IASG CTA Index For May 2007

Monthly Rankings

Rank CTA/Program May 2007 Min Inv Inception
175 Conquest Capital Group
Conquest Macro
-8.44 250k 5/1/1999
174 Romanesco Capital Management B.V
Persistence Program
-6.23 5,000k 9/1/2005
173 Robinson-Langley Capital Management, LLC
Managed Account Program
-5.52 200k 1/1/2007
172 Parizek Capital
Currency Program
-5.08 1,000k 4/1/2006
171 Somers Brothers Capital
Diversified Futures Program #1
-4.90 100k 1/1/2005
170 Trigon Investment Advisors, LLC
Foreign Exchange Program
-4.35 5,000k 8/1/2000
169 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.21 200k 11/1/1999
168 Quantitative Investment Management
Quantitative Global Program
-3.80 20,000k 10/1/2003
167 Rhicon Currency Management
Rhicon Systematic Currency Program
-3.48 3,000k 1/1/2004
166 PRIM' Alternative Investment
PRIM Gold
-3.26 10k 11/1/2005
165 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.21 100k 1/1/2000
164 Clarke Capital Management
Millennium
-2.96 1,000k 1/1/1998
163 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-2.84 200k 1/1/2007
162 Quantum Leap Capital Management
Managed Account Program
-2.73 300k 8/1/2006
161 Pacific Capital Advisors
Vanguard Program
-2.72 100k 4/1/2007
160 Crabel Capital Management
Crabel Multi-Product
-2.70 1,000k 3/1/1998
159 Rotella Capital Management
Rotella Orion (Short-Term) Program
-2.63 10,000k 3/1/2006
158 Parizek Capital
Futures Trading Program
-2.59 500k 4/1/2000
157 Dominion Capital
Sapphire Program
-2.14 3,000k 5/1/2005
156 John Locke Investments
Cyril Systematic Program
-2.01 8,000k 7/1/2000
155 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-1.74 1,000k 1/1/1999
154 M6 Capital Management LLC
Standard Program
-1.56 300k 7/1/2005
153 Mark J. Walsh Company
Standard Program
-1.42 2,000k 9/1/1985
152 Red Rock Capital, LLC
Systematic Global Macro
-1.24 500k 9/1/2003
151 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-1.20 1,000k 1/1/2006
150 LJM Partners
LJM Preservation & Growth Strategy
-1.13 250k 5/1/2006
149 Mobius Asset Management
Energy Weighted Program
-1.00 250k 1/1/2005
148 Mobius Asset Management
Custom Trading Program
-0.95 100k 1/1/2002
147 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.77 10,000k 1/1/1991
146 Clarke Capital Management
Global Basic
-0.76 50k 2/1/1996
145 KMJ Investments
KMJ Investments
-0.76 1,000k 8/1/1994
144 LJM Partners
LJM Aggressive Strategy
-0.64 500k 7/1/1998
143 HPX Financial LLC
HPX Old School Program
-0.63 200k 6/1/2006
142 Tactical Investment Management
Tactical Institutional Commodity Program
-0.61 10,000k 4/1/1993
141 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.40 50k 4/1/2005
140 Clarke Capital Management
Global Magnum
-0.33 100k 8/1/1997
139 Briarwood Capital Management, Inc.
Diversified 2XL
-0.22 250k 11/1/2004
138 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.22 3,000k 7/1/2001
137 Saxon Investment Corporation
Diversified Program
-0.22 3,000k 9/1/1988
136 Shield Plus LLC
Shield Plus Natural Gas
-0.20 50k 1/1/2004
135 Quality Capital Management
Global Diversified Programme
-0.12 10,000k 12/1/1995
134 Jaguar Investments Ltd
Vario Capital Strategy
-0.10 1,000k 5/1/2016
133 Rosetta Capital Management
Rosetta Trading Program
-0.09 100k 4/1/2000
132 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-0.09 1,000k 1/1/2005
131 Rhicon Currency Management
Rhicon Strategic Program
-0.09 500k 1/1/2004
130 Mobius Asset Management
Diversified Program
-0.05 250k 3/1/2004
129 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.04 10,000k 4/1/2004
128 Altradis Capital AG
AlphAlgo
0.00 100k 5/1/2007
127 Amplitude Capital International Limited
Dynamic Strategy
0.06 6/1/2005
126 Saxon Investment Corporation
Aggressive Diversified Program
0.08 2,000k 11/1/1993
125 Dendrich Ltd
QEP
0.12 50k 12/1/2005
124 Range Wise
Investment Program
0.29 250k 2/1/1991
123 C-View Limited
Currency Managed Account Program
0.32 5,000k 10/1/1996
122 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.33 250k 6/1/2001
121 NuWave Investment Management, LLC
Combined Futures Portfolio
0.34 5,000k 6/1/2001
120 Neural Capital Ltd
Sentinel Trading Program
0.42 2,000k 1/1/2006
119 Strategic Ag Trading
SAT GRAINS
0.43 100k 4/1/2002
118 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.44 5,000k 1/1/2005
117 Covenant Capital Management
Original Program
0.49 5,000k 9/1/1999
116 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.51 10,000k 1/1/2001
115 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
0.58 3,000k 10/1/1992
114 Covenant Capital Management
Aggressive Program
0.60 3,000k 2/1/2004
113 Superfund Group
Superfund Green Gold A (SPC)
