IASG CTA Index For January 2008

Monthly Rankings

Rank CTA/Program Jan 2008 Min Inv Inception
195 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-20.56 200k 1/1/2007
194 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-20.33 1,000k 1/1/2006
193 Non Correlated Capital
Positive Theta Program
-14.08 250k 10/1/2007
192 Non Correlated Capital
Positive Theta Fund
-13.92 50k 10/1/2007
191 LJM Partners
LJM Aggressive Strategy
-12.39 500k 7/1/1998
190 LJM Partners
LJM Moderately Aggressive Strategy
-12.33 500k 4/1/2003
189 Witter & Lester, Inc.
Stock Index Futures Trading Program
-12.05 400k 1/1/1988
188 Arcanum Asset Management
Equity Index Option Program (Prop)
-10.17 500k 7/1/2006
187 Endeavour Capital LLP
Endeavour Pembroke
-8.53 2,000k 7/1/2007
186 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-8.41 500k 12/1/2003
185 Schindler Capital Management, LLC
Dairy Advantage Program
-7.61 200k 8/1/2005
184 Quantitative Investment Management
Quantitative Global Program
-7.59 20,000k 10/1/2003
183 Dendrich Ltd
QEP
-6.30 50k 12/1/2005
182 Warrington Asset Management
Warrington Strategic Program
-5.15 50k 1/1/1997
181 Witter & Lester, Inc.
Redstone
-5.00 500k 9/1/1994
180 Superfund Group
Superfund Green Master
-5.00 2,000k 5/1/2001
179 Mondiale Asset Management
Mondiale Trading Program
-4.57 0k 9/1/1997
178 Ansbacher Investment Management
Market Neutral Put Skew Program
-4.48 250k 1/1/1996
177 Systematic Alpha Management
Systematic Alpha Futures Program
-4.47 100k 6/1/2004
176 Kinkopf Capital Management
KCM S&P (Proprietary)
