IASG CTA Index For December 2006

Monthly Rankings

Rank CTA/Program Dec 2006 Min Inv Inception
166 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-14.28 2,000k 7/1/1992
165 Clarke Capital Management
Global Basic
-13.01 50k 2/1/1996
164 Kelly Angle Inc.
Genesis Program
-11.04 2,000k 4/1/2000
163 Mark J. Walsh Company
Standard Program
-10.93 2,000k 9/1/1985
162 Parizek Capital
Currency Program
-10.36 1,000k 4/1/2006
161 Saxon Investment Corporation
Aggressive Diversified Program
-10.15 2,000k 11/1/1993
160 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-9.35 3,000k 10/1/1992
159 Clarke Capital Management
Worldwide
-8.05 250k 1/1/1996
158 Clarke Capital Management
Global Magnum
-7.82 100k 8/1/1997
157 Clarke Capital Management
FX Plus
-7.34 1,000k 5/1/2004
156 Southwest Managed Investments, LLC
Global Diversified
-6.35 200k 1/1/2002
155 Heyden & Steindl GmbH
TOMAC2
-6.14 5,000k 3/1/2003
154 Hawksbill Capital Management
Global Diversified
-6.11 5,000k 11/1/1988
153 Saxon Investment Corporation
Diversified Program
-5.52 3,000k 9/1/1988
152 John Locke Investments
Cyril Systematic Program
-5.39 8,000k 7/1/2000
151 Strategic Ag Trading
Chatham
-5.29 100k 1/1/2005
150 Quantum Leap Capital Management
Managed Account Program
-5.18 300k 8/1/2006
149 Somers Brothers Capital
Diversified Futures Program #1
-4.86 100k 1/1/2005
148 Mobius Asset Management
Custom Trading Program
-4.39 100k 1/1/2002
147 Kottke Associates
Stockton Fundamental Ag
-4.35 500k 1/1/2006
146 Tactical Investment Management
Tactical Institutional Commodity Program
-3.79 10,000k 4/1/1993
145 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.68 1,500k 4/1/2006
144 Briarwood Capital Management, Inc.
Diversified 2XL
-3.59 250k 11/1/2004
143 Kinkopf Capital Management
KCM S&P (Proprietary)
-3.47 100k 1/1/1999
142 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-3.13 1,000k 10/1/2006
141 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.10 10,000k 10/1/1991
140 Amplitude Capital International Limited
Dynamic Strategy
-3.02 6/1/2005
139 Rhicon Currency Management
Rhicon Systematic Currency Program
-2.97 3,000k 1/1/2004
138 Strategic Ag Trading
SAT GRAINS
-2.92 100k 4/1/2002
137 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-2.69 200k 11/1/1999
136 Estlander & Partners
Global XL
-2.67 5,000k 8/1/1991
135 Superfund Group
Superfund Blue SPC Class A (EUR)
-2.42 50k 4/1/2005
134 Eckhardt Trading Company
Evolution Strategies
-2.33 20,000k 8/1/1991
133 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.26 3,000k 7/1/2001
132 PRIM' Alternative Investment
PRIM Gold
-2.16 10k 11/1/2005
131 Range Wise
Investment Program
-2.08 250k 2/1/1991
130 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-1.71 100k 3/1/2003
129 Red Rock Capital, LLC
Systematic Global Macro
-1.69 500k 9/1/2003
128 Rabar Market Research
Diversified Program
-1.69 2,000k 1/1/1989
127 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.64 1,000k 3/1/1998
126 Quality Capital Management
Global Diversified Programme
-1.54 10,000k 12/1/1995
125 Estlander & Partners
Global Markets
-1.27 10,000k 8/1/1999
124 Estlander & Partners
Alpha Trend
-1.21 30,000k 10/1/1991
123 Quantitative Investment Management
Quantitative Global Program
-1.16 20,000k 10/1/2003
122 MERIT Alternative Investments GmbH
Futures Portfolio
-1.04 2,000k 6/1/1998
121 Rhicon Currency Management
Rhicon Strategic Program
-0.93 500k 1/1/2004
120 DUNN Capital Management
DUNN Combined Fund (DCF)
