IASG CTA Index For June 2006

Monthly Rankings

Rank CTA/Program Jun 2006 Min Inv Inception
161 RAM Management Group
MRTP Aggressive
-22.62 1,000k 2/1/1998
160 Mark J. Walsh Company
Standard Program
-10.21 2,000k 9/1/1985
159 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-9.58 2,000k 7/1/1992
158 Kelly Angle Inc.
Genesis Program
-9.34 2,000k 4/1/2000
157 Superfund Group
Superfund Green Gold C (SPC)
-8.70 100k 10/1/2005
156 John Locke Investments
Cyril Systematic Program
-7.85 8,000k 7/1/2000
155 Superfund Group
Superfund Green Gold B (SPC)
-7.78 50k 10/1/2005
154 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.25 100k 5/1/1989
153 RAM Management Group
RAM MRTP 1X-Conservative
-7.24 1,000k 9/1/1993
152 Superfund Group
Superfund Green Gold A (SPC)
-7.02 5k 10/1/2005
151 Clarke Capital Management
Jupiter
-6.85 3,000k 5/1/2005
150 M.S. Capital Management
Global Diversified Program
-6.60 2,000k 11/1/1998
149 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-6.49 3,000k 10/1/1992
148 Clarke Capital Management
FX Plus
-6.47 1,000k 5/1/2004
147 Range Wise
Investment Program
-6.28 250k 2/1/1991
146 Southwest Managed Investments, LLC
Global Diversified
-6.14 200k 1/1/2002
145 Mulvaney Capital Management
The Mulvaney Global Markets Program
-6.10 100k 5/1/1999
144 Superfund Group
Superfund Green Master
-5.99 2,000k 5/1/2001
143 Rosetta Capital Management
Rosetta Trading Program
-5.89 100k 4/1/2000
142 Estlander & Partners
Global XL
-5.88 5,000k 8/1/1991
141 Strategic Ag Trading
SAT GRAINS
-5.81 100k 4/1/2002
140 Welton Investment Partners
Welton Global
-5.76 10,000k 6/1/2004
139 Clarke Capital Management
Worldwide
-5.39 250k 1/1/1996
138 PRIM' Alternative Investment
PRIM Gold
-5.23 10k 11/1/2005
137 Parizek Capital
Futures Trading Program
-5.23 500k 4/1/2000
136 Strategic Ag Trading
Chatham
-5.22 100k 1/1/2005
135 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.21 100k 6/1/1994
134 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-5.07 100k 1/1/2005
133 Estlander & Partners
Alpha Trend
-5.05 30,000k 10/1/1991
132 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-4.63 100k 1/1/2000
131 Heyden & Steindl GmbH
TOMAC2
-4.52 5,000k 3/1/2003
130 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.40 200k 11/1/1999
129 Acorn Global Investments Inc.
Acorn Diversified Program
-4.32 10k 7/1/2005
128 Conquest Capital Group
Conquest Select
-4.08 250k 6/1/2004
127 Clarke Capital Management
Global Magnum
-4.02 100k 8/1/1997
126 Xplor Capital Management, LLC
Global CTA Program
-4.01 1,500k 7/1/2004
125 Rabar Market Research
Diversified Program
-3.94 2,000k 1/1/1989
124 Beach Horizon LLP
Managed Account
-3.75 5,000k 5/1/2005
123 Revolution Capital Management
Alpha Fund
-3.71 50k 1/1/2005
122 Superfund Group
Superfund Green GCT USD
-3.70 15k 1/1/2000
121 Clarke Capital Management
Millennium
-3.62 1,000k 1/1/1998
120 Red Oak Commodity Advisors
Investment Program
-3.48 5,000k 12/1/1989
119 ISAM
ISAM Systematic Trend Fund
-3.42 1,000k 6/1/2001
118 Quantica Capital AG
Quantica Managed Futures
-3.40 5,000k 1/1/2005
117 Saxon Investment Corporation
Aggressive Diversified Program
-3.20 2,000k 11/1/1993
116 Northfield Trading
Diversified
-3.20 2,000k 7/1/1989
115 Mobius Asset Management
Custom Trading Program
-3.06 100k 1/1/2002
114 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.93 1,500k 4/1/2006
