IASG CTA Index For August 2006

Monthly Rankings

Rank CTA/Program Aug 2006 Min Inv Inception
163 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-14.56 2,000k 7/1/1992
162 Strategic Ag Trading
Chatham
-11.27 100k 1/1/2005
161 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-9.51 3,000k 10/1/1992
160 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.76 100k 11/1/1984
159 Rosetta Capital Management
Rosetta Trading Program
-7.28 100k 4/1/2000
158 Parizek Capital
Currency Program
-7.15 1,000k 4/1/2006
157 Amplitude Capital International Limited
Dynamic Strategy
-7.10 6/1/2005
156 Four Seasons Commodities Corp
Hawkeye Spread Program
-6.13 500k 3/1/2005
155 Conquest Capital Group
Conquest Macro
-5.05 250k 5/1/1999
154 Rivoli Fund Management
Rivoli International Fund (MAP)
-4.96 5,000k 10/1/1996
153 Chesapeake Capital
Diversified (LV)
-4.66 100k 2/1/1988
152 Crabel Capital Management
Crabel Multi-Product
-4.43 1,000k 3/1/1998
151 Keck Capital Management LLC
The Keck Program
-3.87 2,000k 12/1/2003
150 Mobius Asset Management
Energy Weighted Program
-3.40 250k 1/1/2005
149 Romanesco Capital Management B.V
Persistence Program
-3.26 5,000k 9/1/2005
148 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.22 100k 5/1/1989
147 Ancile Capital Management
Global Markets Program
-3.08 2,000k 4/1/2005
146 Clarke Capital Management
Worldwide
-3.03 250k 1/1/1996
145 Mobius Asset Management
Diversified Program
-2.95 250k 3/1/2004
144 DUNN Capital Management
D'Best Futures Fund, L.P.
-2.79 100k 6/1/1994
143 Superfund Group
Superfund Green Gold B (SPC)
-2.71 50k 10/1/2005
142 M6 Capital Management LLC
Standard Program
-2.69 300k 7/1/2005
141 Superfund Group
Superfund Green Gold C (SPC)
-2.66 100k 10/1/2005
140 Superfund Group
Superfund Green Gold A (SPC)
-2.57 5k 10/1/2005
139 Rivoli Fund Management
Rivoli International Fund (V9)
-2.53 5,000k 1/1/2002
138 Red Rock Capital, LLC
Systematic Global Macro
-2.49 500k 9/1/2003
137 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.41 0k 11/1/1996
136 Clarke Capital Management
Millennium
-2.38 1,000k 1/1/1998
135 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-2.25 10,000k 1/1/2001
134 Superfund Group
Superfund Blue SPC Class A (EUR)
