IASG CTA Index For September 2006

Monthly Rankings

Rank CTA/Program Sep 2006 Min Inv Inception
163 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-19.75 2,000k 7/1/1992
162 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-12.14 3,000k 10/1/1992
161 Neural Capital Ltd
Sentinel Trading Program
-9.51 2,000k 1/1/2006
160 Hawksbill Capital Management
Global Diversified
-9.35 5,000k 11/1/1988
159 Clarke Capital Management
Global Basic
-8.91 50k 2/1/1996
158 Trigon Investment Advisors, LLC
Foreign Exchange Program
-7.36 5,000k 8/1/2000
157 Rivoli Fund Management
Rivoli International Fund (V9)
-6.19 5,000k 1/1/2002
156 Alder Capital DAC
Alder Global 20
-6.10 2,500k 2/1/2001
155 Clarke Capital Management
Global Magnum
-6.05 100k 8/1/1997
154 Schindler Capital Management, LLC
Dairy Advantage Program
-6.03 200k 8/1/2005
153 Conquest Capital Group
Conquest Macro
-5.95 250k 5/1/1999
152 RAM Management Group
MRTP Aggressive
-5.30 1,000k 2/1/1998
151 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.22 100k 11/1/1984
150 PRIM' Alternative Investment
PRIM Gold
-4.68 10k 11/1/2005
149 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-4.63 100k 1/1/2000
148 HPX Financial LLC
HPX Old School Program
-4.15 200k 6/1/2006
147 Tactical Investment Management
Tactical Institutional Commodity Program
-4.15 10,000k 4/1/1993
146 Haar Capital Management
Discretionary Commodity Trading Program
-4.06 250k 12/1/2005
145 Shield Plus LLC
Shield Plus Natural Gas
-4.05 50k 1/1/2004
144 Mark J. Walsh Company
Standard Program
-3.96 2,000k 9/1/1985
143 Estlander & Partners
Alpha Trend
-3.87 30,000k 10/1/1991
142 Clarke Capital Management
Worldwide
-3.76 250k 1/1/1996
141 M6 Capital Management LLC
Standard Program
-3.37 300k 7/1/2005
140 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-3.26 100k 3/1/2003
139 Quantum Leap Capital Management
Managed Account Program
-3.15 300k 8/1/2006
138 Lynx Asset Management AB
Lynx Program
-3.15 75k 5/1/2000
137 Beach Horizon LLP
Managed Account
-2.99 5,000k 5/1/2005
136 Xplor Capital Management, LLC
Global CTA Program
-2.78 1,500k 7/1/2004
135 Mobius Asset Management
Custom Trading Program
-2.78 100k 1/1/2002
134 Alder Capital DAC
Alder Global 10
-2.70 2,500k 10/1/2000
133 Crabel Capital Management
Crabel Multi-Product
-2.58 1,000k 3/1/1998
132 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.47 100k 5/1/1989
131 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.22 10,000k 10/1/1991
130 Kelly Angle Inc.
Genesis Program
-2.10 2,000k 4/1/2000
129 Mobius Asset Management
Diversified Program
-2.09 250k 3/1/2004
128 Conquest Capital Group
Conquest Select
-2.08 250k 6/1/2004
127 EMC Capital Advisors, LLC
Classic
-2.00 5,000k 1/1/1985
126 Eclipse Capital Management
Global Monetary
-1.84 5,000k 8/1/1990
125 Eckhardt Trading Company
Evolution Strategies
-1.79 20,000k 8/1/1991
124 RAM Management Group
RAM MRTP 1X-Conservative
-1.71 1,000k 9/1/1993
123 Mobius Asset Management
Energy Weighted Program
-1.70 250k 1/1/2005
122 Chesapeake Capital
Diversified (LV)
-1.53 100k 2/1/1988
121 Abraham Trading Company
Diversified Program
-1.51 10,000k 1/1/1988
120 Rosetta Capital Management
Rosetta Trading Program
-1.39 100k 4/1/2000
119 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-1.35 100k 1/1/2005
118 Spectrum Asset Management LLC
Global Diversified
-1.23 2,000k 1/1/2001
117 Rhicon Currency Management
Rhicon Systematic Currency Program
-1.22 3,000k 1/1/2004
116 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-1.20 5,000k 1/1/2005
115 Quantitative Investment Management
Quantitative Global Program
-1.19 20,000k 10/1/2003
114 Claughton Capital
Auto-Reactive Positioning
-1.16 1,000k 10/1/2005
113 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.12 500k 1/1/2006
112 Winton Capital Management
Diversified
-1.10 50,000k 10/1/1997
111 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.96 5,000k 10/1/1996
110 DUNN Capital Management
D'Best Futures Fund, L.P.
