IASG CTA Index For September 2007

Monthly Rankings

Rank CTA/Program Sep 2007 Min Inv Inception
183 Emil van Essen
Spread Trading Program
-25.28 5,000k 12/1/2006
182 Schindler Capital Management, LLC
Dairy Advantage Program
-6.14 200k 8/1/2005
181 Kinkopf Capital Management
KCM S&P (Proprietary)
-5.89 100k 1/1/1999
180 Parizek Capital
Currency Program
-5.32 1,000k 4/1/2006
179 Rhicon Currency Management
Rhicon Systematic Currency Program
-1.86 3,000k 1/1/2004
178 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-1.22 1,000k 1/1/1999
177 Shield Plus LLC
Shield Plus Natural Gas
-1.11 50k 1/1/2004
176 Dominion Capital
Sapphire Program
-0.56 3,000k 5/1/2005
175 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.48 50k 4/1/2005
174 Systematic Alpha Management
Systematic Alpha Futures Program
-0.42 100k 6/1/2004
173 Kottke Associates
Stockton Fundamental Ag
-0.34 500k 1/1/2006
172 Heyden & Steindl GmbH
TOMAC2
-0.15 5,000k 3/1/2003
171 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-0.08 1,000k 1/1/2005
169 Emil van Essen
EvE Systematic Global Opportunities
0.00 1,000k 9/1/2007
170 Ancile Capital Management
Global Markets Program
0.00 2,000k 4/1/2005
168 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.07 1,000k 5/1/2006
167 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
0.10 1,000k 1/1/2006
166 Strategic Ag Trading
Chatham
0.10 100k 1/1/2005
165 Hyman Beck and Company
Global Portfolio
0.12 1,000k 3/1/1991
164 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.16 10,000k 4/1/2003
163 Rhicon Currency Management
Rhicon Strategic Program
0.29 500k 1/1/2004
162 C-View Limited
Currency Managed Account Program
0.54 5,000k 10/1/1996
161 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
0.55 500k 12/1/2003
160 Mondiale Asset Management
Mondiale Trading Program
0.76 0k 9/1/1997
159 Beryl Investment Group LLC
Nominal Discretionary System
0.78 50k 7/1/2007
158 Ansbacher Investment Management
Market Neutral Put Skew Program
0.99 250k 1/1/1996
157 Quantitative Investment Management
Quantitative Global Program
1.04 20,000k 10/1/2003
156 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.24 400k 1/1/1988
155 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.27 1,000k 3/1/1998
154 M6 Capital Management LLC
Standard Program
1.30 300k 7/1/2005
153 Witter & Lester, Inc.
Redstone
1.42 500k 9/1/1994
152 Trigon Investment Advisors, LLC
Discretionary Macro Program
1.48 10,000k 8/1/2007
151 AllMountain Capital AG
Mount Denali Global Trends
1.50 160k 7/1/2007
150 ISAM
ISAM Systematic Trend Fund
1.56 1,000k 6/1/2001
149 Quantmetrics Capital Management LLP
Directional 10V Strategy
1.87 10,000k 1/1/2007
148 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.98 10,000k 1/1/2001
147 Briarwood Capital Management, Inc.
Diversified Trading Program
2.05 3,000k 7/1/2001
146 Crabel Capital Management
Crabel Multi-Product
2.12 1,000k 3/1/1998
145 Pacific Capital Advisors
Vanguard Program
2.18 100k 4/1/2007
144 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
2.19 1,000k 10/1/2006
143 Alder Capital DAC
Alder Global 10
2.20 2,500k 10/1/2000
