IASG CTA Index For February 2006

Monthly Rankings

Rank CTA/Program Feb 2006 Min Inv Inception
154 Hawksbill Capital Management
Global Diversified
-15.11 5,000k 11/1/1988
153 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-14.66 2,000k 7/1/1992
152 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-9.28 3,000k 10/1/1992
151 Superfund Group
Superfund Green Gold C (SPC)
-8.38 100k 10/1/2005
150 Shield Plus LLC
Shield Plus Natural Gas
-7.90 50k 1/1/2004
149 Superfund Group
Superfund Green Gold B (SPC)
-7.40 50k 10/1/2005
148 Estlander & Partners
Global XL
-7.06 5,000k 8/1/1991
147 Covenant Capital Management
Aggressive Program
-6.77 3,000k 2/1/2004
146 Superfund Group
Superfund Green Master
-6.73 2,000k 5/1/2001
145 Mobius Asset Management
Diversified Program
-6.70 250k 3/1/2004
144 Tactical Investment Management
Tactical Institutional Commodity Program
-6.10 10,000k 4/1/1993
143 Superfund Group
Superfund Green Gold A (SPC)
-5.95 5k 10/1/2005
142 EMC Capital Advisors, LLC
Classic
-5.90 5,000k 1/1/1985
141 Mark J. Walsh Company
Standard Program
-5.84 2,000k 9/1/1985
140 Red Oak Commodity Advisors
Investment Program
-5.33 5,000k 12/1/1989
139 Strategic Ag Trading
Chatham
-5.06 100k 1/1/2005
138 Quality Capital Management
Global Diversified Programme
-5.00 10,000k 12/1/1995
137 Alee Capital Management, LLC
Mistral Program
-4.98 2,500k 1/1/1999
136 Superfund Group
Superfund Green L.P. Series B
-4.95 5k 10/1/2002
135 Amplitude Capital International Limited
Dynamic Strategy
-4.91 6/1/2005
134 Clarke Capital Management
Jupiter
-4.89 3,000k 5/1/2005
133 Clarke Capital Management
Global Magnum
-4.64 100k 8/1/1997
132 M.S. Capital Management
Global Diversified Program
-4.57 2,000k 11/1/1998
131 Superfund Group
Superfund Green GCT USD
-4.37 15k 1/1/2000
130 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.35 200k 11/1/1999
129 Covenant Capital Management
Original Program
-4.28 5,000k 9/1/1999
128 Estlander & Partners
Alpha Trend
-4.25 30,000k 10/1/1991
127 Beach Horizon LLP
Managed Account
-4.08 5,000k 5/1/2005
126 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-3.77 100k 3/1/2003
125 Heyden & Steindl GmbH
TOMAC2
-3.70 5,000k 3/1/2003
124 Mobius Asset Management
Custom Trading Program
-3.69 100k 1/1/2002
123 Superfund Group
Superfund Green L.P. Series A
-3.66 5k 10/1/2002
122 Clarke Capital Management
Millennium
-3.54 1,000k 1/1/1998
121 NuWave Investment Management, LLC
Combined Futures Portfolio
-3.50 5,000k 6/1/2001
120 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-3.48 0k 11/1/1996
119 Rabar Market Research
Diversified Program
-3.41 2,000k 1/1/1989
118 Mobius Asset Management
Energy Weighted Program
-3.40 250k 1/1/2005
117 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-3.38 100k 1/1/2005
116 NuWave Investment Management, LLC
NuWave Investment Partners LP
-3.38 250k 6/1/2001
115 Superfund Group
Superfund Blue SPC Class A (EUR)
-3.33 50k 4/1/2005
114 Superfund Group
Superfund Green Q-AG
-3.32 2k 3/1/1996
113 John Locke Investments
Cyril Systematic Program
-3.21 8,000k 7/1/2000
112 MERIT Alternative Investments GmbH
Futures Portfolio
-3.19 2,000k 6/1/1998
111 Conquest Capital Group
Conquest Select
-3.16 250k 6/1/2004
110 Estlander & Partners
Global Markets
-3.15 10,000k 8/1/1999
109 Robust Methods LLC
Macro Managed Account
-3.04 5,000k 1/1/2005
108 Alder Capital DAC
Alder Global 20
-2.99 2,500k 2/1/2001
107 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.98 100k 5/1/1989
106 Somers Brothers Capital
Diversified Futures Program #1
-2.90 100k 1/1/2005
105 DUNN Capital Management
D'Best Futures Fund, L.P.
