IASG CTA Index For July 2007

Monthly Rankings

Rank CTA/Program Jul 2007 Min Inv Inception
181 Schindler Capital Management, LLC
Dairy Advantage Program
-24.20 200k 8/1/2005
180 DUNN Capital Management
DUNN Combined Fund (DCF)
-22.01 100k 5/1/1989
179 Superfund Group
Superfund Green Master
-19.67 2,000k 5/1/2001
178 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-17.75 100k 11/1/1984
177 Rosetta Capital Management
Rosetta Trading Program
-17.38 100k 4/1/2000
176 HPX Financial LLC
HPX Old School Program
-17.27 200k 6/1/2006
175 Keck Capital Management LLC
The Keck Program
-16.92 2,000k 12/1/2003
174 Mulvaney Capital Management
The Mulvaney Global Markets Program
-16.89 100k 5/1/1999
173 Dreiss Research Corporation
Diversified Program
-16.70 1,000k 5/1/1991
172 DUNN Capital Management
D'Best Futures Fund, L.P.
-16.50 100k 6/1/1994
171 Kelly Angle Inc.
Genesis Program
-13.49 2,000k 4/1/2000
170 Superfund Group
Superfund Green GCT USD
-13.16 15k 1/1/2000
169 Superfund Group
Superfund Green Gold C (SPC)
-12.56 100k 10/1/2005
168 Xplor Capital Management, LLC
Global CTA Program
-10.56 1,500k 7/1/2004
167 Superfund Group
Superfund Green L.P. Series B
-10.11 5k 10/1/2002
166 Crescent Bay Capital Management
Premium Stock Index Program
-10.10 10k 10/1/2005
165 Emil van Essen
Spread Trading Program
-9.70 5,000k 12/1/2006
164 Clarke Capital Management
FX Plus
-9.69 1,000k 5/1/2004
163 Superfund Group
Superfund Green Gold B (SPC)
-9.06 50k 10/1/2005
162 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-8.48 200k 11/1/1999
161 Chesapeake Capital
Diversified (LV)
-8.30 100k 2/1/1988
160 Spectrum Asset Management LLC
Global Diversified
-7.33 2,000k 1/1/2001
159 EMC Capital Advisors, LLC
Classic
-7.30 5,000k 1/1/1985
158 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-7.20 75k 6/1/2007
157 Wavefront Global Asset Management
IMFC Global Investment Program
-7.01 2,000k 2/1/2007
156 Superfund Group
Superfund Green Q-AG
-6.84 2k 3/1/1996
155 Beach Horizon LLP
Managed Account
-6.78 5,000k 5/1/2005
154 Superfund Group
Superfund Green L.P. Series A
-6.78 5k 10/1/2002
153 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-6.60 500k 12/1/2003
152 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-6.46 0k 11/1/1996
151 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-6.28 1/1/1989
150 Revolution Capital Management
Alpha Program
-6.17 5,000k 6/1/2007
149 ISAM
ISAM Systematic Trend Fund
-6.15 1,000k 6/1/2001
148 Hyman Beck and Company
Global Portfolio
-6.11 1,000k 3/1/1991
147 Superfund Group
Superfund Green Gold A (SPC)
