IASG CTA Index For June 2008

Monthly Rankings

Rank CTA/Program Jun 2008 Min Inv Inception
205 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-7.56 200k 11/1/1999
204 Neural Capital Ltd
Sentinel Trading Program
-6.37 2,000k 1/1/2006
203 IKOS
The IKOS Hedge Fund
-6.30 10,000k 7/1/1998
202 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-6.12 500k 12/1/2003
201 Hawksbill Capital Management
Global Diversified
-5.19 5,000k 11/1/1988
200 Southwest Managed Investments, LLC
Global Diversified
-4.49 200k 1/1/2002
199 Kinkopf Capital Management
KCM S&P (Proprietary)
-4.36 100k 1/1/1999
198 NuWave Investment Management, LLC
Combined Futures Portfolio
-3.04 5,000k 6/1/2001
197 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.98 250k 6/1/2001
196 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-2.92 10,000k 1/1/2001
195 Briarwood Capital Management, Inc.
Diversified 2XL
-2.84 250k 11/1/2004
194 Trigon Investment Advisors, LLC
Discretionary Macro Program
-2.69 10,000k 8/1/2007
193 Clarke Capital Management
Global Basic
-2.37 50k 2/1/1996
192 Alee Capital Management, LLC
Mistral Program
-2.26 2,500k 1/1/1999
191 Quantitative Investment Management
Quantitative Global Program
-1.53 20,000k 10/1/2003
190 Alee Capital Management, LLC
Poniente Program
-1.48 2,500k 1/1/1999
189 Jaguar Investments Ltd
Vario Capital Strategy
-1.29 1,000k 5/1/2016
188 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.27 3,000k 7/1/2001
187 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.27 400k 1/1/1988
186 John Locke Investments
Cyril Systematic Program
-1.24 8,000k 7/1/2000
185 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.16 5,000k 8/1/2000
184 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.12 500k 1/1/2006
183 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.88 1,000k 9/1/1997
182 Clarke Capital Management
Millennium
-0.81 1,000k 1/1/1998
181 Ansbacher Investment Management
Market Neutral Put Skew Program
-0.64 250k 1/1/1996
180 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.64 10,000k 4/1/2004
179 Clarke Capital Management
Global Magnum
-0.61 100k 8/1/1997
178 Rhicon Currency Management
Rhicon Strategic Program
-0.58 500k 1/1/2004
177 Pacific Capital Advisors
Vanguard Program
-0.55 100k 4/1/2007
176 Witter & Lester, Inc.
Redstone
-0.46 500k 9/1/1994
175 Parizek Capital
Currency Program
-0.41 1,000k 4/1/2006
174 Red Oak Commodity Advisors
Investment Program
-0.38 5,000k 12/1/1989
173 Hyman Beck and Company
Global Portfolio
-0.36 1,000k 3/1/1991
172 Kelly Angle Inc.
Genesis Program
-0.35 2,000k 4/1/2000
171 Systematic Alpha Management
Systematic Alpha Futures Program
-0.30 100k 6/1/2004
170 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.21 100k 1/1/2000
169 Futures Truth Company, FTC-CTA
MS4
-0.13 250k 10/1/2007
163 Greenwave Capital Management
Greenwave Flagship
0.00 10,000k 6/1/2008
164 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
165 Alder Capital DAC
Alder Global 20
0.00 2,500k 2/1/2001
166 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
167 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
168 Tanyard Creek Capital
Livestock Program
0.00 200k 6/1/2008
162 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.06 10,000k 3/1/2006
161 Typhon Capital Management, LLC
Plutus Grain Strategy
0.09 250k 4/1/2008
160 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.15 10,000k 2/1/2008
159 Alder Capital DAC
Alder Global 10
0.20 2,500k 10/1/2000
158 Revolution Capital Management
Alpha Fund
0.33 50k 1/1/2005
157 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
0.34 1,000k 1/1/2006
156 Kottke Associates
Lark - Cattle Program