-2.86 100k 6/1/1994
104 Rhicon Currency Management
Rhicon Strategic Program
-2.82 500k 1/1/2004
103 Mulvaney Capital Management
The Mulvaney Global Markets Program
-2.70 100k 5/1/1999
102 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.64 10,000k 10/1/1991
101 Winton Capital Management
Diversified
-2.58 50,000k 10/1/1997
100 Millburn Corporation
Commodity Program
-2.54 25,000k 3/1/2005
99 Dreiss Research Corporation
Diversified Program
-2.50 1,000k 5/1/1991
98 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.49 10,000k 1/1/1991
97 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.34 10,000k 8/1/2004
96 Welton Investment Partners
Welton Global
-2.33 10,000k 6/1/2004
95 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.30 10,000k 8/1/1999
94 Haar Capital Management
Discretionary Commodity Trading Program
-2.26 250k 12/1/2005
93 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.26 10,000k 1/1/1995
92 Romanesco Capital Management B.V
Persistence Program
-2.13 5,000k 9/1/2005
91 Eckhardt Trading Company
Evolution Strategies
-2.13 20,000k 8/1/1991
90 Clarke Capital Management
FX Plus
-2.13 1,000k 5/1/2004
89 Parizek Capital
Futures Trading Program
-2.08 500k 4/1/2000
88 PRIM' Alternative Investment
PRIM Gold
-2.04 10k 11/1/2005
87 Clarke Capital Management
Worldwide
-1.99 250k 1/1/1996
86 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-1.98 1,000k 1/1/2006
85 Eclipse Capital Management
Global Monetary
-1.92 5,000k 8/1/1990
84 Neural Capital Ltd
Sentinel Trading Program
-1.92 2,000k 1/1/2006
83 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-1.91 5,000k 1/1/2005
82 Northfield Trading
Diversified
-1.80 2,000k 7/1/1989
81 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.67 10,000k 2/1/1999
80 Abraham Trading Company
Diversified Program
-1.53 10,000k 1/1/1988
79 Hyman Beck and Company
Global Portfolio
-1.50 1,000k 3/1/1991
78 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.41 1,000k 3/1/1998
77 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.37 100k 11/1/1984
76 Xplor Capital Management, LLC
Global CTA Program
-1.31 1,500k 7/1/2004
75 FORT LP
Fort Global Diversified
-1.28 2,000k 10/1/1993
74 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.24 1,000k 9/1/1997
73 Quantica Capital AG
Quantica Managed Futures
-1.20 5,000k 1/1/2005
72 Alder Capital DAC
Alder Global 10
-1.13 2,500k 10/1/2000
71 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.11 5,000k 8/1/2000
70 Clarke Capital Management
Global Basic
-0.97 50k 2/1/1996
69 Conquest Capital Group
Conquest Macro
-0.94 250k 5/1/1999
68 ISAM
ISAM Systematic Trend Fund
-0.92 1,000k 6/1/2001
67 Dominion Capital
Sapphire Program
-0.91 3,000k 5/1/2005
66 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.90 5,000k 10/1/1996
65 Revolution Capital Management
Alpha Fund
-0.86 50k 1/1/2005
64 Millburn Corporation
Diversified Program
-0.82 20,000k 2/1/1977
63 Chesapeake Capital
Diversified (LV)