-4.46 100k 1/1/1999
175 Superfund Group
Superfund Green GCT USD
-3.77 15k 1/1/2000
174 Superfund Group
Superfund Green L.P. Series B
-3.61 5k 10/1/2002
173 Superfund Group
Superfund Green L.P. Series A
-2.73 5k 10/1/2002
172 Shield Plus LLC
Shield Plus Natural Gas
-2.54 50k 1/1/2004
171 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-2.54 500k 1/1/2006
170 Crescent Bay Capital Management
Premium Stock Index Program
-2.50 10k 10/1/2005
169 Revolution Capital Management
Mosaic Program
-2.30 10,000k 10/1/2006
168 Superfund Group
Superfund Green Q-AG
-2.21 2k 3/1/1996
167 Dominion Capital
Sapphire Program
-1.99 3,000k 5/1/2005
166 KMJ Investments
KMJ Investments
-1.22 1,000k 8/1/1994
165 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.08 5,000k 8/1/2000
164 Quantica Capital AG
Quantica Diversified FX
-0.90 5,000k 3/1/2007
163 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.76 1,000k 1/1/1999
162 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.75 10,000k 8/1/2004
161 Eclipse Capital Management
Global Monetary
-0.66 5,000k 8/1/1990
160 LJM Partners
LJM Preservation & Growth Strategy
-0.63 250k 5/1/2006
159 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.63 10,000k 8/1/1999
158 Four Seasons Commodities Corp
Lone Star Program
-0.50 300k 1/1/2005
157 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.48 10,000k 1/1/1995
156 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.46 10,000k 4/1/2004
155 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.46 10,000k 2/1/1999
154 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.41 10,000k 1/1/2001
153 Rhicon Currency Management
Rhicon Strategic Program
-0.08 500k 1/1/2004
152 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.06 10,000k 8/1/2007
151 Beryl Investment Group LLC
Nominal Discretionary System
-0.03 50k 7/1/2007
150 Red Oak Commodity Advisors
Investment Program
-0.02 5,000k 12/1/1989
148 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
149 Gladius Asset Management
Fulham Program
0.00 2,000k 1/1/2008
147 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.08 100k 3/1/2003
146 M6 Capital Management LLC
Standard Program
0.09 300k 7/1/2005
145 Jaguar Investments Ltd
Vario Capital Strategy
0.10 1,000k 5/1/2016
144 Molinero Capital Management LLP
Global Markets Program
0.14 2,000k 7/1/2005
143 Futures Truth Company, FTC-CTA
MS4
0.18 250k 10/1/2007
142 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
0.26 75k 6/1/2007
141 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
0.43 50k 10/1/2007
140 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.52 1,000k 1/1/2005
139 Northfield Trading
Diversified
0.57 2,000k 7/1/1989
138 John Locke Investments
JL Commodity Long Flat Program
0.59 5,000k 12/1/2007
137 Quantum Leap Capital Management
Managed Account Program
0.60 300k 8/1/2006
136 Amplitude Capital International Limited
Dynamic Strategy
0.65 6/1/2005
135 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
0.83 1,000k 1/1/2006
134 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.85 1,000k 3/1/1998
133 Auctos Capital Management
Auctos Global Diversified
0.91 3,000k 11/1/2007
132 Briarwood Capital Management, Inc.
Diversified Trading Program
1.03 3,000k 7/1/2001
131 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
1.10 10,000k 2/1/2006
130 FORT LP
Fort Global Contrarian
1.13 2,000k 10/1/2002
129 Alder Capital DAC
Alder Global 10
1.20 2,500k 10/1/2000
128 C-View Limited
Currency Managed Account Program
1.23 5,000k 10/1/1996
127 Four Seasons Commodities Corp
Hawkeye Spread Program
1.24 500k 3/1/2005
126 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.32 1,000k 10/1/2006
125 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.57 1,000k 9/1/1997
124 Millburn Corporation
Diversified Program
1.59 20,000k 2/1/1977
123 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.59 10,000k 4/1/2003
122 IKOS
The IKOS Hedge Fund
1.66 10,000k 7/1/1998
121 Rabar Market Research
Diversified Program
1.77 2,000k 1/1/1989
120 Eckhardt Trading Company
Evolution Strategies
1.85 20,000k 8/1/1991
119 MERIT Alternative Investments GmbH
Futures Portfolio
1.90 2,000k 6/1/1998
118 Southwest Managed Investments, LLC
