IASG CTA Index For January 2007

Monthly Rankings

Rank CTA/Program Jan 2007 Min Inv Inception
171 Tactical Investment Management
Tactical Institutional Commodity Program
-6.33 10,000k 4/1/1993
170 Quality Capital Management
Global Diversified Programme
-5.89 10,000k 12/1/1995
169 Rosetta Capital Management
Rosetta Trading Program
-5.22 100k 4/1/2000
168 Kottke Associates
Stockton Fundamental Ag
-4.88 500k 1/1/2006
167 Covenant Capital Management
Aggressive Program
-4.70 3,000k 2/1/2004
166 Strategic Ag Trading
SAT GRAINS
-4.68 100k 4/1/2002
165 Superfund Group
Superfund Green L.P. Series B
-4.59 5k 10/1/2002
164 Saxon Investment Corporation
Aggressive Diversified Program
-4.35 2,000k 11/1/1993
163 Covenant Capital Management
Original Program
-4.02 5,000k 9/1/1999
162 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.92 100k 1/1/2000
161 Ancile Capital Management
Global Markets Program
-3.69 2,000k 4/1/2005
160 Heyden & Steindl GmbH
TOMAC2
-3.33 5,000k 3/1/2003
159 Superfund Group
Superfund Green L.P. Series A
-3.09 5k 10/1/2002
158 Mobius Asset Management
Custom Trading Program
-3.03 100k 1/1/2002
157 Estlander & Partners
Global XL
-2.69 5,000k 8/1/1991
156 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-2.40 100k 3/1/2003
155 Saxon Investment Corporation
Diversified Program
-2.23 3,000k 9/1/1988
154 Kelly Angle Inc.
Genesis Program
-2.22 2,000k 4/1/2000
153 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.94 5,000k 8/1/2000
152 Southwest Managed Investments, LLC
Global Diversified
-1.75 200k 1/1/2002
151 Hawksbill Capital Management
Global Diversified
-1.72 5,000k 11/1/1988
150 Jaguar Investments Ltd
Vario Capital Strategy
-1.54 1,000k 5/1/2016
149 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.44 400k 1/1/1988
148 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.43 1,500k 4/1/2006
147 Estlander & Partners
Global Markets
-1.31 10,000k 8/1/1999
146 Rabar Market Research
Diversified Program
-1.30 2,000k 1/1/1989
145 Robust Methods LLC
Macro Managed Account
-1.09 5,000k 1/1/2005
144 Superfund Group
Superfund Green Master
-0.85 2,000k 5/1/2001
143 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-0.83 5,000k 1/1/2005
142 Haar Capital Management
Discretionary Commodity Trading Program
-0.77 250k 12/1/2005
141 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.73 1,000k 1/1/1999
140 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.69 50k 4/1/2005
139 Conquest Capital Group
Conquest Macro
-0.50 250k 5/1/1999
138 Clarke Capital Management
Worldwide
-0.46 250k 1/1/1996
137 Rhicon Currency Management
Rhicon Strategic Program
-0.43 500k 1/1/2004
136 Shield Plus LLC
Shield Plus Natural Gas
-0.42 50k 1/1/2004
135 Dominion Capital
Sapphire Program
-0.34 3,000k 5/1/2005
134 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.25 10,000k 4/1/2003
133 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.24 10,000k 4/1/2004
132 C-View Limited
Currency Managed Account Program
-0.23 5,000k 10/1/1996
131 Witter & Lester, Inc.
Redstone
-0.20 500k 9/1/1994
130 Red Rock Capital, LLC
Systematic Global Macro
-0.16 500k 9/1/2003
129 Mobius Asset Management
Diversified Program
-0.10 250k 3/1/2004
128 KMJ Investments
KMJ Investments
-0.05 1,000k 8/1/1994
127 M.S. Capital Management
Global Diversified Program
-0.04 2,000k 11/1/1998
126 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.02 10,000k 1/1/1991
121 Novus Investments, LLC
Novus Precious Commodities
0.00 200k 1/1/2007
122 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
0.00 200k 1/1/2007
123 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.00 10,000k 1/1/2007
124 Robinson-Langley Capital Management, LLC
Managed Account Program
0.00 200k 1/1/2007
125 Emil van Essen
Spread Trading Program
0.00 5,000k 12/1/2006
120 Systematic Alpha Management
Systematic Alpha Futures Program
0.07 100k 6/1/2004
119 Estlander & Partners
Alpha Trend
0.07 30,000k 10/1/1991
118 RAM Management Group
MRTP Aggressive
0.10 1,000k 2/1/1998
117 Mondiale Asset Management
Mondiale Trading Program
0.11 0k 9/1/1997
116 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
0.15 10,000k 2/1/2006
115 Superfund Group
Superfund Green GCT USD
0.19 15k 1/1/2000
114 RAM Management Group