0.42 500k 2/1/2008
155 Manning & Napier
MN Xenon Global Fixed Income Program
0.43 2,000k 8/1/2004
154 ISAM
ISAM Systematic Trend Fund
0.43 1,000k 6/1/2001
153 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.44 1,000k 1/1/1999
152 Rosetta Capital Management
Rosetta Trading Program
0.45 100k 4/1/2000
151 C-View Limited
Currency Managed Account Program
0.48 5,000k 10/1/1996
150 HB Capital Management Inc.
Diversified Program
0.48 50k 3/1/2008
149 KMJ Investments
KMJ Investments
0.50 1,000k 8/1/1994
148 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.51 1,000k 1/1/2005
147 Revolution Capital Management
Alpha Program
0.58 5,000k 6/1/2007
146 Keck Capital Management LLC
The Keck Program
0.58 2,000k 12/1/2003
145 Rivoli Fund Management
Rivoli International Fund (V9)
0.59 5,000k 1/1/2002
144 Crabel Capital Management
Crabel Multi-Product
0.64 1,000k 3/1/1998
143 Romanesco Capital Management B.V
Persistence Program
0.66 5,000k 9/1/2005
142 Rivoli Fund Management
Rivoli International Fund (MAP)
0.76 5,000k 10/1/1996
141 Esulep LLC MAX
Esulep LLC MAX
0.83 500k 5/1/2008
140 Mobius Asset Management
Energy Weighted Program
0.83 250k 1/1/2005
139 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
0.88 50k 10/1/2007
138 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.89 1,000k 3/1/1998
137 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
0.91 10,000k 2/1/2006
136 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.08 1,000k 3/1/2003
135 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.09 10,000k 4/1/2003
134 Robust Methods LLC
Macro Managed Account
1.17 5,000k 1/1/2005
133 Beryl Investment Group LLC
Nominal Discretionary System
1.19 50k 7/1/2007
132 IKOS
IKOS FX Fund
1.20 1,000k 3/1/2008
131 Quantica Capital AG
Quantica Diversified FX
1.20 5,000k 3/1/2007
130 Robinson-Langley Capital Management, LLC
Managed Account Program
1.28 200k 1/1/2007
129 Quantica Capital AG
Quantica Managed Futures
1.40 5,000k 1/1/2005
128 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.51 1k 10/1/2006
127 Saxon Investment Corporation
Diversified Program
1.57 3,000k 9/1/1988
126 Amplitude Capital International Limited
Dynamic Strategy
1.58 6/1/2005
125 Parizek Capital
Futures Trading Program
1.63 500k 4/1/2000
124 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.76 1,000k 10/1/2006
123 Revolution Capital Management
Mosaic Program
1.80 10,000k 10/1/2006
122 Emil van Essen
EvE Systematic Global Opportunities
1.84 1,000k 9/1/2007
121 Rhicon Currency Management
Rhicon Systematic Currency Program
1.87 3,000k 1/1/2004
120 Warrington Asset Management
Warrington Strategic Program
1.89 50k 1/1/1997
119 FORT LP
Fort Global Contrarian
1.97 2,000k 10/1/2002
118 Abraham Trading Company
Diversified Program
2.04 10,000k 1/1/1988
117 Transtrend B.V.
DTP – Standard Risk (EUR)
2.05 10,000k 2/1/1999
116 Clarke Capital Management
Jupiter
2.12 3,000k 5/1/2005
115 Dominion Capital
Sapphire Program
2.13 3,000k 5/1/2005
114 Four Seasons Commodities Corp
Hawkeye Spread Program
2.13 500k 3/1/2005
113 MERIT Alternative Investments GmbH
Futures Portfolio
2.16 2,000k 6/1/1998
112 LJM Partners
LJM Preservation & Growth Strategy
2.16 250k 5/1/2006
111 Estlander & Partners
Alpha Trend
2.20 30,000k 10/1/1991
110 Crescent Bay Capital Management
Premium Stock Index Program
2.22 10k 10/1/2005
109 Non Correlated Capital
Positive Theta Program
2.25 250k 10/1/2007
108 Sunrise Capital Partners
Sunrise Expanded Diversified Program
2.29 1/1/1989
107 Four Seasons Commodities Corp
Lone Star Program
2.41 300k 1/1/2005
106 Altradis Capital AG
AlphAlgo
2.45 100k 5/1/2007
105 Welton Investment Partners
Welton Global
2.57 10,000k 6/1/2004