-2.24 50k 4/1/2005
133 Strategic Ag Trading
SAT GRAINS
-2.20 100k 4/1/2002
132 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.00 5,000k 8/1/2000
131 Mobius Asset Management
Custom Trading Program
-1.94 100k 1/1/2002
130 PRIM' Alternative Investment
PRIM Gold
-1.86 10k 11/1/2005
129 Clarke Capital Management
Global Magnum
-1.85 100k 8/1/1997
128 Superfund Group
Superfund Green GCT USD
-1.73 15k 1/1/2000
127 Rhicon Currency Management
Rhicon Systematic Currency Program
-1.71 3,000k 1/1/2004
126 Saxon Investment Corporation
Aggressive Diversified Program
-1.54 2,000k 11/1/1993
125 Millburn Corporation
Multi-Markets Program
-1.51 25,000k 10/1/2004
124 Spectrum Asset Management LLC
Global Diversified
-1.50 2,000k 1/1/2001
123 Millburn Corporation
Commodity Program
-1.50 25,000k 3/1/2005
122 Shield Plus LLC
Shield Plus Natural Gas
-1.42 50k 1/1/2004
121 Parizek Capital
Futures Trading Program
-1.27 500k 4/1/2000
120 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.26 1/1/1989
119 Dreiss Research Corporation
Diversified Program
-1.25 1,000k 5/1/1991
118 Dominion Capital
Sapphire Program
-1.24 3,000k 5/1/2005
117 Drury Capital
Diversified Trend-Following Program
-1.22 5,000k 5/1/1997
116 Heyden & Steindl GmbH
TOMAC2
-1.17 5,000k 3/1/2003
115 Superfund Group
Superfund Green Master
-1.14 2,000k 5/1/2001
114 Clarke Capital Management
Global Basic
-1.08 50k 2/1/1996
113 Saxon Investment Corporation
Diversified Program
-1.06 3,000k 9/1/1988
112 Four Seasons Commodities Corp
Lone Star Program
-1.03 300k 1/1/2005
111 Rhicon Currency Management
Rhicon Strategic Program
-1.00 500k 1/1/2004
110 Millburn Corporation
Diversified Program
-0.97 20,000k 2/1/1977
109 Range Wise
Investment Program
-0.96 250k 2/1/1991
108 Acorn Global Investments Inc.
Acorn Diversified Program
-0.86 10k 7/1/2005
107 C-View Limited
Currency Managed Account Program
-0.78 5,000k 10/1/1996
106 Briarwood Capital Management, Inc.
Diversified 2XL
-0.75 250k 11/1/2004
105 IKOS
The IKOS Hedge Fund
-0.73 10,000k 7/1/1998
104 Blackwater Capital Management
Global Program
-0.60 5,000k 7/1/2005
103 Quality Capital Management
Global Diversified Programme
-0.45 10,000k 12/1/1995
102 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.43 1,000k 9/1/1997
101 Jaguar Investments Ltd
Vario Capital Strategy
-0.37 1,000k 5/1/2016
100 Manning & Napier
MN Xenon Global Fixed Income Program
-0.36 2,000k 8/1/2004
99 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.33 3,000k 7/1/2001
98 Eclipse Capital Management
Global Monetary
-0.21 5,000k 8/1/1990
97 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.20 10,000k 4/1/2004
96 Superfund Group
Superfund Green Q-AG
-0.18 2k 3/1/1996
95 HPX Financial LLC
HPX Old School Program
-0.17 200k 6/1/2006
94 Clarke Capital Management
Jupiter
-0.16 3,000k 5/1/2005
93 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.12 1,000k 1/1/1999
92 Alee Capital Management, LLC
Mistral Program
-0.11 2,500k 1/1/1999
91 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-0.06 200k 11/1/1999
90 Quantitative Investment Management
Quantitative Global Program
-0.02 20,000k 10/1/2003
89 Mondiale Asset Management
Mondiale Trading Program
-0.01 0k 9/1/1997
88 Quantum Leap Capital Management
Managed Account Program
0.00 300k 8/1/2006
87 Manning & Napier
MN Xenon Managed Futures (2x) Program
0.02 5,000k 6/1/2006
86 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.04 1,000k 1/1/2005
85 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
0.13 10,000k 2/1/2006
84 RAM Management Group
RAM MRTP 1X-Conservative
0.21 1,000k 9/1/1993
83 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.32 10,000k 4/1/2003
82 Covenant Capital Management
Original Program
0.32 5,000k 9/1/1999
81 MERIT Alternative Investments GmbH
Futures Portfolio
0.37 2,000k 6/1/1998
80 Xplor Capital Management, LLC
Global CTA Program
0.37 1,500k 7/1/2004
79 Schindler Capital Management, LLC
Dairy Advantage Program
0.38 200k 8/1/2005
78 Superfund Group
Superfund Green L.P. Series A
0.38 5k 10/1/2002
77 Covenant Capital Management
Aggressive Program
0.40 3,000k 2/1/2004
76 Systematic Alpha Management
Systematic Alpha Futures Program
0.43 100k 6/1/2004
75 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.49 10,000k 3/1/2006
74 Witter & Lester, Inc.
Redstone
0.50 500k 9/1/1994
73 Robust Methods LLC
Macro Managed Account
0.52 5,000k 1/1/2005
72 Superfund Group
Superfund Green L.P. Series B
0.55 5k 10/1/2002
71 Haar Capital Management
Discretionary Commodity Trading Program
0.56 250k 12/1/2005
70 Alee Capital Management, LLC
Poniente Program
0.65 2,500k 1/1/1999
69 Mark J. Walsh Company
Standard Program
0.66 2,000k 9/1/1985
68 Hyman Beck and Company
Global Portfolio
0.72 1,000k 3/1/1991
