IASG CTA Index For July 2006 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Jul 2006 Min Inv Inception 162 Superfund Group Superfund Green Gold C (SPC) -17.75 100k 10/1/2005 161 Superfund Group Superfund Green Master -17.56 2,000k 5/1/2001 160 Superfund Group Superfund Green L.P. Series B -14.11 5k 10/1/2002 159 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -13.80 10k 7/1/2005 158 Superfund Group Superfund Green GCT USD -13.75 15k 1/1/2000 157 Kelly Angle Inc. Genesis Program -13.44 2,000k 4/1/2000 156 Superfund Group Superfund Green Gold B (SPC) -12.29 50k 10/1/2005 155 Hawksbill Capital Management Global Diversified -11.36 5,000k 11/1/1988 154 Clarke Capital Management Jupiter -10.59 3,000k 5/1/2005 153 Clarke Capital Management Millennium -10.47 1,000k 1/1/1998 152 Superfund Group Superfund Green L.P. Series A -10.35 5k 10/1/2002 151 Tactical Investment Management Tactical Institutional Commodity Program -10.06 10,000k 4/1/1993 150 Keck Capital Management LLC The Keck Program -10.00 2,000k 12/1/2003 149 Superfund Group Superfund Green Q-AG -8.98 2k 3/1/1996 148 DUNN Capital Management D'Best Futures Fund, L.P. -8.73 100k 6/1/1994 147 RAM Management Group MRTP Aggressive -8.58 1,000k 2/1/1998 146 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -7.14 100k 1/1/2005 145 ISAM ISAM Systematic Trend Fund -6.99 1,000k 6/1/2001 144 Superfund Group Superfund Green Gold A (SPC) -6.87 5k 10/1/2005 143 Mark J. Walsh Company Standard Program -6.76 2,000k 9/1/1985 142 Clarke Capital Management Worldwide -6.76 250k 1/1/1996 141 Clarke Capital Management FX Plus -6.74 1,000k 5/1/2004 140 Quality Capital Management Global Diversified Programme -6.63 500k 12/1/1995 139 Drury Capital Diversified Trend-Following Program -6.44 5,000k 5/1/1997 138 Strategic Ag Trading Chatham -6.17 100k 1/1/2005 137 Parizek Capital Futures Trading Program -6.01 500k 4/1/2000 136 Manning & Napier MN Xenon Managed Futures (2x) Program -5.93 5,000k 6/1/2006 135 DUNN Capital Management World Monetary and Agriculture Program (WMA) -5.69 100k 11/1/1984 134 Wimmer Horizon LLP Managed Account -5.61 5,000k 5/1/2005 133 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -5.58 200k 11/1/1999 132 Heyden & Steindl GmbH TOMAC2 -5.36 5,000k 3/1/2003 131 Estlander & Partners Alpha Trend -5.35 30,000k 10/1/1991 130 Abraham Trading Company Diversified Program -5.26 10,000k 1/1/1988 129 Mulvaney Capital Management The Mulvaney Global Markets Fund -5.20 100k 5/1/1999 128 Saxon Investment Corporation Aggressive Diversified Program -5.15 2,000k 11/1/1993 127 Neural Capital Ltd Sentinel Trading Program -5.06 2,000k 1/1/2006 126 Spectrum Asset Management LLC Global Diversified -4.65 2,000k 1/1/2001 125 Rivoli Fund Management Rivoli International Fund (MAP) -4.64 5,000k 10/1/1996 124 Welton Investment Partners Welton Global -4.64 10,000k 6/1/2004 123 Lynx Asset Management AB Lynx Program -4.60 75k 5/1/2000 122 Kinkopf Capital Management KCM S&P (Proprietary) -4.59 100k 1/1/1999 121 Di Tomasso Group Inc. Equilibrium Program -4.56 5,000k 1/1/2002 120 Ancile Capital Management Global Markets Program -4.52 2,000k 4/1/2005 119 Southwest Managed Investments, LLC Global Diversified -4.32 200k 1/1/2002 118 Eckhardt Trading Company Evolution Strategies 1.2X -4.21 10,000k 10/1/1991 117 EMC Capital Advisors, LLC Classic -4.20 5,000k 1/1/1985 116 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -4.19 5,000k 1/1/2005 115 Auspice Capital Advisors Ltd Auspice Diversified Program -4.12 1,500k 4/1/2006 114 Sunrise Capital Partners Sunrise Expanded Diversified Program -4.05 1/1/1989 113 DUNN Capital Management DUNN Combined Fund (DCF) -3.92 100k 5/1/1989 112 Claughton Capital Institutional Program -3.87 1,000k 10/1/2005 111 Transtrend B.V. DTP – Enhanced Risk (JPY) -3.75 10,000k 8/1/2004 110 Transtrend B.V. DTP – Enhanced Risk (USD) -3.69 10,000k 1/1/1995 109 Transtrend