IASG CTA Index For May 2006

Monthly Rankings

Rank CTA/Program May 2006 Min Inv Inception
159 Superfund Group
Superfund Green Gold C (SPC)
-13.83 100k 10/1/2005
158 Superfund Group
Superfund Green Gold B (SPC)
-10.94 50k 10/1/2005
157 Superfund Group
Superfund Green L.P. Series B
-10.37 5k 10/1/2002
156 Dendrich Ltd
QEP
-9.74 50k 12/1/2005
155 Estlander & Partners
Global XL
-9.62 5,000k 8/1/1991
154 Superfund Group
Superfund Green GCT USD
-9.42 15k 1/1/2000
153 Covenant Capital Management
Aggressive Program
-8.71 3,000k 2/1/2004
152 Schindler Capital Management, LLC
Dairy Advantage Program
-8.15 200k 8/1/2005
151 Superfund Group
Superfund Green Gold A (SPC)
-7.87 5k 10/1/2005
150 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-7.78 100k 11/1/1984
149 Kinkopf Capital Management
KCM S&P (Proprietary)
-7.66 100k 1/1/1999
148 Superfund Group
Superfund Green Master
-7.64 2,000k 5/1/2001
147 Superfund Group
Superfund Green L.P. Series A
-7.57 5k 10/1/2002
146 Robust Methods LLC
Macro Managed Account
-7.52 5,000k 1/1/2005
145 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-6.37 0k 11/1/1996
144 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.94 100k 5/1/1989
143 Millburn Corporation
Diversified Program
-5.78 20,000k 2/1/1977
142 Acorn Global Investments Inc.
Acorn Diversified Program
-5.78 10k 7/1/2005
141 Ancile Capital Management
Global Markets Program
-5.78 2,000k 4/1/2005
140 Superfund Group
Superfund Green Q-AG
-5.27 2k 3/1/1996
139 Estlander & Partners
Global Markets
-5.24 10,000k 8/1/1999
138 Amplitude Capital International Limited
Dynamic Strategy
-5.22 6/1/2005
137 Covenant Capital Management
Original Program
-5.15 5,000k 9/1/1999
136 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-4.98 500k 1/1/2006
135 RAM Management Group
MRTP Aggressive
-4.87 1,000k 2/1/1998
134 DUNN Capital Management
D'Best Futures Fund, L.P.
-4.86 100k 6/1/1994
133 Millburn Corporation
Multi-Markets Program
-4.79 25,000k 10/1/2004
132 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-4.35 2,000k 7/1/1992
131 Mulvaney Capital Management
The Mulvaney Global Markets Program
-4.27 100k 5/1/1999
130 Rivoli Fund Management
Rivoli International Fund (V9)