113 Estlander & Partners
Global Markets
-2.92 10,000k 8/1/1999
112 Clarke Capital Management
Global Basic
-2.80 50k 2/1/1996
111 Dreiss Research Corporation
Diversified Program
-2.80 1,000k 5/1/1991
110 Millburn Corporation
Commodity Program
-2.80 25,000k 3/1/2005
109 Alee Capital Management, LLC
Poniente Program
-2.73 2,500k 1/1/1999
108 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.68 10,000k 1/1/1991
107 Tactical Investment Management
Tactical Institutional Commodity Program
-2.61 10,000k 4/1/1993
106 EMC Capital Advisors, LLC
Classic
-2.40 5,000k 1/1/1985
105 Abraham Trading Company
Diversified Program
-2.32 10,000k 1/1/1988
104 Quantitative Investment Management
Quantitative Global Program
-2.31 20,000k 10/1/2003
103 Briarwood Capital Management, Inc.
Diversified 2XL
-2.29 250k 11/1/2004
102 W.G. Wealth Guardian Ltd.
SAFI2 Program
-2.19 1,000k 9/1/1997
101 Superfund Group
Superfund Green Q-AG
-2.14 2k 3/1/1996
100 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.09 0k 11/1/1996
99 Red Rock Capital, LLC
Systematic Global Macro
-2.07 500k 9/1/2003
98 Lynx Asset Management AB
Lynx Program
-2.07 75k 5/1/2000
97 Conquest Capital Group
Conquest Macro
-2.03 250k 5/1/1999
96 Hawksbill Capital Management
Global Diversified
-1.99 5,000k 11/1/1988
95 Saxon Investment Corporation
Diversified Program
-1.87 3,000k 9/1/1988
94 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.65 5,000k 8/1/2000
93 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.63 100k 11/1/1984
92 Hyman Beck and Company
Global Portfolio
-1.62 1,000k 3/1/1991
91 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-1.56 10,000k 8/1/2004
90 Robust Methods LLC
Macro Managed Account
-1.54 5,000k 1/1/2005
89 Millburn Corporation
Diversified Program
-1.54 20,000k 2/1/1977
88 Millburn Corporation
Multi-Markets Program
-1.51 25,000k 10/1/2004
87 Somers Brothers Capital
Diversified Futures Program #1
-1.50 100k 1/1/2005
86 Alee Capital Management, LLC
Mistral Program
-1.48 2,500k 1/1/1999
85 Mobius Asset Management
Diversified Program
-1.43 250k 3/1/2004
84 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.41 3,000k 7/1/2001
83 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.37 10,000k 8/1/1999
82 Drury Capital
Diversified Trend-Following Program
-1.28 5,000k 5/1/1997
81 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.26 10,000k 1/1/1995
80 Claughton Capital
Auto-Reactive Positioning
-1.25 1,000k 10/1/2005
79 Covenant Capital Management
Original Program
-1.22 5,000k 9/1/1999
78 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.20 500k 1/1/2006
77 Kottke Associates
Stockton Fundamental Ag
-1.20 500k 1/1/2006
76 NuWave Investment Management, LLC
Combined Futures Portfolio
-1.18 5,000k 6/1/2001
75 Winton Capital Management
Diversified
-1.17 50,000k 10/1/1997
74 Superfund Group
Superfund Blue SPC Class A (EUR)
-1.15 50k 4/1/2005
73 NuWave Investment Management, LLC
NuWave Investment Partners LP
-1.07 250k 6/1/2001
72 Four Seasons Commodities Corp
Lone Star Program
-0.97 300k 1/1/2005
71 Covenant Capital Management
Aggressive Program
-0.92 3,000k 2/1/2004
70 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.91 1/1/1989
69 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.90 10,000k 2/1/1999
68 Jaguar Investments Ltd
Vario Capital Strategy
-0.86 1,000k 5/1/2016
67 Chesapeake Capital
Diversified (LV)