104 Endeavour Capital LLP
Endeavour Pembroke
2.60 2,000k 7/1/2007
103 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
2.79 75k 6/1/2007
102 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.79 10,000k 8/1/2004
101 Saxon Investment Corporation
Aggressive Diversified Program
2.81 2,000k 11/1/1993
100 Commodity Strategies AG
CSAG Active Long Short Commodity Program
2.83 5,000k 10/1/2007
99 Northfield Trading
Diversified
2.86 2,000k 7/1/1989
98 Estlander & Partners
Global Markets
2.87 10,000k 8/1/1999
97 Auspice Capital Advisors Ltd
Auspice Diversified Program
2.87 1,500k 4/1/2006
96 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.88 10,000k 8/1/1999
95 Dendrich Ltd
QEP
2.96 50k 12/1/2005
94 Rho Asset Management
Rho Altius 1XL Program
2.97 5,000k 11/1/2007
93 Rabar Market Research
Diversified Program
3.01 2,000k 1/1/1989
92 Non Correlated Capital
Positive Theta Fund
3.02 50k 10/1/2007
91 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.03 10,000k 1/1/1995
90 Eckhardt Trading Company
Evolution Strategies
3.10 20,000k 8/1/1991
89 Future Trade AG
Thales Swing Trading Programme
3.12 250k 6/1/2007
88 Clarke Capital Management
Worldwide
3.22 250k 1/1/1996
87 Manning & Napier
MN Xenon Managed Futures (2x) Program
3.22 5,000k 6/1/2006
86 Dreiss Research Corporation
Diversified Program
3.26 1,000k 5/1/1991
85 Red Rock Capital, LLC
Systematic Global Macro
3.34 500k 9/1/2003
84 Eckhardt Trading Company
Evolution Strategies 1.2X
3.48 10,000k 10/1/1991
83 Gladius Asset Management
Fulham Program
3.54 2,000k 1/1/2008
82 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.56 100k 11/1/1984
81 Blackwater Capital Management
Global Program
3.57 5,000k 7/1/2005
80 Clarke Capital Management
FX Plus
3.72 1,000k 5/1/2004
79 DUNN Capital Management
D'Best Futures Fund, L.P.
3.81 100k 6/1/1994
78 Molinero Capital Management LLP
Global Markets Program
3.94 2,000k 7/1/2005
77 Eclipse Capital Management
Global Monetary
4.04 5,000k 8/1/1990
76 Quantmetrics Capital Management LLP
Directional 10V Strategy
4.05 10,000k 1/1/2007
75 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
4.09 100k 1/1/2005
74 PRIM' Alternative Investment
PRIM Gold
4.15 10k 11/1/2005
73 Somers Brothers Capital
Diversified Futures Program #1
4.17 100k 1/1/2005
72 ITB Capital Management, LLC
ITB Premium Fund I, LTD
4.22 1,000k 1/1/2006
71 Wavefront Global Asset Management
IMFC Global Investment Program
4.27 2,000k 2/1/2007
70 Haar Capital Management
Discretionary Commodity Trading Program
4.45 250k 12/1/2005
69 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
4.55 100k 3/1/2003
68 LJM Partners
LJM Moderately Aggressive Strategy
4.71 500k 4/1/2003
67 Spectrum Asset Management LLC
Global Diversified
4.73 2,000k 1/1/2001
66 Conquest Capital Group
Conquest Select
4.75 250k 6/1/2004
65 Covenant Capital Management
Original Program
4.78 5,000k 9/1/1999
64 FORT LP
Fort Global Diversified
4.83 2,000k 10/1/1993
63 Superfund Group
Superfund Blue SPC Class A (EUR)
4.87 50k 4/1/2005
62 RAM Management Group
RAM MRTP 1X-Conservative
4.87 1,000k 9/1/1993
61 LJM Partners
LJM Aggressive Strategy
4.94 500k 7/1/1998
60 Heyden & Steindl GmbH
TOMAC2
5.02 5,000k 3/1/2003
59 Ancile Capital Management
Global Markets Program
5.03 2,000k 4/1/2005
58 Winton Capital Management
Diversified
5.06 50,000k 10/1/1997
57 Lynx Asset Management AB
Lynx Program
5.16 75k 5/1/2000
56 Mobius Asset Management
Diversified Program
5.26 250k 3/1/2004
55 EMC Capital Advisors, LLC
Classic
5.30 5,000k 1/1/1985
54 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
5.41 1,000k 5/1/2006
53 Rotella Capital Management
Rotella Polaris Program (Diversified)
