IASG CTA Index For November 2008

Monthly Rankings

Rank CTA/Program Nov 2008 Min Inv Inception
223 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-34.04 2,000k 7/1/1992
222 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-22.28 3,000k 10/1/1992
221 Paramount Capital Management LLC
Commodity Trading Program
-13.28 100k 7/1/2008
220 Rhicon Currency Management
Rhicon Systematic Currency Program
-9.88 3,000k 1/1/2004
219 Tanyard Creek Capital
Livestock Program
-7.51 200k 6/1/2008
218 White Indian Trading Co.
STAIRS - Futures Program (Client)
-7.26 250k 10/1/2008
217 RAM Management Group
MRTP Aggressive
-6.80 1,000k 2/1/1998
216 Diamond Peak Capital LLC
Northstar (2x) program
-4.37 250k 10/1/2008
215 Kinkopf Capital Management
KCM S&P (Proprietary)
-4.31 100k 1/1/1999
214 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-3.13 200k 1/1/2007
213 Crabel Capital Management
Crabel Multi-Product
-2.57 1,000k 3/1/1998
212 Claughton Capital
Auto-Reactive Positioning
-2.37 1,000k 10/1/2005
211 Strategic Ag Trading
Chatham
-2.31 100k 1/1/2005
210 Warrington Asset Management
Warrington Strategic Program
-2.30 50k 1/1/1997
209 Rosetta Capital Management
Rosetta Trading Program
-2.27 100k 4/1/2000
208 RAM Management Group
RAM MRTP 1X-Conservative
-2.24 1,000k 9/1/1993
207 W.G. Wealth Guardian Ltd.
SAFI2 Program
-2.17 1,000k 9/1/1997
206 Tyche Capital Advisors LLC
TCA Energy Spreads
-2.15 100k 8/1/2008
205 Crescent Bay Capital Management
Premium Stock Index Program
-2.09 10k 10/1/2005
204 Superfund Group
Superfund Blue SPC Class A (EUR)
