IASG CTA Index For February 2007

Monthly Rankings

Rank CTA/Program Feb 2007 Min Inv Inception
172 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-13.04 200k 11/1/1999
171 Superfund Group
Superfund Green Master
-12.76 2,000k 5/1/2001
170 Keck Capital Management LLC
The Keck Program
-12.67 2,000k 12/1/2003
169 Superfund Group
Superfund Green Gold C (SPC)
-11.93 100k 10/1/2005
168 DUNN Capital Management
DUNN Combined Fund (DCF)
-11.81 100k 5/1/1989
167 Dreiss Research Corporation
Diversified Program
-11.48 1,000k 5/1/1991
166 DUNN Capital Management
D'Best Futures Fund, L.P.
-10.92 100k 6/1/1994
165 Superfund Group
Superfund Green L.P. Series B
-10.67 5k 10/1/2002
164 Superfund Group
Superfund Green GCT USD
-10.67 15k 1/1/2000
163 Strategic Ag Trading
SAT GRAINS
-9.70 100k 4/1/2002
162 Parizek Capital
Currency Program
-9.29 1,000k 4/1/2006
161 Xplor Capital Management, LLC
Global CTA Program
-9.03 1,500k 7/1/2004
160 Superfund Group
Superfund Green Gold B (SPC)
-9.03 50k 10/1/2005
159 Clarke Capital Management
Millennium
-8.61 1,000k 1/1/1998
158 Alder Capital DAC
Alder Global 20
-8.50 2,500k 2/1/2001
157 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.30 100k 11/1/1984
156 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-7.81 500k 12/1/2003
155 Superfund Group
Superfund Green L.P. Series A
-7.54 5k 10/1/2002
154 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-7.52 0k 11/1/1996
153 Quantum Leap Capital Management
Managed Account Program
-7.46 300k 8/1/2006
152 Kelly Angle Inc.
Genesis Program
-7.11 2,000k 4/1/2000
151 Clarke Capital Management
FX Plus
-7.00 1,000k 5/1/2004
150 Estlander & Partners
Global XL
-6.86 5,000k 8/1/1991
149 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-6.79 100k 1/1/2000
148 Hawksbill Capital Management
Global Diversified
-6.77 5,000k 11/1/1988
147 Superfund Group
Superfund Green Q-AG
-6.43 2k 3/1/1996
146 Kottke Associates
Stockton Fundamental Ag
-5.94 500k 1/1/2006
145 Winton Capital Management
Diversified
-5.93 50,000k 10/1/1997
144 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-5.82 100k 1/1/2005
143 ISAM
ISAM Systematic Trend Fund
-5.71 1,000k 6/1/2001
142 Neural Capital Ltd
Sentinel Trading Program
-5.41 2,000k 1/1/2006
141 Rivoli Fund Management
Rivoli International Fund (MAP)
-5.41 5,000k 10/1/1996
140 Superfund Group
Superfund Green Gold A (SPC)