RAM MRTP 1X-Conservative
0.20 1,000k 9/1/1993
113 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.21 1,000k 1/1/2005
112 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.24 10,000k 1/1/2001
111 Manning & Napier
MN Xenon Global Fixed Income Program
0.24 2,000k 8/1/2004
110 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.25 100k 1/1/2005
109 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
0.28 2,000k 7/1/1992
108 Conquest Capital Group
Conquest Select
0.32 250k 6/1/2004
107 Manning & Napier
MN Xenon Managed Futures (2x) Program
0.33 5,000k 6/1/2006
106 M6 Capital Management LLC
Standard Program
0.35 300k 7/1/2005
105 Eckhardt Trading Company
Evolution Strategies 1.2X
0.35 10,000k 10/1/1991
104 Eckhardt Trading Company
Evolution Strategies
0.37 20,000k 8/1/1991
103 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
0.41 200k 11/1/1999
102 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.42 1k 10/1/2006
101 ISAM
ISAM Systematic Trend Fund
0.43 1,000k 6/1/2001
100 Parizek Capital
Futures Trading Program
0.52 500k 4/1/2000
99 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.56 100k 5/1/1999
98 Superfund Group
Superfund Green Q-AG
0.62 2k 3/1/1996
97 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
0.62 3,000k 10/1/1992
96 Briarwood Capital Management, Inc.
Diversified Trading Program
0.70 3,000k 7/1/2001
95 Transtrend B.V.
DTP – Standard Risk (EUR)
0.73 10,000k 2/1/1999
94 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.79 250k 6/1/2001
93 Mobius Asset Management
Energy Weighted Program
0.82 250k 1/1/2005
92 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.85 10,000k 3/1/2006
91 NuWave Investment Management, LLC
Combined Futures Portfolio
0.93 5,000k 6/1/2001
90 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.03 1,000k 3/1/1998
89 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.03 0k 11/1/1996
88 Hyman Beck and Company
Global Portfolio
1.04 1,000k 3/1/1991
87 Millburn Corporation
Commodity Program
1.07 25,000k 3/1/2005
86 Abraham Trading Company
Diversified Program
1.08 10,000k 1/1/1988
85 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.10 1,000k 5/1/2006
84 John Locke Investments
Cyril Systematic Program
1.23 8,000k 7/1/2000
83 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
1.23 1,000k 1/1/2006
82 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.28 500k 1/1/2006
81 Briarwood Capital Management, Inc.
Diversified 2XL
1.30 250k 11/1/2004
80 Quantica Capital AG
Quantica Managed Futures
1.30 5,000k 1/1/2005
79 Northfield Trading
Diversified
1.38 2,000k 7/1/1989
78 Dreiss Research Corporation
Diversified Program
1.41 1,000k 5/1/1991
77 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.43 1,000k 9/1/1997
76 Blackwater Capital Management
Global Program
1.43 5,000k 7/1/2005
75 Superfund Group
Superfund Green Gold A (SPC)
1.47 5k 10/1/2005
74 Warrington Asset Management
Warrington Strategic Program
1.50 50k 1/1/1997
73 Clarke Capital Management
Global Basic
1.51 50k 2/1/1996
72 Amplitude Capital International Limited
Dynamic Strategy
1.56 6/1/2005
71 ITB Capital Management, LLC
ITB Premium Fund I, LTD
1.57 1,000k 1/1/2006
70 Somers Brothers Capital
Diversified Futures Program #1
1.60 100k 1/1/2005
69 Alder Capital DAC
Alder Global 10
1.60 2,500k 10/1/2000
68 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.64 10,000k 1/1/1995
67 Claughton Capital
Auto-Reactive Positioning
1.64 1,000k 10/1/2005
66 Quantitative Investment Management
Quantitative Global Program
1.67 20,000k 10/1/2003
65 Millburn Corporation
Diversified Program
1.70 20,000k 2/1/1977
64 Millburn Corporation
Multi-Markets Program
1.70 25,000k 10/1/2004
63 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.75 10,000k 8/1/1999
62 MERIT Alternative Investments GmbH
Futures Portfolio
1.76 2,000k 6/1/1998
61 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.79 1,000k 10/1/2006
60 Spectrum Asset Management LLC
Global Diversified
1.81 2,000k 1/1/2001
59 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.82 10,000k 8/1/2004
58 IKOS
The IKOS Hedge Fund
1.83 10,000k 7/1/1998
57 Beach Horizon LLP
Managed Account
1.85 5,000k 5/1/2005
56 DUNN Capital Management
DUNN Combined Fund (DCF)
