IASG CTA Index For March 2006

Monthly Rankings

Rank CTA/Program Mar 2006 Min Inv Inception
155 Alder Capital DAC
Alder Global 20
-7.20 2,500k 2/1/2001
154 Clarke Capital Management
Global Basic
-7.06 50k 2/1/1996
153 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.29 10,000k 10/1/1991
152 Briarwood Capital Management, Inc.
Diversified 2XL
-4.43 250k 11/1/2004
151 Eckhardt Trading Company
Evolution Strategies
-4.36 20,000k 8/1/1991
150 Alee Capital Management, LLC
Poniente Program
-4.32 2,500k 1/1/1999
149 Hawksbill Capital Management
Global Diversified
-3.63 5,000k 11/1/1988
148 Alder Capital DAC
Alder Global 10
-3.40 2,500k 10/1/2000
147 Estlander & Partners
Global XL
-3.22 5,000k 8/1/1991
146 Conquest Capital Group
Conquest Macro
-3.01 250k 5/1/1999
145 Di Tomasso Group Inc.
Equilibrium Program
-2.99 5,000k 1/1/2002
144 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.62 3,000k 7/1/2001
143 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.32 5,000k 8/1/2000
142 Kinkopf Capital Management
KCM S&P (Proprietary)
-2.22 100k 1/1/1999
141 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.15 100k 1/1/2000
140 Jaguar Investments Ltd
Vario Capital Strategy
-1.86 1,000k 5/1/2016
139 John Locke Investments
Cyril Systematic Program
-1.30 8,000k 7/1/2000
138 Estlander & Partners
Global Markets
-1.30 10,000k 8/1/1999
137 Mobius Asset Management
Energy Weighted Program
-1.09 250k 1/1/2005
136 Blackwater Capital Management
Global Program
-0.97 5,000k 7/1/2005
135 RAM Management Group
MRTP Aggressive
-0.90 1,000k 2/1/1998
134 Saxon Investment Corporation
Diversified Program
-0.77 3,000k 9/1/1988
133 Clarke Capital Management
Global Magnum
-0.75 100k 8/1/1997
132 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.63 10,000k 1/1/2001
131 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.59 1,000k 1/1/1999
130 Mobius Asset Management
Custom Trading Program
-0.58 100k 1/1/2002
129 Saxon Investment Corporation
Aggressive Diversified Program
-0.54 2,000k 11/1/1993
128 Alee Capital Management, LLC
Mistral Program
-0.53 2,500k 1/1/1999
127 Rhicon Currency Management
Rhicon Strategic Program
-0.48 500k 1/1/2004
126 KMJ Investments
KMJ Investments
-0.31 1,000k 8/1/1994
125 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-0.26 100k 3/1/2003
124 RAM Management Group
RAM MRTP 1X-Conservative
-0.25 1,000k 9/1/1993
123 Southwest Managed Investments, LLC
Global Diversified
-0.22 200k 1/1/2002
122 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-0.21 5,000k 1/1/2005
121 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.03 10,000k 4/1/2003
120 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.00 10,000k 3/1/2006
119 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.09 1,000k 3/1/1998
118 FORT LP
Fort Global Contrarian
0.10 2,000k 10/1/2002
117 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.26 10,000k 4/1/2004
116 Parizek Capital
Futures Trading Program
0.34 500k 4/1/2000
115 Drury Capital
Diversified Trend-Following Program
0.37 5,000k 5/1/1997
114 Four Seasons Commodities Corp
Lone Star Program
0.41 300k 1/1/2005
113 Covenant Capital Management
Original Program
0.52 5,000k 9/1/1999
112 Witter & Lester, Inc.
Redstone
0.54 500k 9/1/1994
111 Covenant Capital Management
Aggressive Program
0.57 3,000k 2/1/2004
110 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.60 1,000k 1/1/2005
109 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
0.64 10,000k 2/1/2006
108 Clarke Capital Management
Millennium
0.64 1,000k 1/1/1998
107 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.66 10,000k 8/1/2004
106 Transtrend B.V.
DTP – Standard Risk (EUR)
0.72 10,000k 2/1/1999