-0.70 100k 2/1/1988
62 Drury Capital
Diversified Trend-Following Program
-0.69 5,000k 5/1/1997
61 KMJ Investments
KMJ Investments
-0.68 1,000k 8/1/1994
60 Mondiale Asset Management
Mondiale Trading Program
-0.56 0k 9/1/1997
59 FORT LP
Fort Global Contrarian
-0.39 2,000k 10/1/2002
58 Millburn Corporation
Multi-Markets Program
-0.34 25,000k 10/1/2004
57 Spectrum Asset Management LLC
Global Diversified
-0.26 2,000k 1/1/2001
56 Saxon Investment Corporation
Diversified Program
-0.26 3,000k 9/1/1988
55 Molinero Capital Management LLP
Global Markets Program
-0.25 2,000k 7/1/2005
54 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.16 1,000k 3/1/2003
53 Lynx Asset Management AB
Lynx Program
-0.13 75k 5/1/2000
52 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.04 1/1/1989
51 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
0.00 10,000k 2/1/2006
50 Blackwater Capital Management
Global Program
0.05 5,000k 7/1/2005
49 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.12 10,000k 4/1/2003
48 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.14 500k 1/1/2006
47 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.25 10,000k 1/1/2001
46 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.25 1,000k 1/1/1999
45 Acorn Global Investments Inc.
Acorn Diversified Program
0.27 10k 7/1/2005
44 Claughton Capital
Auto-Reactive Positioning
0.28 1,000k 10/1/2005
43 Warrington Asset Management
Warrington Strategic Program
0.41 50k 1/1/1997
42 Witter & Lester, Inc.
Redstone
0.43 500k 9/1/1994
41 Kinkopf Capital Management
KCM S&P (Proprietary)
0.49 100k 1/1/1999
40 Manning & Napier
MN Xenon Global Fixed Income Program
0.52 2,000k 8/1/2004
39 Kelly Angle Inc.
Genesis Program
0.55 2,000k 4/1/2000
38 IKOS
The IKOS Hedge Fund
0.58 10,000k 7/1/1998
37 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.63 1,000k 1/1/2005
36 Saxon Investment Corporation
Aggressive Diversified Program
0.67 2,000k 11/1/1993
35 Rhicon Currency Management
Rhicon Systematic Currency Program
0.75 3,000k 1/1/2004
34 Range Wise
Investment Program
0.90 250k 2/1/1991
33 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.98 10,000k 4/1/2004
32 Red Rock Capital, LLC
Systematic Global Macro
0.99 500k 9/1/2003
31 C-View Limited
Currency Managed Account Program
1.00 5,000k 10/1/1996
30 Kottke Associates
Stockton Fundamental Ag
1.05 500k 1/1/2006
29 Systematic Alpha Management
Systematic Alpha Futures Program
1.08 100k 6/1/2004
28 Ansbacher Investment Management
Market Neutral Put Skew Program
1.08 250k 1/1/1996
27 Briarwood Capital Management, Inc.
Diversified Trading Program
1.09 3,000k 7/1/2001
26 Rosetta Capital Management
Rosetta Trading Program
1.17 100k 4/1/2000
25 Briarwood Capital Management, Inc.
Diversified 2XL
1.49 250k 11/1/2004
24 Crescent Bay Capital Management
Premium Stock Index Program
1.50 10k 10/1/2005
23 M6 Capital Management LLC
Standard Program
1.50 300k 7/1/2005
22 Rivoli Fund Management
Rivoli International Fund (V9)
1.58 5,000k 1/1/2002
21 Quantitative Investment Management
Quantitative Global Program
1.60 20,000k 10/1/2003
20 Di Tomasso Group Inc.
Equilibrium Program
1.94 5,000k 1/1/2002
19 Four Seasons Commodities Corp
Lone Star Program
1.98 300k 1/1/2005
18 RAM Management Group
RAM MRTP 1X-Conservative
2.07 1,000k 9/1/1993
17 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.09 500k 12/1/2003
16 Alee Capital Management, LLC
Poniente Program
2.27 2,500k 1/1/1999
15 Ancile Capital Management
Global Markets Program
2.49 2,000k 4/1/2005
14 Southwest Managed Investments, LLC
Global Diversified
2.55 200k 1/1/2002
13 Crabel Capital Management
Crabel Multi-Product
2.59 1,000k 3/1/1998
12 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.76 1,000k 1/1/2006
11 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.91 100k 1/1/2000
10 Keck Capital Management LLC
The Keck Program
3.20 2,000k 12/1/2003
9 LJM Partners
LJM Moderately Aggressive Strategy
3.23 500k 4/1/2003
8 Jaguar Investments Ltd
Vario Capital Strategy
3.36 1,000k 5/1/2016
7 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.80 400k 1/1/1988
6 LJM Partners
LJM Aggressive Strategy
4.00 500k 7/1/1998
5 Four Seasons Commodities Corp
Hawkeye Spread Program
4.15 500k 3/1/2005
4 Strategic Ag Trading
SAT GRAINS
4.80 100k 4/1/2002
3 RAM Management Group
MRTP Aggressive
6.54 1,000k 2/1/1998
2 Dendrich Ltd
QEP
23.36 50k 12/1/2005
1 Schindler Capital Management, LLC
Dairy Advantage Program
47.51 200k 8/1/2005

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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