IASG CTA Index For March 2008

Monthly Rankings

Rank CTA/Program Mar 2008 Min Inv Inception
199 Schindler Capital Management, LLC
Dairy Advantage Program
-26.00 200k 8/1/2005
198 Di Tomasso Group Inc.
Equilibrium Program
-16.69 5,000k 1/1/2002
197 Red Oak Commodity Advisors
Investment Program
-12.82 5,000k 12/1/1989
196 Parizek Capital
Currency Program
-12.46 1,000k 4/1/2006
195 Range Wise
Investment Program
-12.42 250k 2/1/1991
194 Novus Investments, LLC
Novus Precious Commodities
-11.85 200k 1/1/2007
193 Keck Capital Management LLC
The Keck Program
-10.94 2,000k 12/1/2003
192 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-10.13 100k 11/1/1984
191 Mark J. Walsh Company
Standard Program
-10.03 2,000k 9/1/1985
190 Future Trade AG
Thales Swing Trading Programme
-10.00 250k 6/1/2007
189 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-9.96 2,000k 7/1/1992
188 Heyden & Steindl GmbH
TOMAC2
-9.74 5,000k 3/1/2003
187 DUNN Capital Management
DUNN Combined Fund (DCF)
-9.65 100k 5/1/1989
186 Drury Capital
Diversified Trend-Following Program
-8.45 5,000k 5/1/1997
185 Superfund Group
Superfund Green Gold C (SPC)
-8.44 100k 10/1/2005
184 Superfund Group
Superfund Blue SPC Class A (Gold)
-8.24 50k 12/1/2007
183 Mulvaney Capital Management
The Mulvaney Global Markets Program
-7.96 100k 5/1/1999
182 Chesapeake Capital
Diversified (LV)
-7.49 100k 2/1/1988
181 Tactical Investment Management
Tactical Institutional Commodity Program
-7.18 10,000k 4/1/1993
180 Superfund Group
Superfund Green Gold B (SPC)
-7.15 50k 10/1/2005
179 Kinkopf Capital Management
KCM S&P (Proprietary)
-7.12 100k 1/1/1999
178 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-7.06 3,000k 10/1/1992
177 John Locke Investments
JL Commodity Long Flat Program
-6.88 5,000k 12/1/2007
176 Superfund Group
Superfund Blue SPC Class A (EUR)
-6.70 50k 4/1/2005
175 Millburn Corporation
Commodity Program
-6.55 25,000k 3/1/2005
174 Parizek Capital
Futures Trading Program
-6.53 500k 4/1/2000
173 Alee Capital Management, LLC
Mistral Program
-6.42 2,500k 1/1/1999
172 Quality Capital Management
Global Diversified Programme
-6.28 10,000k 12/1/1995
171 Xplor Capital Management, LLC
Global CTA Program
-6.24 1,500k 7/1/2004
170 PRIM' Alternative Investment
PRIM Gold
-6.05 10k 11/1/2005
169 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-6.03 5,000k 10/1/2007
168 Superfund Group
Superfund Green Gold A (SPC)