105 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.76 10,000k 8/1/1999
104 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.84 250k 6/1/2001
103 NuWave Investment Management, LLC
Combined Futures Portfolio
0.85 5,000k 6/1/2001
102 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.89 10,000k 1/1/1995
101 Clarke Capital Management
Jupiter
0.91 3,000k 5/1/2005
100 Dominion Capital
Sapphire Program
0.96 3,000k 5/1/2005
99 Mobius Asset Management
Diversified Program
1.01 250k 3/1/2004
98 Northfield Trading
Diversified
1.10 2,000k 7/1/1989
97 Ansbacher Investment Management
Market Neutral Put Skew Program
1.19 250k 1/1/1996
96 Somers Brothers Capital
Diversified Futures Program #1
1.20 100k 1/1/2005
95 Systematic Alpha Management
Systematic Alpha Futures Program
1.20 100k 6/1/2004
94 C-View Limited
Currency Managed Account Program
1.25 5,000k 10/1/1996
93 Red Rock Capital, LLC
Systematic Global Macro
1.32 500k 9/1/2003
92 Amplitude Capital International Limited
Dynamic Strategy
1.37 6/1/2005
91 FORT LP
Fort Global Diversified
1.39 2,000k 10/1/1993
90 Mondiale Asset Management
Mondiale Trading Program
1.41 0k 9/1/1997
89 Quantitative Investment Management
Quantitative Global Program
1.48 20,000k 10/1/2003
88 Manning & Napier
MN Xenon Global Fixed Income Program
1.50 2,000k 8/1/2004
87 Range Wise
Investment Program
1.51 250k 2/1/1991
86 Claughton Capital
Auto-Reactive Positioning
1.60 1,000k 10/1/2005
85 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.75 10,000k 1/1/1991
84 Robust Methods LLC
Macro Managed Account
1.83 5,000k 1/1/2005
83 Warrington Asset Management
Warrington Strategic Program
1.94 50k 1/1/1997
82 IKOS
The IKOS Hedge Fund
2.01 10,000k 7/1/1998
81 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.14 1,000k 9/1/1997
80 Kottke Associates
Stockton Fundamental Ag
2.25 500k 1/1/2006
79 Superfund Group
Superfund Green Q-AG
2.32 2k 3/1/1996
78 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
2.42 1,000k 1/1/2006
77 Haar Capital Management
Discretionary Commodity Trading Program
2.47 250k 12/1/2005
76 Millburn Corporation
Diversified Program
2.47 20,000k 2/1/1977
75 Strategic Ag Trading
SAT GRAINS
2.64 100k 4/1/2002
74 Crabel Capital Management
Crabel Multi-Product
2.72 1,000k 3/1/1998
73 Conquest Capital Group
Conquest Select
2.76 250k 6/1/2004
72 Superfund Group
Superfund Blue SPC Class A (EUR)
2.95 50k 4/1/2005
71 PRIM' Alternative Investment
PRIM Gold
3.00 10k 11/1/2005
70 LJM Partners
LJM Moderately Aggressive Strategy
3.06 500k 4/1/2003
69 Crescent Bay Capital Management
Premium Stock Index Program
3.15 10k 10/1/2005
68 Sunrise Capital Partners
Sunrise Expanded Diversified Program
3.20 1/1/1989
67 MERIT Alternative Investments GmbH
Futures Portfolio
3.29 2,000k 6/1/1998
66 Lynx Asset Management AB
Lynx Program
3.44 75k 5/1/2000
65 ITB Capital Management, LLC
ITB Premium Fund I, LTD
3.47 1,000k 1/1/2006
64 Rhicon Currency Management
Rhicon Systematic Currency Program
3.48 3,000k 1/1/2004
63 Shield Plus LLC
Shield Plus Natural Gas
3.51 50k 1/1/2004
62 M6 Capital Management LLC
Standard Program
3.52 300k 7/1/2005
61 Molinero Capital Management LLP
Global Markets Program
3.57 2,000k 7/1/2005
60 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.61 400k 1/1/1988
59 Clarke Capital Management
Worldwide
3.64 250k 1/1/1996
58 Dendrich Ltd
QEP
3.71 50k 12/1/2005
57 Clarke Capital Management
FX Plus
3.78 1,000k 5/1/2004
56 Rabar Market Research
Diversified Program
3.82 2,000k 1/1/1989
55 Millburn Corporation
Multi-Markets Program
3.85 25,000k 10/1/2004
54 Schindler Capital Management, LLC
Dairy Advantage Program
3.85 200k 8/1/2005
53 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.85 1,000k 3/1/2003
52 LJM Partners
LJM Aggressive Strategy