-4.18 5,000k 1/1/2002
129 Quantica Capital AG
Quantica Managed Futures
-4.00 5,000k 1/1/2005
128 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.96 10,000k 8/1/2004
127 Strategic Ag Trading
SAT GRAINS
-3.96 100k 4/1/2002
126 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-3.95 500k 12/1/2003
125 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.92 10,000k 8/1/1999
124 ISAM
ISAM Systematic Trend Fund
-3.81 1,000k 6/1/2001
123 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.78 10,000k 1/1/1995
122 Eclipse Capital Management
Global Monetary
-3.56 5,000k 8/1/1990
121 FORT LP
Fort Global Contrarian
-3.51 2,000k 10/1/2002
120 Kottke Associates
Stockton Fundamental Ag
-3.38 500k 1/1/2006
119 Molinero Capital Management LLP
Global Markets Program
-3.36 2,000k 7/1/2005
118 Romanesco Capital Management B.V
Persistence Program
-3.24 5,000k 9/1/2005
117 M6 Capital Management LLC
Standard Program
-2.97 300k 7/1/2005
116 Winton Capital Management
Diversified
-2.94 50,000k 10/1/1997
115 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-2.93 5,000k 1/1/2005
114 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-2.87 1,000k 1/1/2006
113 Kelly Angle Inc.
Genesis Program
-2.85 2,000k 4/1/2000
112 Neural Capital Ltd
Sentinel Trading Program
-2.74 2,000k 1/1/2006
111 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.62 10,000k 2/1/1999
110 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-2.57 3,000k 10/1/1992
109 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-2.49 10,000k 2/1/2006
108 FORT LP
Fort Global Diversified
-2.48 2,000k 10/1/1993
107 Quality Capital Management
Global Diversified Programme
-2.46 10,000k 12/1/1995
106 Mark J. Walsh Company
Standard Program
-2.26 2,000k 9/1/1985
105 Alee Capital Management, LLC
Poniente Program
-2.26 2,500k 1/1/1999
104 Rivoli Fund Management
Rivoli International Fund (MAP)
-2.16 5,000k 10/1/1996
103 Drury Capital
Diversified Trend-Following Program
-2.15 5,000k 5/1/1997
102 LJM Partners
LJM Moderately Aggressive Strategy
-2.01 500k 4/1/2003
101 Rhicon Currency Management
Rhicon Strategic Program
-1.98 500k 1/1/2004
100 Range Wise
Investment Program
-1.96 250k 2/1/1991
99 Beach Horizon LLP
Managed Account
-1.87 5,000k 5/1/2005
98 LJM Partners
LJM Aggressive Strategy
-1.86 500k 7/1/1998
97 PRIM' Alternative Investment
PRIM Gold
-1.80 10k 11/1/2005
96 Shield Plus LLC
Shield Plus Natural Gas
-1.77 50k 1/1/2004
95 Crescent Bay Capital Management
Premium Stock Index Program
-1.75 10k 10/1/2005
94 Abraham Trading Company
Diversified Program
-1.70 10,000k 1/1/1988
93 RAM Management Group
RAM MRTP 1X-Conservative
-1.67 1,000k 9/1/1993
92 Dominion Capital
Sapphire Program
-1.62 3,000k 5/1/2005
91 Clarke Capital Management
FX Plus
-1.55 1,000k 5/1/2004
90 Chesapeake Capital
Diversified (LV)
-1.50 100k 2/1/1988
89 Northfield Trading
Diversified
-1.50 2,000k 7/1/1989
88 Hawksbill Capital Management
Global Diversified
-1.36 5,000k 11/1/1988
87 Rhicon Currency Management
Rhicon Systematic Currency Program
-1.27 3,000k 1/1/2004
86 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.00 1,000k 3/1/2003
85 Manning & Napier
MN Xenon Global Fixed Income Program
-0.92 2,000k 8/1/2004
84 Welton Investment Partners
Welton Global
-0.83 10,000k 6/1/2004
83 Rabar Market Research
Diversified Program
-0.82 2,000k 1/1/1989
82 IKOS
The IKOS Hedge Fund
-0.76 10,000k 7/1/1998
81 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.68 100k 1/1/2005
80 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.64 10,000k 4/1/2004
79 Ansbacher Investment Management
Market Neutral Put Skew Program
-0.50 250k 1/1/1996
78 Four Seasons Commodities Corp
Lone Star Program
-0.38 300k 1/1/2005
77 Revolution Capital Management
Alpha Fund
-0.33 50k 1/1/2005
76 C-View Limited
Currency Managed Account Program
-0.19 5,000k 10/1/1996
75 Witter & Lester, Inc.
Redstone
-0.18 500k 9/1/1994
74 Mondiale Asset Management
Mondiale Trading Program
-0.13 0k 9/1/1997
73 Xplor Capital Management, LLC
Global CTA Program
-0.08 1,500k 7/1/2004
71 LJM Partners
LJM Preservation & Growth Strategy
0.00 250k 5/1/2006
72 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.00 1,000k 5/1/2006
70 Blackwater Capital Management
Global Program
0.04 5,000k 7/1/2005
69 Estlander & Partners
Alpha Trend
0.05 30,000k 10/1/1991
68 Dreiss Research Corporation
Diversified Program
0.06 1,000k 5/1/1991
67 Red Oak Commodity Advisors
Investment Program
0.14 5,000k 12/1/1989
66 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.20 1,000k 1/1/1999
65 Rosetta Capital Management
Rosetta Trading Program
0.32 100k 4/1/2000
64 Clarke Capital Management
