IASG CTA Index For May 2008

Monthly Rankings

Rank CTA/Program May 2008 Min Inv Inception
203 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-9.74 100k 3/1/2003
202 Neural Capital Ltd
Sentinel Trading Program
-8.98 2,000k 1/1/2006
201 RAM Management Group
MRTP Aggressive
-8.39 1,000k 2/1/1998
200 Alee Capital Management, LLC
Mistral Program
-7.21 2,500k 1/1/1999
199 Rosetta Capital Management
Rosetta Trading Program
-7.12 100k 4/1/2000
198 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-5.86 100k 1/1/2000
197 Conquest Capital Group
Conquest Macro
-5.64 250k 5/1/1999
196 Claughton Capital
Auto-Reactive Positioning
-4.99 1,000k 10/1/2005
195 NuWave Investment Management, LLC
NuWave Investment Partners LP
-4.57 250k 6/1/2001
194 NuWave Investment Management, LLC
Combined Futures Portfolio
-4.50 5,000k 6/1/2001
193 Clarke Capital Management
FX Plus
-4.46 1,000k 5/1/2004
192 Parizek Capital
Currency Program
-4.38 1,000k 4/1/2006
191 Alder Capital DAC
Alder Global 20
-4.20 2,500k 2/1/2001
190 Rhicon Currency Management
Rhicon Systematic Currency Program
-3.62 3,000k 1/1/2004
189 Southwest Managed Investments, LLC
Global Diversified
-3.54 200k 1/1/2002
188 Ion Asset Architecture
Ion Fund Program
-3.47 10,000k 11/1/2007
187 Ion Asset Architecture (Fund Program)
Ion Fund
-3.47 100k 11/1/2007
186 Acorn Global Investments Inc.
Acorn Diversified Program
-3.21 10k 7/1/2005
185 Kottke Associates
Stockton Fundamental Ag
-2.98 500k 1/1/2006
184 RAM Management Group
RAM MRTP 1X-Conservative
-2.95 1,000k 9/1/1993
183 Strategic Ag Trading
SAT GRAINS
-2.87 100k 4/1/2002
182 Quantum Leap Capital Management
Managed Account Program
-2.86 300k 8/1/2006
181 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-2.74 10,000k 2/1/2006
180 Red Oak Commodity Advisors
Investment Program
-2.69 5,000k 12/1/1989
179 Range Wise
Investment Program
-2.49 250k 2/1/1991
178 Witter & Lester, Inc.
Stock Index Futures Trading Program
-2.33 400k 1/1/1988
177 Novus Investments, LLC
Novus Precious Commodities
-2.33 200k 1/1/2007
176 Di Tomasso Group Inc.
Equilibrium Program
-2.25 5,000k 1/1/2002
175 FORT LP
Fort Global Contrarian
-1.88 2,000k 10/1/2002
174 Briarwood Capital Management, Inc.
Diversified 2XL
-1.86 250k 11/1/2004
173 Alder Capital DAC
Alder Global 10
-1.80 2,500k 10/1/2000
172 Eclipse Capital Management
Global Monetary
-1.80 5,000k 8/1/1990
171 Mobius Asset Management
Custom Trading Program
-1.61 100k 1/1/2002
170 Jaguar Investments Ltd
Vario Capital Strategy
-1.47 1,000k 5/1/2016
169 Estlander & Partners
Global XL
-1.33 5,000k 8/1/1991
168 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-1.31 10,000k 2/1/2008
167 Ancile Capital Management
Global Markets Program