-5.86 5k 10/1/2005
167 Ancile Capital Management
Global Markets Program
-5.33 2,000k 4/1/2005
166 Auctos Capital Management
Auctos Global Diversified
-5.11 3,000k 11/1/2007
165 Ansbacher Investment Management
Market Neutral Put Skew Program
-5.10 250k 1/1/1996
164 Covenant Capital Management
Aggressive Program
-5.01 3,000k 2/1/2004
163 Gladius Asset Management
Fulham Program
-4.83 2,000k 1/1/2008
162 Estlander & Partners
Global XL
-4.72 5,000k 8/1/1991
161 Somers Brothers Capital
Diversified Futures Program #1
-4.68 100k 1/1/2005
160 Alee Capital Management, LLC
Poniente Program
-4.44 2,500k 1/1/1999
159 Covenant Capital Management
Original Program
-4.39 5,000k 9/1/1999
158 Beryl Investment Group LLC
Nominal Discretionary System
-4.20 50k 7/1/2007
157 Estlander & Partners
Alpha Trend
-4.08 30,000k 10/1/1991
156 Emil van Essen
Spread Trading Program
-3.83 5,000k 12/1/2006
155 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-3.70 100k 3/1/2003
154 Claughton Capital
Auto-Reactive Positioning
-3.55 1,000k 10/1/2005
153 Altradis Capital AG
AlphAlgo
-3.55 100k 5/1/2007
152 Superfund Group
Superfund Green Master
-3.38 2,000k 5/1/2001
151 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-3.36 0k 11/1/1996
150 IKOS
The IKOS Hedge Fund
-3.28 10,000k 7/1/1998
149 Mobius Asset Management
Diversified Program
-3.28 250k 3/1/2004
148 Red Rock Capital, LLC
Systematic Global Macro
-3.17 500k 9/1/2003
147 Haar Capital Management
Discretionary Commodity Trading Program
-3.07 250k 12/1/2005
146 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.06 100k 6/1/1994
145 Millburn Corporation
Multi-Markets Program
-3.05 25,000k 10/1/2004
144 Revolution Capital Management
Alpha Program
-2.81 5,000k 6/1/2007
143 Beach Horizon LLP
Managed Account
-2.55 5,000k 5/1/2005
142 Four Seasons Commodities Corp
Lone Star Program
-2.50 300k 1/1/2005
141 Mobius Asset Management
Custom Trading Program
-2.46 100k 1/1/2002
140 Millburn Corporation
Diversified Program
-2.30 20,000k 2/1/1977
139 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-2.27 5,000k 1/1/2005
138 Systematic Alpha Management
Systematic Alpha Futures Program
-2.24 100k 6/1/2004
137 Estlander & Partners
Global Markets
-2.13 10,000k 8/1/1999
136 Dreiss Research Corporation
Diversified Program
-2.11 1,000k 5/1/1991
135 Four Seasons Commodities Corp
Hawkeye Spread Program
-2.11 500k 3/1/2005
134 Conquest Capital Group
Conquest Select
-2.07 250k 6/1/2004
133 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.73 1,500k 4/1/2006
132 Spectrum Asset Management LLC
Global Diversified
-1.67 2,000k 1/1/2001
131 M6 Capital Management LLC
Standard Program
-1.62 300k 7/1/2005
130 Manning & Napier
MN Xenon Global Fixed Income Program
-1.45 2,000k 8/1/2004
129 Rabar Market Research
Diversified Program
-1.42 2,000k 1/1/1989
128 Romanesco Capital Management B.V
Persistence Program
-1.41 5,000k 9/1/2005
127 EMC Capital Advisors, LLC
Classic
-1.40 5,000k 1/1/1985
126 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.36 1/1/1989
125 Revolution Capital Management
Alpha Fund
-1.32 50k 1/1/2005
124 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-1.31 75k 6/1/2007
123 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.27 10,000k 1/1/1991
122 Wavefront Global Asset Management
IMFC Global Investment Program
-1.19 2,000k 2/1/2007
121 Eclipse Capital Management
Global Monetary
-1.16 5,000k 8/1/1990
120 Manning & Napier
MN Xenon Managed Futures (2x) Program
-0.99 5,000k 6/1/2006
119 Molinero Capital Management LLP
Global Markets Program
