IASG CTA Index For June 2007

Monthly Rankings

Rank CTA/Program Jun 2007 Min Inv Inception
178 Emil van Essen
Spread Trading Program
-20.86 5,000k 12/1/2006
177 Novus Investments, LLC
Novus Precious Commodities
-16.01 200k 1/1/2007
176 RAM Management Group
MRTP Aggressive
-7.13 1,000k 2/1/1998
175 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-5.70 100k 3/1/2003
174 Shield Plus LLC
Shield Plus Natural Gas
-5.52 50k 1/1/2004
173 Amplitude Capital International Limited
Dynamic Strategy
-3.79 6/1/2005
172 Quantum Leap Capital Management
Managed Account Program
-3.72 300k 8/1/2006
171 Mobius Asset Management
Custom Trading Program
-3.10 100k 1/1/2002
170 Clarke Capital Management
Jupiter
-3.07 3,000k 5/1/2005
169 Jaguar Investments Ltd
Vario Capital Strategy
-2.90 1,000k 5/1/2016
168 PRIM' Alternative Investment
PRIM Gold
-2.28 10k 11/1/2005
167 Mobius Asset Management
Energy Weighted Program
-2.26 250k 1/1/2005
166 Superfund Group
Superfund Blue SPC Class A (EUR)
-2.22 50k 4/1/2005
165 Southwest Managed Investments, LLC
Global Diversified
-2.02 200k 1/1/2002
164 Pacific Capital Advisors
Vanguard Program
-1.97 100k 4/1/2007
163 RAM Management Group
RAM MRTP 1X-Conservative
-1.88 1,000k 9/1/1993
162 Strategic Ag Trading
Chatham
-1.80 100k 1/1/2005
161 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.67 200k 11/1/1999
160 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.52 5,000k 10/1/1996
159 Clarke Capital Management
Global Basic
-1.51 50k 2/1/1996
158 Mobius Asset Management
Diversified Program
-1.50 250k 3/1/2004
157 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.32 1,500k 4/1/2006
156 Clarke Capital Management
Global Magnum
-0.94 100k 8/1/1997
155 Manning & Napier
MN Xenon Global Fixed Income Program
-0.89 2,000k 8/1/2004
154 Millburn Corporation
Commodity Program
-0.77 25,000k 3/1/2005
153 Conquest Capital Group
Conquest Macro
-0.74 250k 5/1/1999
152 Alee Capital Management, LLC
Mistral Program
-0.72 2,500k 1/1/1999
151 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.68 5,000k 8/1/2000
150 Rivoli Fund Management
Rivoli International Fund (V9)
-0.64 5,000k 1/1/2002
149 Alder Capital DAC
Alder Global 20
-0.40 2,500k 2/1/2001
148 Mondiale Asset Management
Mondiale Trading Program
-0.40 0k 9/1/1997
147 Covenant Capital Management
Original Program
-0.35 5,000k 9/1/1999
146 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.32 10,000k 1/1/2001
145 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-0.23 1,000k 10/1/2006
144 Quality Capital Management
Global Diversified Programme
-0.22 10,000k 12/1/1995
143 KMJ Investments
KMJ Investments
-0.19 1,000k 8/1/1994
142 FORT LP
Fort Global Contrarian
-0.14 2,000k 10/1/2002
141 M6 Capital Management LLC
Standard Program
-0.11 300k 7/1/2005
140 Rhicon Currency Management
Rhicon Strategic Program
-0.08 500k 1/1/2004
139 Four Seasons Commodities Corp
Lone Star Program
-0.07 300k 1/1/2005
135 Alder Capital DAC
Alder Global 10
0.00 2,500k 10/1/2000
136 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
0.00 75k 6/1/2007
137 Revolution Capital Management
Alpha Program
0.00 5,000k 6/1/2007
138 Future Trade AG
Thales Swing Trading Programme
0.00 250k 6/1/2007
134 C-View Limited
Currency Managed Account Program
0.02 5,000k 10/1/1996
133 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.08 1,000k 3/1/1998
132 Estlander & Partners
Alpha Trend
0.11 30,000k 10/1/1991
131 Clarke Capital Management
FX Plus
0.13 1,000k 5/1/2004
130 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.16 10,000k 1/1/2007
129 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.20 1,000k 1/1/1999
128 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.21 10,000k 4/1/2004
127 IKOS
The IKOS Hedge Fund
0.25 10,000k 7/1/1998
126 Spectrum Asset Management LLC
Global Diversified
0.30 2,000k 1/1/2001
125 Red Rock Capital, LLC
Systematic Global Macro
0.31 500k 9/1/2003
124 Covenant Capital Management
Aggressive Program
0.45 3,000k 2/1/2004
123 Claughton Capital
Auto-Reactive Positioning
0.46 1,000k 10/1/2005
122 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.49 10,000k 1/1/1991
121 Crescent Bay Capital Management
Premium Stock Index Program
0.60 10k 10/1/2005
120 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.67 100k 1/1/2005
119 Red Oak Commodity Advisors
Investment Program
0.74 5,000k 12/1/1989
118 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.76 100k 1/1/2000
117 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.80 1,000k 1/1/2005
116 Chesapeake Capital
Diversified (LV)