B.V. DTP – Enhanced Risk (EUR) -3.66 10,000k 8/1/1999 108 Rabar Market Research Diversified Program -3.56 2,000k 1/1/1989 107 M.S. Capital Management Global Diversified Program -3.56 2,000k 11/1/1998 106 Eckhardt Trading Company Evolution Strategies -3.54 20,000k 8/1/1991 105 Red Rock Capital, LLC Systematic Global Macro -3.52 500k 9/1/2003 104 Blackwater Capital Management Global Program -3.51 5,000k 7/1/2005 103 Clarke Capital Management Global Magnum -3.46 100k 8/1/1997 102 Somers Brothers Capital Diversified Futures Program #1 -3.30 100k 1/1/2005 101 Millburn Corporation Multi-Markets Program -3.30 25,000k 10/1/2004 100 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.29 100k 1/1/2000 99 Crescent Bay Capital Management Premium Stock Index Program -3.23 10k 10/1/2005 98 Rivoli Fund Management Rivoli International Fund (V9) -3.21 5,000k 1/1/2002 97 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -3.15 0k 11/1/1996 96 Rotella Capital Management Rotella Polaris Program (Diversified) -3.04 10,000k 1/1/1991 95 Saxon Investment Corporation Diversified Program -3.02 3,000k 9/1/1988 94 Eclipse Capital Management Global Monetary -3.02 5,000k 8/1/1990 93 John Locke Investments Cyril Systematic Program -3.01 8,000k 7/1/2000 92 Northfield Trading Diversified -3.00 2,000k 7/1/1989 91 Molinero Capital Management LLP Global Markets Program -2.89 2,000k 7/1/2005 90 Haar Capital Management Discretionary Commodity Trading Program -2.88 250k 12/1/2005 89 Millburn Corporation Diversified Program -2.81 20,000k 2/1/1977 88 Alder Capital DAC Alder Global 20 -2.73 2,500k 2/1/2001 87 RAM Management Group RAM MRTP 1X-Conservative -2.71 1,000k 9/1/1993 86 Manning & Napier MN Xenon Global Fixed Income Program -2.68 2,000k 8/1/2004 85 Revolution Capital Management Alpha Fund -2.68 50k 1/1/2005 84 Transtrend B.V. DTP – Standard Risk (EUR) -2.62 10,000k 2/1/1999 83 Trigon Investment Advisors, LLC Foreign Exchange Program -2.51 5,000k 8/1/2000 82 Rosetta Capital Management Rosetta Trading Program -2.26 100k 4/1/2000 81 Chesapeake Capital Diversified (LV) -2.13 100k 2/1/1988 80 Schindler Capital Management, LLC Dairy Advantage Program -2.10 200k 8/1/2005 79 Covenant Capital Management Original Program -2.03 5,000k 9/1/1999 78 Parizek Capital Currency Program -2.01 1,000k 4/1/2006 77 Hyman Beck and Company Global Portfolio -2.01 1,000k 3/1/1991 76 Covenant Capital Management Aggressive Program -1.94 3,000k 2/1/2004 75 Alee Capital Management, LLC Poniente Program -1.94 2,500k 1/1/1999 74 Briarwood Capital Management, Inc. Diversified 2XL -1.94 250k 11/1/2004 73 Conquest Capital Group Conquest Macro -1.67 250k 5/1/1999 72 MERIT Alternative Investments GmbH Futures Portfolio -1.65 2,000k 6/1/1998 71 Clarke Capital Management Global Basic -1.58 50k 2/1/1996 70 NuWave Investment Management, LLC Combined Futures Portfolio -1.53 5,000k 6/1/2001 69 Conquest Capital Group Conquest Select -1.48 250k 6/1/2004 68 NuWave Investment Management, LLC NuWave Investment Partners LP -1.41 250k 6/1/2001 67 Dreiss Research Corporation Diversified Program -1.32 1,000k 5/1/1991 66 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.29 10,000k 1/1/2001 65 Xplor Capital Management, LLC Global CTA Program -1.27 1,500k 7/1/2004 64 Four Seasons Commodities Corp Lone Star Program -1.22 300k 1/1/2005 63 Alder Capital DAC Alder Global 10 -1.19 250k 10/1/2000 62 Alee Capital Management, LLC Mistral Program -1.13 2,500k 1/1/1999 61 Rotella Capital Management Rotella Orion (Short-Term) Program -1.03 10,000k 3/1/2006 60 Millburn Corporation Commodity Program -1.02 25,000k 3/1/2005 59 Superfund Group Superfund Blue SPC Class A (EUR) -0.87 50k 4/1/2005 58 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.75 1,000k 3/1/2003 57 Range Wise Investment Program -0.71 250k 2/1/1991 56 Quantica Capital AG Quantica Managed Futures -0.70 5,000k 1/1/2005 55 Red Oak Commodity