142 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.20 250k 6/1/2001
141 NuWave Investment Management, LLC
Combined Futures Portfolio
2.44 5,000k 6/1/2001
140 FORT LP
Fort Global Diversified
2.55 2,000k 10/1/1993
139 IKOS
The IKOS Hedge Fund
2.67 10,000k 7/1/1998
138 Trigon Investment Advisors, LLC
Foreign Exchange Program
2.82 5,000k 8/1/2000
137 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.90 10,000k 3/1/2006
136 Manning & Napier
MN Xenon Global Fixed Income Program
2.91 2,000k 8/1/2004
135 Drury Capital
Diversified Trend-Following Program
2.93 5,000k 5/1/1997
134 Revolution Capital Management
Mosaic Program
3.01 10,000k 10/1/2006
133 Warrington Asset Management
Warrington Strategic Program
3.11 50k 1/1/1997
132 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.13 1,000k 9/1/1997
131 FORT LP
Fort Global Contrarian
3.17 2,000k 10/1/2002
130 LJM Partners
LJM Preservation & Growth Strategy
3.31 250k 5/1/2006
129 Neural Capital Ltd
Sentinel Trading Program
3.32 2,000k 1/1/2006
128 SEB Asset Management
SEB Asset Selection Fund C (EUR)
3.47 1k 10/1/2006
127 Jaguar Investments Ltd
Vario Capital Strategy
3.62 1,000k 5/1/2016
126 M.S. Capital Management
Global Diversified Program
3.73 2,000k 11/1/1998
125 Four Seasons Commodities Corp
Hawkeye Spread Program
3.84 500k 3/1/2005
124 Mulvaney Capital Management
The Mulvaney Global Markets Program
3.92 100k 5/1/1999
123 Endeavour Capital LLP
Endeavour Pembroke
4.07 2,000k 7/1/2007
122 Mobius Asset Management
Energy Weighted Program
4.18 250k 1/1/2005
121 Briarwood Capital Management, Inc.
Diversified 2XL
4.25 250k 11/1/2004
120 MERIT Alternative Investments GmbH
Futures Portfolio
4.28 2,000k 6/1/1998
119 Conquest Capital Group
Conquest Macro
4.28 250k 5/1/1999
118 Eclipse Capital Management
Global Monetary
4.31 5,000k 8/1/1990
117 Lynx Asset Management AB
Lynx Program
4.35 75k 5/1/2000
116 Claughton Capital
Auto-Reactive Positioning
4.38 1,000k 10/1/2005
115 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
4.46 100k 1/1/2000
114 Transtrend B.V.
DTP – Standard Risk (EUR)
4.48 10,000k 2/1/1999
113 Quantica Capital AG
Quantica Diversified FX
4.50 5,000k 3/1/2007
112 Millburn Corporation
Multi-Markets Program
4.53 25,000k 10/1/2004
111 Alder Capital DAC
Alder Global 20
4.60 2,500k 2/1/2001
110 Crescent Bay Capital Management
Premium Stock Index Program
4.70 10k 10/1/2005
109 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
4.71 10,000k 4/1/2004
108 ITB Capital Management, LLC
ITB Premium Fund I, LTD
4.71 1,000k 1/1/2006
107 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.72 1,000k 3/1/2003
106 Southwest Managed Investments, LLC
Global Diversified
4.86 200k 1/1/2002
105 RAM Management Group
RAM MRTP 1X-Conservative
4.87 1,000k 9/1/1993
104 Conquest Capital Group
Conquest Select
4.92 250k 6/1/2004
103 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
4.95 200k 1/1/2007
102 Red Rock Capital, LLC
Systematic Global Macro
5.01 500k 9/1/2003
101 Northfield Trading
Diversified
5.05 2,000k 7/1/1989
100 Mobius Asset Management
Diversified Program
5.07 250k 3/1/2004
99 Abraham Trading Company