4.00 500k 7/1/1998
51 Romanesco Capital Management B.V
Persistence Program
4.00 5,000k 9/1/2005
50 Winton Capital Management
Diversified
4.01 50,000k 10/1/1997
49 Superfund Group
Superfund Green Master
4.14 2,000k 5/1/2001
48 Rivoli Fund Management
Rivoli International Fund (V9)
4.21 5,000k 1/1/2002
47 Millburn Corporation
Commodity Program
4.24 25,000k 3/1/2005
46 Superfund Group
Superfund Green GCT USD
4.33 15k 1/1/2000
45 Mark J. Walsh Company
Standard Program
4.43 2,000k 9/1/1985
44 Superfund Group
Superfund Green L.P. Series A
4.48 5k 10/1/2002
43 Four Seasons Commodities Corp
Hawkeye Spread Program
4.65 500k 3/1/2005
42 Rivoli Fund Management
Rivoli International Fund (MAP)
4.81 5,000k 10/1/1996
41 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
4.85 500k 12/1/2003
40 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
4.99 500k 1/1/2006
39 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
5.01 100k 1/1/2005
38 Estlander & Partners
Alpha Trend
5.07 30,000k 10/1/1991
37 Quality Capital Management
Global Diversified Programme
5.11 10,000k 12/1/1995
36 Ancile Capital Management
Global Markets Program
5.16 2,000k 4/1/2005
35 Revolution Capital Management
Alpha Fund
5.19 50k 1/1/2005
34 Quantica Capital AG
Quantica Managed Futures
5.20 5,000k 1/1/2005
33 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.30 0k 11/1/1996
32 Chesapeake Capital
Diversified (LV)
5.37 100k 2/1/1988
31 Eclipse Capital Management
Global Monetary
5.47 5,000k 8/1/1990
30 Abraham Trading Company
Diversified Program
5.71 10,000k 1/1/1988
29 Heyden & Steindl GmbH
TOMAC2
5.98 5,000k 3/1/2003
28 Spectrum Asset Management LLC
Global Diversified
6.02 2,000k 1/1/2001
27 Superfund Group
Superfund Green L.P. Series B
6.32 5k 10/1/2002
26 Superfund Group
Superfund Green Gold A (SPC)
6.56 5k 10/1/2005
25 Beach Horizon LLP
Managed Account
6.73 5,000k 5/1/2005
24 Tactical Investment Management
Tactical Institutional Commodity Program
6.94 10,000k 4/1/1993
23 Acorn Global Investments Inc.
Acorn Diversified Program
7.04 10k 7/1/2005
22 Welton Investment Partners
Welton Global
7.30 10,000k 6/1/2004
21 EMC Capital Advisors, LLC
Classic
7.60 5,000k 1/1/1985
20 Superfund Group
Superfund Green Gold B (SPC)
8.13 50k 10/1/2005
19 Keck Capital Management LLC
The Keck Program
8.83 2,000k 12/1/2003
18 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
9.33 3,000k 10/1/1992
17 Superfund Group
Superfund Green Gold C (SPC)
9.34 100k 10/1/2005
16 Strategic Ag Trading
Chatham
9.38 100k 1/1/2005
15 DUNN Capital Management
D'Best Futures Fund, L.P.
9.49 100k 6/1/1994
14 ISAM
ISAM Systematic Trend Fund
9.51 1,000k 6/1/2001
13 Neural Capital Ltd
Sentinel Trading Program
9.70 2,000k 1/1/2006
12 Kelly Angle Inc.
Genesis Program
10.69 2,000k 4/1/2000
11 Hyman Beck and Company
Global Portfolio
10.77 1,000k 3/1/1991
10 Xplor Capital Management, LLC
Global CTA Program
10.92 1,500k 7/1/2004
9 Rosetta Capital Management
Rosetta Trading Program
10.97 100k 4/1/2000
8 Red Oak Commodity Advisors
Investment Program
11.26 5,000k 12/1/1989
7 DUNN Capital Management
DUNN Combined Fund (DCF)
11.41 100k 5/1/1989
6 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
12.42 100k 11/1/1984
5 Dreiss Research Corporation
Diversified Program
12.65 1,000k 5/1/1991
4 Mulvaney Capital Management
The Mulvaney Global Markets Program
13.05 100k 5/1/1999
3 M.S. Capital Management
Global Diversified Program
13.84 2,000k 11/1/1998
2 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
14.22 2,000k 7/1/1992
1 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
17.30 200k 11/1/1999

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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