-0.97 2,000k 7/1/2005
118 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.95 100k 1/1/2005
117 AllMountain Capital AG
Mount Denali Global Trends
-0.87 160k 7/1/2007
116 Emil van Essen
EvE Systematic Global Opportunities
-0.82 1,000k 9/1/2007
115 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.80 1,000k 1/1/2006
114 Rhicon Currency Management
Rhicon Strategic Program
-0.79 500k 1/1/2004
113 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.76 10,000k 4/1/2003
112 Pacific Capital Advisors
Vanguard Program
-0.76 100k 4/1/2007
111 Winton Capital Management
Diversified
-0.66 50,000k 10/1/1997
110 Rho Asset Management
Rho Altius 1XL Program
-0.43 5,000k 11/1/2007
109 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.28 10,000k 1/1/2007
108 Abraham Trading Company
Diversified Program
-0.21 10,000k 1/1/1988
107 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-0.17 1,000k 5/1/2006
106 Dominion Capital
Sapphire Program
-0.17 3,000k 5/1/2005
105 Robust Methods LLC
Macro Managed Account
-0.16 5,000k 1/1/2005
104 Strategic Ag Trading
SAT GRAINS
-0.09 100k 4/1/2002
100 HB Capital Management Inc.
Diversified Program
0.00 50k 3/1/2008
101 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
102 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
103 IKOS
IKOS FX Fund
0.00 1,000k 3/1/2008
99 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.06 10,000k 8/1/2007
98 Witter & Lester, Inc.
Redstone
0.08 500k 9/1/1994
97 Jaguar Investments Ltd
Vario Capital Strategy
0.14 1,000k 5/1/2016
96 ISAM
ISAM Systematic Trend Fund
0.17 1,000k 6/1/2001
95 Hawksbill Capital Management
Global Diversified
0.20 5,000k 11/1/1988
94 Eckhardt Trading Company
Evolution Strategies
0.21 20,000k 8/1/1991
93 Saxon Investment Corporation
Diversified Program
0.22 3,000k 9/1/1988
92 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.24 1,000k 1/1/2005
91 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.25 10,000k 2/1/2008
90 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.26 1k 10/1/2006
89 Hyman Beck and Company
Global Portfolio
0.27 1,000k 3/1/1991
88 Eckhardt Trading Company
Evolution Strategies 1.2X
0.30 10,000k 10/1/1991
87 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.35 10,000k 4/1/2004
86 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.41 500k 1/1/2006
85 John Locke Investments
Cyril Systematic Program
0.42 8,000k 7/1/2000
84 Saxon Investment Corporation
Aggressive Diversified Program
0.42 2,000k 11/1/1993
83 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.47 1,000k 9/1/1997
82 Rivoli Fund Management
Rivoli International Fund (V9)
0.49 5,000k 1/1/2002
81 FORT LP
Fort Global Diversified
0.53 2,000k 10/1/1993
80 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.60 10,000k 1/1/2001
79 Rivoli Fund Management
Rivoli International Fund (MAP)
0.64 5,000k 10/1/1996
78 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.64 10,000k 8/1/2004
77 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
0.65 10,000k 2/1/2006
76 FORT LP
Fort Global Contrarian
0.68 2,000k 10/1/2002
75 Kottke Associates
Stockton Fundamental Ag
0.69 500k 1/1/2006
74 Transtrend B.V.
DTP – Standard Risk (EUR)
0.71 10,000k 2/1/1999
73 KMJ Investments
KMJ Investments
0.73 1,000k 8/1/1994
72 C-View Limited
Currency Managed Account Program
0.74 5,000k 10/1/1996
71 Welton Investment Partners
Welton Global
0.82 10,000k 6/1/2004
70 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.99 10,000k 8/1/1999
69 Capricorn Strategies Limited
Capricorn fxST (Lev1)
