IASG CTA Index For October 2008

Monthly Rankings

Rank CTA/Program Oct 2008 Min Inv Inception
219 Dendrich Ltd
QEP
-74.34 50k 12/1/2005
218 LJM Partners
LJM Aggressive Strategy
-57.15 500k 7/1/1998
217 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-49.02 2,000k 7/1/1992
216 Arcanum Asset Management
Equity Index Option Program (Prop)
-47.17 500k 7/1/2006
215 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-33.82 3,000k 10/1/1992
214 LJM Partners
LJM Moderately Aggressive Strategy
-33.69 500k 4/1/2003
213 PRIM' Alternative Investment
PRIM Gold
-18.64 10k 11/1/2005
212 Kottke Associates
Lark - Cattle Program
-16.16 500k 2/1/2008
211 Ansbacher Investment Management
Market Neutral Put Skew Program
-11.85 250k 1/1/1996
210 Schindler Capital Management, LLC
Dairy Advantage Program
-11.61 200k 8/1/2005
209 Crescent Bay Capital Management
Premium Stock Index Program
-9.73 10k 10/1/2005
208 Novus Investments, LLC
Novus Precious Commodities
-8.89 200k 1/1/2007
207 Paramount Capital Management LLC
Commodity Trading Program
-7.96 100k 7/1/2008
206 FORT LP
Fort Global Contrarian
-7.76 2,000k 10/1/2002
205 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-7.04 200k 1/1/2007
204 LJM Partners
LJM Preservation & Growth Strategy
-6.45 250k 5/1/2006
203 Warrington Asset Management
Warrington Strategic Program
-6.40 50k 1/1/1997
202 Non Correlated Capital
Positive Theta Program
-5.94 250k 10/1/2007
201 Non Correlated Capital
Positive Theta Fund
-4.73 50k 10/1/2007
200 Superfund Group
Superfund Blue SPC Class A (Gold)