67 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.76 10,000k 1/1/1991
66 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.89 1,000k 3/1/2003
65 Kottke Associates
Stockton Fundamental Ag
0.96 500k 1/1/2006
64 Beach Horizon LLP
Managed Account
0.98 5,000k 5/1/2005
63 Warrington Asset Management
Warrington Strategic Program
1.00 50k 1/1/1997
62 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
1.04 1,000k 1/1/2006
61 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.05 1,000k 5/1/2006
60 M.S. Capital Management
Global Diversified Program
1.05 2,000k 11/1/1998
59 Conquest Capital Group
Conquest Select
1.12 250k 6/1/2004
58 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
1.19 5,000k 1/1/2005
57 John Locke Investments
Cyril Systematic Program
1.22 8,000k 7/1/2000
56 EMC Capital Advisors, LLC
Classic
1.30 5,000k 1/1/1985
55 LJM Partners
LJM Preservation & Growth Strategy
1.35 250k 5/1/2006
54 RAM Management Group
MRTP Aggressive
1.45 1,000k 2/1/1998
53 ISAM
ISAM Systematic Trend Fund
1.48 1,000k 6/1/2001
52 Northfield Trading
Diversified
1.50 2,000k 7/1/1989
51 Southwest Managed Investments, LLC
Global Diversified
1.57 200k 1/1/2002
50 Ansbacher Investment Management
Market Neutral Put Skew Program
1.59 250k 1/1/1996
49 Quantica Capital AG
Quantica Managed Futures
1.60 5,000k 1/1/2005
48 Eckhardt Trading Company
Evolution Strategies
1.86 20,000k 8/1/1991
47 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.95 100k 5/1/1999
46 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.95 100k 1/1/2000
45 Rabar Market Research
Diversified Program
2.07 2,000k 1/1/1989
44 Eckhardt Trading Company
Evolution Strategies 1.2X
2.09 10,000k 10/1/1991
43 Hawksbill Capital Management
Global Diversified
2.14 5,000k 11/1/1988
42 Di Tomasso Group Inc.
Equilibrium Program
2.16 5,000k 1/1/2002
41 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
2.29 500k 1/1/2006
40 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.44 400k 1/1/1988
39 Molinero Capital Management LLP
Global Markets Program
2.64 2,000k 7/1/2005
38 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.67 1,000k 3/1/1998
37 NuWave Investment Management, LLC
Combined Futures Portfolio
2.68 5,000k 6/1/2001
36 Red Oak Commodity Advisors
Investment Program
2.69 5,000k 12/1/1989
35 Abraham Trading Company
Diversified Program
2.72 10,000k 1/1/1988
34 Auspice Capital Advisors Ltd
Auspice Diversified Program
2.73 1,500k 4/1/2006
33 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.80 250k 6/1/2001
32 Revolution Capital Management
Alpha Fund
2.81 50k 1/1/2005
31 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.87 1,000k 1/1/2006
30 Transtrend B.V.
DTP – Standard Risk (EUR)
2.88 10,000k 2/1/1999
29 Neural Capital Ltd
Sentinel Trading Program
3.06 2,000k 1/1/2006
28 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
3.08 500k 12/1/2003
27 Alder Capital DAC
Alder Global 10
3.40 2,500k 10/1/2000
26 Arcanum Asset Management
Equity Index Option Program (Prop)
3.67 500k 7/1/2006
25 Estlander & Partners
Alpha Trend
3.70 30,000k 10/1/1991
24 Crescent Bay Capital Management
Premium Stock Index Program
3.82 10k 10/1/2005
23 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
3.83 100k 1/1/2005
22 Lynx Asset Management AB
Lynx Program
3.97 75k 5/1/2000
21 KMJ Investments
KMJ Investments
4.09 1,000k 8/1/1994
20 Somers Brothers Capital
Diversified Futures Program #1
4.10 100k 1/1/2005
19 Clarke Capital Management
FX Plus
4.24 1,000k 5/1/2004
18 Tactical Investment Management
Tactical Institutional Commodity Program
4.52 10,000k 4/1/1993
17 Winton Capital Management
Diversified
4.54 50,000k 10/1/1997
16 FORT LP
Fort Global Contrarian
4.63 2,000k 10/1/2002
15 Claughton Capital
Auto-Reactive Positioning
4.66 1,000k 10/1/2005
14 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.72 10,000k 1/1/1995
13 FORT LP
Fort Global Diversified
4.76 2,000k 10/1/1993
12 Estlander & Partners
Global Markets
4.84 10,000k 8/1/1999
11 Transtrend B.V.
DTP – Enhanced Risk (EUR)
4.86 10,000k 8/1/1999
10 Transtrend B.V.
DTP – Enhanced Risk (JPY)
4.86 10,000k 8/1/2004
9 Welton Investment Partners
Welton Global
4.90 10,000k 6/1/2004
8 LJM Partners
LJM Moderately Aggressive Strategy
4.90 500k 4/1/2003
7 LJM Partners
LJM Aggressive Strategy
5.27 500k 7/1/1998
6 Kelly Angle Inc.
Genesis Program
6.21 2,000k 4/1/2000
5 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
6.40 100k 3/1/2003
4 Alder Capital DAC
Alder Global 20
7.80 2,500k 2/1/2001
3 Kinkopf Capital Management
KCM S&P (Proprietary)
9.01 100k 1/1/1999
2 Estlander & Partners
Global XL
9.43 5,000k 8/1/1991
1 Dendrich Ltd
QEP
32.78 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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