Global Diversified
1.99 200k 1/1/2002
117 Rhicon Currency Management
Rhicon Systematic Currency Program
1.99 3,000k 1/1/2004
116 Haar Capital Management
Discretionary Commodity Trading Program
2.02 250k 12/1/2005
115 Briarwood Capital Management, Inc.
Diversified 2XL
2.05 250k 11/1/2004
114 Mobius Asset Management
Diversified Program
2.07 250k 3/1/2004
113 Mobius Asset Management
Energy Weighted Program
2.14 250k 1/1/2005
112 Eckhardt Trading Company
Evolution Strategies 1.2X
2.16 10,000k 10/1/1991
111 Ion Asset Architecture (Fund Program)
Ion Fund
2.20 100k 11/1/2007
110 Alder Capital DAC
Alder Global 20
2.20 2,500k 2/1/2001
109 Ion Asset Architecture
Ion Fund Program
2.20 10,000k 11/1/2007
108 Chesapeake Capital
Diversified (LV)
2.35 100k 2/1/1988
107 Robust Methods LLC
Macro Managed Account
2.41 5,000k 1/1/2005
106 Quantmetrics Capital Management LLP
Directional 10V Strategy
2.43 10,000k 1/1/2007
105 Covenant Capital Management
Original Program
2.51 5,000k 9/1/1999
104 Commodity Strategies AG
CSAG Active Long Short Commodity Program
2.69 5,000k 10/1/2007
103 Crabel Capital Management
Crabel Multi-Product
2.72 1,000k 3/1/1998
102 Estlander & Partners
Global Markets
2.79 10,000k 8/1/1999
101 NuWave Investment Management, LLC
Combined Futures Portfolio
3.06 5,000k 6/1/2001
100 Strategic Ag Trading
SAT GRAINS
3.18 100k 4/1/2002
99 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.43 1,000k 3/1/2003
98 NuWave Investment Management, LLC
NuWave Investment Partners LP
3.45 250k 6/1/2001
97 Welton Investment Partners
Welton Global
3.46 10,000k 6/1/2004
96 Strategic Ag Trading
Chatham
3.49 100k 1/1/2005
95 EMC Capital Advisors, LLC
Classic
3.50 5,000k 1/1/1985
94 Ancile Capital Management
Global Markets Program
3.50 2,000k 4/1/2005
93 Pacific Capital Advisors
Vanguard Program
3.60 100k 4/1/2007
92 Millburn Corporation
Commodity Program
3.69 25,000k 3/1/2005
91 Winton Capital Management
Diversified
3.85 50,000k 10/1/1997
90 SEB Asset Management
SEB Asset Selection Fund C (EUR)
3.89 1k 10/1/2006
89 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.92 10,000k 1/1/1991
88 Emil van Essen
EvE Systematic Global Opportunities
4.00 1,000k 9/1/2007
87 Xplor Capital Management, LLC
Global CTA Program
4.10 1,500k 7/1/2004
86 FORT LP
Fort Global Diversified
4.21 2,000k 10/1/1993
85 Romanesco Capital Management B.V
Persistence Program
4.35 5,000k 9/1/2005
84 John Locke Investments
Cyril Systematic Program
4.59 8,000k 7/1/2000
83 Wavefront Global Asset Management
IMFC Global Investment Program
4.60 2,000k 2/1/2007
82 Superfund Group
Superfund Green Gold C (SPC)
4.60 100k 10/1/2005
81 Rivoli Fund Management
Rivoli International Fund (V9)
4.69 5,000k 1/1/2002
80 Conquest Capital Group
Conquest Select
4.86 250k 6/1/2004
79 Clarke Capital Management
Worldwide
4.88 250k 1/1/1996
78 Mobius Asset Management
Custom Trading Program
4.91 100k 1/1/2002
77 Saxon Investment Corporation
Diversified Program
4.97 3,000k 9/1/1988
76 Di Tomasso Group Inc.
Equilibrium Program
5.15 5,000k 1/1/2002
75 Rho Asset Management
Rho Altius 1XL Program
5.24 5,000k 11/1/2007
74 Covenant Capital Management
Aggressive Program
5.26 3,000k 2/1/2004
73 Revolution Capital Management
Alpha Program
5.33 5,000k 6/1/2007
72 Estlander & Partners
Global XL
5.44 5,000k 8/1/1991
71 Superfund Group
Superfund Blue SPC Class A (EUR)
5.51 50k 4/1/2005
70 Manning & Napier
MN Xenon Global Fixed Income Program
5.51 2,000k 8/1/2004
69 Revolution Capital Management
Alpha Fund
5.56 50k 1/1/2005
68 Auspice Capital Advisors Ltd
Auspice Diversified Program
5.60 1,500k 4/1/2006
67 Spectrum Asset Management LLC
Global Diversified
5.60 2,000k 1/1/2001
66 Rotella Capital Management
Rotella Orion (Short-Term) Program
5.62 10,000k 3/1/2006
65 Millburn Corporation
Multi-Markets Program
5.72 25,000k 10/1/2004
64 Clarke Capital Management
Global Magnum
5.77 100k 8/1/1997
63 Alee Capital Management, LLC
Mistral Program
5.89 2,500k 1/1/1999
62 Clarke Capital Management
Millennium
5.94 1,000k 1/1/1998
61 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
6.06 5,000k 1/1/2005
60 Superfund Group
Superfund Green Gold B (SPC)
6.08 50k 10/1/2005
59 Sunrise Capital Partners