Diversified Program
5.20 10,000k 1/1/1988
98 Quantica Capital AG
Quantica Managed Futures
5.20 5,000k 1/1/2005
97 Molinero Capital Management LLP
Global Markets Program
5.30 2,000k 7/1/2005
96 Four Seasons Commodities Corp
Lone Star Program
5.34 300k 1/1/2005
95 Superfund Group
Superfund Green Q-AG
5.36 2k 3/1/1996
94 Somers Brothers Capital
Diversified Futures Program #1
5.41 100k 1/1/2005
93 Red Oak Commodity Advisors
Investment Program
5.44 5,000k 12/1/1989
92 KMJ Investments
KMJ Investments
5.50 1,000k 8/1/1994
91 Superfund Group
Superfund Green L.P. Series A
5.57 5k 10/1/2002
90 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.79 0k 11/1/1996
89 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
5.82 5,000k 1/1/2005
88 Spectrum Asset Management LLC
Global Diversified
5.82 2,000k 1/1/2001
87 Millburn Corporation
Diversified Program
5.83 20,000k 2/1/1977
86 Auspice Capital Advisors Ltd
Auspice Diversified Program
5.87 1,500k 4/1/2006
85 Rivoli Fund Management
Rivoli International Fund (V9)
6.06 5,000k 1/1/2002
84 Future Trade AG
Thales Swing Trading Programme
6.27 250k 6/1/2007
83 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
6.30 500k 1/1/2006
82 Sunrise Capital Partners
Sunrise Expanded Diversified Program
6.52 1/1/1989
81 Rotella Capital Management
Rotella Polaris Program (Diversified)
6.56 10,000k 1/1/1991
80 Romanesco Capital Management B.V
Persistence Program
6.83 5,000k 9/1/2005
79 John Locke Investments
Cyril Systematic Program
6.86 8,000k 7/1/2000
78 Winton Capital Management
Diversified
6.99 50,000k 10/1/1997
77 Revolution Capital Management
Alpha Program
6.99 5,000k 6/1/2007
76 Estlander & Partners
Global Markets
7.14 10,000k 8/1/1999
75 LJM Partners
LJM Aggressive Strategy
7.14 500k 7/1/1998
74 Haar Capital Management
Discretionary Commodity Trading Program
7.18 250k 12/1/2005
73 Robinson-Langley Capital Management, LLC
Managed Account Program
7.19 200k 1/1/2007
72 Arcanum Asset Management
Equity Index Option Program (Prop)
7.33 500k 7/1/2006
71 Covenant Capital Management
Original Program
7.43 5,000k 9/1/1999
70 Superfund Group
Superfund Green GCT USD
7.49 15k 1/1/2000
69 Millburn Corporation
Commodity Program
7.62 25,000k 3/1/2005
68 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
7.68 10,000k 2/1/2006
67 Transtrend B.V.
DTP – Enhanced Risk (USD)
7.81 10,000k 1/1/1995
66 Revolution Capital Management
Alpha Fund
7.90 50k 1/1/2005
65 Beach Horizon LLP
Managed Account
7.91 5,000k 5/1/2005
64 Robust Methods LLC
Macro Managed Account
7.94 5,000k 1/1/2005
63 Transtrend B.V.
DTP – Enhanced Risk (EUR)
7.97 10,000k 8/1/1999
62 Parizek Capital
Futures Trading Program
7.97 500k 4/1/2000
61 Estlander & Partners
Alpha Trend
8.04 30,000k 10/1/1991
60 Mobius Asset Management
Custom Trading Program
8.13 100k 1/1/2002
59 LJM Partners
LJM Moderately Aggressive Strategy
8.22 500k 4/1/2003
58 Superfund Group
Superfund Green L.P. Series B
8.26 5k 10/1/2002
57 Saxon Investment Corporation
Diversified Program
8.27 3,000k 9/1/1988
56 Amplitude Capital International Limited
Dynamic Strategy
8.30 6/1/2005
55 Transtrend B.V.
DTP – Enhanced Risk (JPY)