5.52 10,000k 1/1/1991
52 Di Tomasso Group Inc.
Equilibrium Program
5.60 5,000k 1/1/2002
50 Cranwood Capital Management
Fixed Income Arbitrage Fund
5.65 250k 4/1/2008
51 Cranwood Capital Management
Cranwood International Fund
5.65 250k 4/1/2008
49 Arcanum Asset Management
Equity Index Option Program (Prop)
5.67 500k 7/1/2006
48 John Locke Investments
JL Commodity Long Flat Program
5.82 5,000k 12/1/2007
47 Novus Investments, LLC
Novus Precious Commodities
5.88 200k 1/1/2007
46 Mobius Asset Management
Custom Trading Program
6.11 100k 1/1/2002
45 Beach Horizon LLP
Managed Account
6.13 5,000k 5/1/2005
44 Estlander & Partners
Global XL
6.14 5,000k 8/1/1991
43 Covenant Capital Management
Aggressive Program
6.38 3,000k 2/1/2004
42 Millburn Corporation
Diversified Program
6.43 20,000k 2/1/1977
41 Millburn Corporation
Multi-Markets Program
6.46 25,000k 10/1/2004
40 Shield Plus LLC
Shield Plus Natural Gas
6.58 50k 1/1/2004
39 Auctos Capital Management
Auctos Global Diversified
6.60 3,000k 11/1/2007
38 Drury Capital
Diversified Trend-Following Program
6.63 5,000k 5/1/1997
37 Tactical Investment Management
Tactical Institutional Commodity Program
6.78 10,000k 4/1/1993
36 Mark J. Walsh Company
Standard Program
6.95 2,000k 9/1/1985
35 Acorn Global Investments Inc.
Acorn Diversified Program
7.08 10k 7/1/2005
34 Superfund Group
Superfund Blue SPC Class A (Gold)
7.24 50k 12/1/2007
33 Millburn Corporation
Commodity Program
7.31 25,000k 3/1/2005
32 DUNN Capital Management
DUNN Combined Fund (DCF)
7.36 100k 5/1/1989
31 Claughton Capital
Auto-Reactive Positioning
7.43 1,000k 10/1/2005
30 Quality Capital Management
Global Diversified Programme
7.65 10,000k 12/1/1995
29 Superfund Group
Superfund Green L.P. Series A
7.73 5k 10/1/2002
28 Strategic Ag Trading
SAT GRAINS
7.75 100k 4/1/2002
27 Conquest Capital Group
Conquest Macro
8.06 250k 5/1/1999
26 Xplor Capital Management, LLC
Global CTA Program
8.31 1,500k 7/1/2004
25 Ion Asset Architecture (Fund Program)
Ion Fund
8.34 100k 11/1/2007
24 AllMountain Capital AG
Mount Denali Global Trends
8.34 160k 7/1/2007
23 Ion Asset Architecture
Ion Fund Program
8.34 10,000k 11/1/2007
22 Mulvaney Capital Management
The Mulvaney Global Markets Program
8.51 100k 5/1/1999
21 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
8.58 200k 1/1/2007
20 M6 Capital Management LLC
Standard Program
8.75 300k 7/1/2005
19 Chesapeake Capital
Diversified (LV)
9.48 100k 2/1/1988
18 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
9.63 0k 11/1/1996
17 Superfund Group
Superfund Green Q-AG
9.88 2k 3/1/1996
16 Emil van Essen
Spread Trading Program
11.70 5,000k 12/1/2006
15 Range Wise
Investment Program
12.26 250k 2/1/1991
14 Superfund Group
Superfund Green L.P. Series B
12.54 5k 10/1/2002
13 RAM Management Group
MRTP Aggressive
13.24 1,000k 2/1/1998
12 Superfund Group
Superfund Green GCT USD
13.98 15k 1/1/2000
11 Superfund Group
Superfund Green Gold A (SPC)
14.02 5k 10/1/2005
10 Kottke Associates
Stockton Fundamental Ag
14.07 500k 1/1/2006
9 Strategic Ag Trading
Chatham
14.72 100k 1/1/2005
8 HPX Financial LLC
HPX Old School Program
15.49 200k 6/1/2006
7 Quantum Leap Capital Management
Managed Account Program
15.73 300k 8/1/2006
6 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
17.74 3,000k 10/1/1992
5 Superfund Group
Superfund Green Master
17.77 2,000k 5/1/2001
4 Superfund Group
Superfund Green Gold B (SPC)
18.49 50k 10/1/2005
3 Schindler Capital Management, LLC
Dairy Advantage Program
19.32 200k 8/1/2005
2 Superfund Group
Superfund Green Gold C (SPC)
22.40 100k 10/1/2005
1 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
26.11 2,000k 7/1/1992

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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