0.63 5k 10/1/2005
112 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
0.67 2,000k 7/1/1992
111 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.68 10,000k 1/1/2007
110 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.71 1,500k 4/1/2006
109 Kottke Associates
Stockton Fundamental Ag
0.72 500k 1/1/2006
108 Millburn Corporation
Commodity Program
0.73 25,000k 3/1/2005
107 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.74 10,000k 4/1/2003
106 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.78 500k 1/1/2006
105 MERIT Alternative Investments GmbH
Futures Portfolio
0.95 2,000k 6/1/1998
104 Alee Capital Management, LLC
Poniente Program
0.96 2,500k 1/1/1999
103 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.96 100k 3/1/2003
102 Southwest Managed Investments, LLC
Global Diversified
0.97 200k 1/1/2002
101 ITB Capital Management, LLC
ITB Premium Fund I, LTD
1.01 1,000k 1/1/2006
100 Four Seasons Commodities Corp
Lone Star Program
1.04 300k 1/1/2005
99 Haar Capital Management
Discretionary Commodity Trading Program
1.04 250k 12/1/2005
98 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
1.13 10,000k 2/1/2006
97 Witter & Lester, Inc.
Redstone
1.16 500k 9/1/1994
96 Red Oak Commodity Advisors
Investment Program
1.32 5,000k 12/1/1989
95 Acorn Global Investments Inc.
Acorn Diversified Program
1.33 10k 7/1/2005
94 Mondiale Asset Management
Mondiale Trading Program
1.36 0k 9/1/1997
93 Clarke Capital Management
Worldwide
1.40 250k 1/1/1996
92 LJM Partners
LJM Moderately Aggressive Strategy
1.52 500k 4/1/2003
91 Systematic Alpha Management
Systematic Alpha Futures Program
1.55 100k 6/1/2004
90 Ansbacher Investment Management
Market Neutral Put Skew Program
1.57 250k 1/1/1996
89 M.S. Capital Management
Global Diversified Program
1.69 2,000k 11/1/1998
88 IKOS
The IKOS Hedge Fund
1.70 10,000k 7/1/1998
87 Eckhardt Trading Company
Evolution Strategies
1.70 20,000k 8/1/1991
86 Warrington Asset Management
Warrington Strategic Program
1.72 50k 1/1/1997
85 FORT LP
Fort Global Contrarian
1.86 2,000k 10/1/2002
84 Rivoli Fund Management
Rivoli International Fund (V9)
2.05 5,000k 1/1/2002
83 Eckhardt Trading Company
Evolution Strategies 1.2X
2.10 10,000k 10/1/1991
82 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.14 1,000k 3/1/1998
81 Alder Capital DAC
Alder Global 10
2.20 2,500k 10/1/2000
80 Spectrum Asset Management LLC
Global Diversified
2.24 2,000k 1/1/2001
79 RAM Management Group
RAM MRTP 1X-Conservative
2.28 1,000k 9/1/1993
78 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.34 1k 10/1/2006
77 Superfund Group
Superfund Green L.P. Series A
2.39 5k 10/1/2002
76 Quantica Capital AG
Quantica Diversified FX
2.50 5,000k 3/1/2007
75 Conquest Capital Group
Conquest Select
2.55 250k 6/1/2004
74 FORT LP
Fort Global Diversified
2.61 2,000k 10/1/1993
73 Manning & Napier
MN Xenon Global Fixed Income Program
2.71 2,000k 8/1/2004
72 Superfund Group
Superfund Green Gold B (SPC)
2.76 50k 10/1/2005
71 Hawksbill Capital Management
Global Diversified
2.77 5,000k 11/1/1988
70 Alee Capital Management, LLC
Mistral Program
2.84 2,500k 1/1/1999
69 Quantica Capital AG
Quantica Managed Futures
2.90 5,000k 1/1/2005
68 Arcanum Asset Management
Equity Index Option Program (Prop)
3.00 500k 7/1/2006
67 Estlander & Partners
Global Markets
3.28 10,000k 8/1/1999
66 Hyman Beck and Company
Global Portfolio
3.35 1,000k 3/1/1991
65 Robust Methods LLC
Macro Managed Account
3.38 5,000k 1/1/2005
64 Drury Capital
Diversified Trend-Following Program
3.39 5,000k 5/1/1997
63 Superfund Group
Superfund Green L.P. Series B
3.41 5k 10/1/2002
62 Sunrise Capital Partners
Sunrise Expanded Diversified Program
3.46 1/1/1989
61 Superfund Group
Superfund Green Q-AG
3.52 2k 3/1/1996
60 Welton Investment Partners
Welton Global
3.53 10,000k 6/1/2004
59 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.57 1,000k 9/1/1997
58 EMC Capital Advisors, LLC
Classic
3.60 5,000k 1/1/1985
57 Rivoli Fund Management
Rivoli International Fund (MAP)
3.65 5,000k 10/1/1996
56 Four Seasons Commodities Corp
Hawkeye Spread Program
3.72 500k 3/1/2005
55 Estlander & Partners
Alpha Trend
3.78 30,000k 10/1/1991
54 Blackwater Capital Management
Global Program
3.86 5,000k 7/1/2005
53 Alder Capital DAC
Alder Global 20
3.90 2,500k 2/1/2001
52 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
4.05 1,000k 10/1/2006
51 Kinkopf Capital Management
KCM S&P (Proprietary)