-6.01 5k 10/1/2005
146 LJM Partners
LJM Moderately Aggressive Strategy
-5.72 500k 4/1/2003
145 Warrington Asset Management
Warrington Strategic Program
-5.63 50k 1/1/1997
144 Drury Capital
Diversified Trend-Following Program
-5.60 5,000k 5/1/1997
143 LJM Partners
LJM Aggressive Strategy
-5.42 500k 7/1/1998
142 Quantica Capital AG
Quantica Managed Futures
-5.40 5,000k 1/1/2005
141 Revolution Capital Management
Alpha Fund
-5.27 50k 1/1/2005
140 Eclipse Capital Management
Global Monetary
-4.99 5,000k 8/1/1990
139 Millburn Corporation
Multi-Markets Program
-4.76 25,000k 10/1/2004
138 Estlander & Partners
Global XL
-4.75 5,000k 8/1/1991
137 Millburn Corporation
Diversified Program
-4.57 20,000k 2/1/1977
136 Ancile Capital Management
Global Markets Program
-4.40 2,000k 4/1/2005
135 FORT LP
Fort Global Contrarian
-4.37 2,000k 10/1/2002
134 Acorn Global Investments Inc.
Acorn Diversified Program
-4.35 10k 7/1/2005
133 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.96 1,000k 3/1/2003
132 FORT LP
Fort Global Diversified
-3.92 2,000k 10/1/1993
131 Somers Brothers Capital
Diversified Futures Program #1
-3.87 100k 1/1/2005
130 Manning & Napier
MN Xenon Managed Futures (2x) Program
-3.66 5,000k 6/1/2006
129 Altradis Capital AG
AlphAlgo
-3.58 100k 5/1/2007
128 Manning & Napier
MN Xenon Global Fixed Income Program
-3.37 2,000k 8/1/2004
127 Dendrich Ltd
QEP
-3.32 50k 12/1/2005
126 Quality Capital Management
Global Diversified Programme
-3.16 10,000k 12/1/1995
125 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.16 1,500k 4/1/2006
124 Rabar Market Research
Diversified Program
-3.10 2,000k 1/1/1989
123 Haar Capital Management
Discretionary Commodity Trading Program
-3.09 250k 12/1/2005
122 Four Seasons Commodities Corp
Hawkeye Spread Program
-2.95 500k 3/1/2005
121 Molinero Capital Management LLP
Global Markets Program
-2.85 2,000k 7/1/2005
120 M.S. Capital Management
Global Diversified Program
-2.85 2,000k 11/1/1998
119 Welton Investment Partners
Welton Global
-2.84 10,000k 6/1/2004
118 Red Rock Capital, LLC
Systematic Global Macro
-2.84 500k 9/1/2003
117 LJM Partners
LJM Preservation & Growth Strategy
-2.79 250k 5/1/2006
116 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.75 10,000k 8/1/2004
115 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.70 10,000k 8/1/1999
114 Abraham Trading Company
Diversified Program
-2.54 10,000k 1/1/1988
113 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.50 10,000k 1/1/1995
112 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.48 5,000k 6/1/2001
111 Range Wise
Investment Program
-2.41 250k 2/1/1991
110 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.39 250k 6/1/2001
109 Estlander & Partners
Global Markets
-2.31 10,000k 8/1/1999
108 Strategic Ag Trading
Chatham
-2.11 100k 1/1/2005
107 Southwest Managed Investments, LLC
Global Diversified
-2.08 200k 1/1/2002
106 IKOS
The IKOS Hedge Fund
-2.06 10,000k 7/1/1998
105 Lynx Asset Management AB
Lynx Program
-1.97 75k 5/1/2000
104 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.96 500k 1/1/2006
103 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.89 1k 10/1/2006
102 Mondiale Asset Management
Mondiale Trading Program
-1.86 0k 9/1/1997
101 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.71 1,000k 9/1/1997
100 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.67 10,000k 2/1/1999
99 Tactical Investment Management
Tactical Institutional Commodity Program
-1.66 10,000k 4/1/1993
98 Winton Capital Management
Diversified
-1.18 50,000k 10/1/1997
97 Estlander & Partners
Alpha Trend
-0.98 30,000k 10/1/1991
96 Kottke Associates
Stockton Fundamental Ag
-0.98 500k 1/1/2006
95 Ansbacher Investment Management
Market Neutral Put Skew Program
-0.79 250k 1/1/1996
94 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.75 5,000k 10/1/1996
93 Four Seasons Commodities Corp
Lone Star Program
-0.74 300k 1/1/2005
92 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.67 10,000k 1/1/2007
91 Clarke Capital Management
Jupiter
-0.66 3,000k 5/1/2005
90 Clarke Capital Management
Global Basic
-0.59 50k 2/1/1996
89 Quantica Capital AG
Quantica Diversified FX
-0.50 5,000k 3/1/2007
88 Mark J. Walsh Company
Standard Program
-0.50 2,000k 9/1/1985
87 Shield Plus LLC
Shield Plus Natural Gas
-0.50 50k 1/1/2004
86 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-0.46 1,000k 1/1/2006
85 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.43 10,000k 1/1/1991
84 Rivoli Fund Management
Rivoli International Fund (V9)