-0.74 100k 2/1/1988
66 M6 Capital Management LLC
Standard Program
-0.66 300k 7/1/2005
65 MERIT Alternative Investments GmbH
Futures Portfolio
-0.61 2,000k 6/1/1998
64 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.59 10,000k 1/1/2001
63 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.58 1,000k 1/1/2006
62 Shield Plus LLC
Shield Plus Natural Gas
-0.49 50k 1/1/2004
61 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.49 1,000k 1/1/1999
60 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-0.47 5,000k 1/1/2005
59 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.37 10,000k 3/1/2006
58 Superfund Group
Superfund Green L.P. Series A
-0.33 5k 10/1/2002
57 Dominion Capital
Sapphire Program
-0.31 3,000k 5/1/2005
56 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.27 5,000k 10/1/1996
55 Spectrum Asset Management LLC
Global Diversified
-0.22 2,000k 1/1/2001
54 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.17 10,000k 4/1/2004
53 Quality Capital Management
Global Diversified Programme
-0.13 10,000k 12/1/1995
52 Ansbacher Investment Management
Market Neutral Put Skew Program
-0.09 250k 1/1/1996
51 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.09 100k 1/1/1999
49 Manning & Napier
MN Xenon Managed Futures (2x) Program
0.00 5,000k 6/1/2006
50 HPX Financial LLC
HPX Old School Program
0.00 200k 6/1/2006
48 IKOS
The IKOS Hedge Fund
0.15 10,000k 7/1/1998
47 FORT LP
Fort Global Diversified
0.19 2,000k 10/1/1993
46 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.20 400k 1/1/1988
45 Rhicon Currency Management
Rhicon Strategic Program
0.22 500k 1/1/2004
44 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
0.26 10,000k 2/1/2006
43 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.28 1,000k 3/1/2003
42 Superfund Group
Superfund Green L.P. Series B
0.29 5k 10/1/2002
41 Molinero Capital Management LLP
Global Markets Program
0.30 2,000k 7/1/2005
40 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.51 1,000k 3/1/1998
39 Crabel Capital Management
Crabel Multi-Product
0.55 1,000k 3/1/1998
38 Witter & Lester, Inc.
Redstone
0.59 500k 9/1/1994
37 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.64 10,000k 4/1/2003
36 Systematic Alpha Management
Systematic Alpha Futures Program
0.80 100k 6/1/2004
35 Eclipse Capital Management
Global Monetary
0.84 5,000k 8/1/1990
34 C-View Limited
Currency Managed Account Program
0.93 5,000k 10/1/1996
33 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.94 1,000k 1/1/2005
32 FORT LP
Fort Global Contrarian
0.98 2,000k 10/1/2002
31 Di Tomasso Group Inc.
Equilibrium Program
1.01 5,000k 1/1/2002
30 Manning & Napier
MN Xenon Global Fixed Income Program
1.23 2,000k 8/1/2004
29 Blackwater Capital Management
Global Program
1.35 5,000k 7/1/2005
28 Ancile Capital Management
Global Markets Program
1.38 2,000k 4/1/2005
27 LJM Partners
LJM Preservation & Growth Strategy
1.39 250k 5/1/2006
26 Amplitude Capital International Limited
Dynamic Strategy
1.44 6/1/2005
25 Haar Capital Management
Discretionary Commodity Trading Program
1.49 250k 12/1/2005
24 Alder Capital DAC
Alder Global 10
1.60 2,500k 10/1/2000
23 Warrington Asset Management
Warrington Strategic Program
1.65 50k 1/1/1997
22 ITB Capital Management, LLC
ITB Premium Fund I, LTD
1.78 1,000k 1/1/2006
21 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
1.82 500k 12/1/2003
20 Eckhardt Trading Company
Evolution Strategies
1.83 20,000k 8/1/1991
19 Rhicon Currency Management
Rhicon Systematic Currency Program
2.05 3,000k 1/1/2004
18 Eckhardt Trading Company
Evolution Strategies 1.2X
2.06 10,000k 10/1/1991
17 Mondiale Asset Management
Mondiale Trading Program
2.22 0k 9/1/1997
16 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
2.29 100k 3/1/2003
15 Keck Capital Management LLC
The Keck Program
2.39 2,000k 12/1/2003
14 Crescent Bay Capital Management
Premium Stock Index Program
2.41 10k 10/1/2005
13 Rivoli Fund Management
Rivoli International Fund (V9)
2.48 5,000k 1/1/2002
12 Parizek Capital
Currency Program
3.01 1,000k 4/1/2006
11 Alder Capital DAC
Alder Global 20
3.10 2,500k 2/1/2001
10 KMJ Investments
KMJ Investments
3.82 1,000k 8/1/1994
9 Four Seasons Commodities Corp
Hawkeye Spread Program
3.84 500k 3/1/2005
8 LJM Partners
LJM Moderately Aggressive Strategy
4.29 500k 4/1/2003
7 Mobius Asset Management
Energy Weighted Program
4.48 250k 1/1/2005
6 Romanesco Capital Management B.V
Persistence Program
4.55 5,000k 9/1/2005
5 LJM Partners
LJM Aggressive Strategy
4.55 500k 7/1/1998
4 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
4.63 1,000k 5/1/2006
3 Neural Capital Ltd
Sentinel Trading Program
6.72 2,000k 1/1/2006
2 Schindler Capital Management, LLC
Dairy Advantage Program
6.85 200k 8/1/2005
1 Dendrich Ltd
QEP
12.91 50k 12/1/2005

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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