-1.09 2,000k 4/1/2005
166 Abraham Trading Company
Diversified Program
-0.94 10,000k 1/1/1988
165 Crescent Bay Capital Management
Premium Stock Index Program
-0.85 10k 10/1/2005
164 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.85 3,000k 7/1/2001
163 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.83 5,000k 8/1/2000
162 Robust Methods LLC
Macro Managed Account
-0.79 5,000k 1/1/2005
161 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.79 1,000k 1/1/1999
160 Strategic Ag Trading
Chatham
-0.78 100k 1/1/2005
159 Clarke Capital Management
Global Basic
-0.71 50k 2/1/1996
158 Heyden & Steindl GmbH
TOMAC2
-0.69 5,000k 3/1/2003
157 Estlander & Partners
Global Markets
-0.66 10,000k 8/1/1999
156 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.64 10,000k 4/1/2004
155 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.55 1,000k 3/1/2003
154 Mobius Asset Management
Energy Weighted Program
-0.48 250k 1/1/2005
153 Clarke Capital Management
Global Magnum
-0.47 100k 8/1/1997
152 Dreiss Research Corporation
Diversified Program
-0.47 1,000k 5/1/1991
151 Witter & Lester, Inc.
Redstone
-0.47 500k 9/1/1994
150 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.46 10,000k 1/1/2001
149 Rhicon Currency Management
Rhicon Strategic Program
-0.46 500k 1/1/2004
148 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-0.44 1,000k 1/1/2005
147 Pacific Capital Advisors
Vanguard Program
-0.40 100k 4/1/2007
146 KMJ Investments
KMJ Investments
-0.31 1,000k 8/1/1994
145 MERIT Alternative Investments GmbH
Futures Portfolio
-0.31 2,000k 6/1/1998
144 Altradis Capital AG
AlphAlgo
-0.31 100k 5/1/2007
143 Shield Plus LLC
Shield Plus Natural Gas
-0.21 50k 1/1/2004
142 Hyman Beck and Company
Global Portfolio
-0.20 1,000k 3/1/1991
141 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.10 10,000k 8/1/2007
136 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
137 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
138 DUNN Capital Management
DUNN Combined Fund (DCF)
0.00 100k 5/1/1989
139 Esulep LLC MAX
Esulep LLC MAX
0.00 500k 5/1/2008
140 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
135 Mobius Asset Management
Diversified Program
0.01 250k 3/1/2004
134 Robinson-Langley Capital Management, LLC
Managed Account Program
0.03 200k 1/1/2007
133 Molinero Capital Management LLP
Global Markets Program
0.05 2,000k 7/1/2005
132 C-View Limited
Currency Managed Account Program
0.10 5,000k 10/1/1996
131 Keck Capital Management LLC
The Keck Program
0.19 2,000k 12/1/2003
130 Red Rock Capital, LLC
Systematic Global Macro
0.20 500k 9/1/2003
129 Rivoli Fund Management
Rivoli International Fund (MAP)
0.25 5,000k 10/1/1996
128 Rivoli Fund Management
Rivoli International Fund (V9)