-4.52 50k 12/1/2007
199 Quantica Capital AG
Quantica Diversified FX
-4.40 5,000k 3/1/2007
198 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-3.90 1,000k 1/1/2006
197 Witter & Lester, Inc.
Redstone
-3.69 500k 9/1/1994
196 Crabel Capital Management
Crabel Multi-Product
-3.48 1,000k 3/1/1998
195 FORT LP
Fort Global Diversified
-2.89 2,000k 10/1/1993
194 Rosetta Capital Management
Rosetta Trading Program
-2.83 100k 4/1/2000
193 Mobius Asset Management
Diversified Program
-2.78 250k 3/1/2004
192 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-2.71 500k 12/1/2003
191 Mobius Asset Management
Energy Weighted Program
-2.67 250k 1/1/2005
190 Quantitative Investment Management
Quantitative Global Program
-2.54 20,000k 10/1/2003
189 Witter & Lester, Inc.
Stock Index Futures Trading Program
-2.50 400k 1/1/1988
188 Mobius Asset Management
Custom Trading Program
-2.34 100k 1/1/2002
187 Haar Capital Management
Discretionary Commodity Trading Program
-1.99 250k 12/1/2005
186 Strategic Ag Trading
Chatham
-1.84 100k 1/1/2005
185 Amplitude Capital International Limited
Dynamic Strategy
-1.61 6/1/2005
184 Pacific Capital Advisors
Vanguard Program
-1.42 100k 4/1/2007
182 Cranwood Capital Management
Cranwood International Fund
-1.20 250k 4/1/2008
183 Cranwood Capital Management
Fixed Income Arbitrage Fund
-1.20 250k 4/1/2008
181 KMJ Investments
KMJ Investments
-0.92 1,000k 8/1/1994
180 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.85 10,000k 1/1/2007
179 Di Tomasso Group Inc.
Equilibrium Program
-0.84 5,000k 1/1/2002
178 John Locke Investments
JL Commodity Long Flat Program
-0.63 5,000k 12/1/2007
177 Emil van Essen
EvE Systematic Global Opportunities
-0.55 1,000k 9/1/2007
176 Typhon Capital Management, LLC
Plutus Grain Strategy
-0.48 250k 4/1/2008
175 Strategic Ag Trading
SAT GRAINS
-0.27 100k 4/1/2002
174 Clarke Capital Management
Global Basic
-0.26 50k 2/1/1996
173 QQFund.com
Investment Program 1
-0.19 300k 9/1/2008
172 Robust Methods LLC
Macro Managed Account
-0.17 5,000k 1/1/2005
171 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.16 3,000k 7/1/2001
170 Briarwood Capital Management, Inc.
Diversified 2XL
-0.10 250k 11/1/2004
160 White Indian Trading Co.
STAIRS - Futures Program (Client)
0.00 250k 10/1/2008
161 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
162 Diamond Peak Capital LLC
Northstar (2x) program
0.00 250k 10/1/2008
163 Bluenose Capital Management, LLC
BNC EI
0.00 15k 7/1/2010
164 Bluenose Capital Management, LLC
BNC BI
0.00 30k 10/1/2008
165 OptHedge Advisors LLC
Diversified Options & Futures Program
0.00 250k 10/1/2008
166 Clarke Capital Management
Global Magnum
0.00 100k 8/1/1997
167 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
168 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
169 QCAM Currency Asset Management AG
QCAM v-Pro
0.00 1,000k 7/1/2007
159 Kottke Associates
Stockton Fundamental Ag
0.05 500k 1/1/2006
158 Four Seasons Commodities Corp
Lone Star Program
0.10 300k 1/1/2005
157 Eckhardt Trading Company
Evolution Strategies 1.2X
0.12 10,000k 10/1/1991
156 Eckhardt Trading Company
Evolution Strategies
0.17 20,000k 8/1/1991
155 Four Seasons Commodities Corp
Hawkeye Spread Program
0.23 500k 3/1/2005
154 RAM Management Group
RAM MRTP 1X-Conservative
0.26 1,000k 9/1/1993
153 HPX Financial LLC
HPX Old School Program
0.46 200k 6/1/2006
152 Auctos Capital Management
Auctos Global Diversified
0.51 3,000k 11/1/2007
151 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
0.58 50k 10/1/2007
150 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.61 1,000k 3/1/1998
149 Superfund Group
Superfund Green Gold A (SPC)