-0.91 100k 5/1/1989
119 Welton Investment Partners
Welton Global
-0.85 10,000k 6/1/2004
118 Red Oak Commodity Advisors
Investment Program
-0.84 5,000k 12/1/1989
117 Crabel Capital Management
Crabel Multi-Product
-0.72 1,000k 3/1/1998
116 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.62 5,000k 8/1/2000
115 Revolution Capital Management
Mosaic Program
-0.59 10,000k 10/1/2006
114 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.58 400k 1/1/1988
113 Di Tomasso Group Inc.
Equilibrium Program
-0.56 5,000k 1/1/2002
112 Dominion Capital
Sapphire Program
-0.55 3,000k 5/1/2005
111 Northfield Trading
Diversified
-0.50 2,000k 7/1/1989
110 Jaguar Investments Ltd
Vario Capital Strategy
-0.27 1,000k 5/1/2016
109 Witter & Lester, Inc.
Redstone
-0.26 500k 9/1/1994
108 M6 Capital Management LLC
Standard Program
-0.25 300k 7/1/2005
107 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.21 1,000k 1/1/1999
106 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.21 10,000k 3/1/2006
105 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.06 10,000k 4/1/2003
104 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-0.06 1,000k 1/1/2005
103 DUNN Capital Management
D'Best Futures Fund, L.P.
-0.03 100k 6/1/1994
102 EMC Capital Advisors, LLC
Classic
0.00 5,000k 1/1/1985
101 Mobius Asset Management
Energy Weighted Program
0.01 250k 1/1/2005
100 Clarke Capital Management
Jupiter
0.04 3,000k 5/1/2005
99 M.S. Capital Management
Global Diversified Program
0.07 2,000k 11/1/1998
98 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
0.09 1,000k 1/1/2006
97 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.13 5,000k 1/1/2005
96 C-View Limited
Currency Managed Account Program
0.14 5,000k 10/1/1996
95 KMJ Investments
KMJ Investments
0.17 1,000k 8/1/1994
94 Alee Capital Management, LLC
Mistral Program
0.23 2,500k 1/1/1999
93 ISAM
ISAM Systematic Trend Fund
0.28 1,000k 6/1/2001
92 Millburn Corporation
Commodity Program
0.29 25,000k 3/1/2005
91 Alee Capital Management, LLC
Poniente Program
0.33 2,500k 1/1/1999
90 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.39 100k 1/1/2005
89 Four Seasons Commodities Corp
Lone Star Program
0.43 300k 1/1/2005
88 Shield Plus LLC
Shield Plus Natural Gas
0.49 50k 1/1/2004
87 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.50 1k 10/1/2006
86 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.54 1,000k 5/1/2006
85 Quantica Capital AG
Quantica Managed Futures
0.60 5,000k 1/1/2005
84 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.64 10,000k 4/1/2004
83 Conquest Capital Group
Conquest Macro
0.64 250k 5/1/1999
82 Ansbacher Investment Management
Market Neutral Put Skew Program
0.66 250k 1/1/1996
81 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.68 500k 1/1/2006
80 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.77 10,000k 1/1/1991
79 Robust Methods LLC
Macro Managed Account
0.85 5,000k 1/1/2005
78 Mondiale Asset Management
Mondiale Trading Program
0.87 0k 9/1/1997
77 Hyman Beck and Company
Global Portfolio
0.92 1,000k 3/1/1991
76 Warrington Asset Management
Warrington Strategic Program
0.98 50k 1/1/1997
75 FORT LP
Fort Global Contrarian
0.99 2,000k 10/1/2002
74 FORT LP
Fort Global Diversified
1.01 2,000k 10/1/1993
73 Clarke Capital Management
Millennium
1.06 1,000k 1/1/1998
72 Lynx Asset Management AB
Lynx Program
1.19 75k 5/1/2000
71 Parizek Capital
Futures Trading Program
1.21 500k 4/1/2000
70 RAM Management Group
RAM MRTP 1X-Conservative
1.23 1,000k 9/1/1993
69 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
1.28 500k 12/1/2003
68 ITB Capital Management, LLC
ITB Premium Fund I, LTD
1.32 1,000k 1/1/2006
67 Conquest Capital Group
Conquest Select
1.36 250k 6/1/2004
66 Spectrum Asset Management LLC
Global Diversified
1.36 2,000k 1/1/2001
65 Covenant Capital Management
Original Program
1.40 5,000k 9/1/1999
64 Abraham Trading Company
Diversified Program
1.41 10,000k 1/1/1988
63 Claughton Capital
Auto-Reactive Positioning
1.50 1,000k 10/1/2005
62 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.60 100k 5/1/1999
61 Romanesco Capital Management B.V
Persistence Program
1.60 5,000k 9/1/2005
60 LJM Partners
LJM Preservation & Growth Strategy
1.73 250k 5/1/2006
59 Systematic Alpha Management
Systematic Alpha Futures Program
1.84 100k 6/1/2004
58 Haar Capital Management
Discretionary Commodity Trading Program
1.88 250k 12/1/2005
57 Mobius Asset Management
Diversified Program
1.90 250k 3/1/2004
56 Manning & Napier
MN Xenon Global Fixed Income Program
2.00 2,000k 8/1/2004
55 Beach Horizon LLP
Managed Account
2.06 5,000k 5/1/2005
54 Winton Capital Management
Diversified
2.14 50,000k 10/1/1997
53 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.16 1,000k 9/1/1997
52 IKOS
The IKOS Hedge Fund
2.18 10,000k 7/1/1998
51 Dreiss Research Corporation
Diversified Program
2.21 1,000k 5/1/1991
50 Crescent Bay Capital Management
Premium Stock Index Program
2.25 10k 10/1/2005
49 Xplor Capital Management, LLC
Global CTA Program
2.31 1,500k 7/1/2004
48 Sunrise Capital Partners
Sunrise Expanded Diversified Program
2.39 1/1/1989
47 Alder Capital DAC
Alder Global 10
2.40 2,500k 10/1/2000
46 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
2.48 10,000k 2/1/2006
45 Arcanum Asset Management
Equity Index Option Program (Prop)