Global Basic
0.36 50k 2/1/1996
63 Spectrum Asset Management LLC
Global Diversified
0.56 2,000k 1/1/2001
62 Millburn Corporation
Commodity Program
0.58 25,000k 3/1/2005
61 Conquest Capital Group
Conquest Select
0.74 250k 6/1/2004
60 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.75 1,500k 4/1/2006
59 Heyden & Steindl GmbH
TOMAC2
0.76 5,000k 3/1/2003
58 Southwest Managed Investments, LLC
Global Diversified
0.78 200k 1/1/2002
57 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.85 1/1/1989
56 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.86 10,000k 1/1/1991
55 Clarke Capital Management
Jupiter
0.89 3,000k 5/1/2005
54 Warrington Asset Management
Warrington Strategic Program
0.93 50k 1/1/1997
53 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.97 250k 6/1/2001
52 NuWave Investment Management, LLC
Combined Futures Portfolio
0.99 5,000k 6/1/2001
51 Tactical Investment Management
Tactical Institutional Commodity Program
1.00 10,000k 4/1/1993
50 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
1.05 1,000k 1/1/2005
49 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.08 10,000k 4/1/2003
48 MERIT Alternative Investments GmbH
Futures Portfolio
1.09 2,000k 6/1/1998
47 Alder Capital DAC
Alder Global 10
1.10 2,500k 10/1/2000
46 EMC Capital Advisors, LLC
Classic
1.20 5,000k 1/1/1985
45 KMJ Investments
KMJ Investments
1.21 1,000k 8/1/1994
44 Eckhardt Trading Company
Evolution Strategies 1.2X
1.29 10,000k 10/1/1991
43 Eckhardt Trading Company
Evolution Strategies
1.34 20,000k 8/1/1991
42 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.38 100k 1/1/2000
41 Red Rock Capital, LLC
Systematic Global Macro
1.49 500k 9/1/2003
40 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.52 10,000k 3/1/2006
39 Superfund Group
Superfund Blue SPC Class A (EUR)
1.55 50k 4/1/2005
38 Keck Capital Management LLC
The Keck Program
1.69 2,000k 12/1/2003
37 Hyman Beck and Company
Global Portfolio
1.73 1,000k 3/1/1991
36 Alder Capital DAC
Alder Global 20
1.80 2,500k 2/1/2001
35 Mobius Asset Management
Energy Weighted Program
1.91 250k 1/1/2005
34 Lynx Asset Management AB
Lynx Program
1.92 75k 5/1/2000
33 John Locke Investments
Cyril Systematic Program
1.97 8,000k 7/1/2000
32 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
1.99 100k 3/1/2003
31 Claughton Capital
Auto-Reactive Positioning
2.14 1,000k 10/1/2005
30 Clarke Capital Management
Millennium
2.15 1,000k 1/1/1998
29 Parizek Capital
Futures Trading Program
2.21 500k 4/1/2000
28 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.29 1,000k 9/1/1997
27 Saxon Investment Corporation
Diversified Program
2.35 3,000k 9/1/1988
26 Clarke Capital Management
Worldwide
2.62 250k 1/1/1996
25 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.65 400k 1/1/1988
24 Crabel Capital Management
Crabel Multi-Product
2.70 1,000k 3/1/1998
23 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
2.78 10,000k 1/1/2001
22 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
3.23 1,000k 3/1/1998
21 Haar Capital Management
Discretionary Commodity Trading Program
3.28 250k 12/1/2005
20 Systematic Alpha Management
Systematic Alpha Futures Program
3.37 100k 6/1/2004
19 Trigon Investment Advisors, LLC
Foreign Exchange Program
3.38 5,000k 8/1/2000
18 Di Tomasso Group Inc.
Equilibrium Program
3.41 5,000k 1/1/2002
17 Parizek Capital
Currency Program
3.64 1,000k 4/1/2006
16 Saxon Investment Corporation
Aggressive Diversified Program
3.79 2,000k 11/1/1993
15 Briarwood Capital Management, Inc.
Diversified Trading Program
3.93 3,000k 7/1/2001
14 Strategic Ag Trading
Chatham
4.18 100k 1/1/2005
13 M.S. Capital Management
Global Diversified Program
4.30 2,000k 11/1/1998
12 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
4.33 1,000k 1/1/2006
11 Mobius Asset Management
Custom Trading Program
5.00 100k 1/1/2002
10 Quantitative Investment Management
Quantitative Global Program
5.02 20,000k 10/1/2003
9 Conquest Capital Group
Conquest Macro
5.35 250k 5/1/1999
8 Alee Capital Management, LLC
Mistral Program
5.44 2,500k 1/1/1999
7 Somers Brothers Capital
Diversified Futures Program #1
5.90 100k 1/1/2005
6 Mobius Asset Management
Diversified Program
6.68 250k 3/1/2004
5 Clarke Capital Management
Global Magnum
6.69 100k 8/1/1997
4 Briarwood Capital Management, Inc.
Diversified 2XL
6.69 250k 11/1/2004
3 Four Seasons Commodities Corp
Hawkeye Spread Program
6.89 500k 3/1/2005
2 Jaguar Investments Ltd
Vario Capital Strategy
9.58 1,000k 5/1/2016
1 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
17.18 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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