IASG CTA Index For December 2007

Monthly Rankings

Rank CTA/Program Dec 2007 Min Inv Inception
194 Parizek Capital
Currency Program
-10.41 1,000k 4/1/2006
193 Clarke Capital Management
FX Plus
-8.11 1,000k 5/1/2004
192 Claughton Capital
Auto-Reactive Positioning
-7.87 1,000k 10/1/2005
191 Neural Capital Ltd
Sentinel Trading Program
-5.73 2,000k 1/1/2006
190 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.55 200k 11/1/1999
189 Systematic Alpha Management
Systematic Alpha Futures Program
-3.52 100k 6/1/2004
188 Shield Plus LLC
Shield Plus Natural Gas
-3.47 50k 1/1/2004
187 Drury Capital
Diversified Trend-Following Program
-3.29 5,000k 5/1/1997
186 Keck Capital Management LLC
The Keck Program
-3.18 2,000k 12/1/2003
185 Emil van Essen
Spread Trading Program
-3.07 5,000k 12/1/2006
184 Northfield Trading
Diversified
-2.70 2,000k 7/1/1989
183 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.64 1k 10/1/2006
182 Alder Capital DAC
Alder Global 20
-2.50 2,500k 2/1/2001
181 Lynx Asset Management AB
Lynx Program
-2.43 75k 5/1/2000
180 Parizek Capital
Futures Trading Program
-2.25 500k 4/1/2000
179 Covenant Capital Management
Aggressive Program
-2.02 3,000k 2/1/2004
178 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.52 10,000k 1/1/1991
177 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.17 500k 1/1/2006
176 Jaguar Investments Ltd
Vario Capital Strategy
-1.11 1,000k 5/1/2016
175 Pacific Capital Advisors
Vanguard Program
-1.03 100k 4/1/2007
174 Alder Capital DAC
Alder Global 10
-1.00 2,500k 10/1/2000
173 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.96 10,000k 1/1/2001
172 Covenant Capital Management
Original Program
-0.90 5,000k 9/1/1999
171 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.78 5,000k 8/1/2000
170 Revolution Capital Management
Mosaic Program
-0.74 10,000k 10/1/2006
169 Beryl Investment Group LLC
Nominal Discretionary System
-0.71 50k 7/1/2007
168 Quantum Leap Capital Management
Managed Account Program
-0.67 300k 8/1/2006
167 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.63 10,000k 8/1/2007
166 Welton Investment Partners
Welton Global
-0.52 10,000k 6/1/2004
165 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-0.50 10,000k 2/1/2006
164 Estlander & Partners
Global XL
-0.47 5,000k 8/1/1991
163 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.46 10,000k 4/1/2004
162 Acorn Global Investments Inc.
Acorn Diversified Program
-0.44 10k 7/1/2005
161 MERIT Alternative Investments GmbH
Futures Portfolio
-0.36 2,000k 6/1/1998
160 Robust Methods LLC
Macro Managed Account
-0.31 5,000k 1/1/2005
159 Conquest Capital Group
Conquest Select
-0.30 250k 6/1/2004
158 Blackwater Capital Management
Global Program
-0.29 5,000k 7/1/2005
157 Estlander & Partners
Global Markets
-0.25 10,000k 8/1/1999
156 Manning & Napier
MN Xenon Global Fixed Income Program
-0.17 2,000k 8/1/2004
155 Clarke Capital Management
Worldwide
-0.12 250k 1/1/1996
154 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-0.11 1,000k 5/1/2006
153 Molinero Capital Management LLP
Global Markets Program
-0.10 2,000k 7/1/2005
152 C-View Limited
Currency Managed Account Program
-0.10 5,000k 10/1/1996
151 FORT LP
Fort Global Diversified
-0.06 2,000k 10/1/1993
150 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.04 100k 1/1/2005
147 Superfund Group
Superfund Blue SPC Class A (Gold)
