IASG CTA Index For November 2007

Monthly Rankings

Rank CTA/Program Nov 2007 Min Inv Inception
192 Kinkopf Capital Management
KCM S&P (Proprietary)
-18.51 100k 1/1/1999
191 Xplor Capital Management, LLC
Global CTA Program
-13.63 1,500k 7/1/2004
190 Superfund Group
Superfund Green Gold C (SPC)
-13.09 100k 10/1/2005
189 Superfund Group
Superfund Green Gold B (SPC)
-9.98 50k 10/1/2005
188 Superfund Group
Superfund Green Master
-9.50 2,000k 5/1/2001
187 Witter & Lester, Inc.
Stock Index Futures Trading Program
-8.92 400k 1/1/1988
186 Mulvaney Capital Management
The Mulvaney Global Markets Program
-8.59 100k 5/1/1999
185 Estlander & Partners
Global XL
-8.55 5,000k 8/1/1991
184 Superfund Group
Superfund Green GCT USD
-8.54 15k 1/1/2000
183 Revolution Capital Management
Mosaic Program
-8.37 10,000k 10/1/2006
182 Tactical Investment Management
Tactical Institutional Commodity Program
-7.52 10,000k 4/1/1993
181 HPX Financial LLC
HPX Old School Program
-7.42 200k 6/1/2006
180 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-7.32 75k 6/1/2007
179 Superfund Group
Superfund Green Gold A (SPC)
-7.10 5k 10/1/2005
178 Superfund Group
Superfund Green L.P. Series B
-6.79 5k 10/1/2002
177 Chesapeake Capital
Diversified (LV)
-6.73 100k 2/1/1988
176 Altradis Capital AG
AlphAlgo
-6.22 100k 5/1/2007
175 Novus Investments, LLC
Novus Precious Commodities
-5.95 200k 1/1/2007
174 Rotella Capital Management
Rotella Polaris Program (Diversified)