0.80 100k 2/1/1988
115 FORT LP
Fort Global Diversified
0.97 2,000k 10/1/1993
114 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.98 500k 1/1/2006
113 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
1.07 10,000k 2/1/2006
112 Witter & Lester, Inc.
Redstone
1.11 500k 9/1/1994
111 Superfund Group
Superfund Green Gold A (SPC)
1.13 5k 10/1/2005
110 Quantitative Investment Management
Quantitative Global Program
1.18 20,000k 10/1/2003
109 Eclipse Capital Management
Global Monetary
1.20 5,000k 8/1/1990
108 Quantica Capital AG
Quantica Managed Futures
1.20 5,000k 1/1/2005
107 Ansbacher Investment Management
Market Neutral Put Skew Program
1.31 250k 1/1/1996
106 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
1.34 3,000k 10/1/1992
105 Robust Methods LLC
Macro Managed Account
1.38 5,000k 1/1/2005
104 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.39 5,000k 6/1/2006
103 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.41 1,000k 9/1/1997
102 Range Wise
Investment Program
1.46 250k 2/1/1991
101 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.60 1/1/1989
100 Four Seasons Commodities Corp
Hawkeye Spread Program
1.79 500k 3/1/2005
99 Alee Capital Management, LLC
Poniente Program
1.80 2,500k 1/1/1999
98 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
1.81 2,000k 7/1/1992
97 Winton Capital Management
Diversified
1.91 50,000k 10/1/1997
96 Molinero Capital Management LLP
Global Markets Program
1.94 2,000k 7/1/2005
95 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.02 1k 10/1/2006
94 Hawksbill Capital Management
Global Diversified
2.05 5,000k 11/1/1988
93 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
2.06 5,000k 1/1/2005
92 Quantmetrics Capital Management LLP
Premier 12V Strategy
2.10 10,000k 4/1/2003
91 Dominion Capital
Sapphire Program
2.12 3,000k 5/1/2005
90 Superfund Group
Superfund Green Gold B (SPC)
2.15 50k 10/1/2005
89 Rhicon Currency Management
Rhicon Systematic Currency Program
2.17 3,000k 1/1/2004
88 Briarwood Capital Management, Inc.
Diversified Trading Program
2.23 3,000k 7/1/2001
87 Altradis Capital AG
AlphAlgo
2.30 100k 5/1/2007
86 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.41 10,000k 3/1/2006
85 Superfund Group
Superfund Green Q-AG
2.45 2k 3/1/1996
84 Transtrend B.V.
DTP – Standard Risk (EUR)
2.47 10,000k 2/1/1999
83 Robinson-Langley Capital Management, LLC
Managed Account Program
2.47 200k 1/1/2007
82 Acorn Global Investments Inc.
Acorn Diversified Program
2.50 10k 7/1/2005
81 Xplor Capital Management, LLC
Global CTA Program
2.52 1,500k 7/1/2004
80 HPX Financial LLC
HPX Old School Program
2.55 200k 6/1/2006
79 Superfund Group
Superfund Green Gold C (SPC)
2.60 100k 10/1/2005
78 Estlander & Partners
Global Markets
2.62 10,000k 8/1/1999
77 Hyman Beck and Company
Global Portfolio
2.65 1,000k 3/1/1991
76 Systematic Alpha Management
Systematic Alpha Futures Program
2.65 100k 6/1/2004
75 LJM Partners
LJM Preservation & Growth Strategy
2.66 250k 5/1/2006
74 Somers Brothers Capital
Diversified Futures Program #1
2.90 100k 1/1/2005
73 Saxon Investment Corporation
Diversified Program
2.96 3,000k 9/1/1988
72 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
3.04 1,000k 5/1/2006
71 Schindler Capital Management, LLC
Dairy Advantage Program
3.10 200k 8/1/2005
70 Quantica Capital AG
Quantica Diversified FX
3.20 5,000k 3/1/2007
69 MERIT Alternative Investments GmbH
Futures Portfolio
3.25 2,000k 6/1/1998
68 Arcanum Asset Management
Equity Index Option Program (Prop)