0.67 5k 10/1/2005
148 Endeavour Capital LLP
Endeavour Pembroke
0.76 2,000k 7/1/2007
147 RAM Management Group
MRTP Aggressive
0.80 1,000k 2/1/1998
146 Shield Plus LLC
Shield Plus Natural Gas
0.86 50k 1/1/2004
145 IKOS
The IKOS Hedge Fund
0.86 10,000k 7/1/1998
144 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.88 1,000k 1/1/2005
143 Heyden & Steindl GmbH
TOMAC2
0.92 5,000k 3/1/2003
142 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.95 10,000k 4/1/2004
141 Dominion Capital
Sapphire Program
1.02 3,000k 5/1/2005
140 Trigon Investment Advisors, LLC
Discretionary Macro Program
1.02 10,000k 8/1/2007
139 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
1.06 10,000k 7/1/2008
138 HB Capital Management Inc.
Diversified Program
1.07 50k 3/1/2008
137 Saxon Investment Corporation
Diversified Program
1.15 3,000k 9/1/1988
136 Rabar Market Research
Diversified Program
1.16 2,000k 1/1/1989
135 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.21 1,000k 10/1/2006
134 MERIT Alternative Investments GmbH
Futures Portfolio
1.26 2,000k 6/1/1998
133 M6 Capital Management LLC
Standard Program
1.28 300k 7/1/2005
132 Emil van Essen
Spread Trading Program
1.41 5,000k 12/1/2006
131 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.43 10,000k 1/1/2001
130 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.52 10,000k 2/1/2008
129 Jaguar Investments Ltd
Vario Capital Strategy
1.73 1,000k 5/1/2016
128 Systematic Alpha Management
Systematic Alpha Futures Program
1.75 100k 6/1/2004
127 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
1.79 10,000k 2/1/2006
126 Tyche Capital Advisors LLC
TCA Energy Spreads
1.89 100k 8/1/2008
125 Capricorn Strategies Limited
Capricorn fxST (Lev1)
1.92 1,000k 1/1/1999
124 Beryl Investment Group LLC
Nominal Discretionary System
1.97 50k 7/1/2007
123 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
2.03 1,000k 1/1/2006
122 Rhicon Currency Management
Rhicon Strategic Program
2.03 500k 1/1/2004
121 Saxon Investment Corporation
Aggressive Diversified Program
2.10 2,000k 11/1/1993
120 Ancile Capital Management
Global Markets Program
2.15 2,000k 4/1/2005
119 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
2.17 100k 3/1/2003
118 Trigon Investment Advisors, LLC
Foreign Exchange Program
2.37 5,000k 8/1/2000
117 Greenwave Capital Management
Greenwave Flagship
2.39 10,000k 6/1/2008
116 Alder Capital DAC
Alder Global 10
2.40 2,500k 10/1/2000
115 C-View Limited
Currency Managed Account Program
2.80 5,000k 10/1/1996
114 Romanesco Capital Management B.V
Persistence Program
2.81 5,000k 9/1/2005
113 Range Wise
Investment Program
2.97 250k 2/1/1991
112 Covenant Capital Management
Original Program
3.01 5,000k 9/1/1999
111 Esulep LLC MAX
Esulep LLC MAX
3.13 500k 5/1/2008
110 Covenant Capital Management
Aggressive Program
3.40 3,000k 2/1/2004
109 Ion Asset Architecture
Ion Fund Program
3.40 10,000k 11/1/2007
108 Ion Asset Architecture (Fund Program)
Ion Fund
3.40 100k 11/1/2007
107 Northfield Trading
Diversified
3.56 2,000k 7/1/1989
106 Quantmetrics Capital Management LLP
Premier 12V Strategy
3.66 10,000k 4/1/2003
105 Alder Capital DAC
Alder Global 20
3.70 2,500k 2/1/2001
104 Winton Capital Management
Diversified
3.73 50,000k 10/1/1997
103 Conquest Capital Group
Conquest Macro
3.80 250k 5/1/1999
102 Crabel Capital Management
WPD Crabel Futures Program
3.95 1,000k 7/1/2008
101 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
3.95 500k 1/1/2006
100 Cypress Energy Capital Management, LP
Cypress Energy, LP
4.12 50k 7/1/2008
99 Kinkopf Capital Management
KCM S&P (Proprietary)
4.20 100k 1/1/1999
98 Welton Investment Partners
Welton Global
4.27 10,000k 6/1/2004
97 Revolution Capital Management
Alpha Fund
4.35 50k 1/1/2005
96 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
4.43 100k 1/1/2005
95 Superfund Group
Superfund Blue SPC Class A (EUR)
4.44 50k 4/1/2005
94 Molinero Capital Management LLP
Global Markets Program
4.70 2,000k 7/1/2005
93 Abraham Trading Company
Diversified Program
4.73 10,000k 1/1/1988
92 Rho Asset Management
Rho Altius 1XL Program
4.74 5,000k 11/1/2007
91 Rivoli Fund Management
Rivoli International Fund (V9)
