IASG CTA Index For April 2007

Monthly Rankings

Rank CTA/Program Apr 2007 Min Inv Inception
174 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-13.07 200k 1/1/2007
173 LJM Partners
LJM Aggressive Strategy
-11.58 500k 7/1/1998
172 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-9.82 1,000k 1/1/2006
171 LJM Partners
LJM Moderately Aggressive Strategy
-9.54 500k 4/1/2003
170 Di Tomasso Group Inc.
Equilibrium Program
-9.22 5,000k 1/1/2002
169 Range Wise
Investment Program
-6.81 250k 2/1/1991
168 Clarke Capital Management
Global Magnum
-6.06 100k 8/1/1997
167 Four Seasons Commodities Corp
Hawkeye Spread Program
-4.22 500k 3/1/2005
166 LJM Partners
LJM Preservation & Growth Strategy
-4.13 250k 5/1/2006
165 M6 Capital Management LLC
Standard Program
-3.96 300k 7/1/2005
164 Romanesco Capital Management B.V
Persistence Program
-3.58 5,000k 9/1/2005
163 Four Seasons Commodities Corp
Lone Star Program
-3.49 300k 1/1/2005
162 Rosetta Capital Management
Rosetta Trading Program
-3.41 100k 4/1/2000
161 Mobius Asset Management
Custom Trading Program
-3.15 100k 1/1/2002
160 Haar Capital Management
Discretionary Commodity Trading Program
-2.84 250k 12/1/2005
159 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-2.77 2,000k 7/1/1992
158 Crescent Bay Capital Management
Premium Stock Index Program
-2.73 10k 10/1/2005
157 Mobius Asset Management
Diversified Program
-2.45 250k 3/1/2004
156 Clarke Capital Management
Global Basic
-2.11 50k 2/1/1996
155 Warrington Asset Management
Warrington Strategic Program
-1.86 50k 1/1/1997
154 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-1.73 3,000k 10/1/1992
153 Saxon Investment Corporation
Aggressive Diversified Program
-1.41 2,000k 11/1/1993
152 Crabel Capital Management
Crabel Multi-Product
-1.34 1,000k 3/1/1998
151 Auspice Capital Advisors Ltd
Auspice Diversified Program
-0.79 1,500k 4/1/2006
150 Clarke Capital Management
Millennium
-0.78 1,000k 1/1/1998
149 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-0.72 500k 12/1/2003
148 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.30 10,000k 1/1/2007
147 Systematic Alpha Management
Systematic Alpha Futures Program
-0.17 100k 6/1/2004
146 Parizek Capital
Currency Program
-0.09 1,000k 4/1/2006
144 Pacific Capital Advisors
Vanguard Program
0.00 100k 4/1/2007
145 Rhicon Currency Management
Rhicon Systematic Currency Program
0.00 3,000k 1/1/2004
143 KMJ Investments
KMJ Investments
0.01 1,000k 8/1/1994
142 Dominion Capital
Sapphire Program
0.02 3,000k 5/1/2005
141 Xplor Capital Management, LLC
Global CTA Program
0.13 1,500k 7/1/2004
140 Alder Capital DAC
Alder Global 20
0.20 2,500k 2/1/2001
139 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.20 10,000k 3/1/2006
138 Shield Plus LLC
Shield Plus Natural Gas
0.22 50k 1/1/2004
137 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.23 10,000k 4/1/2003
136 Ansbacher Investment Management
Market Neutral Put Skew Program
0.24 250k 1/1/1996
135 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.28 1,000k 1/1/2005
134 Alder Capital DAC
Alder Global 10
0.30 2,500k 10/1/2000
133 Rhicon Currency Management
Rhicon Strategic Program
0.32 500k 1/1/2004
132 Jaguar Investments Ltd
Vario Capital Strategy
0.34 1,000k 5/1/2016
131 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
0.40 1,000k 1/1/2006
130 Manning & Napier
MN Xenon Global Fixed Income Program
0.48 2,000k 8/1/2004
129 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.53 10,000k 1/1/2001
128 Novus Investments, LLC
Novus Precious Commodities
0.55 200k 1/1/2007
127 Witter & Lester, Inc.
Redstone
0.55 500k 9/1/1994
126 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.57 5,000k 8/1/2000
125 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.68 1,000k 1/1/1999
124 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.75 10,000k 4/1/2004
123 Saxon Investment Corporation
Diversified Program
0.77 3,000k 9/1/1988
122 John Locke Investments
Cyril Systematic Program
0.92 8,000k 7/1/2000
121 C-View Limited
Currency Managed Account Program
0.97 5,000k 10/1/1996
120 Mondiale Asset Management
Mondiale Trading Program
0.97 0k 9/1/1997
119 Heyden & Steindl GmbH
TOMAC2
0.98 5,000k 3/1/2003
118 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.09 5,000k 6/1/2006
117 Superfund Group
Superfund Blue SPC Class A (EUR)