Advisors Investment Program -0.52 5,000k 12/1/1989 54 Capricorn Strategies Limited Capricorn fxST (Lev1) -0.52 1,000k 1/1/1999 53 Winton Capital Management Diversified -0.47 50,000k 10/1/1997 52 FORT LP Fort Global Diversified -0.40 2,000k 10/1/1993 51 Briarwood Capital Management, Inc. Diversified Trading Program -0.40 3,000k 7/1/2001 50 IKOS The IKOS Hedge Fund -0.35 10,000k 7/1/1998 49 Dominion Capital Sapphire Program -0.26 3,000k 5/1/2005 48 HPX Financial LLC HPX Old School Program -0.17 200k 6/1/2006 47 Arcanum Asset Management Equity Index Option Program (Prop) 0.00 500k 7/1/2006 46 Ansbacher Investment Management Market Neutral Put Skew Program 0.07 250k 1/1/1996 45 C-View Limited Currency Managed Account Program 0.09 5,000k 10/1/1996 44 Witter & Lester, Inc. Stock Index Futures Trading Program 0.15 400k 1/1/1988 43 Jaguar Investments Ltd Vario Capital Strategy 0.17 1,000k 5/1/2016 42 Mondiale Asset Management Mondiale Trading Program 0.31 0k 9/1/1997 41 Four Seasons Commodities Corp Hawkeye Spread Program 0.34 500k 3/1/2005 40 Witter & Lester, Inc. Redstone 0.34 500k 9/1/1994 39 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.39 10,000k 4/1/2004 38 Strategic Ag Trading SAT GRAINS 0.40 100k 4/1/2002 37 Amplitude Capital International Limited Dynamic Strategy 0.45 6/1/2005 36 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.46 1,000k 1/1/2005 35 Crabel Capital Management Crabel Multi-Product 0.54 1,000k 3/1/1998 34 Estlander & Partners Global Markets 0.62 10,000k 8/1/1999 33 FORT LP Fort Global Contrarian 0.66 2,000k 10/1/2002 32 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.84 1,000k 3/1/1998 31 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 0.87 1,000k 1/1/2006 30 LJM Partners LJM Aggressive Strategy 0.92 500k 7/1/1998 29 LJM Partners LJM Moderately Aggressive Strategy 0.97 500k 4/1/2003 28 LJM Partners LJM Preservation & Growth Strategy 0.97 250k 5/1/2006 27 Quantmetrics Capital Management LLP Premier 12V Strategy 1.00 10,000k 4/1/2003 26 W.G. Wealth Guardian Ltd. SAFI2 Program 1.03 1,000k 9/1/1997 25 Estlander & Partners Global XL 1.03 5,000k 8/1/1991 24 Global Domain Partners, LLC Global Domain Vector Fund - Series A 1.05 500k 1/1/2006 23 Systematic Alpha Management Systematic Alpha Futures Program 1.22 100k 6/1/2004 22 Rhicon Currency Management Rhicon Strategic Program 1.34 500k 1/1/2004 21 Mobius Asset Management Custom Trading Program 1.41 100k 1/1/2002 20 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 1.48 10,000k 2/1/2006 19 Mobius Asset Management Diversified Program 1.78 250k 3/1/2004 18 Rhicon Currency Management Rhicon Systematic Currency Program 1.81 3,000k 1/1/2004 17 Robust Methods LLC Macro Managed Account 2.05 5,000k 1/1/2005 16 Quantitative Investment Management Quantitative Global Program 2.34 20,000k 10/1/2003 15 Warrington Asset Management Warrington Strategic Program 2.51 50k 1/1/1997 14 Paskewitz Asset Management LLC Contrarian S&P Stock Index 2.84 500k 12/1/2003 13 PRIM' Alternative Investment PRIM Gold 2.89 10k 11/1/2005 12 Romanesco Capital Management B.V Persistence Program 3.03 5,000k 9/1/2005 11 AIS Capital Management, L.P. MAAP (2x-4x) Composite 3.37 3,000k 10/1/1992 10 Shield Plus LLC Shield Plus Natural Gas 3.98 50k 1/1/2004 9 Mobius Asset Management Energy Weighted Program 4.03 250k 1/1/2005 8 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 4.11 1,000k 5/1/2006 7 ITB Capital Management, LLC ITB Premium Fund I, LTD 4.29 1,000k 1/1/2006 6 M6 Capital Management LLC Standard Program 4.82 300k 7/1/2005 5 AIS Capital Management, L.P. MAAP (3x-6x) Composite 5.29 2,000k 7/1/1992 4 Kottke Associates Stockton Fundamental Ag 5.67 500k 1/1/2006 3 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 5.85 100k 3/1/2003 2 KMJ Investments KMJ Investments 6.29 1,000k 8/1/1994 1 Dendrich Ltd QEP 25.07 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.