IASG CTA Index For July 2006

Monthly Rankings

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 Acorn Global Investments Inc.
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 10,000k 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 Beach 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 Program
-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
Auto-Reactive Positioning
-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 2,500k 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 Cambridge Strategy Asset Management LTD
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 Cambridge Strategy Asset Management LTD
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.

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