4.80 5,000k 1/1/2002
90 Quantica Capital AG
Quantica Managed Futures
4.80 5,000k 1/1/2005
89 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
4.99 1,000k 5/1/2006
88 Manning & Napier
MN Xenon Global Fixed Income Program
5.00 2,000k 8/1/2004
87 Revolution Capital Management
Alpha Program
5.20 5,000k 6/1/2007
86 Acorn Global Investments Inc.
Acorn Diversified Program
5.25 10k 7/1/2005
85 Rotella Capital Management
Rotella Orion (Short-Term) Program
5.39 10,000k 3/1/2006
84 Transtrend B.V.
DTP – Standard Risk (EUR)
5.49 10,000k 2/1/1999
83 John Locke Investments
Cyril Systematic Program
5.95 8,000k 7/1/2000
82 IKOS
IKOS FX Fund
6.13 1,000k 3/1/2008
81 Transtrend B.V.
DTP – Enhanced Risk (JPY)
6.77 10,000k 8/1/2004
80 Futures Truth Company, FTC-CTA
MS4
6.99 250k 10/1/2007
79 Estlander & Partners
Alpha Trend
7.01 30,000k 10/1/1991
78 Transtrend B.V.
DTP – Enhanced Risk (USD)
7.12 10,000k 1/1/1995
77 Chesapeake Capital
Diversified (LV)
7.29 100k 2/1/1988
76 Spectrum Asset Management LLC
Global Diversified
7.31 2,000k 1/1/2001
75 HiProb Trading Technology LLC
HiProb-I
7.40 5,000k 7/1/2008
74 Commodity Strategies AG
CSAG Active Long Short Commodity Program
7.46 5,000k 10/1/2007
73 Rotella Capital Management
Rotella Polaris Program (Diversified)
7.59 10,000k 1/1/1991
72 Mark J. Walsh Company
Standard Program
7.62 2,000k 9/1/1985
71 Rivoli Fund Management
Rivoli International Fund (MAP)
7.69 5,000k 10/1/1996
70 Transtrend B.V.
DTP – Enhanced Risk (EUR)
7.90 10,000k 8/1/1999
69 SEB Asset Management
SEB Asset Selection Fund C (EUR)
7.99 1k 10/1/2006
68 Estlander & Partners
Global Markets
8.01 10,000k 8/1/1999
67 W.G. Wealth Guardian Ltd.
SAFI2 Program
8.09 1,000k 9/1/1997
66 Millburn Corporation
Diversified Program
8.89 20,000k 2/1/1977
65 Rhicon Currency Management
Rhicon Systematic Currency Program
8.91 3,000k 1/1/2004
64 Millburn Corporation
Multi-Markets Program
9.11 25,000k 10/1/2004
63 Claughton Capital
Auto-Reactive Positioning
9.17 1,000k 10/1/2005
62 Millburn Corporation
Commodity Program
9.22 25,000k 3/1/2005
61 Red Rock Capital, LLC
Systematic Global Macro
10.32 500k 9/1/2003
60 Revolution Capital Management
Mosaic Program
10.37 10,000k 10/1/2006
59 Blackwater Capital Management
Global Program
10.77 5,000k 7/1/2005
58 Auspice Capital Advisors Ltd
Auspice Diversified Program
10.80 1,500k 4/1/2006
57 Clarke Capital Management
Millennium
10.82 1,000k 1/1/1998
56 Superfund Group
Superfund Green Gold B (SPC)
10.88 50k 10/1/2005
55 AllMountain Capital AG
Mount Denali Global Trends
11.01 160k 7/1/2007
54 Eclipse Capital Management
Global Monetary
11.03 5,000k 8/1/1990
53 Somers Brothers Capital
Diversified Futures Program #1
11.48 100k 1/1/2005
52 Parizek Capital
Currency Program
11.49 1,000k 4/1/2006
51 Clarke Capital Management
Worldwide
11.53 250k 1/1/1996
50 EMC Capital Advisors, LLC
Classic
11.90 5,000k 1/1/1985
49 Superfund Group
Superfund Green L.P. Series A
12.19 5k 10/1/2002
48 Robinson-Langley Capital Management, LLC
Managed Account Program
12.19 200k 1/1/2007
47 Sunrise Capital Partners
Sunrise Expanded Diversified Program
12.63 1/1/1989
46 Red Oak Commodity Advisors
Investment Program
13.35 5,000k 12/1/1989
45 Neural Capital Ltd
Sentinel Trading Program
13.56 2,000k 1/1/2006