3.33 500k 7/1/2006
67 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.38 10,000k 8/1/2004
66 Mark J. Walsh Company
Standard Program
3.39 2,000k 9/1/1985
65 Millburn Corporation
Diversified Program
3.41 20,000k 2/1/1977
64 Rabar Market Research
Diversified Program
3.41 2,000k 1/1/1989
63 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.43 1,000k 3/1/2003
62 ITB Capital Management, LLC
ITB Premium Fund I, LTD
3.43 1,000k 1/1/2006
61 Conquest Capital Group
Conquest Select
3.52 250k 6/1/2004
60 Clarke Capital Management
Worldwide
3.61 250k 1/1/1996
59 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.62 10,000k 8/1/1999
58 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.65 10,000k 1/1/1995
57 Abraham Trading Company
Diversified Program
3.66 10,000k 1/1/1988
56 Superfund Group
Superfund Green GCT USD
3.76 15k 1/1/2000
55 Clarke Capital Management
Millennium
3.94 1,000k 1/1/1998
54 Ancile Capital Management
Global Markets Program
4.11 2,000k 4/1/2005
53 Warrington Asset Management
Warrington Strategic Program
4.17 50k 1/1/1997
52 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
4.17 200k 1/1/2007
51 Millburn Corporation
Multi-Markets Program
4.18 25,000k 10/1/2004
50 Northfield Trading
Diversified
4.20 2,000k 7/1/1989
49 Beach Horizon LLP
Managed Account
4.20 5,000k 5/1/2005
48 Crabel Capital Management
Crabel Multi-Product
4.33 1,000k 3/1/1998
47 Dreiss Research Corporation
Diversified Program
4.41 1,000k 5/1/1991
46 Wavefront Global Asset Management
IMFC Global Investment Program
4.44 2,000k 2/1/2007
45 Neural Capital Ltd
Sentinel Trading Program
4.45 2,000k 1/1/2006
44 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
4.47 0k 11/1/1996
43 Revolution Capital Management
Alpha Fund
4.54 50k 1/1/2005
42 Romanesco Capital Management B.V
Persistence Program
4.61 5,000k 9/1/2005
41 EMC Capital Advisors, LLC
Classic
4.70 5,000k 1/1/1985
40 LJM Partners
LJM Aggressive Strategy
4.77 500k 7/1/1998
39 Briarwood Capital Management, Inc.
Diversified 2XL
4.79 250k 11/1/2004
38 Mulvaney Capital Management
The Mulvaney Global Markets Program
4.85 100k 5/1/1999
37 DUNN Capital Management
DUNN Combined Fund (DCF)
4.88 100k 5/1/1989
36 Lynx Asset Management AB
Lynx Program
4.96 75k 5/1/2000
35 Parizek Capital
Currency Program
4.96 1,000k 4/1/2006
34 Saxon Investment Corporation
Aggressive Diversified Program
5.15 2,000k 11/1/1993
33 Eckhardt Trading Company
Evolution Strategies
5.21 20,000k 8/1/1991
32 Welton Investment Partners
Welton Global
5.21 10,000k 6/1/2004
31 NuWave Investment Management, LLC
NuWave Investment Partners LP
5.30 250k 6/1/2001
30 John Locke Investments
Cyril Systematic Program
5.42 8,000k 7/1/2000
29 NuWave Investment Management, LLC
Combined Futures Portfolio
5.52 5,000k 6/1/2001
28 LJM Partners
LJM Moderately Aggressive Strategy
5.68 500k 4/1/2003
27 Estlander & Partners
Global XL
5.68 5,000k 8/1/1991
26 Kottke Associates
Stockton Fundamental Ag
5.71 500k 1/1/2006
25 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
5.73 500k 12/1/2003
24 Eckhardt Trading Company
Evolution Strategies 1.2X
5.81 10,000k 10/1/1991
23 Witter & Lester, Inc.
Stock Index Futures Trading Program
6.22 400k 1/1/1988
22 Haar Capital Management
Discretionary Commodity Trading Program
6.45 250k 12/1/2005
21 Blackwater Capital Management
Global Program
6.67 5,000k 7/1/2005
20 Tactical Investment Management
Tactical Institutional Commodity Program
6.76 10,000k 4/1/1993
19 Superfund Group
Superfund Green L.P. Series A
6.84 5k 10/1/2002
18 Parizek Capital
Futures Trading Program
6.93 500k 4/1/2000
17 M.S. Capital Management
Global Diversified Program
7.23 2,000k 11/1/1998
16 DUNN Capital Management
D'Best Futures Fund, L.P.
7.36 100k 6/1/1994
15 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
7.39 100k 11/1/1984
14 Superfund Group
Superfund Green Master
7.51 2,000k 5/1/2001
13 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
7.67 1,000k 1/1/2006
12 Keck Capital Management LLC
The Keck Program
7.72 2,000k 12/1/2003
11 Drury Capital
Diversified Trend-Following Program
7.79 5,000k 5/1/1997
10 Strategic Ag Trading
SAT GRAINS
7.91 100k 4/1/2002
9 ISAM
ISAM Systematic Trend Fund
9.05 1,000k 6/1/2001
8 Kinkopf Capital Management
KCM S&P (Proprietary)
9.06 100k 1/1/1999
7 Di Tomasso Group Inc.
Equilibrium Program
9.46 5,000k 1/1/2002
6 Superfund Group
Superfund Green L.P. Series B
9.77 5k 10/1/2002
5 Heyden & Steindl GmbH
TOMAC2
11.42 5,000k 3/1/2003
4 Kelly Angle Inc.
Genesis Program
12.30 2,000k 4/1/2000
3 Rosetta Capital Management
Rosetta Trading Program
12.37 100k 4/1/2000
2 Revolution Capital Management
Mosaic Program
13.16 10,000k 10/1/2006
1 Dendrich Ltd
QEP
16.94 50k 12/1/2005

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.

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