4.18 100k 1/1/1999
50 Transtrend B.V.
DTP – Standard Risk (EUR)
4.32 10,000k 2/1/1999
49 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
4.33 1,000k 5/1/2006
48 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.48 400k 1/1/1988
47 Clarke Capital Management
Jupiter
4.65 3,000k 5/1/2005
46 Mulvaney Capital Management
The Mulvaney Global Markets Program
4.70 100k 5/1/1999
45 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
4.87 100k 1/1/2005
44 Abraham Trading Company
Diversified Program
4.96 10,000k 1/1/1988
43 Beach Horizon LLP
Managed Account
4.98 5,000k 5/1/2005
42 Winton Capital Management
Diversified
5.05 50,000k 10/1/1997
41 Heyden & Steindl GmbH
TOMAC2
5.06 5,000k 3/1/2003
40 Superfund Group
Superfund Green Gold C (SPC)
5.12 100k 10/1/2005
39 Xplor Capital Management, LLC
Global CTA Program
5.15 1,500k 7/1/2004
38 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.30 1,000k 3/1/2003
37 Eclipse Capital Management
Global Monetary
5.45 5,000k 8/1/1990
36 Chesapeake Capital
Diversified (LV)
5.48 100k 2/1/1988
35 Molinero Capital Management LLP
Global Markets Program
5.48 2,000k 7/1/2005
34 Wavefront Global Asset Management
IMFC Global Investment Program
5.56 2,000k 2/1/2007
33 Ancile Capital Management
Global Markets Program
5.86 2,000k 4/1/2005
32 Rabar Market Research
Diversified Program
5.88 2,000k 1/1/1989
31 Superfund Group
Superfund Green GCT USD
5.99 15k 1/1/2000
30 Lynx Asset Management AB
Lynx Program
6.09 75k 5/1/2000
29 RAM Management Group
MRTP Aggressive
6.15 1,000k 2/1/1998
28 Claughton Capital
Auto-Reactive Positioning
6.46 1,000k 10/1/2005
27 Millburn Corporation
Multi-Markets Program
6.53 25,000k 10/1/2004
26 ISAM
ISAM Systematic Trend Fund
6.61 1,000k 6/1/2001
25 Novus Investments, LLC
Novus Precious Commodities
6.65 200k 1/1/2007
24 Revolution Capital Management
Mosaic Program
6.68 10,000k 10/1/2006
23 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
6.75 0k 11/1/1996
22 Clarke Capital Management
FX Plus
6.76 1,000k 5/1/2004
21 Crescent Bay Capital Management
Premium Stock Index Program
6.77 10k 10/1/2005
20 Millburn Corporation
Diversified Program
6.78 20,000k 2/1/1977
19 Estlander & Partners
Global XL
6.79 5,000k 8/1/1991
18 Transtrend B.V.
DTP – Enhanced Risk (USD)
6.84 10,000k 1/1/1995
17 Manning & Napier
MN Xenon Managed Futures (2x) Program
6.91 5,000k 6/1/2006
16 Transtrend B.V.
DTP – Enhanced Risk (JPY)
7.25 10,000k 8/1/2004
15 Transtrend B.V.
DTP – Enhanced Risk (EUR)
7.42 10,000k 8/1/1999
14 Kelly Angle Inc.
Genesis Program
7.47 2,000k 4/1/2000
13 DUNN Capital Management
DUNN Combined Fund (DCF)
7.47 100k 5/1/1989
12 Di Tomasso Group Inc.
Equilibrium Program
7.67 5,000k 1/1/2002
11 Strategic Ag Trading
Chatham
8.03 100k 1/1/2005
10 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
8.41 500k 12/1/2003
9 Superfund Group
Superfund Green Master
8.98 2,000k 5/1/2001
8 Dreiss Research Corporation
Diversified Program
9.10 1,000k 5/1/1991
7 Northfield Trading
Diversified
9.10 2,000k 7/1/1989
6 DUNN Capital Management
D'Best Futures Fund, L.P.
11.28 100k 6/1/1994
5 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
11.77 100k 11/1/1984
4 Revolution Capital Management
Alpha Fund
12.82 50k 1/1/2005
3 Keck Capital Management LLC
The Keck Program
12.98 2,000k 12/1/2003
2 Schindler Capital Management, LLC
Dairy Advantage Program
14.81 200k 8/1/2005
1 Emil van Essen
Spread Trading Program
15.83 5,000k 12/1/2006

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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