IASG CTA Index For April 2006

Monthly Rankings

Rank CTA/Program Apr 2006 Min Inv Inception
157 Quantitative Investment Management
Quantitative Global Program
-2.15 20,000k 10/1/2003
156 Rivoli Fund Management
Rivoli International Fund (V9)
-1.44 5,000k 1/1/2002
155 Superfund Group
Superfund Blue SPC Class A (EUR)
-1.43 50k 4/1/2005
154 Schindler Capital Management, LLC
Dairy Advantage Program
-1.29 200k 8/1/2005
153 Revolution Capital Management
Alpha Fund
-1.21 50k 1/1/2005
152 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-1.08 1,000k 1/1/1999
151 IKOS
The IKOS Hedge Fund
-0.95 10,000k 7/1/1998
150 Mondiale Asset Management
Mondiale Trading Program
-0.84 0k 9/1/1997
149 RAM Management Group
MRTP Aggressive
-0.72 1,000k 2/1/1998
148 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.35 1,000k 1/1/2006
147 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-0.33 1,000k 1/1/2005
146 Dominion Capital
Sapphire Program
-0.24 3,000k 5/1/2005
145 RAM Management Group
RAM MRTP 1X-Conservative
-0.23 1,000k 9/1/1993
144 Rosetta Capital Management
Rosetta Trading Program
-0.13 100k 4/1/2000
143 Strategic Ag Trading
SAT GRAINS
-0.06 100k 4/1/2002
142 KMJ Investments
KMJ Investments
-0.03 1,000k 8/1/1994
141 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.00 1,500k 4/1/2006
140 Parizek Capital
Currency Program
0.00 1,000k 4/1/2006
139 Covenant Capital Management
Aggressive Program
0.04 3,000k 2/1/2004
138 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.27 5,000k 1/1/2005
137 Manning & Napier
MN Xenon Global Fixed Income Program
0.33 2,000k 8/1/2004
136 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.33 10,000k 4/1/2003
135 Haar Capital Management
Discretionary Commodity Trading Program
0.36 250k 12/1/2005
134 Covenant Capital Management
Original Program
0.37 5,000k 9/1/1999
133 Witter & Lester, Inc.
Redstone
0.44 500k 9/1/1994
132 Systematic Alpha Management
Systematic Alpha Futures Program
0.45 100k 6/1/2004
131 Alder Capital DAC
Alder Global 10
0.56 2,500k 10/1/2000
130 Crabel Capital Management
Crabel Multi-Product
0.60 1,000k 3/1/1998
129 Estlander & Partners
Global Markets
0.61 10,000k 8/1/1999
128 FORT LP
Fort Global Contrarian
0.62 2,000k 10/1/2002
127 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.64 10,000k 4/1/2004
126 Kottke Associates
Stockton Fundamental Ag
0.70 500k 1/1/2006
125 Range Wise
Investment Program
0.75 250k 2/1/1991
124 Mobius Asset Management
Custom Trading Program
0.80 100k 1/1/2002
123 Ansbacher Investment Management
Market Neutral Put Skew Program
0.88 250k 1/1/1996
122 ITB Capital Management, LLC
ITB Premium Fund I, LTD
0.92 1,000k 1/1/2006
121 Transtrend B.V.
DTP – Standard Risk (EUR)
1.06 10,000k 2/1/1999
120 FORT LP
Fort Global Diversified
1.14 2,000k 10/1/1993
119 Alder Capital DAC
Alder Global 20
1.23 2,500k 2/1/2001
118 Dendrich Ltd
QEP
1.46 50k 12/1/2005
117 Warrington Asset Management
Warrington Strategic Program
1.47 50k 1/1/1997
116 Shield Plus LLC
Shield Plus Natural Gas
1.56 50k 1/1/2004
115 Parizek Capital
Futures Trading Program
1.60 500k 4/1/2000
114 Four Seasons Commodities Corp
Lone Star Program
1.72 300k 1/1/2005
113 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.74 10,000k 8/1/1999