2.67 500k 7/1/2006
44 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.95 100k 1/1/2000
43 LJM Partners
LJM Moderately Aggressive Strategy
3.02 500k 4/1/2003
42 Acorn Global Investments Inc.
Acorn Diversified Program
3.03 10k 7/1/2005
41 Transtrend B.V.
DTP – Standard Risk (EUR)
3.09 10,000k 2/1/1999
40 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
3.33 10,000k 1/1/2001
39 Chesapeake Capital
Diversified (LV)
3.35 100k 2/1/1988
38 Drury Capital
Diversified Trend-Following Program
3.38 5,000k 5/1/1997
37 LJM Partners
LJM Aggressive Strategy
3.38 500k 7/1/1998
36 Alder Capital DAC
Alder Global 20
3.40 2,500k 2/1/2001
35 Rosetta Capital Management
Rosetta Trading Program
3.40 100k 4/1/2000
34 Manning & Napier
MN Xenon Managed Futures (2x) Program
3.45 5,000k 6/1/2006
33 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.49 1,000k 3/1/2003
32 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.70 0k 11/1/1996
31 Rivoli Fund Management
Rivoli International Fund (MAP)
3.73 5,000k 10/1/1996
30 Four Seasons Commodities Corp
Hawkeye Spread Program
3.77 500k 3/1/2005
29 Blackwater Capital Management
Global Program
3.85 5,000k 7/1/2005
28 Covenant Capital Management
Aggressive Program
4.15 3,000k 2/1/2004
27 Keck Capital Management LLC
The Keck Program
4.55 2,000k 12/1/2003
26 RAM Management Group
MRTP Aggressive
4.67 1,000k 2/1/1998
25 Millburn Corporation
Multi-Markets Program
4.71 25,000k 10/1/2004
24 NuWave Investment Management, LLC
Combined Futures Portfolio
4.74 5,000k 6/1/2001
23 Schindler Capital Management, LLC
Dairy Advantage Program
4.82 200k 8/1/2005
22 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.93 250k 6/1/2001
21 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.29 10,000k 1/1/1995
20 Millburn Corporation
Diversified Program
5.30 20,000k 2/1/1977
19 Revolution Capital Management
Alpha Fund
5.34 50k 1/1/2005
18 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.46 10,000k 8/1/1999
17 Transtrend B.V.
DTP – Enhanced Risk (JPY)
5.53 10,000k 8/1/2004
16 Eclipse Capital Management
Global Monetary
6.13 5,000k 8/1/1990
15 Molinero Capital Management LLP
Global Markets Program
6.28 2,000k 7/1/2005
14 Ancile Capital Management
Global Markets Program
6.59 2,000k 4/1/2005
13 Rivoli Fund Management
Rivoli International Fund (V9)
6.60 5,000k 1/1/2002
12 Neural Capital Ltd
Sentinel Trading Program
6.73 2,000k 1/1/2006
11 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
8.41 100k 11/1/1984
10 Superfund Group
Superfund Green Gold A (SPC)
8.45 5k 10/1/2005
9 HPX Financial LLC
HPX Old School Program
9.15 200k 6/1/2006
8 Superfund Group
Superfund Green Q-AG
9.43 2k 3/1/1996
7 Dendrich Ltd
QEP
10.12 50k 12/1/2005
6 Superfund Group
Superfund Green L.P. Series A
11.36 5k 10/1/2002
5 Superfund Group
Superfund Green Gold B (SPC)
12.94 50k 10/1/2005
4 Superfund Group
Superfund Green L.P. Series B
16.14 5k 10/1/2002
3 Superfund Group
Superfund Green GCT USD
16.36 15k 1/1/2000
2 Superfund Group
Superfund Green Master
18.91 2,000k 5/1/2001
1 Superfund Group
Superfund Green Gold C (SPC)
18.95 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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