-5.90 10,000k 1/1/1991
173 Superfund Group
Superfund Green Q-AG
-5.71 2k 3/1/1996
172 Clarke Capital Management
FX Plus
-5.33 1,000k 5/1/2004
171 Hyman Beck and Company
Global Portfolio
-5.00 1,000k 3/1/1991
170 Clarke Capital Management
Jupiter
-4.81 3,000k 5/1/2005
169 Superfund Group
Superfund Green L.P. Series A
-4.69 5k 10/1/2002
168 Mondiale Asset Management
Mondiale Trading Program
-4.12 0k 9/1/1997
167 Estlander & Partners
Global Markets
-4.11 10,000k 8/1/1999
166 Quantica Capital AG
Quantica Diversified FX
-3.90 5,000k 3/1/2007
165 Rabar Market Research
Diversified Program
-3.76 2,000k 1/1/1989
164 Spectrum Asset Management LLC
Global Diversified
-3.58 2,000k 1/1/2001
163 Keck Capital Management LLC
The Keck Program
-3.52 2,000k 12/1/2003
162 FORT LP
Fort Global Contrarian
-3.27 2,000k 10/1/2002
161 Millburn Corporation
Diversified Program
-3.23 20,000k 2/1/1977
160 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-3.22 500k 1/1/2006
159 Dreiss Research Corporation
Diversified Program
-3.17 1,000k 5/1/1991
158 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-3.12 1,000k 1/1/2006
157 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-2.92 5,000k 10/1/2007
156 Millburn Corporation
Multi-Markets Program
-2.87 25,000k 10/1/2004
155 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.86 10,000k 8/1/2004
154 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-2.75 1,000k 1/1/1999
153 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.39 10,000k 8/1/1999
152 Beach Horizon LLP
Managed Account
-2.36 5,000k 5/1/2005
151 Kottke Associates
Stockton Fundamental Ag
-2.24 500k 1/1/2006
150 Eclipse Capital Management
Global Monetary
-2.21 5,000k 8/1/1990
149 Shield Plus LLC
Shield Plus Natural Gas
-2.18 50k 1/1/2004
148 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.16 10,000k 1/1/1995
147 Robust Methods LLC
Macro Managed Account
-2.15 5,000k 1/1/2005
146 AllMountain Capital AG
Mount Denali Global Trends
-2.14 160k 7/1/2007
145 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.13 1,500k 4/1/2006
144 Blackwater Capital Management
Global Program
-1.84 5,000k 7/1/2005
143 Molinero Capital Management LLP
Global Markets Program
-1.78 2,000k 7/1/2005
142 Systematic Alpha Management
Systematic Alpha Futures Program
-1.74 100k 6/1/2004
141 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-1.68 5,000k 1/1/2005
140 PRIM' Alternative Investment
PRIM Gold
-1.59 10k 11/1/2005
139 Endeavour Capital LLP
Endeavour Pembroke
-1.56 2,000k 7/1/2007
138 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.53 10,000k 2/1/1999
137 Schindler Capital Management, LLC
Dairy Advantage Program
-1.45 200k 8/1/2005
136 Welton Investment Partners
Welton Global
-1.43 10,000k 6/1/2004
135 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-1.41 2,000k 7/1/1992
134 Wavefront Global Asset Management
IMFC Global Investment Program
-1.25 2,000k 2/1/2007
133 Rosetta Capital Management
Rosetta Trading Program
-1.20 100k 4/1/2000
132 Strategic Ag Trading
SAT GRAINS
-1.17 100k 4/1/2002
131 Emil van Essen
EvE Systematic Global Opportunities
-1.10 1,000k 9/1/2007
130 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-0.93 3,000k 10/1/1992
129 Covenant Capital Management
Original Program
-0.67 5,000k 9/1/1999
128 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.61 10,000k 4/1/2003
127 Estlander & Partners
Alpha Trend
-0.59 30,000k 10/1/1991
126 Ansbacher Investment Management
Market Neutral Put Skew Program
-0.58 250k 1/1/1996
125 Strategic Ag Trading
Chatham
-0.55 100k 1/1/2005
124 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-0.53 100k 3/1/2003
123 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.41 10,000k 3/1/2006
122 Red Rock Capital, LLC
Systematic Global Macro
-0.37 500k 9/1/2003
121 EMC Capital Advisors, LLC
Classic
-0.30 5,000k 1/1/1985
120 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.22 1,000k 9/1/1997
119 Witter & Lester, Inc.
Redstone
-0.17 500k 9/1/1994
118 Range Wise
Investment Program
-0.09 250k 2/1/1991
117 Millburn Corporation
Commodity Program
-0.08 25,000k 3/1/2005
116 Covenant Capital Management
Aggressive Program