112 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.77 10,000k 8/1/2004
111 Estlander & Partners
Global XL
1.88 5,000k 8/1/1991
110 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.94 10,000k 1/1/1995
109 Red Rock Capital, LLC
Systematic Global Macro
1.98 500k 9/1/2003
108 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.05 1,000k 3/1/1998
107 Rhicon Currency Management
Rhicon Systematic Currency Program
2.13 3,000k 1/1/2004
106 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
2.33 10,000k 2/1/2006
105 Ancile Capital Management
Global Markets Program
2.33 2,000k 4/1/2005
104 Romanesco Capital Management B.V
Persistence Program
2.36 5,000k 9/1/2005
103 Drury Capital
Diversified Trend-Following Program
2.38 5,000k 5/1/1997
102 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.42 400k 1/1/1988
101 C-View Limited
Currency Managed Account Program
2.47 5,000k 10/1/1996
100 LJM Partners
LJM Moderately Aggressive Strategy
2.56 500k 4/1/2003
99 Jaguar Investments Ltd
Vario Capital Strategy
2.58 1,000k 5/1/2016
98 Clarke Capital Management
Global Basic
2.66 50k 2/1/1996
97 Abraham Trading Company
Diversified Program
2.75 10,000k 1/1/1988
96 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.97 250k 6/1/2001
95 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.15 1,000k 9/1/1997
94 MERIT Alternative Investments GmbH
Futures Portfolio
3.19 2,000k 6/1/1998
93 Chesapeake Capital
Diversified (LV)
3.19 100k 2/1/1988
92 NuWave Investment Management, LLC
Combined Futures Portfolio
3.23 5,000k 6/1/2001
91 Lynx Asset Management AB
Lynx Program
3.24 75k 5/1/2000
90 Rhicon Currency Management
Rhicon Strategic Program
3.24 500k 1/1/2004
89 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
3.32 500k 1/1/2006
88 LJM Partners
LJM Aggressive Strategy
3.34 500k 7/1/1998
87 Sunrise Capital Partners
Sunrise Expanded Diversified Program
3.45 1/1/1989
86 Mobius Asset Management
Energy Weighted Program
3.47 250k 1/1/2005
85 Superfund Group
Superfund Green Q-AG
3.51 2k 3/1/1996
84 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
3.67 10,000k 1/1/2001
83 Acorn Global Investments Inc.
Acorn Diversified Program
3.78 10k 7/1/2005
82 Rivoli Fund Management
Rivoli International Fund (MAP)
3.89 5,000k 10/1/1996
81 Briarwood Capital Management, Inc.
Diversified Trading Program
3.94 3,000k 7/1/2001
80 M6 Capital Management LLC
Standard Program
4.07 300k 7/1/2005
79 Millburn Corporation
Diversified Program
4.08 20,000k 2/1/1977
78 Crescent Bay Capital Management
Premium Stock Index Program
4.14 10k 10/1/2005
77 Robust Methods LLC
Macro Managed Account
4.16 5,000k 1/1/2005
76 Millburn Corporation
Multi-Markets Program
4.22 25,000k 10/1/2004
75 Spectrum Asset Management LLC
Global Diversified
4.26 2,000k 1/1/2001
74 Amplitude Capital International Limited
Dynamic Strategy
4.66 6/1/2005
73 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.66 1,000k 3/1/2003
72 Superfund Group
Superfund Green GCT USD
4.66 15k 1/1/2000
71 Rotella Capital Management
Rotella Orion (Short-Term) Program
4.69 10,000k 3/1/2006
70 Molinero Capital Management LLP
Global Markets Program
4.86 2,000k 7/1/2005
69 Eckhardt Trading Company
Evolution Strategies
4.92 20,000k 8/1/1991
68 Kinkopf Capital Management
KCM S&P (Proprietary)