-0.90 100k 6/1/1994
109 LJM Partners
LJM Preservation & Growth Strategy
-0.88 250k 5/1/2006
108 FORT LP
Fort Global Diversified
-0.85 2,000k 10/1/1993
107 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.82 10,000k 1/1/2001
106 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.80 50k 4/1/2005
105 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-0.78 10,000k 2/1/2006
104 Robust Methods LLC
Macro Managed Account
-0.74 5,000k 1/1/2005
103 MERIT Alternative Investments GmbH
Futures Portfolio
-0.65 2,000k 6/1/1998
102 Rabar Market Research
Diversified Program
-0.65 2,000k 1/1/1989
101 Parizek Capital
Currency Program
-0.64 1,000k 4/1/2006
100 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-0.63 0k 11/1/1996
99 Clarke Capital Management
FX Plus
-0.62 1,000k 5/1/2004
98 M.S. Capital Management
Global Diversified Program
-0.60 2,000k 11/1/1998
97 IKOS
The IKOS Hedge Fund
-0.47 10,000k 7/1/1998
96 C-View Limited
Currency Managed Account Program
-0.44 5,000k 10/1/1996
95 Millburn Corporation
Multi-Markets Program
-0.42 25,000k 10/1/2004
94 Strategic Ag Trading
SAT GRAINS
-0.41 100k 4/1/2002
93 Dominion Capital
Sapphire Program
-0.28 3,000k 5/1/2005
92 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-0.24 1,000k 1/1/2006
91 Rhicon Currency Management
Rhicon Strategic Program
-0.24 500k 1/1/2004
90 Red Oak Commodity Advisors
Investment Program
-0.22 5,000k 12/1/1989
89 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.20 10,000k 4/1/2004
88 Four Seasons Commodities Corp
Hawkeye Spread Program
-0.17 500k 3/1/2005
87 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.10 1/1/1989
86 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.08 1,000k 1/1/1999
85 Hyman Beck and Company
Global Portfolio
-0.04 1,000k 3/1/1991
83 Range Wise
Investment Program
0.00 250k 2/1/1991
84 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.00 10,000k 8/1/2004
82 Molinero Capital Management LLP
Global Markets Program
0.03 2,000k 7/1/2005
81 Four Seasons Commodities Corp
Lone Star Program
0.04 300k 1/1/2005
80 Millburn Corporation
Diversified Program
0.04 20,000k 2/1/1977
79 Red Rock Capital, LLC
Systematic Global Macro
0.06 500k 9/1/2003
78 Transtrend B.V.
DTP – Standard Risk (EUR)
0.07 10,000k 2/1/1999
77 Covenant Capital Management
Original Program
0.08 5,000k 9/1/1999
76 Welton Investment Partners
Welton Global
0.11 10,000k 6/1/2004
75 Estlander & Partners
Global XL
0.12 5,000k 8/1/1991
74 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.12 10,000k 1/1/1995
73 Manning & Napier
MN Xenon Global Fixed Income Program
0.13 2,000k 8/1/2004
72 Witter & Lester, Inc.
Redstone
0.17 500k 9/1/1994
71 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.17 10,000k 8/1/1999
70 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.22 10,000k 4/1/2003
69 Revolution Capital Management
Alpha Fund
0.24 50k 1/1/2005
68 Saxon Investment Corporation
Diversified Program
0.25 3,000k 9/1/1988
67 Estlander & Partners
Global Markets
0.25 10,000k 8/1/1999
66 ISAM
ISAM Systematic Trend Fund
0.26 1,000k 6/1/2001
65 Dreiss Research Corporation
Diversified Program
0.30 1,000k 5/1/1991
64 Alee Capital Management, LLC
Poniente Program
0.32 2,500k 1/1/1999
63 Quality Capital Management
Global Diversified Programme
0.42 10,000k 12/1/1995
62 Millburn Corporation
Commodity Program
0.42 25,000k 3/1/2005
61 FORT LP
Fort Global Contrarian
0.52 2,000k 10/1/2002
60 Mondiale Asset Management
Mondiale Trading Program
0.54 0k 9/1/1997
59 Covenant Capital Management
Aggressive Program
0.65 3,000k 2/1/2004
58 John Locke Investments
Cyril Systematic Program
0.68 8,000k 7/1/2000
57 Saxon Investment Corporation
Aggressive Diversified Program
0.68 2,000k 11/1/1993
56 Quantica Capital AG
Quantica Managed Futures
0.70 5,000k 1/1/2005
55 Ansbacher Investment Management
Market Neutral Put Skew Program
0.72 250k 1/1/1996