-1.93 50k 4/1/2005
203 Mobius Asset Management
Energy Weighted Program
-1.80 250k 1/1/2005
202 Parizek Capital
Currency Program
-1.57 1,000k 4/1/2006
201 Emil van Essen
Spread Trading Program
-1.29 5,000k 12/1/2006
200 Alder Capital DAC
Alder Global 20
-1.20 2,500k 2/1/2001
199 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-1.17 1,000k 1/1/2006
198 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.16 100k 1/1/2000
197 Dominion Capital
Sapphire Program
-0.83 3,000k 5/1/2005
196 Rhicon Currency Management
Rhicon Strategic Program
-0.80 500k 1/1/2004
194 Cranwood Capital Management
Cranwood International Fund
-0.75 250k 4/1/2008
195 Cranwood Capital Management
Fixed Income Arbitrage Fund
-0.75 250k 4/1/2008
193 Hawksbill Capital Management
Global Diversified
-0.61 5,000k 11/1/1988
192 John Locke Investments
JL Commodity Long Flat Program
-0.59 5,000k 12/1/2007
191 Greenwave Capital Management
Greenwave Flagship
-0.58 10,000k 6/1/2008
190 KMJ Investments
KMJ Investments
-0.55 1,000k 8/1/1994
189 Altradis Capital AG
AlphAlgo
-0.55 100k 5/1/2007
188 Acorn Global Investments Inc.
Acorn Diversified Program
-0.38 10k 7/1/2005
187 Alder Capital DAC
Alder Global 10
-0.30 2,500k 10/1/2000
186 Mobius Asset Management
Diversified Program
-0.29 250k 3/1/2004
185 C-View Limited
Currency Managed Account Program
-0.29 5,000k 10/1/1996
184 Kottke Associates
Stockton Fundamental Ag
-0.28 500k 1/1/2006
183 QQFund.com
Investment Program 1
-0.19 300k 9/1/2008
182 Range Wise
Investment Program
-0.11 250k 2/1/1991
181 Northfield Trading
Diversified
-0.10 2,000k 7/1/1989
180 Pacific Capital Advisors
Vanguard Program
-0.10 100k 4/1/2007
179 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
-0.07 10,000k 7/1/2008
178 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.03 1,000k 1/1/2006
177 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-0.02 5,000k 10/1/2007
176 Haar Capital Management
Discretionary Commodity Trading Program
-0.01 250k 12/1/2005
168 Bluenose Capital Management, LLC
BNC BI
0.00 30k 10/1/2008
169 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
0.00 4,000k 11/1/2008
170 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
171 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
172 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
173 White River Group
Stock Index Option Writing Strategy
0.00 10k 11/1/2008
174 White River Group
Diversified Option Writing Strategy
0.00 20k 11/1/2008
175 Vergho Asset Management LLC
Kinematics
0.00 1,000k 11/1/2008
167 Di Tomasso Group Inc.
Equilibrium Program
0.07 5,000k 1/1/2002
166 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.07 10,000k 1/1/2001
165 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.08 10,000k 8/1/2007
164 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.11 5,000k 8/1/2000
163 Amplitude Capital International Limited
Dynamic Strategy
0.14 6/1/2005
162 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
0.16 10,000k 2/1/2006
161 Witter & Lester, Inc.
Redstone
0.18 500k 9/1/1994
160 Robinson-Langley Capital Management, LLC
Managed Account Program
0.21 200k 1/1/2007
159 Four Seasons Commodities Corp
Hawkeye Spread Program
0.26 500k 3/1/2005
158 M6 Capital Management LLC
Standard Program
0.26 300k 7/1/2005
157 Crabel Capital Management
WPD Crabel Futures Program
0.28 1,000k 7/1/2008
156 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.28 1,000k 1/1/2005
155 Covenant Capital Management
Original Program
0.32 5,000k 9/1/1999
154 Quantica Capital AG
Quantica Diversified FX
0.40 5,000k 3/1/2007
153 MERIT Alternative Investments GmbH
Futures Portfolio
0.45 2,000k 6/1/1998
152 Covenant Capital Management
Aggressive Program
0.49 3,000k 2/1/2004
151 QCAM Currency Asset Management AG
QCAM v-Pro
0.52 1,000k 7/1/2007
150 Jaguar Investments Ltd
Vario Capital Strategy
0.53 1,000k 5/1/2016
149 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.55 10,000k 2/1/2008
148 LJM Partners
LJM Aggressive Strategy
0.56 500k 7/1/1998
147 Ansbacher Investment Management
Market Neutral Put Skew Program
0.62 250k 1/1/1996
146 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.66 100k 1/1/2005
145 Rabar Market Research
Diversified Program
0.74 2,000k 1/1/1989
144 John Locke Investments
Cyril Systematic Program
0.75 8,000k 7/1/2000
143 Bluenose Capital Management, LLC
BNC EI
0.83 15k 7/1/2010
142 LJM Partners
LJM Moderately Aggressive Strategy
0.89 500k 4/1/2003
141 Estlander & Partners
Global Markets
0.89 10,000k 8/1/1999
140 IKOS
The IKOS Hedge Fund
0.95 10,000k 7/1/1998
139 HB Capital Management Inc.
Diversified Program
0.95 50k 3/1/2008
138 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.02 10,000k 4/1/2003
137 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
1.11 50k 10/1/2007
136 Shield Plus LLC
Shield Plus Natural Gas
1.14 50k 1/1/2004
135 Eckhardt Trading Company
Evolution Strategies
1.20 20,000k 8/1/1991
134 Robust Methods LLC
Macro Managed Account
1.26 5,000k 1/1/2005
133 HiProb Trading Technology LLC
HiProb-I
1.30 5,000k 7/1/2008
132 Endeavour Capital LLP
Endeavour Pembroke
1.33 2,000k 7/1/2007
131 Emil van Essen
EvE Systematic Global Opportunities
1.35 1,000k 9/1/2007
130 Eckhardt Trading Company
Evolution Strategies 1.2X
1.38 10,000k 10/1/1991
129 Tactical Investment Management
Tactical Institutional Commodity Program
1.38 10,000k 4/1/1993
128 Romanesco Capital Management B.V
Persistence Program
1.38 5,000k 9/1/2005
127 Blackwater Capital Management
Global Program
1.42 5,000k 7/1/2005
126 Superfund Group
Superfund Green L.P. Series A
1.47 5k 10/1/2002
125 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.49 1,000k 3/1/1998
124 Spectrum Asset Management LLC
Global Diversified
1.52 2,000k 1/1/2001
123 Southwest Managed Investments, LLC
Global Diversified
1.52 200k 1/1/2002
122 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
1.52 75k 6/1/2007
121 Manning & Napier
MN Xenon Global Fixed Income Program
1.53 2,000k 8/1/2004
120 Typhon Capital Management, LLC
Plutus Grain Strategy
1.55 250k 4/1/2008
119 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.55 10,000k 3/1/2006
118 Red Oak Commodity Advisors
Investment Program
1.58 5,000k 12/1/1989
117 Four Seasons Commodities Corp
Lone Star Program
1.58 300k 1/1/2005
116 Strategic Ag Trading
SAT GRAINS
1.65 100k 4/1/2002
115 Millburn Corporation
Commodity Program
1.69 25,000k 3/1/2005
114 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
1.73 100k 3/1/2003
113 Transtrend B.V.
DTP – Standard Risk (EUR)
1.73 10,000k 2/1/1999
112 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.73 400k 1/1/1988
111 Millburn Corporation
Multi-Markets Program
1.82 25,000k 10/1/2004
110 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.83 10,000k 4/1/2004
109 Schindler Capital Management, LLC
Dairy Advantage Program
1.85 200k 8/1/2005
108 Rivoli Fund Management
Rivoli International Fund (V9)
1.89 5,000k 1/1/2002
107 Quantum Leap Capital Management
Managed Account Program
1.94 300k 8/1/2006
106 Esulep LLC MAX
Esulep LLC MAX
1.95 500k 5/1/2008
105 Alee Capital Management, LLC
Mistral Program
1.97 2,500k 1/1/1999
104 OptHedge Advisors LLC
Diversified Options & Futures Program
1.97 250k 10/1/2008
103 Abraham Trading Company
Diversified Program
2.01 10,000k 1/1/1988
102 Estlander & Partners
Global XL
2.02 5,000k 8/1/1991
101 Saxon Investment Corporation
Diversified Program
2.03 3,000k 9/1/1988
100 Red Rock Capital, LLC
Systematic Global Macro
2.05 500k 9/1/2003
99 Conquest Capital Group
Conquest Macro
2.08 250k 5/1/1999
98 Millburn Corporation
Diversified Program
2.09 20,000k 2/1/1977
97 Quantmetrics Capital Management LLP
Directional 10V Strategy
2.20 10,000k 1/1/2007
96 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.21 10,000k 8/1/2004
95 Wavefront Global Asset Management
IMFC Global Investment Program
2.26 2,000k 2/1/2007
94 Mark J. Walsh Company
Standard Program
2.27 2,000k 9/1/1985
93 Quantitative Investment Management
Quantitative Global Program
2.31 20,000k 10/1/2003
92 Kottke Associates
Lark - Cattle Program
2.36 500k 2/1/2008
91 Superfund Group
Superfund Green Q-AG
2.36 2k 3/1/1996
90 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
2.48 500k 1/1/2006
89 Futures Truth Company, FTC-CTA
MS4
2.50 250k 10/1/2007
88 Hyman Beck and Company
Global Portfolio
2.55 1,000k 3/1/1991
87 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.56 250k 6/1/2001
86 Beryl Investment Group LLC
Nominal Discretionary System
2.56 50k 7/1/2007
85 Rivoli Fund Management
Rivoli International Fund (MAP)
2.57 5,000k 10/1/1996
84 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.57 10,000k 1/1/1995
83 NuWave Investment Management, LLC
Combined Futures Portfolio
2.57 5,000k 6/1/2001
82 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.60 10,000k 8/1/1999
81 Systematic Alpha Management
Systematic Alpha Futures Program
2.61 100k 6/1/2004
80 HPX Financial LLC
HPX Old School Program
2.66 200k 6/1/2006
79 Clarke Capital Management
Global Magnum
2.67 100k 8/1/1997
78 Revolution Capital Management
Alpha Program
2.68 5,000k 6/1/2007
77 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
2.77 1,000k 10/1/2006
76 Superfund Group
Superfund Green L.P. Series B
2.78 5k 10/1/2002
75 IKOS
IKOS FX Fund
2.79 1,000k 3/1/2008
74 EMC Capital Advisors, LLC
Classic
2.80 5,000k 1/1/1985
73 Sunrise Capital Partners
Sunrise Expanded Diversified Program
3.03 1/1/1989
72 Manning & Napier
MN Xenon Managed Futures (2x) Program
3.09 5,000k 6/1/2006
71 Rho Asset Management
Rho Altius 1XL Program
3.12 5,000k 11/1/2007
70 Superfund Group
Superfund Green GCT USD
3.17 15k 1/1/2000
69 Revolution Capital Management
Alpha Fund
3.17 50k 1/1/2005
68 AllMountain Capital AG
Mount Denali Global Trends
3.25 160k 7/1/2007
67 LJM Partners
LJM Preservation & Growth Strategy
3.27 250k 5/1/2006
66 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
3.49 500k 12/1/2003
65 Somers Brothers Capital
Diversified Futures Program #1
3.50 100k 1/1/2005
64 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.57 1,000k 3/1/2003
63 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.79 10,000k 1/1/1991
62 Cypress Energy Capital Management, LP
Cypress Energy, LP
3.79 50k 7/1/2008
61 Saxon Investment Corporation
Aggressive Diversified Program
3.80 2,000k 11/1/1993
60 Lynx Asset Management AB
Lynx Program
3.86 75k 5/1/2000
59 Clarke Capital Management
Global Basic
4.02 50k 2/1/1996
58 Ion Asset Architecture
Ion Fund Program
4.11 10,000k 11/1/2007
57 Ion Asset Architecture (Fund Program)
Ion Fund
4.11 100k 11/1/2007
56 Capricorn Strategies Limited
Capricorn fxST (Lev1)
4.12 1,000k 1/1/1999
55 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
4.18 1,000k 5/1/2006
54 Quantica Capital AG
Quantica Managed Futures
4.20 5,000k 1/1/2005
53 Molinero Capital Management LLP
Global Markets Program
4.23 2,000k 7/1/2005
52 Arcanum Asset Management
Equity Index Option Program (Prop)
4.33 500k 7/1/2006
51 Xplor Capital Management, LLC
Global CTA Program
4.34 1,500k 7/1/2004
50 Winton Capital Management
Diversified
4.97 50,000k 10/1/1997
49 Clarke Capital Management
Millennium
4.98 1,000k 1/1/1998
48 Ancile Capital Management
Global Markets Program
5.13 2,000k 4/1/2005
47 Estlander & Partners
Alpha Trend
5.30 30,000k 10/1/1991
46 Gladius Asset Management
Fulham Program
5.35 2,000k 1/1/2008
45 Purple Valley Capital, Inc.
Diversified Trend 1
5.64 100k 8/1/2008
44 Auspice Capital Advisors Ltd
Auspice Diversified Program
5.77 1,500k 4/1/2006
43 Briarwood Capital Management, Inc.
Diversified Trading Program
5.80 3,000k 7/1/2001
42 Superfund Group
Superfund Green Master
5.82 2,000k 5/1/2001
41 Neural Capital Ltd
Sentinel Trading Program
5.85 2,000k 1/1/2006
40 Eclipse Capital Management
Global Monetary
6.16 5,000k 8/1/1990
39 SEB Asset Management
SEB Asset Selection Fund C (EUR)
6.22 1k 10/1/2006
38 Welton Investment Partners
Welton Global
6.27 10,000k 6/1/2004
37 Beach Horizon LLP
Managed Account
6.30 5,000k 5/1/2005
36 Chesapeake Capital
Diversified (LV)
6.44 100k 2/1/1988
35 Drury Capital
Diversified Trend-Following Program
6.56 5,000k 5/1/1997
34 Future Trade AG
Thales Swing Trading Programme
6.81 250k 6/1/2007
33 Keck Capital Management LLC
The Keck Program
6.82 2,000k 12/1/2003
32 Mobius Asset Management
Custom Trading Program
6.83 100k 1/1/2002
31 Alee Capital Management, LLC
Poniente Program
6.96 2,500k 1/1/1999
30 Mulvaney Capital Management
The Mulvaney Global Markets Program
6.97 100k 5/1/1999
29 Clarke Capital Management
Jupiter
6.98 3,000k 5/1/2005
28 FORT LP
Fort Global Contrarian
7.22 2,000k 10/1/2002
27 Auctos Capital Management
Auctos Global Diversified
7.31 3,000k 11/1/2007
26 Parizek Capital
Futures Trading Program
7.32 500k 4/1/2000
25 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
7.77 100k 11/1/1984
24 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
7.91 0k 11/1/1996
23 Conquest Capital Group
Conquest Select
8.36 250k 6/1/2004
22 Clarke Capital Management
Worldwide
9.46 250k 1/1/1996
21 Novus Investments, LLC
Novus Precious Commodities
9.47 200k 1/1/2007
20 Heyden & Steindl GmbH
TOMAC2
9.58 5,000k 3/1/2003
19 FORT LP
Fort Global Diversified
10.28 2,000k 10/1/1993
18 Revolution Capital Management
Mosaic Program
10.93 10,000k 10/1/2006
17 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
11.50 200k 11/1/1999
16 Superfund Group
Superfund Blue SPC Class A (Gold)
11.66 50k 12/1/2007
15 Dendrich Ltd
QEP
13.07 50k 12/1/2005
14 ISAM
ISAM Systematic Trend Fund
13.16 1,000k 6/1/2001
13 Clarke Capital Management
FX Plus
13.24 1,000k 5/1/2004
12 Dreiss Research Corporation
Diversified Program
13.42 1,000k 5/1/1991
11 DUNN Capital Management
DUNN Combined Fund (DCF)
13.42 100k 5/1/1989
10 Briarwood Capital Management, Inc.
Diversified 2XL
13.48 250k 11/1/2004
9 PRIM' Alternative Investment
PRIM Gold
13.83 10k 11/1/2005
8 DUNN Capital Management
D'Best Futures Fund, L.P.
14.06 100k 6/1/1994
7 Superfund Group
Superfund Green Gold A (SPC)
14.76 5k 10/1/2005
6 Superfund Group
Superfund Green Gold B (SPC)
15.42 50k 10/1/2005
5 Quality Capital Management
Global Diversified Programme
16.10 10,000k 12/1/1995
4 Superfund Group
Superfund Green Gold C (SPC)
16.36 100k 10/1/2005
3 Kelly Angle Inc.
Genesis Program
16.42 2,000k 4/1/2000
2 Non Correlated Capital
Positive Theta Program
17.83 250k 10/1/2007
1 Non Correlated Capital
Positive Theta Fund
21.25 50k 10/1/2007

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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