4.95 100k 1/1/1999
67 Four Seasons Commodities Corp
Hawkeye Spread Program
5.31 500k 3/1/2005
66 Quantica Capital AG
Quantica Managed Futures
5.50 5,000k 1/1/2005
65 Eckhardt Trading Company
Evolution Strategies 1.2X
5.63 10,000k 10/1/1991
64 Winton Capital Management
Diversified
5.66 50,000k 10/1/1997
63 Di Tomasso Group Inc.
Equilibrium Program
5.71 5,000k 1/1/2002
62 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
5.71 100k 1/1/2000
61 Superfund Group
Superfund Green L.P. Series A
5.79 5k 10/1/2002
60 Trigon Investment Advisors, LLC
Foreign Exchange Program
6.10 5,000k 8/1/2000
59 Alee Capital Management, LLC
Poniente Program
6.22 2,500k 1/1/1999
58 Northfield Trading
Diversified
6.30 2,000k 7/1/1989
57 Briarwood Capital Management, Inc.
Diversified 2XL
6.44 250k 11/1/2004
56 Eclipse Capital Management
Global Monetary
6.52 5,000k 8/1/1990
55 Clarke Capital Management
FX Plus
6.72 1,000k 5/1/2004
54 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
6.77 0k 11/1/1996
53 Rotella Capital Management
Rotella Polaris Program (Diversified)
6.99 10,000k 1/1/1991
52 Millburn Corporation
Commodity Program
7.37 25,000k 3/1/2005
51 Mobius Asset Management
Diversified Program
7.50 250k 3/1/2004
50 Saxon Investment Corporation
Diversified Program
7.74 3,000k 9/1/1988
49 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
7.79 100k 1/1/2005
48 Estlander & Partners
Alpha Trend
7.86 30,000k 10/1/1991
47 Keck Capital Management LLC
The Keck Program
7.94 2,000k 12/1/2003
46 Neural Capital Ltd
Sentinel Trading Program
8.00 2,000k 1/1/2006
45 Superfund Group
Superfund Green L.P. Series B
8.31 5k 10/1/2002
44 Claughton Capital
Auto-Reactive Positioning
8.34 1,000k 10/1/2005
43 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
8.59 500k 12/1/2003
42 Rabar Market Research
Diversified Program
8.85 2,000k 1/1/1989
41 Hyman Beck and Company
Global Portfolio
8.99 1,000k 3/1/1991
40 ISAM
ISAM Systematic Trend Fund
9.08 1,000k 6/1/2001
39 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
9.11 100k 3/1/2003
38 Xplor Capital Management, LLC
Global CTA Program
9.21 1,500k 7/1/2004
37 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.38 100k 11/1/1984
36 M.S. Capital Management
Global Diversified Program
9.51 2,000k 11/1/1998
35 Beach Horizon LLP
Managed Account
9.63 5,000k 5/1/2005
34 Superfund Group
Superfund Green Master
9.66 2,000k 5/1/2001
33 Clarke Capital Management
Global Magnum
10.19 100k 8/1/1997
32 Conquest Capital Group
Conquest Select
10.36 250k 6/1/2004
31 Welton Investment Partners
Welton Global
10.77 10,000k 6/1/2004
30 Strategic Ag Trading
Chatham
10.95 100k 1/1/2005
29 Clarke Capital Management
Jupiter
11.38 3,000k 5/1/2005
28 Somers Brothers Capital
Diversified Futures Program #1
11.40 100k 1/1/2005
27 PRIM' Alternative Investment
PRIM Gold
11.42 10k 11/1/2005
26 Mulvaney Capital Management
The Mulvaney Global Markets Program
11.46 100k 5/1/1999
25 Blackwater Capital Management
Global Program
11.60 5,000k 7/1/2005
24 Conquest Capital Group
Conquest Macro
11.64 250k 5/1/1999
23 Dreiss Research Corporation
Diversified Program
12.86 1,000k 5/1/1991
22 DUNN Capital Management
DUNN Combined Fund (DCF)
13.25 100k 5/1/1989
21 Red Oak Commodity Advisors
Investment Program
13.67 5,000k 12/1/1989
20 Kelly Angle Inc.
Genesis Program
14.73 2,000k 4/1/2000
19 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
15.05 3,000k 10/1/1992
18 DUNN Capital Management
D'Best Futures Fund, L.P.
15.20 100k 6/1/1994
17 Saxon Investment Corporation
Aggressive Diversified Program
15.27 2,000k 11/1/1993
16 Southwest Managed Investments, LLC
Global Diversified
15.73 200k 1/1/2002
15 Tactical Investment Management
Tactical Institutional Commodity Program
15.83 10,000k 4/1/1993
14 EMC Capital Advisors, LLC
Classic
16.10 5,000k 1/1/1985
13 Heyden & Steindl GmbH
TOMAC2
16.15 5,000k 3/1/2003
12 John Locke Investments
Cyril Systematic Program
16.63 8,000k 7/1/2000
11 Quality Capital Management
Global Diversified Programme
16.83 10,000k 12/1/1995
10 Superfund Group
Superfund Green Gold A (SPC)
17.13 5k 10/1/2005
9 Alee Capital Management, LLC
Mistral Program
17.18 2,500k 1/1/1999
8 Superfund Group
Superfund Green Gold B (SPC)
18.53 50k 10/1/2005
7 Clarke Capital Management
Worldwide
18.95 250k 1/1/1996
6 Superfund Group
Superfund Green Gold C (SPC)
19.33 100k 10/1/2005
5 Clarke Capital Management
Millennium
20.25 1,000k 1/1/1998
4 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
23.00 2,000k 7/1/1992
3 Mark J. Walsh Company
Standard Program
23.68 2,000k 9/1/1985
2 Hawksbill Capital Management
Global Diversified
26.13 5,000k 11/1/1988
1 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
35.72 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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