-0.03 3,000k 2/1/2004
110 Rho Asset Management
Rho Altius 1XL Program
0.00 5,000k 11/1/2007
111 Auctos Capital Management
Auctos Global Diversified
0.00 3,000k 11/1/2007
112 Ion Asset Architecture
Ion Fund Program
0.00 10,000k 11/1/2007
113 Ion Asset Architecture (Fund Program)
Ion Fund
0.00 100k 11/1/2007
114 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
115 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.00 1,000k 1/1/2005
109 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.01 0k 11/1/1996
108 KMJ Investments
KMJ Investments
0.19 1,000k 8/1/1994
107 Briarwood Capital Management, Inc.
Diversified Trading Program
0.40 3,000k 7/1/2001
106 Quality Capital Management
Global Diversified Programme
0.40 10,000k 12/1/1995
105 Mobius Asset Management
Energy Weighted Program
0.42 250k 1/1/2005
104 Southwest Managed Investments, LLC
Global Diversified
0.42 200k 1/1/2002
103 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.44 1k 10/1/2006
102 Rhicon Currency Management
Rhicon Strategic Program
0.51 500k 1/1/2004
101 Conquest Capital Group
Conquest Select
0.52 250k 6/1/2004
100 Somers Brothers Capital
Diversified Futures Program #1
0.58 100k 1/1/2005
99 FORT LP
Fort Global Diversified
0.62 2,000k 10/1/1993
98 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.63 10,000k 8/1/2007
97 MERIT Alternative Investments GmbH
Futures Portfolio
0.64 2,000k 6/1/1998
96 Briarwood Capital Management, Inc.
Diversified 2XL
0.88 250k 11/1/2004
95 Alder Capital DAC
Alder Global 10
0.90 2,500k 10/1/2000
94 Beryl Investment Group LLC
Nominal Discretionary System
1.10 50k 7/1/2007
93 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.13 100k 1/1/2000
92 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.14 10,000k 4/1/2004
91 Abraham Trading Company
Diversified Program
1.16 10,000k 1/1/1988
90 Dominion Capital
Sapphire Program
1.19 3,000k 5/1/2005
89 Quantica Capital AG
Quantica Managed Futures
1.20 5,000k 1/1/2005
88 Future Trade AG
Thales Swing Trading Programme
1.22 250k 6/1/2007
87 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.23 1,000k 3/1/1998
86 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.25 10,000k 1/1/2001
85 C-View Limited
Currency Managed Account Program
1.27 5,000k 10/1/1996
84 M6 Capital Management LLC
Standard Program
1.35 300k 7/1/2005
83 Revolution Capital Management
Alpha Program
1.39 5,000k 6/1/2007
82 Alder Capital DAC
Alder Global 20
1.40 2,500k 2/1/2001
81 DUNN Capital Management
DUNN Combined Fund (DCF)
1.48 100k 5/1/1989
80 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.52 1/1/1989
79 Rivoli Fund Management
Rivoli International Fund (V9)
1.53 5,000k 1/1/2002
78 Red Oak Commodity Advisors
Investment Program
1.53 5,000k 12/1/1989
77 Four Seasons Commodities Corp
Lone Star Program
1.65 300k 1/1/2005
76 Jaguar Investments Ltd
Vario Capital Strategy
1.77 1,000k 5/1/2016
75 Neural Capital Ltd
Sentinel Trading Program
1.83 2,000k 1/1/2006
74 LJM Partners
LJM Preservation & Growth Strategy
1.87 250k 5/1/2006
73 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
2.09 1,000k 10/1/2006
72 Ancile Capital Management
Global Markets Program
2.17 2,000k 4/1/2005
71 Rivoli Fund Management
Rivoli International Fund (MAP)
2.23 5,000k 10/1/1996
70 Di Tomasso Group Inc.
Equilibrium Program
2.28 5,000k 1/1/2002
69 Pacific Capital Advisors
Vanguard Program
2.32 100k 4/1/2007
68 Trigon Investment Advisors, LLC
Foreign Exchange Program
2.33 5,000k 8/1/2000
67 Four Seasons Commodities Corp
Hawkeye Spread Program
2.36 500k 3/1/2005
66 Winton Capital Management
Diversified
2.42 50,000k 10/1/1997
65 DUNN Capital Management
D'Best Futures Fund, L.P.
2.50 100k 6/1/1994
64 Revolution Capital Management
Alpha Fund
2.56 50k 1/1/2005
63 Clarke Capital Management
Worldwide
2.61 250k 1/1/1996
62 Robinson-Langley Capital Management, LLC
Managed Account Program
2.62 200k 1/1/2007
61 IKOS
The IKOS Hedge Fund
2.65 10,000k 7/1/1998
60 Quantmetrics Capital Management LLP
Directional 10V Strategy
2.67 10,000k 1/1/2007
59 Superfund Group
Superfund Blue SPC Class A (EUR)
2.68 50k 4/1/2005
58 Rhicon Currency Management
Rhicon Systematic Currency Program