0.30 5,000k 1/1/2002
127 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
0.33 200k 11/1/1999
126 Quantica Capital AG
Quantica Managed Futures
0.40 5,000k 1/1/2005
125 Romanesco Capital Management B.V
Persistence Program
0.46 5,000k 9/1/2005
124 Crabel Capital Management
Crabel Multi-Product
0.56 1,000k 3/1/1998
123 Spectrum Asset Management LLC
Global Diversified
0.57 2,000k 1/1/2001
122 Systematic Alpha Management
Systematic Alpha Futures Program
0.60 100k 6/1/2004
121 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.64 10,000k 4/1/2003
120 Manning & Napier
MN Xenon Global Fixed Income Program
0.70 2,000k 8/1/2004
119 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.71 1,500k 4/1/2006
118 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.72 1,000k 9/1/1997
117 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
0.75 1,000k 1/1/2006
116 FORT LP
Fort Global Diversified
0.76 2,000k 10/1/1993
115 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.79 1k 10/1/2006
114 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.03 1,000k 3/1/1998
113 Ansbacher Investment Management
Market Neutral Put Skew Program
1.05 250k 1/1/1996
112 Wavefront Global Asset Management
IMFC Global Investment Program
1.07 2,000k 2/1/2007
111 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.15 5,000k 6/1/2006
110 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
1.28 75k 6/1/2007
109 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.30 1,000k 5/1/2006
108 Future Trade AG
Thales Swing Trading Programme
1.33 250k 6/1/2007
107 Gladius Asset Management
Fulham Program
1.42 2,000k 1/1/2008
106 Millburn Corporation
Diversified Program
1.43 20,000k 2/1/1977
105 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
1.48 50k 10/1/2007
104 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.49 500k 1/1/2006
103 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.61 100k 1/1/2005
102 IKOS
IKOS FX Fund
1.62 1,000k 3/1/2008
101 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.67 100k 11/1/1984
100 EMC Capital Advisors, LLC
Classic
1.70 5,000k 1/1/1985
99 Eckhardt Trading Company
Evolution Strategies
1.70 20,000k 8/1/1991
98 Kottke Associates
Lark - Cattle Program
1.73 500k 2/1/2008
97 Quantmetrics Capital Management LLP
Directional 10V Strategy
1.77 10,000k 1/1/2007
96 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.90 1,000k 10/1/2006
95 Haar Capital Management
Discretionary Commodity Trading Program
1.92 250k 12/1/2005
94 LJM Partners
LJM Preservation & Growth Strategy
1.95 250k 5/1/2006
93 Eckhardt Trading Company
Evolution Strategies 1.2X
1.96 10,000k 10/1/1991
92 Winton Capital Management
Diversified
1.99 50,000k 10/1/1997
91 Quality Capital Management
Global Diversified Programme
2.00 10,000k 12/1/1995
90 Estlander & Partners
Alpha Trend
2.02 30,000k 10/1/1991
89 M6 Capital Management LLC
Standard Program
2.03 300k 7/1/2005
88 Tactical Investment Management
Tactical Institutional Commodity Program
2.05 10,000k 4/1/1993
87 Transtrend B.V.
DTP – Standard Risk (EUR)
2.05 10,000k 2/1/1999
86 Chesapeake Capital
Diversified (LV)
2.07 100k 2/1/1988
85 IKOS
The IKOS Hedge Fund
2.09 10,000k 7/1/1998
84 Auctos Capital Management
Auctos Global Diversified
2.10 3,000k 11/1/2007
83 Blackwater Capital Management
Global Program
2.14 5,000k 7/1/2005
82 Quantica Capital AG
Quantica Diversified FX
2.30 5,000k 3/1/2007
81 Millburn Corporation
Multi-Markets Program
2.31 25,000k 10/1/2004
80 Saxon Investment Corporation
Diversified Program
2.33 3,000k 9/1/1988
79 HB Capital Management Inc.
Diversified Program
2.34 50k 3/1/2008
78 John Locke Investments
Cyril Systematic Program
2.44 8,000k 7/1/2000
77 Northfield Trading
Diversified
2.54 2,000k 7/1/1989
76 PRIM' Alternative Investment
PRIM Gold
2.59 10k 11/1/2005
75 Beach Horizon LLP
Managed Account
2.60 5,000k 5/1/2005
74 ISAM
ISAM Systematic Trend Fund
2.63 1,000k 6/1/2001
73 Xplor Capital Management, LLC
Global CTA Program
2.65 1,500k 7/1/2004
72 Four Seasons Commodities Corp
Lone Star Program
2.76 300k 1/1/2005
71 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.80 10,000k 3/1/2006
70 Covenant Capital Management
Original Program
2.84 5,000k 9/1/1999
69 Sunrise Capital Partners
Sunrise Expanded Diversified Program
2.95 1/1/1989
68 Warrington Asset Management
Warrington Strategic Program
3.00 50k 1/1/1997
67 Beryl Investment Group LLC
Nominal Discretionary System
3.02 50k 7/1/2007
66 Endeavour Capital LLP
Endeavour Pembroke
3.14 2,000k 7/1/2007
65 Millburn Corporation
Commodity Program
3.22 25,000k 3/1/2005