-0.40 5,000k 1/1/2002
83 Witter & Lester, Inc.
Redstone
-0.34 500k 9/1/1994
82 Claughton Capital
Auto-Reactive Positioning
-0.21 1,000k 10/1/2005
81 Future Trade AG
Thales Swing Trading Programme
-0.13 250k 6/1/2007
80 Millburn Corporation
Commodity Program
-0.11 25,000k 3/1/2005
79 Alder Capital DAC
Alder Global 20
-0.10 2,500k 2/1/2001
78 Conquest Capital Group
Conquest Select
-0.05 250k 6/1/2004
75 AllMountain Capital AG
Mount Denali Global Trends
0.00 160k 7/1/2007
76 Beryl Investment Group LLC
Nominal Discretionary System
0.00 50k 7/1/2007
77 Endeavour Capital LLP
Endeavour Pembroke
0.00 2,000k 7/1/2007
74 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.04 10,000k 4/1/2004
73 KMJ Investments
KMJ Investments
0.05 1,000k 8/1/1994
72 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.07 1,000k 1/1/2005
71 Alder Capital DAC
Alder Global 10
0.10 2,500k 10/1/2000
70 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
0.10 10,000k 2/1/2006
69 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.20 5,000k 1/1/2005
68 Blackwater Capital Management
Global Program
0.25 5,000k 7/1/2005
67 Briarwood Capital Management, Inc.
Diversified Trading Program
0.36 3,000k 7/1/2001
66 Systematic Alpha Management
Systematic Alpha Futures Program
0.38 100k 6/1/2004
65 MERIT Alternative Investments GmbH
Futures Portfolio
0.43 2,000k 6/1/1998
64 Clarke Capital Management
Global Magnum
0.52 100k 8/1/1997
63 Mobius Asset Management
Custom Trading Program
0.54 100k 1/1/2002
62 Mobius Asset Management
Diversified Program
0.57 250k 3/1/2004
61 Parizek Capital
Futures Trading Program
0.58 500k 4/1/2000
60 Alee Capital Management, LLC
Poniente Program
0.63 2,500k 1/1/1999
59 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.65 1,000k 1/1/1999
58 Briarwood Capital Management, Inc.
Diversified 2XL
0.67 250k 11/1/2004
57 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
0.70 1,000k 1/1/2006
56 C-View Limited
Currency Managed Account Program
0.82 5,000k 10/1/1996
55 Jaguar Investments Ltd
Vario Capital Strategy
0.93 1,000k 5/1/2016
54 John Locke Investments
Cyril Systematic Program
0.94 8,000k 7/1/2000
53 Pacific Capital Advisors
Vanguard Program
1.10 100k 4/1/2007
52 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.16 10,000k 3/1/2006
51 Eckhardt Trading Company
Evolution Strategies
1.23 20,000k 8/1/1991
50 Dominion Capital
Sapphire Program
1.28 3,000k 5/1/2005
49 Strategic Ag Trading
SAT GRAINS
1.40 100k 4/1/2002
48 Clarke Capital Management
Millennium
1.42 1,000k 1/1/1998
47 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.44 10,000k 1/1/2001
46 Eckhardt Trading Company
Evolution Strategies 1.2X
1.48 10,000k 10/1/1991
45 Alee Capital Management, LLC
Mistral Program
1.54 2,500k 1/1/1999
44 Superfund Group
Superfund Blue SPC Class A (EUR)
1.55 50k 4/1/2005
43 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
1.59 200k 1/1/2007
42 Di Tomasso Group Inc.
Equilibrium Program
1.60 5,000k 1/1/2002
41 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.65 10,000k 4/1/2003
40 Trigon Investment Advisors, LLC
Foreign Exchange Program
1.72 5,000k 8/1/2000
39 Rhicon Currency Management
Rhicon Systematic Currency Program
1.91 3,000k 1/1/2004
38 Robust Methods LLC
Macro Managed Account
1.95 5,000k 1/1/2005
37 Covenant Capital Management
Original Program
2.02 5,000k 9/1/1999
36 Quantitative Investment Management
Quantitative Global Program
2.03 20,000k 10/1/2003
35 Robinson-Langley Capital Management, LLC
Managed Account Program
2.21 200k 1/1/2007
34 Red Oak Commodity Advisors
Investment Program
2.23 5,000k 12/1/1989
33 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.25 1,000k 3/1/1998
32 Kinkopf Capital Management
KCM S&P (Proprietary)
2.41 100k 1/1/1999
31 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
2.54 1,000k 5/1/2006
30 PRIM' Alternative Investment
PRIM Gold
2.60 10k 11/1/2005
29 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.84 400k 1/1/1988
28 Rhicon Currency Management
Rhicon Strategic Program
3.07 500k 1/1/2004
27 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
3.08 100k 1/1/2005
26 Northfield Trading
Diversified
3.14 2,000k 7/1/1989
25 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
3.42 3,000k 10/1/1992
24 Saxon Investment Corporation
Diversified Program
3.58 3,000k 9/1/1988
23 Covenant Capital Management
Aggressive Program
3.66 3,000k 2/1/2004
22 Mobius Asset Management
Energy Weighted Program
3.90 250k 1/1/2005
21 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
3.91 1,000k 10/1/2006
20 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
3.93 100k 1/1/2000
19 Arcanum Asset Management
Equity Index Option Program (Prop)
4.33 500k 7/1/2006
18 RAM Management Group
RAM MRTP 1X-Conservative
4.55 1,000k 9/1/1993
17 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
5.12 2,000k 7/1/1992
16 Amplitude Capital International Limited
Dynamic Strategy
5.56 6/1/2005
15 Saxon Investment Corporation
Aggressive Diversified Program
6.13 2,000k 11/1/1993
14 M6 Capital Management LLC
Standard Program
6.26 300k 7/1/2005
13 Crabel Capital Management
Crabel Multi-Product
6.47 1,000k 3/1/1998
12 Clarke Capital Management
Worldwide
6.48 250k 1/1/1996
11 Quantum Leap Capital Management
Managed Account Program
6.57 300k 8/1/2006
10 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
6.81 100k 3/1/2003
9 Revolution Capital Management
Mosaic Program
6.98 10,000k 10/1/2006
8 Romanesco Capital Management B.V
Persistence Program
10.11 5,000k 9/1/2005
7 Heyden & Steindl GmbH
TOMAC2
10.17 5,000k 3/1/2003
6 Neural Capital Ltd
Sentinel Trading Program
10.46 2,000k 1/1/2006
5 Conquest Capital Group
Conquest Macro
11.55 250k 5/1/1999
4 Hawksbill Capital Management
Global Diversified
11.79 5,000k 11/1/1988
3 RAM Management Group
MRTP Aggressive
13.91 1,000k 2/1/1998
2 Novus Investments, LLC
Novus Precious Commodities
15.32 200k 1/1/2007
1 Parizek Capital
Currency Program
15.94 1,000k 4/1/2006

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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