IASG CTA Index For December 2008

Monthly Rankings

Rank CTA/Program Dec 2008 Min Inv Inception
228 Non Correlated Capital
Positive Theta Fund
-14.55 50k 10/1/2007
227 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-13.84 2,000k 7/1/1992
226 Non Correlated Capital
Positive Theta Program
-12.03 250k 10/1/2007
225 Amplitude Capital International Limited
Dynamic Strategy
-11.60 6/1/2005
224 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-7.62 3,000k 10/1/1992
223 RAM Management Group
MRTP Aggressive
-4.59 1,000k 2/1/1998
222 Kinkopf Capital Management
KCM S&P (Proprietary)
-4.45 100k 1/1/1999
221 Purple Valley Capital, Inc.
Diversified Trend 1
-3.60 100k 8/1/2008
220 Crabel Capital Management
Crabel Multi-Product
-3.51 1,000k 3/1/1998
219 Quantum Leap Capital Management
Managed Account Program
-2.95 300k 8/1/2006
218 Claughton Capital
Auto-Reactive Positioning
-2.87 1,000k 10/1/2005
217 Range Wise
Investment Program
-2.56 250k 2/1/1991
216 Red Oak Commodity Advisors
Investment Program
-1.96 5,000k 12/1/1989
215 M6 Capital Management LLC
Standard Program
-1.77 300k 7/1/2005
214 Rosetta Capital Management
Rosetta Trading Program
-1.52 100k 4/1/2000
213 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.49 10,000k 3/1/2006
212 Superfund Group
Superfund Blue SPC Class A (Gold)
-1.46 50k 12/1/2007
211 Northfield Trading
Diversified
-1.30 2,000k 7/1/1989
210 RAM Management Group
RAM MRTP 1X-Conservative
-1.28 1,000k 9/1/1993
209 Endeavour Capital LLP
Endeavour Pembroke
-1.13 2,000k 7/1/2007
208 Quantica Capital AG
Quantica Diversified FX
-1.00 5,000k 3/1/2007
207 Ion Asset Architecture
Ion Fund Program
-0.97 10,000k 11/1/2007
206 Ion Asset Architecture (Fund Program)
Ion Fund
-0.97 100k 11/1/2007
205 Di Tomasso Group Inc.
Equilibrium Program
-0.87 5,000k 1/1/2002
204 Shield Plus LLC
Shield Plus Natural Gas
-0.68 50k 1/1/2004
203 Altradis Capital AG
AlphAlgo
-0.57 100k 5/1/2007
202 Four Seasons Commodities Corp
Hawkeye Spread Program
-0.44 500k 3/1/2005
201 KMJ Investments
KMJ Investments
-0.33 1,000k 8/1/1994
200 John Locke Investments
JL Commodity Long Flat Program
-0.33 5,000k 12/1/2007
199 Kottke Associates
Stockton Fundamental Ag
-0.32 500k 1/1/2006
198 Covenant Capital Management
Original Program
-0.27 5,000k 9/1/1999
197 Covenant Capital Management
Aggressive Program
-0.24 3,000k 2/1/2004
196 Molinero Capital Management LLP
Global Markets Program
-0.23 2,000k 7/1/2005
195 QQFund.com
Investment Program 1
-0.21 300k 9/1/2008
194 Warrington Asset Management
Warrington Strategic Program
-0.21 50k 1/1/1997
193 Greenwave Capital Management
Greenwave Flagship
-0.21 10,000k 6/1/2008
191 Cranwood Capital Management
Fixed Income Arbitrage Fund
-0.20 250k 4/1/2008
192 Cranwood Capital Management
Cranwood International Fund
-0.20 250k 4/1/2008
190 HB Capital Management Inc.
Diversified Program
-0.18 50k 3/1/2008
189 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-0.17 500k 1/1/2006
188 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.10 1,000k 1/1/2006
187 Romanesco Capital Management B.V
Persistence Program
-0.04 5,000k 9/1/2005
186 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-0.02 10,000k 2/1/2008
175 Global AG LLC
Global Ag LLC
0.00 1,000k 12/1/2008
176 Bluenose Capital Management, LLC
BNC EI
0.00 15k 7/1/2010
177 Estlander & Partners
Alpha Trend II - Class P
0.00 100k 12/1/2008
178 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
179 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.00 500k 8/1/2012
180 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
0.00 10,000k 2/1/2006
181 Strategic Ag Trading
SAT HEARTLAND
0.00 100k 12/1/2008
182 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.00 5,000k 11/1/2012
183 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
184 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
185 Acorn Global Investments Inc.
Acorn Diversified Program
0.00 10k 7/1/2005
174 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
0.01 10,000k 7/1/2008
173 Haar Capital Management
Discretionary Commodity Trading Program
0.04 250k 12/1/2005
172 Typhon Capital Management, LLC
Plutus Grain Strategy
0.07 250k 4/1/2008
171 Systematic Alpha Management
Systematic Alpha Futures Program
0.11 100k 6/1/2004
170 C-View Limited
Currency Managed Account Program
0.17 5,000k 10/1/1996
169 Saxon Investment Corporation
Diversified Program
0.18 3,000k 9/1/1988
168 Eckhardt Trading Company
Evolution Strategies 1.2X
0.18 10,000k 10/1/1991
167 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.20 100k 1/1/2005
166 QCAM Currency Asset Management AG
QCAM v-Pro
0.20 1,000k 7/1/2007
165 Estlander & Partners
Global Markets
0.22 10,000k 8/1/1999
164 MERIT Alternative Investments GmbH
Futures Portfolio
0.23 2,000k 6/1/1998
163 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.24 10,000k 4/1/2003
162 NuWave Investment Management, LLC
Combined Futures Portfolio
0.26 5,000k 6/1/2001
161 Eckhardt Trading Company
Evolution Strategies
0.26 20,000k 8/1/1991
160 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.26 10,000k 4/1/2004
159 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.30 1,000k 1/1/2005
158 Superfund Group
Superfund Blue SPC Class A (EUR)
0.31 50k 4/1/2005
157 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.31 250k 6/1/2001
156 Saxon Investment Corporation
Aggressive Diversified Program
0.33 2,000k 11/1/1993
155 Emil van Essen
EvE Systematic Global Opportunities
0.37 1,000k 9/1/2007
154 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.40 1,000k 3/1/2003
153 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.44 10,000k 1/1/2007
152 Strategic Ag Trading
Chatham
0.45 100k 1/1/2005
151 Estlander & Partners
Global XL
0.48 5,000k 8/1/1991
150 EMC Capital Advisors, LLC
Classic
0.50 5,000k 1/1/1985
149 Jaguar Investments Ltd
Vario Capital Strategy
0.53 1,000k 5/1/2016
148 Esulep LLC MAX
Esulep LLC MAX
0.57 500k 5/1/2008
147 Alder Capital DAC
Alder Global 20
0.70 2,500k 2/1/2001
146 Alder Capital DAC
Alder Global 10
0.70 2,500k 10/1/2000
145 Crescent Bay Capital Management
Premium Stock Index Program
0.75 10k 10/1/2005
144 Conquest Capital Group
Conquest Macro
0.78 250k 5/1/1999
143 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.82 1/1/1989
142 Four Seasons Commodities Corp
Lone Star Program
0.85 300k 1/1/2005
141 Red Rock Capital, LLC
Systematic Global Macro
0.90 500k 9/1/2003
140 Quantitative Investment Management
Quantitative Global Program
0.90 20,000k 10/1/2003
139 Hyman Beck and Company
Global Portfolio
0.91 1,000k 3/1/1991
138 Capricorn Strategies Limited
Capricorn fxST (Lev1)
1.00 1,000k 1/1/1999
137 Spectrum Asset Management LLC
Global Diversified
1.01 2,000k 1/1/2001
136 Blackwater Capital Management
Global Program
1.02 5,000k 7/1/2005
135 Commodity Strategies AG
CSAG Active Long Short Commodity Program
1.02 5,000k 10/1/2007
134 Robinson-Langley Capital Management, LLC
Managed Account Program
1.07 200k 1/1/2007
133 Rivoli Fund Management
Rivoli International Fund (V9)
1.10 5,000k 1/1/2002
132 Xplor Capital Management, LLC
Global CTA Program
1.12 1,500k 7/1/2004
131 Millburn Corporation
Diversified Program
1.20 20,000k 2/1/1977
130 Millburn Corporation
Multi-Markets Program
1.21 25,000k 10/1/2004
129 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.23 10,000k 1/1/1991
128 Bluenose Capital Management, LLC
BNC BI
1.27 30k 10/1/2008
127 Transtrend B.V.
DTP – Standard Risk (EUR)
1.28 10,000k 2/1/1999
126 Superfund Group
Superfund Green L.P. Series A
1.32 5k 10/1/2002
125 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.33 1k 10/1/2006
124 Millburn Corporation
Commodity Program
1.36 25,000k 3/1/2005
123 Clarke Capital Management
Global Magnum
1.36 100k 8/1/1997
122 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.37 1,000k 5/1/2006
121 Mobius Asset Management
Energy Weighted Program
1.49 250k 1/1/2005
120 Rhicon Currency Management
Rhicon Strategic Program
1.51 500k 1/1/2004
119 Clarke Capital Management
Global Basic
1.51 50k 2/1/1996
118 Rivoli Fund Management
Rivoli International Fund (MAP)
1.53 5,000k 10/1/1996
117 Crabel Capital Management
WPD Crabel Futures Program
1.53 1,000k 7/1/2008
116 Briarwood Capital Management, Inc.
Diversified Trading Program
1.57 3,000k 7/1/2001
115 Southwest Managed Investments, LLC
Global Diversified
1.59 200k 1/1/2002
114 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.60 1,000k 3/1/1998
113 Trigon Investment Advisors, LLC
Discretionary Macro Program
1.61 10,000k 8/1/2007
112 Superfund Group
Superfund Green Q-AG
1.81 2k 3/1/1996
111 Superfund Group
Superfund Green GCT USD
1.90 15k 1/1/2000
110 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
1.93 50k 10/1/2007
109 Rho Asset Management
Rho Altius 1XL Program
1.94 5,000k 11/1/2007
108 John Locke Investments
Cyril Systematic Program
1.94 8,000k 7/1/2000
107 Rabar Market Research
Diversified Program
1.95 2,000k 1/1/1989
106 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.95 10,000k 8/1/2004
105 Manning & Napier
MN Xenon Global Fixed Income Program
1.96 2,000k 8/1/2004
104 Tactical Investment Management
Tactical Institutional Commodity Program
1.98 10,000k 4/1/1993
103 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
2.00 75k 6/1/2007
102 Quantica Capital AG
Quantica Managed Futures
2.00 5,000k 1/1/2005
101 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
2.01 10,000k 1/1/2001
100 Pacific Capital Advisors
Vanguard Program
2.03 100k 4/1/2007
99 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.04 10,000k 8/1/1999
98 Winton Capital Management
Diversified
2.10 50,000k 10/1/1997
97 OptHedge Advisors LLC
Diversified Options & Futures Program
2.17 250k 10/1/2008
96 Clarke Capital Management
Millennium
2.23 1,000k 1/1/1998
95 Wavefront Global Asset Management
IMFC Global Investment Program
2.24 2,000k 2/1/2007
94 Auctos Capital Management
Auctos Global Diversified
2.28 3,000k 11/1/2007
93 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.29 10,000k 1/1/1995
92 Dominion Capital
Sapphire Program
2.34 3,000k 5/1/2005
91 Mark J. Walsh Company
Standard Program
2.35 2,000k 9/1/1985
90 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.41 1,000k 9/1/1997
89 Eclipse Capital Management
Global Monetary
2.44 5,000k 8/1/1990
88 Lynx Asset Management AB
Lynx Program
2.48 75k 5/1/2000
87 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
2.52 4,000k 11/1/2008
86 Ansbacher Investment Management
Market Neutral Put Skew Program
2.54 250k 1/1/1996
85 Superfund Group
Superfund Green L.P. Series B
2.60 5k 10/1/2002
84 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
2.60 100k 11/1/1984
83 Somers Brothers Capital
Diversified Futures Program #1
2.61 100k 1/1/2005
82 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.66 1,000k 1/1/2006
81 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
2.67 100k 3/1/2003
80 HiProb Trading Technology LLC
HiProb-I
2.70 5,000k 7/1/2008
79 Vergho Asset Management LLC
Kinematics
2.73 1,000k 11/1/2008
78 Auspice Capital Advisors Ltd
Auspice Diversified Program
2.73 1,500k 4/1/2006
77 Welton Investment Partners
Welton Global
2.76 10,000k 6/1/2004
76 White River Group
Stock Index Option Writing Strategy
2.80 10k 11/1/2008
75 Mobius Asset Management
Diversified Program
2.81 250k 3/1/2004
74 Briarwood Capital Management, Inc.
Diversified 2XL
2.85 250k 11/1/2004
73 Trigon Investment Advisors, LLC
Foreign Exchange Program
2.86 5,000k 8/1/2000
72 Kottke Associates
Lark - Cattle Program
3.03 500k 2/1/2008
71 Strategic Ag Trading
SAT GRAINS
3.03 100k 4/1/2002
70 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
3.04 1,000k 10/1/2006
69 White River Group
Diversified Option Writing Strategy
3.07 20k 11/1/2008
68 Robust Methods LLC
Macro Managed Account
3.14 5,000k 1/1/2005
67 Neural Capital Ltd
Sentinel Trading Program
3.20 2,000k 1/1/2006
66 IKOS
The IKOS Hedge Fund
3.33 10,000k 7/1/1998
65 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.39 0k 11/1/1996
64 Alee Capital Management, LLC
Mistral Program
3.46 2,500k 1/1/1999
63 LJM Partners
LJM Aggressive Strategy
3.58 500k 7/1/1998
62 Keck Capital Management LLC
The Keck Program
3.58 2,000k 12/1/2003
61 Manning & Napier
MN Xenon Managed Futures (2x) Program
3.63 5,000k 6/1/2006
60 IKOS
IKOS FX Fund
3.75 1,000k 3/1/2008
59 Abraham Trading Company
Diversified Program
3.76 10,000k 1/1/1988
58 Conquest Capital Group
Conquest Select
3.78 250k 6/1/2004
57 Beryl Investment Group LLC
Nominal Discretionary System
3.78 50k 7/1/2007
56 Ancile Capital Management
Global Markets Program
3.98 2,000k 4/1/2005
55 Witter & Lester, Inc.
Redstone
4.13 500k 9/1/1994
54 LJM Partners
LJM Preservation & Growth Strategy
4.14 250k 5/1/2006
53 Emil van Essen
Spread Trading Program
4.14 5,000k 12/1/2006
52 Chesapeake Capital
Diversified (LV)
4.14 100k 2/1/1988
51 Parizek Capital
Currency Program
4.20 1,000k 4/1/2006
50 Revolution Capital Management
Alpha Program
4.35 5,000k 6/1/2007
49 Revolution Capital Management
Alpha Fund
4.53 50k 1/1/2005
48 Estlander & Partners
Alpha Trend
4.55 30,000k 10/1/1991
47 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.56 400k 1/1/1988
46 Beach Horizon LLP
Managed Account
4.67 5,000k 5/1/2005
45 Gladius Asset Management
Fulham Program
4.83 2,000k 1/1/2008
44 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
4.88 500k 12/1/2003
43 Dreiss Research Corporation
Diversified Program
4.93 1,000k 5/1/1991
42 Superfund Group
Superfund Green Master
4.96 2,000k 5/1/2001
41 Arcanum Asset Management
Equity Index Option Program (Prop)
5.00 500k 7/1/2006
40 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
5.05 100k 1/1/2000
39 Drury Capital
Diversified Trend-Following Program
5.15 5,000k 5/1/1997
38 Parizek Capital
Futures Trading Program
5.23 500k 4/1/2000
37 Mulvaney Capital Management
The Mulvaney Global Markets Program
5.30 100k 5/1/1999
36 FORT LP
Fort Global Contrarian
5.36 2,000k 10/1/2002
35 Rhicon Currency Management
Rhicon Systematic Currency Program
5.44 3,000k 1/1/2004
34 Clarke Capital Management
Jupiter
5.44 3,000k 5/1/2005
33 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
5.55 200k 1/1/2007
32 LJM Partners
LJM Moderately Aggressive Strategy
5.86 500k 4/1/2003
31 Hawksbill Capital Management
Global Diversified
6.03 5,000k 11/1/1988
30 ISAM
ISAM Systematic Trend Fund
6.11 1,000k 6/1/2001
29 Tyche Capital Advisors LLC
TCA Energy Spreads
6.15 100k 8/1/2008
28 Revolution Capital Management
Mosaic Program
6.19 10,000k 10/1/2006
27 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
6.20 200k 11/1/1999
26 DUNN Capital Management
DUNN Combined Fund (DCF)
6.60 100k 5/1/1989
25 Cypress Energy Capital Management, LP
Cypress Energy, LP
6.81 50k 7/1/2008
24 Clarke Capital Management
Worldwide
7.04 250k 1/1/1996
23 DUNN Capital Management
D'Best Futures Fund, L.P.
7.28 100k 6/1/1994
22 PRIM' Alternative Investment
PRIM Gold
7.55 10k 11/1/2005
21 Future Trade AG
Thales Swing Trading Programme
7.69 250k 6/1/2007
20 White Indian Trading Co.
STAIRS - Futures Program (Client)
7.76 250k 10/1/2008
19 Alee Capital Management, LLC
Poniente Program
7.82 2,500k 1/1/1999
18 Diamond Peak Capital LLC
Northstar (2x) program
8.02 250k 10/1/2008
17 AllMountain Capital AG
Mount Denali Global Trends
8.47 160k 7/1/2007
16 Paramount Capital Management LLC
Commodity Trading Program
8.80 100k 7/1/2008
15 Mobius Asset Management
Custom Trading Program
9.15 100k 1/1/2002
14 Heyden & Steindl GmbH
TOMAC2
9.24 5,000k 3/1/2003
13 FORT LP
Fort Global Diversified
9.25 2,000k 10/1/1993
12 Superfund Group
Superfund Green Gold A (SPC)
9.45 5k 10/1/2005
11 Superfund Group
Superfund Green Gold B (SPC)
10.81 50k 10/1/2005
10 Tanyard Creek Capital
Livestock Program
11.03 200k 6/1/2008
9 HPX Financial LLC
HPX Old School Program
11.52 200k 6/1/2006
8 Superfund Group
Superfund Green Gold C (SPC)
11.80 100k 10/1/2005
7 Kelly Angle Inc.
Genesis Program
12.37 2,000k 4/1/2000
6 Quality Capital Management
Global Diversified Programme
12.76 10,000k 12/1/1995
5 Clarke Capital Management
FX Plus
13.34 1,000k 5/1/2004
4 Dendrich Ltd
QEP
13.97 50k 12/1/2005
3 Futures Truth Company, FTC-CTA
MS4
15.60 250k 10/1/2007
2 Novus Investments, LLC
Novus Precious Commodities
24.49 200k 1/1/2007
1 Schindler Capital Management, LLC
Dairy Advantage Program
42.82 200k 8/1/2005

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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