54 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.73 1,500k 4/1/2006
53 Warrington Asset Management
Warrington Strategic Program
0.79 50k 1/1/1997
52 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.82 1,000k 1/1/2005
51 Manning & Napier
MN Xenon Managed Futures (2x) Program
0.88 5,000k 6/1/2006
50 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.89 1,000k 9/1/1997
49 Drury Capital
Diversified Trend-Following Program
0.91 5,000k 5/1/1997
48 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.98 1,000k 3/1/1998
47 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.99 1,000k 3/1/2003
46 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.00 100k 5/1/1999
45 Blackwater Capital Management
Global Program
1.03 5,000k 7/1/2005
44 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.07 400k 1/1/1988
43 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.11 10,000k 1/1/1991
42 LJM Partners
LJM Moderately Aggressive Strategy
1.27 500k 4/1/2003
41 LJM Partners
LJM Aggressive Strategy
1.34 500k 7/1/1998
40 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.35 1,000k 5/1/2006
39 Northfield Trading
Diversified
1.40 2,000k 7/1/1989
38 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
1.54 1,000k 1/1/2006
37 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.62 10,000k 3/1/2006
36 Superfund Group
Superfund Green Gold A (SPC)
1.69 5k 10/1/2005
35 Crescent Bay Capital Management
Premium Stock Index Program
1.76 10k 10/1/2005
34 Di Tomasso Group Inc.
Equilibrium Program
1.76 5,000k 1/1/2002
33 Keck Capital Management LLC
The Keck Program
1.82 2,000k 12/1/2003
32 NuWave Investment Management, LLC
Combined Futures Portfolio
1.92 5,000k 6/1/2001
31 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.00 250k 6/1/2001
30 Somers Brothers Capital
Diversified Futures Program #1
2.10 100k 1/1/2005
29 Briarwood Capital Management, Inc.
Diversified Trading Program
2.18 3,000k 7/1/2001
28 Strategic Ag Trading
Chatham
2.40 100k 1/1/2005
27 Parizek Capital
Futures Trading Program
2.45 500k 4/1/2000
26 Systematic Alpha Management
Systematic Alpha Futures Program
2.61 100k 6/1/2004
25 Arcanum Asset Management
Equity Index Option Program (Prop)
2.67 500k 7/1/2006
24 KMJ Investments
KMJ Investments
2.76 1,000k 8/1/1994
23 Kottke Associates
Stockton Fundamental Ag
2.85 500k 1/1/2006
22 Acorn Global Investments Inc.
Acorn Diversified Program
2.94 10k 7/1/2005
21 Amplitude Capital International Limited
Dynamic Strategy
3.13 6/1/2005
20 Superfund Group
Superfund Green L.P. Series A
3.20 5k 10/1/2002
19 Ancile Capital Management
Global Markets Program
3.52 2,000k 4/1/2005
18 Southwest Managed Investments, LLC
Global Diversified
3.55 200k 1/1/2002
17 Alee Capital Management, LLC
Mistral Program
3.60 2,500k 1/1/1999
16 Jaguar Investments Ltd
Vario Capital Strategy
4.14 1,000k 5/1/2016
15 Superfund Group
Superfund Green L.P. Series B
4.45 5k 10/1/2002
14 Clarke Capital Management
Jupiter
4.74 3,000k 5/1/2005
13 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
5.29 500k 12/1/2003
12 Superfund Group
Superfund Green Gold B (SPC)
5.33 50k 10/1/2005
11 Briarwood Capital Management, Inc.
Diversified 2XL
5.64 250k 11/1/2004
10 Superfund Group
Superfund Green Q-AG
6.01 2k 3/1/1996
9 Romanesco Capital Management B.V
Persistence Program
6.21 5,000k 9/1/2005
8 Kinkopf Capital Management
KCM S&P (Proprietary)
6.27 100k 1/1/1999
7 Dendrich Ltd
QEP
6.63 50k 12/1/2005
6 Superfund Group
Superfund Green GCT USD
8.73 15k 1/1/2000
5 Clarke Capital Management
Millennium
8.92 1,000k 1/1/1998
4 Superfund Group
Superfund Green Gold C (SPC)
9.15 100k 10/1/2005
3 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
10.86 200k 11/1/1999
2 Superfund Group
Superfund Green Master
11.12 2,000k 5/1/2001
1 Heyden & Steindl GmbH
TOMAC2
20.27 5,000k 3/1/2003

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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