-5.38 5k 10/1/2005
139 EMC Capital Advisors, LLC
Classic
-5.20 5,000k 1/1/1985
138 Mulvaney Capital Management
The Mulvaney Global Markets Program
-5.18 100k 5/1/1999
137 Lynx Asset Management AB
Lynx Program
-4.69 75k 5/1/2000
136 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-4.46 10,000k 8/1/2004
135 Acorn Global Investments Inc.
Acorn Diversified Program
-4.43 10k 7/1/2005
134 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-4.32 10,000k 8/1/1999
133 Rabar Market Research
Diversified Program
-4.18 2,000k 1/1/1989
132 Transtrend B.V.
DTP – Enhanced Risk (USD)
-4.07 10,000k 1/1/1995
131 Abraham Trading Company
Diversified Program
-4.00 10,000k 1/1/1988
130 Alder Capital DAC
Alder Global 10
-4.00 2,500k 10/1/2000
129 M.S. Capital Management
Global Diversified Program
-3.92 2,000k 11/1/1998
128 Hyman Beck and Company
Global Portfolio
-3.88 1,000k 3/1/1991
127 Warrington Asset Management
Warrington Strategic Program
-3.86 50k 1/1/1997
126 Somers Brothers Capital
Diversified Futures Program #1
-3.72 100k 1/1/2005
125 Conquest Capital Group
Conquest Select
-3.65 250k 6/1/2004
124 Drury Capital
Diversified Trend-Following Program
-3.51 5,000k 5/1/1997
123 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-3.50 1,000k 10/1/2006
122 Estlander & Partners
Global Markets
-3.35 10,000k 8/1/1999
121 Rivoli Fund Management
Rivoli International Fund (V9)
-3.25 5,000k 1/1/2002
120 Crescent Bay Capital Management
Premium Stock Index Program
-3.22 10k 10/1/2005
119 Alee Capital Management, LLC
Mistral Program
-3.09 2,500k 1/1/1999
118 LJM Partners
LJM Aggressive Strategy
-2.98 500k 7/1/1998
117 LJM Partners
LJM Moderately Aggressive Strategy
-2.98 500k 4/1/2003
116 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-2.93 1/1/1989
115 Manning & Napier
MN Xenon Managed Futures (2x) Program
-2.92 5,000k 6/1/2006
114 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.92 10,000k 2/1/1999
113 Beach Horizon LLP
Managed Account
-2.91 5,000k 5/1/2005
112 Clarke Capital Management
Jupiter
-2.88 3,000k 5/1/2005
111 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.83 5,000k 6/1/2001
110 Millburn Corporation
Multi-Markets Program
-2.80 25,000k 10/1/2004
109 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.75 250k 6/1/2001
108 Millburn Corporation
Diversified Program
-2.73 20,000k 2/1/1977
107 Chesapeake Capital
Diversified (LV)
-2.33 100k 2/1/1988
106 Conquest Capital Group
Conquest Macro
-2.32 250k 5/1/1999
105 Parizek Capital
Futures Trading Program
-2.22 500k 4/1/2000
104 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.14 1,000k 3/1/2003
103 Ansbacher Investment Management
Market Neutral Put Skew Program
-2.11 250k 1/1/1996
102 Molinero Capital Management LLP
Global Markets Program
-2.11 2,000k 7/1/2005
101 Superfund Group
Superfund Blue SPC Class A (EUR)
