 7/1/2005
67 Saxon Investment Corporation
Diversified Program
3.37 3,000k 9/1/1988
66 Chesapeake Capital
Diversified (LV)
3.38 100k 2/1/1988
65 FORT LP
Fort Global Diversified
3.43 2,000k 10/1/1993
64 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.45 10,000k 8/1/2004
63 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
3.46 200k 11/1/1999
62 LJM Partners
LJM Preservation & Growth Strategy
3.50 250k 5/1/2006
61 DUNN Capital Management
DUNN Combined Fund (DCF)
3.60 100k 5/1/1989
60 Briarwood Capital Management, Inc.
Diversified Trading Program
3.63 3,000k 7/1/2001
59 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.63 1,000k 9/1/1997
58 Revolution Capital Management
Mosaic Program
3.66 10,000k 10/1/2006
57 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.68 10,000k 1/1/1995
56 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
3.75 1,000k 5/1/2006
55 Ancile Capital Management
Global Markets Program
3.97 2,000k 4/1/2005
54 Four Seasons Commodities Corp
Lone Star Program
4.29 300k 1/1/2005
53 Amplitude Capital International Limited
Dynamic Strategy
4.33 6/1/2005
52 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.35 100k 11/1/1984
51 Neural Capital Ltd
Sentinel Trading Program
4.39 2,000k 1/1/2006
50 Quality Capital Management
Global Diversified Programme
4.41 10,000k 12/1/1995
49 Clarke Capital Management
Millennium
4.46 1,000k 1/1/1998
48 Alder Capital DAC
Alder Global 10
4.60 2,500k 10/1/2000
47 Clarke Capital Management
Jupiter
4.70 3,000k 5/1/2005
46 Di Tomasso Group Inc.
Equilibrium Program
4.71 5,000k 1/1/2002
45 ISAM
ISAM Systematic Trend Fund
4.84 1,000k 6/1/2001
44 Kinkopf Capital Management
KCM S&P (Proprietary)
4.97 100k 1/1/1999
43 Robust Methods LLC
Macro Managed Account
4.98 5,000k 1/1/2005
42 Rabar Market Research
Diversified Program
5.17 2,000k 1/1/1989
41 Trigon Investment Advisors, LLC
Foreign Exchange Program
5.22 5,000k 8/1/2000
40 Four Seasons Commodities Corp
Hawkeye Spread Program
5.29 500k 3/1/2005
39 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
5.31 1,000k 10/1/2006
38 Dreiss Research Corporation
Diversified Program
5.36 1,000k 5/1/1991
37 Welton Investment Partners
Welton Global
5.47 10,000k 6/1/2004
36 Rhicon Currency Management
Rhicon Strategic Program
5.52 500k 1/1/2004
35 Estlander & Partners
Global XL
5.69 5,000k 8/1/1991
34 Clarke Capital Management
FX Plus
5.71 1,000k 5/1/2004
33 Clarke Capital Management
Global Magnum
5.84 100k 8/1/1997
32 Somers Brothers Capital
Diversified Futures Program #1
5.93 100k 1/1/2005
31 Eckhardt Trading Company
Evolution Strategies
5.95 20,000k 8/1/1991
30 Superfund Group
Superfund Green Gold C (SPC)
6.00 100k 10/1/2005
29 PRIM' Alternative Investment
PRIM Gold
6.52 10k 11/1/2005
28 Clarke Capital Management
Worldwide
6.56 250k 1/1/1996
27 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
6.60 5,000k 1/1/2005
26 Superfund Group
Superfund Green Gold A (SPC)
6.61 5k 10/1/2005
25 Superfund Group
Superfund Green Gold B (SPC)
6.75 50k 10/1/2005
24 Saxon Investment Corporation
Aggressive Diversified Program
6.94 2,000k 11/1/1993
23 Briarwood Capital Management, Inc.
Diversified 2XL
6.97 250k 11/1/2004
22 Range Wise
Investment Program
7.03 250k 2/1/1991
21 Revolution Capital Management
Alpha Fund
7.08 50k 1/1/2005
20 Eckhardt Trading Company
Evolution Strategies 1.2X
7.09 10,000k 10/1/1991
19 Southwest Managed Investments, LLC
Global Diversified
7.14 200k 1/1/2002
18 RAM Management Group
MRTP Aggressive
7.27 1,000k 2/1/1998
17 DUNN Capital Management
D'Best Futures Fund, L.P.
7.28 100k 6/1/1994
16 Kelly Angle Inc.
Genesis Program
7.80 2,000k 4/1/2000
15 Tactical Investment Management
Tactical Institutional Commodity Program
8.02 10,000k 4/1/1993
14 Strategic Ag Trading
SAT GRAINS
8.59 100k 4/1/2002
13 Schindler Capital Management, LLC
Dairy Advantage Program
9.25 200k 8/1/2005
12 Mark J. Walsh Company
Standard Program
9.85 2,000k 9/1/1985
11 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
9.92 500k 12/1/2003
10 Alder Capital DAC
Alder Global 20
10.00 2,500k 2/1/2001
9 Haar Capital Management
Discretionary Commodity Trading Program
10.12 250k 12/1/2005
8 Kottke Associates
Stockton Fundamental Ag
10.56 500k 1/1/2006
7 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
12.65 3,000k 10/1/1992
6 Strategic Ag Trading
Chatham
12.81 100k 1/1/2005
5 Quantum Leap Capital Management
Managed Account Program
13.88 300k 8/1/2006
4 Rosetta Capital Management
Rosetta Trading Program
14.81 100k 4/1/2000
3 Clarke Capital Management
Global Basic
17.25 50k 2/1/1996
2 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
19.63 2,000k 7/1/1992
1 Hawksbill Capital Management
Global Diversified
21.17 5,000k 11/1/1988

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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