1.12 50k 4/1/2005
116 Quantitative Investment Management
Quantitative Global Program
1.27 20,000k 10/1/2003
115 MERIT Alternative Investments GmbH
Futures Portfolio
1.47 2,000k 6/1/1998
114 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.50 1,000k 5/1/2006
113 Ancile Capital Management
Global Markets Program
1.60 2,000k 4/1/2005
112 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.74 10,000k 1/1/1991
111 RAM Management Group
RAM MRTP 1X-Conservative
1.75 1,000k 9/1/1993
110 Millburn Corporation
Commodity Program
1.83 25,000k 3/1/2005
109 IKOS
The IKOS Hedge Fund
1.99 10,000k 7/1/1998
108 Briarwood Capital Management, Inc.
Diversified Trading Program
2.04 3,000k 7/1/2001
107 Robust Methods LLC
Macro Managed Account
2.18 5,000k 1/1/2005
106 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
2.21 500k 1/1/2006
105 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
2.27 10,000k 2/1/2006
104 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.29 400k 1/1/1988
103 Spectrum Asset Management LLC
Global Diversified
2.30 2,000k 1/1/2001
102 PRIM' Alternative Investment
PRIM Gold
2.30 10k 11/1/2005
101 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.31 100k 1/1/2000
100 Conquest Capital Group
Conquest Macro
2.34 250k 5/1/1999
99 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.35 1,000k 3/1/1998
98 NuWave Investment Management, LLC
Combined Futures Portfolio
2.39 5,000k 6/1/2001
97 M.S. Capital Management
Global Diversified Program
2.43 2,000k 11/1/1998
96 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.43 1,000k 9/1/1997
95 HPX Financial LLC
HPX Old School Program
2.49 200k 6/1/2006
94 Northfield Trading
Diversified
2.56 2,000k 7/1/1989
93 Mulvaney Capital Management
The Mulvaney Global Markets Program
2.59 100k 5/1/1999
92 Mobius Asset Management
Energy Weighted Program
2.65 250k 1/1/2005
91 Quantica Capital AG
Quantica Diversified FX
2.70 5,000k 3/1/2007
90 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.70 250k 6/1/2001
89 Conquest Capital Group
Conquest Select
2.73 250k 6/1/2004
88 Hawksbill Capital Management
Global Diversified
2.74 5,000k 11/1/1988
87 Kottke Associates
Stockton Fundamental Ag
2.90 500k 1/1/2006
86 Estlander & Partners
Alpha Trend
3.00 30,000k 10/1/1991
85 Eckhardt Trading Company
Evolution Strategies
3.19 20,000k 8/1/1991
84 Drury Capital
Diversified Trend-Following Program
3.21 5,000k 5/1/1997
83 Arcanum Asset Management
Equity Index Option Program (Prop)
3.33 500k 7/1/2006
82 Lynx Asset Management AB
Lynx Program
3.38 75k 5/1/2000
81 Parizek Capital
Futures Trading Program
3.43 500k 4/1/2000
80 Kinkopf Capital Management
KCM S&P (Proprietary)
3.49 100k 1/1/1999
79 Transtrend B.V.
DTP – Standard Risk (EUR)
3.51 10,000k 2/1/1999
78 Clarke Capital Management
Worldwide
3.69 250k 1/1/1996
77 Eckhardt Trading Company
Evolution Strategies 1.2X
3.71 10,000k 10/1/1991
76 SEB Asset Management
SEB Asset Selection Fund C (EUR)
3.76 1k 10/1/2006
75 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
3.78 100k 1/1/2005
74 Quantica Capital AG
Quantica Managed Futures
3.80 5,000k 1/1/2005
73 Blackwater Capital Management
Global Program
3.82 5,000k 7/1/2005
72 FORT LP
Fort Global Contrarian
3.84 2,000k 10/1/2002
71 Southwest Managed Investments, LLC
Global Diversified
3.87 200k 1/1/2002
70 ISAM
ISAM Systematic Trend Fund
3.98 1,000k 6/1/2001
69 Alee Capital Management, LLC
Poniente Program
4.03 2,500k 1/1/1999
68 Kelly Angle Inc.
Genesis Program
4.05 2,000k 4/1/2000
67 DUNN Capital Management
DUNN Combined Fund (DCF)