0.00 50k 12/1/2007
148 John Locke Investments
JL Commodity Long Flat Program
0.00 5,000k 12/1/2007
149 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
146 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.03 100k 3/1/2003
145 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.07 1,000k 1/1/1999
144 Winton Capital Management
Diversified
0.24 50,000k 10/1/1997
143 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.25 1,000k 1/1/2005
142 Future Trade AG
Thales Swing Trading Programme
0.26 250k 6/1/2007
141 Romanesco Capital Management B.V
Persistence Program
0.33 5,000k 9/1/2005
140 Kelly Angle Inc.
Genesis Program
0.37 2,000k 4/1/2000
139 Rivoli Fund Management
Rivoli International Fund (V9)
0.38 5,000k 1/1/2002
138 Revolution Capital Management
Alpha Fund
0.38 50k 1/1/2005
137 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.48 10,000k 4/1/2003
136 Rivoli Fund Management
Rivoli International Fund (MAP)
0.49 5,000k 10/1/1996
135 John Locke Investments
Cyril Systematic Program
0.53 8,000k 7/1/2000
134 Revolution Capital Management
Alpha Program
0.56 5,000k 6/1/2007
133 Quantica Capital AG
Quantica Managed Futures
0.60 5,000k 1/1/2005
132 Clarke Capital Management
Jupiter
0.61 3,000k 5/1/2005
131 FORT LP
Fort Global Contrarian
0.66 2,000k 10/1/2002
130 Mondiale Asset Management
Mondiale Trading Program
0.72 0k 9/1/1997
129 Mobius Asset Management
Diversified Program
0.72 250k 3/1/2004
128 Ansbacher Investment Management
Market Neutral Put Skew Program
0.72 250k 1/1/1996
127 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.79 1,000k 3/1/1998
126 Transtrend B.V.
DTP – Standard Risk (EUR)
0.82 10,000k 2/1/1999
125 Hyman Beck and Company
Global Portfolio
0.82 1,000k 3/1/1991
124 Red Oak Commodity Advisors
Investment Program
0.84 5,000k 12/1/1989
123 Ion Asset Architecture
Ion Fund Program
0.85 10,000k 11/1/2007
122 Ion Asset Architecture (Fund Program)
Ion Fund
0.86 100k 11/1/2007
121 Strategic Ag Trading
SAT GRAINS
0.86 100k 4/1/2002
120 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.87 100k 1/1/2000
119 KMJ Investments
KMJ Investments
0.89 1,000k 8/1/1994
118 Kinkopf Capital Management
KCM S&P (Proprietary)
0.90 100k 1/1/1999
117 Witter & Lester, Inc.
Redstone
0.95 500k 9/1/1994
116 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.96 1,000k 9/1/1997
115 Altradis Capital AG
AlphAlgo
0.99 100k 5/1/2007
114 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.02 5,000k 6/1/2006
113 Quantmetrics Capital Management LLP
Directional 10V Strategy
1.12 10,000k 1/1/2007
112 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.14 10,000k 8/1/2004
111 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.16 1,000k 3/1/2003
110 Estlander & Partners
Alpha Trend
1.19 30,000k 10/1/1991
109 Briarwood Capital Management, Inc.
Diversified Trading Program
1.19 3,000k 7/1/2001
108 Quantitative Investment Management
Quantitative Global Program
1.19 20,000k 10/1/2003
107 Clarke Capital Management
Millennium
1.28 1,000k 1/1/1998
106 EMC Capital Advisors, LLC
Classic
1.30 5,000k 1/1/1985
105 Conquest Capital Group
Conquest Macro
1.30 250k 5/1/1999
104 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.32 10,000k 1/1/1995
103 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.33 1,000k 10/1/2006
102 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.36 10,000k 8/1/1999
101 Strategic Ag Trading
Chatham
1.36 100k 1/1/2005
100 Robinson-Langley Capital Management, LLC
Managed Account Program
1.37 200k 1/1/2007
99 ISAM
ISAM Systematic Trend Fund
1.50 1,000k 6/1/2001
98 IKOS
The IKOS Hedge Fund
1.53 10,000k 7/1/1998
97 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.58 0k 11/1/1996
96 Quantica Capital AG
Quantica Diversified FX
1.60 5,000k 3/1/2007
95 Millburn Corporation
Diversified Program
1.64 20,000k 2/1/1977
94 Millburn Corporation
Multi-Markets Program
1.76 25,000k 10/1/2004
93 Warrington Asset Management
Warrington Strategic Program
1.79 50k 1/1/1997
92 Rabar Market Research
Diversified Program
1.80 2,000k 1/1/1989
91 DUNN Capital Management
D'Best Futures Fund, L.P.