1.03 1,000k 1/1/1999
68 NuWave Investment Management, LLC
Combined Futures Portfolio
1.15 5,000k 6/1/2001
67 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.33 10,000k 1/1/1995
66 NuWave Investment Management, LLC
NuWave Investment Partners LP
1.33 250k 6/1/2001
65 LJM Partners
LJM Preservation & Growth Strategy
1.33 250k 5/1/2006
64 RAM Management Group
RAM MRTP 1X-Conservative
1.48 1,000k 9/1/1993
63 Superfund Group
Superfund Green GCT USD
1.49 15k 1/1/2000
62 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.53 1,000k 3/1/1998
61 Lynx Asset Management AB
Lynx Program
1.57 75k 5/1/2000
60 Superfund Group
Superfund Green Q-AG
1.59 2k 3/1/1996
59 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.62 10,000k 3/1/2006
58 Quantica Capital AG
Quantica Diversified FX
1.70 5,000k 3/1/2007
57 Southwest Managed Investments, LLC
Global Diversified
1.74 200k 1/1/2002
56 MERIT Alternative Investments GmbH
Futures Portfolio
1.79 2,000k 6/1/1998
55 Mobius Asset Management
Energy Weighted Program
1.89 250k 1/1/2005
54 Superfund Group
Superfund Green L.P. Series B
1.95 5k 10/1/2002
53 Quantica Capital AG
Quantica Managed Futures
2.00 5,000k 1/1/2005
52 Ion Asset Architecture (Fund Program)
Ion Fund
2.04 100k 11/1/2007
51 Warrington Asset Management
Warrington Strategic Program
2.04 50k 1/1/1997
50 Ion Asset Architecture
Ion Fund Program
2.04 10,000k 11/1/2007
49 Neural Capital Ltd
Sentinel Trading Program
2.09 2,000k 1/1/2006
48 Superfund Group
Superfund Green L.P. Series A
2.29 5k 10/1/2002
47 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.35 500k 12/1/2003
46 Strategic Ag Trading
Chatham
2.45 100k 1/1/2005
45 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.45 100k 1/1/2000
44 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
2.56 1,000k 10/1/2006
43 Trigon Investment Advisors, LLC
Foreign Exchange Program
2.61 5,000k 8/1/2000
42 Northfield Trading
Diversified
2.65 2,000k 7/1/1989
41 Futures Truth Company, FTC-CTA
MS4
2.85 250k 10/1/2007
40 Rhicon Currency Management
Rhicon Systematic Currency Program
2.88 3,000k 1/1/2004
39 Endeavour Capital LLP
Endeavour Pembroke
2.93 2,000k 7/1/2007
38 Kelly Angle Inc.
Genesis Program
2.94 2,000k 4/1/2000
37 Crabel Capital Management
Crabel Multi-Product
2.95 1,000k 3/1/1998
36 Blackwater Capital Management
Global Program
2.95 5,000k 7/1/2005
35 Robinson-Langley Capital Management, LLC
Managed Account Program
2.96 200k 1/1/2007
34 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.98 400k 1/1/1988
33 Rosetta Capital Management
Rosetta Trading Program
3.14 100k 4/1/2000
32 Quantum Leap Capital Management
Managed Account Program
3.17 300k 8/1/2006
31 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.41 1,000k 3/1/2003
30 Quantitative Investment Management
Quantitative Global Program
3.55 20,000k 10/1/2003
29 Alder Capital DAC
Alder Global 10
3.70 2,500k 10/1/2000
28 Briarwood Capital Management, Inc.
Diversified Trading Program
3.95 3,000k 7/1/2001
27 Acorn Global Investments Inc.
Acorn Diversified Program
3.98 10k 7/1/2005
26 RAM Management Group
MRTP Aggressive
4.10 1,000k 2/1/1998
25 Conquest Capital Group
Conquest Macro
4.17 250k 5/1/1999
24 Kottke Associates
Lark - Cattle Program
4.25 500k 2/1/2008
23 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.19 200k 11/1/1999
22 Dendrich Ltd
QEP
5.44 50k 12/1/2005
21 ITB Capital Management, LLC
ITB Premium Fund I, LTD
5.78 1,000k 1/1/2006
20 Clarke Capital Management
Worldwide
5.85 250k 1/1/1996
19 Clarke Capital Management
Jupiter
5.90 3,000k 5/1/2005
18 Non Correlated Capital
Positive Theta Program
5.96 250k 10/1/2007
17 Non Correlated Capital
Positive Theta Fund
6.12 50k 10/1/2007
16 Amplitude Capital International Limited
Dynamic Strategy
6.16 6/1/2005
15 Alder Capital DAC
Alder Global 20
6.90 2,500k 2/1/2001
14 LJM Partners
LJM Moderately Aggressive Strategy
6.97 500k 4/1/2003
13 Shield Plus LLC
Shield Plus Natural Gas
7.07 50k 1/1/2004
12 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
7.10 200k 1/1/2007
11 LJM Partners
LJM Aggressive Strategy
7.13 500k 7/1/1998
10 Briarwood Capital Management, Inc.
Diversified 2XL
7.46 250k 11/1/2004
9 Arcanum Asset Management
Equity Index Option Program (Prop)
8.00 500k 7/1/2006
8 Clarke Capital Management
Global Magnum
8.43 100k 8/1/1997
7 Crescent Bay Capital Management
Premium Stock Index Program
8.78 10k 10/1/2005
6 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
8.83 50k 10/1/2007
5 Revolution Capital Management
Mosaic Program
10.41 10,000k 10/1/2006
4 Clarke Capital Management
Global Basic
12.05 50k 2/1/1996
3 Clarke Capital Management
Millennium
12.76 1,000k 1/1/1998
2 Clarke Capital Management
FX Plus
13.38 1,000k 5/1/2004
1 HPX Financial LLC
HPX Old School Program
76.51 200k 6/1/2006

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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