4.10 100k 5/1/1989
66 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.14 1,000k 3/1/2003
65 EMC Capital Advisors, LLC
Classic
4.20 5,000k 1/1/1985
64 Acorn Global Investments Inc.
Acorn Diversified Program
4.21 10k 7/1/2005
63 Briarwood Capital Management, Inc.
Diversified 2XL
4.27 250k 11/1/2004
62 Mark J. Walsh Company
Standard Program
4.27 2,000k 9/1/1985
61 Red Oak Commodity Advisors
Investment Program
4.36 5,000k 12/1/1989
60 Rivoli Fund Management
Rivoli International Fund (V9)
4.36 5,000k 1/1/2002
59 FORT LP
Fort Global Diversified
4.46 2,000k 10/1/1993
58 Red Rock Capital, LLC
Systematic Global Macro
4.50 500k 9/1/2003
57 Chesapeake Capital
Diversified (LV)
4.53 100k 2/1/1988
56 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
4.55 1,000k 10/1/2006
55 Dreiss Research Corporation
Diversified Program
4.58 1,000k 5/1/1991
54 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
4.67 5,000k 1/1/2005
53 Claughton Capital
Auto-Reactive Positioning
4.72 1,000k 10/1/2005
52 Molinero Capital Management LLP
Global Markets Program
5.00 2,000k 7/1/2005
51 Beach Horizon LLP
Managed Account
5.03 5,000k 5/1/2005
50 Covenant Capital Management
Original Program
5.07 5,000k 9/1/1999
49 Hyman Beck and Company
Global Portfolio
5.19 1,000k 3/1/1991
48 Alee Capital Management, LLC
Mistral Program
5.33 2,500k 1/1/1999
47 DUNN Capital Management
D'Best Futures Fund, L.P.
5.59 100k 6/1/1994
46 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.69 10,000k 1/1/1995
45 Millburn Corporation
Multi-Markets Program
5.73 25,000k 10/1/2004
44 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.73 10,000k 8/1/1999
43 Clarke Capital Management
Jupiter
5.75 3,000k 5/1/2005
42 Transtrend B.V.
DTP – Enhanced Risk (JPY)
5.85 10,000k 8/1/2004
41 Eclipse Capital Management
Global Monetary
5.90 5,000k 8/1/1990
40 Rabar Market Research
Diversified Program
5.94 2,000k 1/1/1989
39 RAM Management Group
MRTP Aggressive
6.01 1,000k 2/1/1998
38 Sunrise Capital Partners
Sunrise Expanded Diversified Program
6.26 1/1/1989
37 Millburn Corporation
Diversified Program
6.26 20,000k 2/1/1977
36 Strategic Ag Trading
SAT GRAINS
6.36 100k 4/1/2002
35 Neural Capital Ltd
Sentinel Trading Program
6.42 2,000k 1/1/2006
34 Winton Capital Management
Diversified
6.46 50,000k 10/1/1997
33 Abraham Trading Company
Diversified Program
6.50 10,000k 1/1/1988
32 Welton Investment Partners
Welton Global
6.62 10,000k 6/1/2004
31 Estlander & Partners
Global Markets
6.64 10,000k 8/1/1999
30 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
6.71 0k 11/1/1996
29 Amplitude Capital International Limited
Dynamic Strategy
6.78 6/1/2005
28 Rivoli Fund Management
Rivoli International Fund (MAP)
7.01 5,000k 10/1/1996
27 Superfund Group
Superfund Green Q-AG
7.61 2k 3/1/1996
26 Quantum Leap Capital Management
Managed Account Program
7.84 300k 8/1/2006
25 Strategic Ag Trading
Chatham
7.85 100k 1/1/2005
24 Clarke Capital Management
FX Plus
7.89 1,000k 5/1/2004
23 Superfund Group
Superfund Green L.P. Series A
7.99 5k 10/1/2002
22 Quality Capital Management
Global Diversified Programme
8.13 10,000k 12/1/1995
21 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
8.22 100k 11/1/1984
20 Covenant Capital Management
Aggressive Program
8.50 3,000k 2/1/2004
19 Tactical Investment Management
Tactical Institutional Commodity Program
8.58 10,000k 4/1/1993
18 Wavefront Global Asset Management
IMFC Global Investment Program
9.05 2,000k 2/1/2007
17 Keck Capital Management LLC
The Keck Program
9.59 2,000k 12/1/2003
16 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
9.79 100k 3/1/2003
15 Superfund Group
Superfund Green Gold A (SPC)
10.21 5k 10/1/2005
14 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
10.66 200k 11/1/1999
13 Superfund Group
Superfund Green GCT USD
10.93 15k 1/1/2000
12 Superfund Group
Superfund Green L.P. Series B
11.38 5k 10/1/2002
11 Revolution Capital Management
Alpha Fund
12.99 50k 1/1/2005
10 Somers Brothers Capital
Diversified Futures Program #1
13.42 100k 1/1/2005
9 Superfund Group
Superfund Green Gold B (SPC)
13.44 50k 10/1/2005
8 Revolution Capital Management
Mosaic Program
13.52 10,000k 10/1/2006
7 Estlander & Partners
Global XL
13.60 5,000k 8/1/1991
6 Robinson-Langley Capital Management, LLC
Managed Account Program
13.70 200k 1/1/2007
5 Dendrich Ltd
QEP
15.43 50k 12/1/2005
4 Superfund Group
Superfund Green Master
16.84 2,000k 5/1/2001
3 Superfund Group
Superfund Green Gold C (SPC)
18.86 100k 10/1/2005
2 Emil van Essen
Spread Trading Program
25.23 5,000k 12/1/2006
1 Schindler Capital Management, LLC
Dairy Advantage Program
138.10 200k 8/1/2005

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