1.85 100k 6/1/1994
90 Four Seasons Commodities Corp
Hawkeye Spread Program
1.85 500k 3/1/2005
89 Rhicon Currency Management
Rhicon Strategic Program
1.86 500k 1/1/2004
88 Xplor Capital Management, LLC
Global CTA Program
1.90 1,500k 7/1/2004
87 Tactical Investment Management
Tactical Institutional Commodity Program
1.91 10,000k 4/1/1993
86 Dominion Capital
Sapphire Program
1.96 3,000k 5/1/2005
85 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
2.09 1,000k 1/1/2006
84 Eclipse Capital Management
Global Monetary
2.20 5,000k 8/1/1990
83 Wavefront Global Asset Management
IMFC Global Investment Program
2.27 2,000k 2/1/2007
82 Auspice Capital Advisors Ltd
Auspice Diversified Program
2.29 1,500k 4/1/2006
81 Sunrise Capital Partners
Sunrise Expanded Diversified Program
2.32 1/1/1989
80 Briarwood Capital Management, Inc.
Diversified 2XL
2.45 250k 11/1/2004
79 LJM Partners
LJM Preservation & Growth Strategy
2.47 250k 5/1/2006
78 Southwest Managed Investments, LLC
Global Diversified
2.48 200k 1/1/2002
77 RAM Management Group
RAM MRTP 1X-Conservative
2.48 1,000k 9/1/1993
76 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.49 10,000k 3/1/2006
75 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
2.54 5,000k 1/1/2005
74 NuWave Investment Management, LLC
Combined Futures Portfolio
2.57 5,000k 6/1/2001
73 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.74 250k 6/1/2001
72 Crescent Bay Capital Management
Premium Stock Index Program
2.80 10k 10/1/2005
71 Superfund Group
Superfund Green L.P. Series A
2.82 5k 10/1/2002
70 Non Correlated Capital
Positive Theta Program
2.84 250k 10/1/2007
69 M6 Capital Management LLC
Standard Program
3.02 300k 7/1/2005
68 Superfund Group
Superfund Blue SPC Class A (EUR)
3.38 50k 4/1/2005
67 Superfund Group
Superfund Green Q-AG
3.43 2k 3/1/1996
66 Non Correlated Capital
Positive Theta Fund
3.46 50k 10/1/2007
65 Futures Truth Company, FTC-CTA
MS4
3.55 250k 10/1/2007
64 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
3.60 75k 6/1/2007
63 Mark J. Walsh Company
Standard Program
3.66 2,000k 9/1/1985
62 Eckhardt Trading Company
Evolution Strategies
3.76 20,000k 8/1/1991
61 Quality Capital Management
Global Diversified Programme
3.81 10,000k 12/1/1995
60 Hawksbill Capital Management
Global Diversified
3.91 5,000k 11/1/1988
59 Emil van Essen
EvE Systematic Global Opportunities
3.91 1,000k 9/1/2007
58 Red Rock Capital, LLC
Systematic Global Macro
4.00 500k 9/1/2003
57 Crabel Capital Management
Crabel Multi-Product
4.06 1,000k 3/1/1998
56 Mobius Asset Management
Energy Weighted Program
4.11 250k 1/1/2005
55 Eckhardt Trading Company
Evolution Strategies 1.2X
4.18 10,000k 10/1/1991
54 Endeavour Capital LLP
Endeavour Pembroke
4.19 2,000k 7/1/2007
53 Four Seasons Commodities Corp
Lone Star Program
4.19 300k 1/1/2005
52 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.25 400k 1/1/1988
51 Rho Asset Management
Rho Altius 1XL Program
4.31 5,000k 11/1/2007
50 Auctos Capital Management
Auctos Global Diversified
4.41 3,000k 11/1/2007
49 Commodity Strategies AG
CSAG Active Long Short Commodity Program
4.41 5,000k 10/1/2007
48 Superfund Group
Superfund Green L.P. Series B
4.44 5k 10/1/2002
47 ITB Capital Management, LLC
ITB Premium Fund I, LTD
4.62 1,000k 1/1/2006
46 Somers Brothers Capital
Diversified Futures Program #1
4.71 100k 1/1/2005
45 Saxon Investment Corporation
Diversified Program
4.74 3,000k 9/1/1988
44 Rhicon Currency Management
Rhicon Systematic Currency Program
4.78 3,000k 1/1/2004
43 Dreiss Research Corporation
Diversified Program
5.01 1,000k 5/1/1991
42 Superfund Group
Superfund Green GCT USD
5.42 15k 1/1/2000
41 Range Wise
Investment Program
5.45 250k 2/1/1991
40 Alee Capital Management, LLC
Mistral Program
5.48 2,500k 1/1/1999
39 Chesapeake Capital
Diversified (LV)
5.52 100k 2/1/1988
38 Millburn Corporation
Commodity Program
5.60 25,000k 3/1/2005
37 Superfund Group
Superfund Green Master
5.79 2,000k 5/1/2001
36 Beach Horizon LLP
Managed Account
5.87 5,000k 5/1/2005
35 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
5.91 200k 1/1/2007
34 RAM Management Group
MRTP Aggressive
5.94 1,000k 2/1/1998
33 AllMountain Capital AG
Mount Denali Global Trends
5.99 160k 7/1/2007
32 Spectrum Asset Management LLC
Global Diversified
5.99 2,000k 1/1/2001
31 PRIM' Alternative Investment
PRIM Gold
6.29 10k 11/1/2005
30 LJM Partners
LJM Moderately Aggressive Strategy
6.34 500k 4/1/2003
29 Alee Capital Management, LLC
Poniente Program
6.39 2,500k 1/1/1999
28 Amplitude Capital International Limited
Dynamic Strategy
6.44 6/1/2005
27 Abraham Trading Company
Diversified Program
6.47 10,000k 1/1/1988
26 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.55 100k 11/1/1984
25 Arcanum Asset Management
Equity Index Option Program (Prop)
6.67 500k 7/1/2006
24 LJM Partners
LJM Aggressive Strategy
6.71 500k 7/1/1998
23 DUNN Capital Management
DUNN Combined Fund (DCF)
6.83 100k 5/1/1989
22 Mobius Asset Management
Custom Trading Program
7.02 100k 1/1/2002
21 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
7.28 500k 12/1/2003
20 Rosetta Capital Management
Rosetta Trading Program
7.45 100k 4/1/2000
19 Saxon Investment Corporation
Aggressive Diversified Program
7.84 2,000k 11/1/1993
18 Ancile Capital Management
Global Markets Program
8.21 2,000k 4/1/2005
17 Haar Capital Management
Discretionary Commodity Trading Program
8.36 250k 12/1/2005
16 Heyden & Steindl GmbH
TOMAC2
8.44 5,000k 3/1/2003
15 Mulvaney Capital Management
The Mulvaney Global Markets Program
8.47 100k 5/1/1999
14 Clarke Capital Management
Global Magnum
9.50 100k 8/1/1997
13 Superfund Group
Superfund Green Gold A (SPC)
9.75 5k 10/1/2005
12 Di Tomasso Group Inc.
Equilibrium Program
9.92 5,000k 1/1/2002
11 Novus Investments, LLC
Novus Precious Commodities
10.53 200k 1/1/2007
10 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
10.87 3,000k 10/1/1992
9 Superfund Group
Superfund Green Gold B (SPC)
13.02 50k 10/1/2005
8 Schindler Capital Management, LLC
Dairy Advantage Program
13.44 200k 8/1/2005
7 Superfund Group
Superfund Green Gold C (SPC)
14.07 100k 10/1/2005
6 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
16.13 2,000k 7/1/1992
5 Kottke Associates
Stockton Fundamental Ag
17.62 500k 1/1/2006
4 Clarke Capital Management
Global Basic
18.96 50k 2/1/1996
3 HPX Financial LLC
HPX Old School Program
25.17 200k 6/1/2006
2 Dendrich Ltd
QEP
29.60 50k 12/1/2005
1 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
35.83 50k 10/1/2007

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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