-2.09 50k 4/1/2005
100 Shield Plus LLC
Shield Plus Natural Gas
-2.04 50k 1/1/2004
99 John Locke Investments
Cyril Systematic Program
-2.04 8,000k 7/1/2000
98 Eclipse Capital Management
Global Monetary
-2.04 5,000k 8/1/1990
97 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.78 5,000k 8/1/2000
96 Clarke Capital Management
Worldwide
-1.77 250k 1/1/1996
95 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.76 1,500k 4/1/2006
94 Robust Methods LLC
Macro Managed Account
-1.69 5,000k 1/1/2005
93 Tactical Investment Management
Tactical Institutional Commodity Program
-1.68 10,000k 4/1/1993
92 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.65 10,000k 1/1/2001
91 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.65 1,000k 3/1/1998
90 MERIT Alternative Investments GmbH
Futures Portfolio
-1.61 2,000k 6/1/1998
89 Spectrum Asset Management LLC
Global Diversified
-1.54 2,000k 1/1/2001
88 Quantica Capital AG
Quantica Managed Futures
-1.40 5,000k 1/1/2005
87 Ancile Capital Management
Global Markets Program
-1.38 2,000k 4/1/2005
86 Southwest Managed Investments, LLC
Global Diversified
-1.26 200k 1/1/2002
85 Welton Investment Partners
Welton Global
-1.24 10,000k 6/1/2004
84 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.21 10,000k 1/1/1991
83 FORT LP
Fort Global Diversified
-1.18 2,000k 10/1/1993
82 IKOS
The IKOS Hedge Fund
-1.10 10,000k 7/1/1998
81 Manning & Napier
MN Xenon Global Fixed Income Program
-1.06 2,000k 8/1/2004
80 Dominion Capital
Sapphire Program
-0.97 3,000k 5/1/2005
79 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.96 1k 10/1/2006
78 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-0.93 500k 1/1/2006
77 Red Rock Capital, LLC
Systematic Global Macro
-0.92 500k 9/1/2003
76 Revolution Capital Management
Alpha Fund
-0.91 50k 1/1/2005
75 M6 Capital Management LLC
Standard Program
-0.81 300k 7/1/2005
74 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-0.70 10,000k 2/1/2006
73 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.63 1,000k 1/1/1999
72 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.60 10,000k 3/1/2006
71 C-View Limited
Currency Managed Account Program
-0.59 5,000k 10/1/1996
70 Clarke Capital Management
Global Magnum
-0.46 100k 8/1/1997
69 Briarwood Capital Management, Inc.
Diversified 2XL
-0.40 250k 11/1/2004
68 Estlander & Partners
Alpha Trend
-0.40 30,000k 10/1/1991
67 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.31 10,000k 4/1/2004
66 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.23 3,000k 7/1/2001
65 Northfield Trading
Diversified
-0.23 2,000k 7/1/1989
64 Heyden & Steindl GmbH
TOMAC2
-0.17 5,000k 3/1/2003
63 FORT LP
Fort Global Contrarian
-0.08 2,000k 10/1/2002
62 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.08 1,000k 9/1/1997
61 Wavefront Global Asset Management
IMFC Global Investment Program
0.00 2,000k 2/1/2007
60 Rhicon Currency Management
Rhicon Strategic Program
0.04 500k 1/1/2004
59 Quality Capital Management
Global Diversified Programme
0.05 10,000k 12/1/1995
58 KMJ Investments
KMJ Investments
0.09 1,000k 8/1/1994
57 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.15 1,000k 1/1/2005
56 Covenant Capital Management
Original Program
0.18 5,000k 9/1/1999
55 Blackwater Capital Management
Global Program
0.33 5,000k 7/1/2005
54 Red Oak Commodity Advisors
Investment Program
0.40 5,000k 12/1/1989
53 Systematic Alpha Management
Systematic Alpha Futures Program
0.50 100k 6/1/2004
52 Witter & Lester, Inc.
Redstone
0.60 500k 9/1/1994
51 Millburn Corporation
Commodity Program
0.64 25,000k 3/1/2005
50 Eckhardt Trading Company
Evolution Strategies
0.67 20,000k 8/1/1991
49 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.69 100k 3/1/2003
48 Covenant Capital Management
Aggressive Program
0.81 3,000k 2/1/2004
47 Eckhardt Trading Company
Evolution Strategies 1.2X
0.84 10,000k 10/1/1991
46 Mondiale Asset Management
Mondiale Trading Program
0.87 0k 9/1/1997
45 LJM Partners
LJM Preservation & Growth Strategy
0.96 250k 5/1/2006
44 Saxon Investment Corporation
Diversified Program
1.15 3,000k 9/1/1988
43 Clarke Capital Management
Global Basic
1.17 50k 2/1/1996
42 Amplitude Capital International Limited
Dynamic Strategy
1.30 6/1/2005
41 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
1.30 1,000k 1/1/2006
40 Jaguar Investments Ltd
Vario Capital Strategy
1.31 1,000k 5/1/2016
39 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.33 10,000k 4/1/2003
38 Rhicon Currency Management
Rhicon Systematic Currency Program
1.34 3,000k 1/1/2004
37 Quantmetrics Capital Management LLP
Directional 10V Strategy
1.35 10,000k 1/1/2007
36 Quantitative Investment Management
Quantitative Global Program
1.37 20,000k 10/1/2003
35 Strategic Ag Trading
Chatham
1.42 100k 1/1/2005
34 RAM Management Group
RAM MRTP 1X-Conservative
1.42 1,000k 9/1/1993
33 Robinson-Langley Capital Management, LLC
Managed Account Program
1.45 200k 1/1/2007
32 Alee Capital Management, LLC
Poniente Program
1.94 2,500k 1/1/1999
31 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
2.27 200k 1/1/2007
30 PRIM' Alternative Investment
PRIM Gold
2.35 10k 11/1/2005
29 Mark J. Walsh Company
Standard Program
2.36 2,000k 9/1/1985
28 Mobius Asset Management
Energy Weighted Program
2.61 250k 1/1/2005
27 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
2.70 1,000k 5/1/2006
26 Four Seasons Commodities Corp
Lone Star Program
2.76 300k 1/1/2005
25 Saxon Investment Corporation
Aggressive Diversified Program
2.84 2,000k 11/1/1993
24 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.85 1,000k 1/1/2006
23 Crabel Capital Management
Crabel Multi-Product
3.04 1,000k 3/1/1998
22 Rosetta Capital Management
Rosetta Trading Program
3.09 100k 4/1/2000
21 Arcanum Asset Management
Equity Index Option Program (Prop)
3.33 500k 7/1/2006
20 Kinkopf Capital Management
KCM S&P (Proprietary)
3.71 100k 1/1/1999
19 Four Seasons Commodities Corp
Hawkeye Spread Program
3.72 500k 3/1/2005
18 Mobius Asset Management
Diversified Program
3.91 250k 3/1/2004
17 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.09 400k 1/1/1988
16 Claughton Capital
Auto-Reactive Positioning
4.13 1,000k 10/1/2005
15 Schindler Capital Management, LLC
Dairy Advantage Program
4.32 200k 8/1/2005
14 Mobius Asset Management
Custom Trading Program
4.52 100k 1/1/2002
13 Di Tomasso Group Inc.
Equilibrium Program
4.52 5,000k 1/1/2002
12 Haar Capital Management
Discretionary Commodity Trading Program
4.55 250k 12/1/2005
11 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
4.86 5,000k 1/1/2005
10 RAM Management Group
MRTP Aggressive
5.13 1,000k 2/1/1998
9 Range Wise
Investment Program
5.23 250k 2/1/1991
8 Romanesco Capital Management B.V
Persistence Program
5.47 5,000k 9/1/2005
7 Revolution Capital Management
Mosaic Program
5.52 10,000k 10/1/2006
6 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
7.55 3,000k 10/1/1992
5 Dendrich Ltd
QEP
9.93 50k 12/1/2005
4 Novus Investments, LLC
Novus Precious Commodities
10.90 200k 1/1/2007
3 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
12.09 2,000k 7/1/1992
2 Emil van Essen
Spread Trading Program
12.28 5,000k 12/1/2006
1 HPX Financial LLC
HPX Old School Program
24.82 200k 6/1/2006

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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