1.87 100k 5/1/1989
55 FORT LP
Fort Global Contrarian
1.87 2,000k 10/1/2002
54 Four Seasons Commodities Corp
Lone Star Program
1.89 300k 1/1/2005
53 Romanesco Capital Management B.V
Persistence Program
1.93 5,000k 9/1/2005
52 Acorn Global Investments Inc.
Acorn Diversified Program
2.10 10k 7/1/2005
51 Superfund Group
Superfund Green Gold B (SPC)
2.15 50k 10/1/2005
50 Superfund Group
Superfund Green Gold C (SPC)
2.24 100k 10/1/2005
49 PRIM' Alternative Investment
PRIM Gold
2.26 10k 11/1/2005
48 Ansbacher Investment Management
Market Neutral Put Skew Program
2.31 250k 1/1/1996
47 LJM Partners
LJM Preservation & Growth Strategy
2.40 250k 5/1/2006
46 Red Oak Commodity Advisors
Investment Program
2.41 5,000k 12/1/1989
45 Mark J. Walsh Company
Standard Program
2.42 2,000k 9/1/1985
44 FORT LP
Fort Global Diversified
2.42 2,000k 10/1/1993
43 Clarke Capital Management
Millennium
2.45 1,000k 1/1/1998
42 Chesapeake Capital
Diversified (LV)
2.63 100k 2/1/1988
41 Alee Capital Management, LLC
Mistral Program
2.76 2,500k 1/1/1999
40 Welton Investment Partners
Welton Global
2.87 10,000k 6/1/2004
39 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.87 1,000k 3/1/2003
38 Crabel Capital Management
Crabel Multi-Product
2.91 1,000k 3/1/1998
37 Neural Capital Ltd
Sentinel Trading Program
2.96 2,000k 1/1/2006
36 Eclipse Capital Management
Global Monetary
2.97 5,000k 8/1/1990
35 Arcanum Asset Management
Equity Index Option Program (Prop)
3.00 500k 7/1/2006
34 Rhicon Currency Management
Rhicon Systematic Currency Program
3.02 3,000k 1/1/2004
33 Range Wise
Investment Program
3.17 250k 2/1/1991
32 Drury Capital
Diversified Trend-Following Program
3.33 5,000k 5/1/1997
31 Sunrise Capital Partners
Sunrise Expanded Diversified Program
3.38 1/1/1989
30 Alder Capital DAC
Alder Global 20
3.40 2,500k 2/1/2001
29 Rivoli Fund Management
Rivoli International Fund (V9)
3.57 5,000k 1/1/2002
28 Alee Capital Management, LLC
Poniente Program
3.60 2,500k 1/1/1999
27 EMC Capital Advisors, LLC
Classic
3.80 5,000k 1/1/1985
26 Winton Capital Management
Diversified
3.86 50,000k 10/1/1997
25 LJM Partners
LJM Moderately Aggressive Strategy
3.91 500k 4/1/2003
24 Lynx Asset Management AB
Lynx Program
3.97 75k 5/1/2000
23 Di Tomasso Group Inc.
Equilibrium Program
4.30 5,000k 1/1/2002
22 Rivoli Fund Management
Rivoli International Fund (MAP)
4.55 5,000k 10/1/1996
21 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
4.56 500k 12/1/2003
20 Clarke Capital Management
Global Magnum
4.66 100k 8/1/1997
19 LJM Partners
LJM Aggressive Strategy
5.07 500k 7/1/1998
18 Molinero Capital Management LLP
Global Markets Program
5.07 2,000k 7/1/2005
17 Kinkopf Capital Management
KCM S&P (Proprietary)
5.71 100k 1/1/1999
16 DUNN Capital Management
D'Best Futures Fund, L.P.
5.87 100k 6/1/1994
15 Clarke Capital Management
FX Plus
5.96 1,000k 5/1/2004
14 Revolution Capital Management
Mosaic Program
5.96 10,000k 10/1/2006
13 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.21 100k 11/1/1984
12 Crescent Bay Capital Management
Premium Stock Index Program
6.35 10k 10/1/2005
11 Four Seasons Commodities Corp
Hawkeye Spread Program
6.91 500k 3/1/2005
10 Strategic Ag Trading
Chatham
7.72 100k 1/1/2005
9 Revolution Capital Management
Alpha Fund
8.33 50k 1/1/2005
8 Xplor Capital Management, LLC
Global CTA Program
8.38 1,500k 7/1/2004
7 Clarke Capital Management
Jupiter
8.98 3,000k 5/1/2005
6 Quantum Leap Capital Management
Managed Account Program
9.31 300k 8/1/2006
5 Keck Capital Management LLC
The Keck Program
10.04 2,000k 12/1/2003
4 HPX Financial LLC
HPX Old School Program
14.03 200k 6/1/2006
3 Parizek Capital
Currency Program
14.26 1,000k 4/1/2006
2 Schindler Capital Management, LLC
Dairy Advantage Program
21.36 200k 8/1/2005
1 Dendrich Ltd
QEP
26.03 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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan