IASG CTA Index For February 2008

Monthly Rankings

Rank CTA/Program Feb 2008 Min Inv Inception
197 Parizek Capital
Currency Program
-14.47 1,000k 4/1/2006
196 M6 Capital Management LLC
Standard Program
-10.21 300k 7/1/2005
195 Claughton Capital
Auto-Reactive Positioning
-7.19 1,000k 10/1/2005
194 Emil van Essen
Spread Trading Program
-5.85 5,000k 12/1/2006
193 Neural Capital Ltd
Sentinel Trading Program
-4.77 2,000k 1/1/2006
192 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-3.96 1,000k 1/1/2006
191 Revolution Capital Management
Mosaic Program
-2.86 10,000k 10/1/2006
190 Futures Truth Company, FTC-CTA
MS4
-2.56 250k 10/1/2007
189 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.47 100k 1/1/2000
188 Ansbacher Investment Management
Market Neutral Put Skew Program
-1.71 250k 1/1/1996
187 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-1.45 10,000k 4/1/2004
186 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-1.35 10,000k 2/1/2006
185 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-1.20 1,000k 1/1/2005
184 Jaguar Investments Ltd
Vario Capital Strategy
-0.99 1,000k 5/1/2016
183 Dominion Capital
Sapphire Program
-0.81 3,000k 5/1/2005
182 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.73 10,000k 8/1/2007
181 IKOS
The IKOS Hedge Fund
-0.72 10,000k 7/1/1998
180 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.66 1,000k 1/1/1999
179 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.64 400k 1/1/1988
178 Beryl Investment Group LLC
Nominal Discretionary System
-0.38 50k 7/1/2007
174 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
175 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
176 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.00 10,000k 2/1/2008
177 Kottke Associates
Lark - Cattle Program
0.00 500k 2/1/2008
173 C-View Limited
Currency Managed Account Program
0.37 5,000k 10/1/1996
172 Crabel Capital Management
Crabel Multi-Product
0.52 1,000k 3/1/1998
171 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.54 10,000k 4/1/2003
170 Rhicon Currency Management
Rhicon Systematic Currency Program
0.55 3,000k 1/1/2004
169 Pacific Capital Advisors
Vanguard Program
0.70 100k 4/1/2007
168 Quantica Capital AG
Quantica Diversified FX
0.80 5,000k 3/1/2007
167 Mobius Asset Management
Energy Weighted Program
0.86 250k 1/1/2005
166 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.86 10,000k 1/1/2007
165 Northfield Trading
Diversified
0.87 2,000k 7/1/1989
164 Mobius Asset Management
Diversified Program
0.92 250k 3/1/2004
163 KMJ Investments
KMJ Investments
1.05 1,000k 8/1/1994
162 Warrington Asset Management
Warrington Strategic Program
1.12 50k 1/1/1997
161 Briarwood Capital Management, Inc.
Diversified Trading Program
1.40 3,000k 7/1/2001
160 Four Seasons Commodities Corp
Hawkeye Spread Program
1.43 500k 3/1/2005
159 Witter & Lester, Inc.
Redstone
1.43 500k 9/1/1994
158 Haar Capital Management
Discretionary Commodity Trading Program
1.53 250k 12/1/2005
157 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.55 1,000k 3/1/1998
156 Superfund Group
Superfund Blue SPC Class A (EUR)
1.77 50k 4/1/2005
155 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.86 10,000k 1/1/2001
154 Clarke Capital Management
FX Plus
2.00 1,000k 5/1/2004
153 Four Seasons Commodities Corp
Lone Star Program
2.12 300k 1/1/2005
152 Robust Methods LLC
Macro Managed Account
2.12 5,000k 1/1/2005
151 Non Correlated Capital
Positive Theta Program
2.52 250k 10/1/2007
150 Amplitude Capital International Limited
Dynamic Strategy
2.63 6/1/2005
149 Briarwood Capital Management, Inc.
Diversified 2XL
2.65 250k 11/1/2004
148 Non Correlated Capital
Positive Theta Fund
2.69 50k 10/1/2007
147 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
2.78 1,000k 10/1/2006
146 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.78 1,000k 9/1/1997
145 Quantica Capital AG
Quantica Managed Futures
2.80 5,000k 1/1/2005
144 RAM Management Group
RAM MRTP 1X-Conservative
3.00 1,000k 9/1/1993
143 Rhicon Currency Management
Rhicon Strategic Program
3.00 500k 1/1/2004
142 SEB Asset Management
SEB Asset Selection Fund C (EUR)
3.08 1k 10/1/2006
141 Kinkopf Capital Management
KCM S&P (Proprietary)
3.12 100k 1/1/1999
140 Superfund Group
Superfund Blue SPC Class A (Gold)
3.15 50k 12/1/2007
139 Revolution Capital Management
Alpha Fund
3.16 50k 1/1/2005
138 Red Oak Commodity Advisors
Investment Program
3.27 5,000k 12/1/1989
137 AllMountain Capital AG
Mount Denali Global Trends
3.31 160k 7/1/2007
136 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
3.31 500k 1/1/2006
135 Revolution Capital Management
Alpha Program
3.42 5,000k 6/1/2007
134 Ion Asset Architecture (Fund Program)
Ion Fund
3.46 100k 11/1/2007
133 Alder Capital DAC
Alder Global 10
3.50 2,500k 10/1/2000
132 Ion Asset Architecture
Ion Fund Program
3.50 10,000k 11/1/2007
131 Transtrend B.V.
DTP – Standard Risk (EUR)
3.51 10,000k 2/1/1999
130 Manning & Napier
MN Xenon Global Fixed Income Program
3.64 2,000k 8/1/2004
129 Estlander & Partners
Global Markets
3.65 10,000k 8/1/1999
128 LJM Partners
LJM Preservation & Growth Strategy
3.88 250k 5/1/2006
127 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
3.90 1,000k 5/1/2006
126 Conquest Capital Group
Conquest Macro
3.92 250k 5/1/1999
125 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.13 250k 6/1/2001
124 NuWave Investment Management, LLC
Combined Futures Portfolio
4.35 5,000k 6/1/2001
123 Hyman Beck and Company
Global Portfolio
4.35 1,000k 3/1/1991
122 Emil van Essen
EvE Systematic Global Opportunities
4.45 1,000k 9/1/2007
121 Rotella Capital Management
Rotella Orion (Short-Term) Program
4.49 10,000k 3/1/2006
120 Eclipse Capital Management
Global Monetary
4.70 5,000k 8/1/1990
119 MERIT Alternative Investments GmbH
Futures Portfolio
4.85 2,000k 6/1/1998
118 Transtrend B.V.
DTP – Enhanced Risk (JPY)
5.11 10,000k 8/1/2004
117 PRIM' Alternative Investment
PRIM Gold
5.15 10k 11/1/2005
116 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.24 10,000k 8/1/1999
115 Range Wise
Investment Program
5.28 250k 2/1/1991
114 Quantitative Investment Management
Quantitative Global Program
5.30 20,000k 10/1/2003
113 Mobius Asset Management
Custom Trading Program
5.46 100k 1/1/2002
112 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.55 10,000k 1/1/1995
111 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
5.57 5,000k 1/1/2005
110 Rivoli Fund Management
Rivoli International Fund (V9)
5.98 5,000k 1/1/2002
109 Trigon Investment Advisors, LLC
Foreign Exchange Program
5.98 5,000k 8/1/2000
108 Lynx Asset Management AB
Lynx Program
6.02 75k 5/1/2000
107 FORT LP
Fort Global Diversified
6.08 2,000k 10/1/1993
106 Systematic Alpha Management
Systematic Alpha Futures Program
6.14 100k 6/1/2004
105 Romanesco Capital Management B.V
Persistence Program
6.18 5,000k 9/1/2005
104 Welton Investment Partners
Welton Global
6.20 10,000k 6/1/2004
103 Kottke Associates
Stockton Fundamental Ag
6.22 500k 1/1/2006
102 Molinero Capital Management LLP
Global Markets Program
6.31 2,000k 7/1/2005
101 Abraham Trading Company
Diversified Program
6.57 10,000k 1/1/1988
100 Millburn Corporation
Diversified Program
6.57 20,000k 2/1/1977
99 FORT LP
Fort Global Contrarian
6.64 2,000k 10/1/2002
98 Alder Capital DAC
Alder Global 20
6.80 2,500k 2/1/2001
97 Crescent Bay Capital Management
Premium Stock Index Program
6.88 10k 10/1/2005
96 John Locke Investments
Cyril Systematic Program
6.89 8,000k 7/1/2000
95 ISAM
ISAM Systematic Trend Fund
6.90 1,000k 6/1/2001
94 Arcanum Asset Management
Equity Index Option Program (Prop)
7.00 500k 7/1/2006
93 Rotella Capital Management
Rotella Polaris Program (Diversified)
7.08 10,000k 1/1/1991
92 Rosetta Capital Management
Rosetta Trading Program
7.22 100k 4/1/2000
91 Conquest Capital Group
Conquest Select
7.31 250k 6/1/2004
90 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
7.34 500k 12/1/2003
89 Strategic Ag Trading
Chatham
7.84 100k 1/1/2005
88 Winton Capital Management
Diversified
7.95 50,000k 10/1/1997
87 Estlander & Partners
Global XL
8.19 5,000k 8/1/1991
86 RAM Management Group
MRTP Aggressive
8.24 1,000k 2/1/1998
85 ITB Capital Management, LLC
ITB Premium Fund I, LTD
8.27 1,000k 1/1/2006
84 Endeavour Capital LLP
Endeavour Pembroke
8.45 2,000k 7/1/2007
83 Clarke Capital Management
Global Magnum
8.46 100k 8/1/1997
82 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
8.49 100k 3/1/2003
81 Millburn Corporation
Multi-Markets Program
8.63 25,000k 10/1/2004
80 Sunrise Capital Partners
Sunrise Expanded Diversified Program
8.87 1/1/1989
79 Rivoli Fund Management
Rivoli International Fund (MAP)
9.03 5,000k 10/1/1996
78 Di Tomasso Group Inc.
Equilibrium Program
9.42 5,000k 1/1/2002
77 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
9.68 50k 10/1/2007
76 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
9.81 200k 11/1/1999
75 Altradis Capital AG
AlphAlgo
9.86 100k 5/1/2007
74 Manning & Napier
MN Xenon Managed Futures (2x) Program
9.95 5,000k 6/1/2006
73 Shield Plus LLC
Shield Plus Natural Gas
10.00 50k 1/1/2004
72 Eckhardt Trading Company
Evolution Strategies
10.01 20,000k 8/1/1991
71 Strategic Ag Trading
SAT GRAINS
10.20 100k 4/1/2002
70 Saxon Investment Corporation
Diversified Program
10.63 3,000k 9/1/1988
69 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
10.69 75k 6/1/2007
68 Blackwater Capital Management
Global Program
10.98 5,000k 7/1/2005
67 Spectrum Asset Management LLC
Global Diversified
11.02 2,000k 1/1/2001
66 Hawksbill Capital Management
Global Diversified
11.12 5,000k 11/1/1988
65 Drury Capital
Diversified Trend-Following Program
11.17 5,000k 5/1/1997
64 Eckhardt Trading Company
Evolution Strategies 1.2X
11.42 10,000k 10/1/1991
63 John Locke Investments
JL Commodity Long Flat Program
11.79 5,000k 12/1/2007
62 Acorn Global Investments Inc.
Acorn Diversified Program
12.10 10k 7/1/2005
61 Clarke Capital Management
Worldwide
12.24 250k 1/1/1996
60 Clarke Capital Management
Global Basic
12.54 50k 2/1/1996
59 Rabar Market Research
Diversified Program
12.91 2,000k 1/1/1989
58 Gladius Asset Management
Fulham Program
13.13 2,000k 1/1/2008
57 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
13.30 200k 1/1/2007
56 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
13.67 1,000k 3/1/2003
55 Schindler Capital Management, LLC
Dairy Advantage Program
13.68 200k 8/1/2005
54 Estlander & Partners
Alpha Trend
13.86 30,000k 10/1/1991
53 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
13.93 0k 11/1/1996
52 Auctos Capital Management
Auctos Global Diversified
14.16 3,000k 11/1/2007
51 Superfund Group
Superfund Green Q-AG
14.17 2k 3/1/1996
50 Southwest Managed Investments, LLC
Global Diversified
14.30 200k 1/1/2002
49 Auspice Capital Advisors Ltd
Auspice Diversified Program
14.53 1,500k 4/1/2006
48 LJM Partners
LJM Moderately Aggressive Strategy
14.61 500k 4/1/2003
47 EMC Capital Advisors, LLC
Classic
14.90 5,000k 1/1/1985
46 LJM Partners
LJM Aggressive Strategy
14.99 500k 7/1/1998
45 Covenant Capital Management
Original Program
15.41 5,000k 9/1/1999
44 Xplor Capital Management, LLC
Global CTA Program
15.42 1,500k 7/1/2004
43 Heyden & Steindl GmbH
TOMAC2
15.51 5,000k 3/1/2003
42 Commodity Strategies AG
CSAG Active Long Short Commodity Program
16.06 5,000k 10/1/2007
41 Clarke Capital Management
Jupiter
16.32 3,000k 5/1/2005
40 Robinson-Langley Capital Management, LLC
Managed Account Program
16.63 200k 1/1/2007
39 Millburn Corporation
Commodity Program
16.65 25,000k 3/1/2005
38 Chesapeake Capital
Diversified (LV)
17.15 100k 2/1/1988
37 Ancile Capital Management
Global Markets Program
17.36 2,000k 4/1/2005
36 Kelly Angle Inc.
Genesis Program
17.59 2,000k 4/1/2000
35 Superfund Group
Superfund Green L.P. Series A
17.93 5k 10/1/2002
34 Novus Investments, LLC
Novus Precious Commodities
18.10 200k 1/1/2007
33 Saxon Investment Corporation
Aggressive Diversified Program
18.10 2,000k 11/1/1993
32 Quantum Leap Capital Management
Managed Account Program
18.58 300k 8/1/2006
31 Red Rock Capital, LLC
Systematic Global Macro
18.66 500k 9/1/2003
30 Rho Asset Management
Rho Altius 1XL Program
18.87 5,000k 11/1/2007
29 Wavefront Global Asset Management
IMFC Global Investment Program
18.88 2,000k 2/1/2007
28 Keck Capital Management LLC
The Keck Program
19.01 2,000k 12/1/2003
27 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
19.09 100k 1/1/2005
26 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
19.50 3,000k 10/1/1992
25 Mark J. Walsh Company
Standard Program
19.55 2,000k 9/1/1985
24 Quality Capital Management
Global Diversified Programme
20.02 10,000k 12/1/1995
23 Beach Horizon LLP
Managed Account
20.07 5,000k 5/1/2005
22 Alee Capital Management, LLC
Mistral Program
21.19 2,500k 1/1/1999
21 Superfund Group
Superfund Green Gold A (SPC)
21.31 5k 10/1/2005
20 Tactical Investment Management
Tactical Institutional Commodity Program
21.39 10,000k 4/1/1993
19 Covenant Capital Management
Aggressive Program
21.53 3,000k 2/1/2004
18 Somers Brothers Capital
Diversified Futures Program #1
21.90 100k 1/1/2005
17 Superfund Group
Superfund Green GCT USD
22.39 15k 1/1/2000
16 Parizek Capital
Futures Trading Program
22.84 500k 4/1/2000
15 Dendrich Ltd
QEP
23.33 50k 12/1/2005
14 DUNN Capital Management
D'Best Futures Fund, L.P.
24.52 100k 6/1/1994
13 Superfund Group
Superfund Green L.P. Series B
24.60 5k 10/1/2002
12 Alee Capital Management, LLC
Poniente Program
26.15 2,500k 1/1/1999
11 Clarke Capital Management
Millennium
27.36 1,000k 1/1/1998
10 Future Trade AG
Thales Swing Trading Programme
27.83 250k 6/1/2007
9 HPX Financial LLC
HPX Old School Program
28.54 200k 6/1/2006
8 Superfund Group
Superfund Green Gold B (SPC)
28.68 50k 10/1/2005
7 Mulvaney Capital Management
The Mulvaney Global Markets Program
28.86 100k 5/1/1999
6 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
29.12 2,000k 7/1/1992
5 Dreiss Research Corporation
Diversified Program
29.19 1,000k 5/1/1991
4 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
29.55 100k 11/1/1984
3 DUNN Capital Management
DUNN Combined Fund (DCF)
31.63 100k 5/1/1989
2 Superfund Group
Superfund Green Master
32.16 2,000k 5/1/2001
1 Superfund Group
Superfund Green Gold C (SPC)
37.36 100k 10/1/2005

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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