8.42 10,000k 8/1/2004
54 Blackwater Capital Management
Global Program
8.48 5,000k 7/1/2005
53 Rosetta Capital Management
Rosetta Trading Program
8.57 100k 4/1/2000
52 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
8.64 200k 11/1/1999
51 HPX Financial LLC
HPX Old School Program
9.09 200k 6/1/2006
50 Welton Investment Partners
Welton Global
9.28 10,000k 6/1/2004
49 Range Wise
Investment Program
9.55 250k 2/1/1991
48 Kelly Angle Inc.
Genesis Program
9.62 2,000k 4/1/2000
47 Rabar Market Research
Diversified Program
9.80 2,000k 1/1/1989
46 PRIM' Alternative Investment
PRIM Gold
10.13 10k 11/1/2005
45 Rivoli Fund Management
Rivoli International Fund (MAP)
10.27 5,000k 10/1/1996
44 EMC Capital Advisors, LLC
Classic
10.40 5,000k 1/1/1985
43 Manning & Napier
MN Xenon Managed Futures (2x) Program
10.54 5,000k 6/1/2006
42 Xplor Capital Management, LLC
Global CTA Program
11.24 1,500k 7/1/2004
41 Clarke Capital Management
FX Plus
11.27 1,000k 5/1/2004
40 Mark J. Walsh Company
Standard Program
11.30 2,000k 9/1/1985
39 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
11.37 75k 6/1/2007
38 Altradis Capital AG
AlphAlgo
11.39 100k 5/1/2007
37 Chesapeake Capital
Diversified (LV)
11.42 100k 2/1/1988
36 Wavefront Global Asset Management
IMFC Global Investment Program
11.52 2,000k 2/1/2007
35 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
11.62 100k 1/1/2005
34 Di Tomasso Group Inc.
Equilibrium Program
11.69 5,000k 1/1/2002
33 Eckhardt Trading Company
Evolution Strategies
11.81 20,000k 8/1/1991
32 Acorn Global Investments Inc.
Acorn Diversified Program
12.07 10k 7/1/2005
31 Superfund Group
Superfund Green Master
12.30 2,000k 5/1/2001
30 Covenant Capital Management
Aggressive Program
12.42 3,000k 2/1/2004
29 Alee Capital Management, LLC
Poniente Program
12.94 2,500k 1/1/1999
28 Eckhardt Trading Company
Evolution Strategies 1.2X
13.33 10,000k 10/1/1991
27 Clarke Capital Management
Jupiter
13.57 3,000k 5/1/2005
26 Clarke Capital Management
Global Basic
13.64 50k 2/1/1996
25 RAM Management Group
MRTP Aggressive
14.31 1,000k 2/1/1998
24 Estlander & Partners
Global XL
14.74 5,000k 8/1/1991
23 Strategic Ag Trading
SAT GRAINS
15.03 100k 4/1/2002
22 DUNN Capital Management
D'Best Futures Fund, L.P.
15.11 100k 6/1/1994
21 Alee Capital Management, LLC
Mistral Program
15.20 2,500k 1/1/1999
20 Dreiss Research Corporation
Diversified Program
15.59 1,000k 5/1/1991
19 DUNN Capital Management
DUNN Combined Fund (DCF)
15.68 100k 5/1/1989
18 Saxon Investment Corporation
Aggressive Diversified Program
15.84 2,000k 11/1/1993
17 Novus Investments, LLC
Novus Precious Commodities
15.92 200k 1/1/2007
16 Superfund Group
Superfund Green Gold A (SPC)
16.47 5k 10/1/2005
15 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
16.90 100k 11/1/1984
14 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
18.47 3,000k 10/1/1992
13 Superfund Group
Superfund Green Gold B (SPC)
18.50 50k 10/1/2005
12 Clarke Capital Management
Millennium
19.36 1,000k 1/1/1998
11 Quality Capital Management
Global Diversified Programme
20.56 10,000k 12/1/1995
10 Keck Capital Management LLC
The Keck Program
20.64 2,000k 12/1/2003
9 Superfund Group
Superfund Green Gold C (SPC)
21.27 100k 10/1/2005
8 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
24.29 100k 3/1/2003
7 Clarke Capital Management
Global Magnum
24.46 100k 8/1/1997
6 Hawksbill Capital Management
Global Diversified
25.40 5,000k 11/1/1988
5 Tactical Investment Management
Tactical Institutional Commodity Program
26.03 10,000k 4/1/1993
4 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
28.21 2,000k 7/1/1992
3 Quantum Leap Capital Management
Managed Account Program
28.58 300k 8/1/2006
2 Clarke Capital Management
Worldwide
30.57 250k 1/1/1996
1 Dendrich Ltd
QEP
34.60 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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