2.69 3,000k 1/1/2004
57 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.83 1,000k 3/1/2003
56 Lynx Asset Management AB
Lynx Program
2.83 75k 5/1/2000
55 Northfield Trading
Diversified
2.90 2,000k 7/1/1989
54 Clarke Capital Management
Millennium
2.97 1,000k 1/1/1998
53 NuWave Investment Management, LLC
Combined Futures Portfolio
3.04 5,000k 6/1/2001
52 Eckhardt Trading Company
Evolution Strategies
3.06 20,000k 8/1/1991
51 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
3.15 10,000k 2/1/2006
50 Alee Capital Management, LLC
Mistral Program
3.17 2,500k 1/1/1999
49 NuWave Investment Management, LLC
NuWave Investment Partners LP
3.18 250k 6/1/2001
48 Eckhardt Trading Company
Evolution Strategies 1.2X
3.36 10,000k 10/1/1991
47 Quantitative Investment Management
Quantitative Global Program
3.40 20,000k 10/1/2003
46 ISAM
ISAM Systematic Trend Fund
3.45 1,000k 6/1/2001
45 Drury Capital
Diversified Trend-Following Program
3.56 5,000k 5/1/1997
44 Mobius Asset Management
Diversified Program
3.62 250k 3/1/2004
43 Non Correlated Capital
Positive Theta Fund
3.65 50k 10/1/2007
42 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
3.66 200k 1/1/2007
41 John Locke Investments
Cyril Systematic Program
3.73 8,000k 7/1/2000
40 Manning & Napier
MN Xenon Global Fixed Income Program
3.77 2,000k 8/1/2004
39 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
3.87 200k 11/1/1999
38 Crabel Capital Management
Crabel Multi-Product
3.98 1,000k 3/1/1998
37 RAM Management Group
RAM MRTP 1X-Conservative
4.15 1,000k 9/1/1993
36 Romanesco Capital Management B.V
Persistence Program
4.23 5,000k 9/1/2005
35 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
4.26 1,000k 5/1/2006
34 Dendrich Ltd
QEP
4.39 50k 12/1/2005
33 Non Correlated Capital
Positive Theta Program
4.49 250k 10/1/2007
32 ITB Capital Management, LLC
ITB Premium Fund I, LTD
4.63 1,000k 1/1/2006
31 Manning & Napier
MN Xenon Managed Futures (2x) Program
4.68 5,000k 6/1/2006
30 Alee Capital Management, LLC
Poniente Program
4.73 2,500k 1/1/1999
29 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
4.82 100k 1/1/2005
28 Hawksbill Capital Management
Global Diversified
4.86 5,000k 11/1/1988
27 Mobius Asset Management
Custom Trading Program
5.01 100k 1/1/2002
26 Mark J. Walsh Company
Standard Program
5.38 2,000k 9/1/1985
25 Saxon Investment Corporation
Diversified Program
5.48 3,000k 9/1/1988
24 Futures Truth Company, FTC-CTA
MS4
5.48 250k 10/1/2007
23 Crescent Bay Capital Management
Premium Stock Index Program
5.50 10k 10/1/2005
22 Warrington Asset Management
Warrington Strategic Program
5.57 50k 1/1/1997
21 LJM Partners
LJM Moderately Aggressive Strategy
5.59 500k 4/1/2003
20 LJM Partners
LJM Aggressive Strategy
5.65 500k 7/1/1998
19 Haar Capital Management
Discretionary Commodity Trading Program
6.23 250k 12/1/2005
18 Conquest Capital Group
Conquest Macro
6.70 250k 5/1/1999
17 Acorn Global Investments Inc.
Acorn Diversified Program
6.73 10k 7/1/2005
16 Kelly Angle Inc.
Genesis Program
6.75 2,000k 4/1/2000
15 Parizek Capital
Futures Trading Program
6.87 500k 4/1/2000
14 Amplitude Capital International Limited
Dynamic Strategy
7.01 6/1/2005
13 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
7.17 500k 12/1/2003
12 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
7.78 100k 11/1/1984
11 Clarke Capital Management
Global Magnum
7.86 100k 8/1/1997
10 Arcanum Asset Management
Equity Index Option Program (Prop)
8.00 500k 7/1/2006
9 Saxon Investment Corporation
Aggressive Diversified Program
9.06 2,000k 11/1/1993
8 Parizek Capital
Currency Program
9.70 1,000k 4/1/2006
7 Heyden & Steindl GmbH
TOMAC2
11.98 5,000k 3/1/2003
6 Claughton Capital
Auto-Reactive Positioning
12.11 1,000k 10/1/2005
5 RAM Management Group
MRTP Aggressive
14.32 1,000k 2/1/1998
4 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
16.93 50k 10/1/2007
3 Clarke Capital Management
Global Basic
17.81 50k 2/1/1996
2 Emil van Essen
Spread Trading Program
22.94 5,000k 12/1/2006
1 Quantum Leap Capital Management
Managed Account Program
25.29 300k 8/1/2006

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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