44 Quality Capital Management
Global Diversified Programme
13.77 10,000k 12/1/1995
43 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
14.03 75k 6/1/2007
42 Xplor Capital Management, LLC
Global CTA Program
14.77 1,500k 7/1/2004
41 Lynx Asset Management AB
Lynx Program
14.90 75k 5/1/2000
40 Hyman Beck and Company
Global Portfolio
14.94 1,000k 3/1/1991
39 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
15.54 1,000k 3/1/2003
38 Hawksbill Capital Management
Global Diversified
15.54 5,000k 11/1/1988
37 Gladius Asset Management
Fulham Program
16.59 2,000k 1/1/2008
36 NuWave Investment Management, LLC
NuWave Investment Partners LP
17.15 250k 6/1/2001
35 NuWave Investment Management, LLC
Combined Futures Portfolio
17.20 5,000k 6/1/2001
34 Estlander & Partners
Global XL
17.37 5,000k 8/1/1991
33 Superfund Group
Superfund Green Q-AG
17.48 2k 3/1/1996
32 Beach Horizon LLP
Managed Account
17.50 5,000k 5/1/2005
31 Tanyard Creek Capital
Livestock Program
17.59 200k 6/1/2008
30 Manning & Napier
MN Xenon Managed Futures (2x) Program
19.44 5,000k 6/1/2006
29 Wavefront Global Asset Management
IMFC Global Investment Program
19.66 2,000k 2/1/2007
28 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
19.70 0k 11/1/1996
27 Altradis Capital AG
AlphAlgo
19.82 100k 5/1/2007
26 Superfund Group
Superfund Green L.P. Series B
20.14 5k 10/1/2002
25 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
21.09 100k 11/1/1984
24 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
21.32 100k 1/1/2000
23 Superfund Group
Superfund Green Gold C (SPC)
21.42 100k 10/1/2005
22 Southwest Managed Investments, LLC
Global Diversified
21.89 200k 1/1/2002
21 Clarke Capital Management
Jupiter
22.09 3,000k 5/1/2005
20 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
23.30 200k 11/1/1999
19 Drury Capital
Diversified Trend-Following Program
23.37 5,000k 5/1/1997
18 ISAM
ISAM Systematic Trend Fund
24.70 1,000k 6/1/2001
17 Superfund Group
Superfund Green GCT USD
24.83 15k 1/1/2000
16 Conquest Capital Group
Conquest Select
24.86 250k 6/1/2004
15 DUNN Capital Management
DUNN Combined Fund (DCF)
25.13 100k 5/1/1989
14 Alee Capital Management, LLC
Poniente Program
25.68 2,500k 1/1/1999
13 Alee Capital Management, LLC
Mistral Program
26.02 2,500k 1/1/1999
12 Clarke Capital Management
FX Plus
26.30 1,000k 5/1/2004
11 DUNN Capital Management
D'Best Futures Fund, L.P.
26.55 100k 6/1/1994
10 Tactical Investment Management
Tactical Institutional Commodity Program
26.62 10,000k 4/1/1993
9 Keck Capital Management LLC
The Keck Program
32.74 2,000k 12/1/2003
8 Quantum Leap Capital Management
Managed Account Program
33.51 300k 8/1/2006
7 Future Trade AG
Thales Swing Trading Programme
33.62 250k 6/1/2007
6 Parizek Capital
Futures Trading Program
34.13 500k 4/1/2000
5 Superfund Group
Superfund Green Master
36.21 2,000k 5/1/2001
4 Kelly Angle Inc.
Genesis Program
38.45 2,000k 4/1/2000
3 Dreiss Research Corporation
Diversified Program
45.42 1,000k 5/1/1991
2 Mulvaney Capital Management
The Mulvaney Global Markets Program
45.49 100k 5/1/1999
1 Purple Valley Capital, Inc.
Diversified Trend 1
46.94 100k 8/1/2008

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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