Sunrise Expanded Diversified Program
6.14 1/1/1989
58 Lynx Asset Management AB
Lynx Program
6.19 75k 5/1/2000
57 Range Wise
Investment Program
6.28 250k 2/1/1991
56 Abraham Trading Company
Diversified Program
6.44 10,000k 1/1/1988
55 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
6.45 0k 11/1/1996
54 Quantica Capital AG
Quantica Managed Futures
6.60 5,000k 1/1/2005
53 Drury Capital
Diversified Trend-Following Program
6.78 5,000k 5/1/1997
52 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
6.81 200k 11/1/1999
51 Parizek Capital
Currency Program
6.99 1,000k 4/1/2006
50 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
7.06 1,000k 5/1/2006
49 Rivoli Fund Management
Rivoli International Fund (MAP)
7.06 5,000k 10/1/1996
48 AllMountain Capital AG
Mount Denali Global Trends
7.58 160k 7/1/2007
47 Heyden & Steindl GmbH
TOMAC2
7.59 5,000k 3/1/2003
46 Superfund Group
Superfund Green Gold A (SPC)
7.64 5k 10/1/2005
45 Robinson-Langley Capital Management, LLC
Managed Account Program
7.80 200k 1/1/2007
44 Parizek Capital
Futures Trading Program
7.82 500k 4/1/2000
43 Clarke Capital Management
Global Basic
8.02 50k 2/1/1996
42 Tactical Investment Management
Tactical Institutional Commodity Program
8.09 10,000k 4/1/1993
41 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
8.16 100k 1/1/2005
40 Clarke Capital Management
Jupiter
8.24 3,000k 5/1/2005
39 Saxon Investment Corporation
Aggressive Diversified Program
8.27 2,000k 11/1/1993
38 Estlander & Partners
Alpha Trend
8.35 30,000k 10/1/1991
37 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
8.37 100k 1/1/2000
36 Future Trade AG
Thales Swing Trading Programme
8.55 250k 6/1/2007
35 Alee Capital Management, LLC
Poniente Program
9.07 2,500k 1/1/1999
34 Neural Capital Ltd
Sentinel Trading Program
9.20 2,000k 1/1/2006
33 Quality Capital Management
Global Diversified Programme
9.21 10,000k 12/1/1995
32 Blackwater Capital Management
Global Program
9.29 5,000k 7/1/2005
31 HPX Financial LLC
HPX Old School Program
9.42 200k 6/1/2006
30 Beach Horizon LLP
Managed Account
9.67 5,000k 5/1/2005
29 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
9.71 3,000k 10/1/1992
28 Superfund Group
Superfund Blue SPC Class A (Gold)
9.99 50k 12/1/2007
27 PRIM' Alternative Investment
PRIM Gold
10.10 10k 11/1/2005
26 RAM Management Group
RAM MRTP 1X-Conservative
11.10 1,000k 9/1/1993
25 Acorn Global Investments Inc.
Acorn Diversified Program
11.76 10k 7/1/2005
24 Altradis Capital AG
AlphAlgo
12.18 100k 5/1/2007
23 Manning & Napier
MN Xenon Managed Futures (2x) Program
12.35 5,000k 6/1/2006
22 Clarke Capital Management
FX Plus
12.65 1,000k 5/1/2004
21 Conquest Capital Group
Conquest Macro
13.05 250k 5/1/1999
20 Hyman Beck and Company
Global Portfolio
13.43 1,000k 3/1/1991
19 Kottke Associates
Stockton Fundamental Ag
13.85 500k 1/1/2006
18 Rosetta Capital Management
Rosetta Trading Program
13.85 100k 4/1/2000
17 ISAM
ISAM Systematic Trend Fund
13.85 1,000k 6/1/2001
16 Mark J. Walsh Company
Standard Program
13.86 2,000k 9/1/1985
15 Novus Investments, LLC
Novus Precious Commodities
14.21 200k 1/1/2007
14 DUNN Capital Management
DUNN Combined Fund (DCF)
14.75 100k 5/1/1989
13 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
14.76 2,000k 7/1/1992
12 DUNN Capital Management
D'Best Futures Fund, L.P.
16.15 100k 6/1/1994
11 Dreiss Research Corporation
Diversified Program
16.24 1,000k 5/1/1991
10 Red Rock Capital, LLC
Systematic Global Macro
16.44 500k 9/1/2003
9 Keck Capital Management LLC
The Keck Program
18.94 2,000k 12/1/2003
8 Claughton Capital
Auto-Reactive Positioning
19.01 1,000k 10/1/2005
7 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
19.94 100k 11/1/1984
6 Mulvaney Capital Management
The Mulvaney Global Markets Program
21.65 100k 5/1/1999
5 Hawksbill Capital Management
Global Diversified
23.53 5,000k 11/1/1988
4 Somers Brothers Capital
Diversified Futures Program #1
24.60 100k 1/1/2005
3 Kelly Angle Inc.
Genesis Program
30.48 2,000k 4/1/2000
2 Emil van Essen
Spread Trading Program
31.43 5,000k 12/1/2006
1 RAM Management Group
MRTP Aggressive
34.37 1,000k 2/1/1998

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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