64 Alee Capital Management, LLC
Poniente Program
3.26 2,500k 1/1/1999
63 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.28 10,000k 1/1/1995
62 Revolution Capital Management
Alpha Fund
3.33 50k 1/1/2005
61 Revolution Capital Management
Alpha Program
3.34 5,000k 6/1/2007
60 Kinkopf Capital Management
KCM S&P (Proprietary)
3.37 100k 1/1/1999
59 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.41 10,000k 8/1/2004
58 Lynx Asset Management AB
Lynx Program
3.45 75k 5/1/2000
57 Rho Asset Management
Rho Altius 1XL Program
3.51 5,000k 11/1/2007
56 Amplitude Capital International Limited
Dynamic Strategy
3.51 6/1/2005
55 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.54 10,000k 8/1/1999
54 Emil van Essen
EvE Systematic Global Opportunities
3.56 1,000k 9/1/2007
53 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.57 10,000k 1/1/1991
52 Conquest Capital Group
Conquest Select
3.62 250k 6/1/2004
51 AllMountain Capital AG
Mount Denali Global Trends
3.70 160k 7/1/2007
50 Non Correlated Capital
Positive Theta Program
3.75 250k 10/1/2007
49 John Locke Investments
JL Commodity Long Flat Program
3.77 5,000k 12/1/2007
48 Covenant Capital Management
Aggressive Program
3.83 3,000k 2/1/2004
47 Saxon Investment Corporation
Aggressive Diversified Program
3.93 2,000k 11/1/1993
46 Mark J. Walsh Company
Standard Program
3.98 2,000k 9/1/1985
45 Arcanum Asset Management
Equity Index Option Program (Prop)
4.00 500k 7/1/2006
44 Welton Investment Partners
Welton Global
4.02 10,000k 6/1/2004
43 Typhon Capital Management, LLC
Plutus Grain Strategy
4.05 250k 4/1/2008
42 Non Correlated Capital
Positive Theta Fund
4.11 50k 10/1/2007
41 Rabar Market Research
Diversified Program
4.42 2,000k 1/1/1989
40 Hawksbill Capital Management
Global Diversified
4.57 5,000k 11/1/1988
38 Cranwood Capital Management
Cranwood International Fund
4.60 250k 4/1/2008
39 Cranwood Capital Management
Fixed Income Arbitrage Fund
4.60 250k 4/1/2008
37 Four Seasons Commodities Corp
Hawkeye Spread Program
4.61 500k 3/1/2005
36 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
4.66 500k 12/1/2003
35 Somers Brothers Capital
Diversified Futures Program #1
4.72 100k 1/1/2005
34 Futures Truth Company, FTC-CTA
MS4
4.82 250k 10/1/2007
33 Dendrich Ltd
QEP
4.87 50k 12/1/2005
32 Schindler Capital Management, LLC
Dairy Advantage Program
4.93 200k 8/1/2005
31 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.12 0k 11/1/1996
30 Commodity Strategies AG
CSAG Active Long Short Commodity Program
5.15 5,000k 10/1/2007
29 LJM Partners
LJM Moderately Aggressive Strategy
5.18 500k 4/1/2003
28 Superfund Group
Superfund Green L.P. Series A
5.21 5k 10/1/2002
27 ITB Capital Management, LLC
ITB Premium Fund I, LTD
5.29 1,000k 1/1/2006
26 Mulvaney Capital Management
The Mulvaney Global Markets Program
5.35 100k 5/1/1999
25 Superfund Group
Superfund Blue SPC Class A (Gold)
5.38 50k 12/1/2007
24 Clarke Capital Management
Worldwide
5.42 250k 1/1/1996
23 Superfund Group
Superfund Blue SPC Class A (EUR)
5.75 50k 4/1/2005
22 LJM Partners
LJM Aggressive Strategy
5.77 500k 7/1/1998
21 Quantitative Investment Management
Quantitative Global Program
5.78 20,000k 10/1/2003
20 Kelly Angle Inc.
Genesis Program
6.22 2,000k 4/1/2000
19 Superfund Group
Superfund Green Q-AG
6.52 2k 3/1/1996
18 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
7.05 200k 1/1/2007
17 Superfund Group
Superfund Green L.P. Series B
7.33 5k 10/1/2002
16 Parizek Capital
Futures Trading Program
7.35 500k 4/1/2000
15 DUNN Capital Management
D'Best Futures Fund, L.P.
7.36 100k 6/1/1994
14 Drury Capital
Diversified Trend-Following Program
7.44 5,000k 5/1/1997
13 Clarke Capital Management
Jupiter
7.67 3,000k 5/1/2005
12 Dominion Capital
Sapphire Program
7.80 3,000k 5/1/2005
11 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
8.17 3,000k 10/1/1992
10 HPX Financial LLC
HPX Old School Program
8.34 200k 6/1/2006
9 Superfund Group
Superfund Green Gold A (SPC)
9.03 5k 10/1/2005
8 Superfund Group
Superfund Green GCT USD
9.51 15k 1/1/2000
7 Clarke Capital Management
Millennium
11.93 1,000k 1/1/1998
6 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
11.96 2,000k 7/1/1992
5 Emil van Essen
Spread Trading Program
12.30 5,000k 12/1/2006
4 Superfund Group
Superfund Green Gold B (SPC)
12.52 50k 10/1/2005
3 Revolution Capital Management
Mosaic Program
12.66 10,000k 10/1/2006
2 Superfund Group
Superfund Green Master
16.29 2,000k 5/1/2001
1 Superfund Group
Superfund Green Gold C (SPC)
16.53 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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