IASG CTA Index For July 2008

Monthly Rankings

Rank CTA/Program Jul 2008 Min Inv Inception
211 Superfund Group
Superfund Green Gold C (SPC)
-28.18 100k 10/1/2005
210 Superfund Group
Superfund Green Master
-24.06 2,000k 5/1/2001
209 Superfund Group
Superfund Green Gold B (SPC)
-21.36 50k 10/1/2005
208 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-21.19 2,000k 7/1/1992
207 Mulvaney Capital Management
The Mulvaney Global Markets Program
-18.78 100k 5/1/1999
206 Somers Brothers Capital
Diversified Futures Program #1
-17.61 100k 1/1/2005
205 Clarke Capital Management
Millennium
-16.44 1,000k 1/1/1998
204 Quantum Leap Capital Management
Managed Account Program
-16.37 300k 8/1/2006
203 Superfund Group
Superfund Green Gold A (SPC)
-15.52 5k 10/1/2005
202 Future Trade AG
Thales Swing Trading Programme
-15.37 250k 6/1/2007
201 Superfund Group
Superfund Green L.P. Series B
-15.00 5k 10/1/2002
200 Superfund Group
Superfund Green GCT USD
-14.87 15k 1/1/2000
199 Clarke Capital Management
Jupiter
-14.44 3,000k 5/1/2005
198 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-14.32 3,000k 10/1/1992
197 Kelly Angle Inc.
Genesis Program
-14.03 2,000k 4/1/2000
196 Clarke Capital Management
FX Plus
-13.64 1,000k 5/1/2004
195 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-13.23 5,000k 10/1/2007
194 Clarke Capital Management
Worldwide
-12.34 250k 1/1/1996
193 Quality Capital Management
Global Diversified Programme
-12.33 10,000k 12/1/1995
192 Tactical Investment Management
Tactical Institutional Commodity Program
-12.30 10,000k 4/1/1993
191 Shield Plus LLC
Shield Plus Natural Gas
-12.02 50k 1/1/2004
190 Rho Asset Management
Rho Altius 1XL Program
-11.42 5,000k 11/1/2007
189 Beach Horizon LLP
Managed Account
-11.02 5,000k 5/1/2005
188 Superfund Group
Superfund Green Q-AG
-10.26 2k 3/1/1996
187 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-10.18 100k 11/1/1984
186 Briarwood Capital Management, Inc.
Diversified 2XL
-10.12 250k 11/1/2004
185 Schindler Capital Management, LLC
Dairy Advantage Program
-9.97 200k 8/1/2005
184 Robinson-Langley Capital Management, LLC
Managed Account Program
-9.84 200k 1/1/2007
183 Superfund Group
Superfund Green L.P. Series A
-9.65 5k 10/1/2002
182 DUNN Capital Management
D'Best Futures Fund, L.P.
-9.52 100k 6/1/1994
181 Drury Capital
Diversified Trend-Following Program
-9.45 5,000k 5/1/1997
180 Chesapeake Capital
Diversified (LV)
-9.39 100k 2/1/1988
179 Kottke Associates
Stockton Fundamental Ag
-9.31 500k 1/1/2006
178 Conquest Capital Group
Conquest Select
-9.28 250k 6/1/2004
177 Mark J. Walsh Company
Standard Program
-8.97 2,000k 9/1/1985
176 DUNN Capital Management
DUNN Combined Fund (DCF)
-8.90 100k 5/1/1989
175 Heyden & Steindl GmbH
TOMAC2
-8.69 5,000k 3/1/2003
174 Novus Investments, LLC
Novus Precious Commodities
-8.53 200k 1/1/2007
173 Estlander & Partners
Global XL
-8.02 5,000k 8/1/1991
172 Gladius Asset Management
Fulham Program
-7.81 2,000k 1/1/2008
171 Manning & Napier
MN Xenon Managed Futures (2x) Program
-7.60 5,000k 6/1/2006
170 Covenant Capital Management
Aggressive Program
-7.46 3,000k 2/1/2004
169 ISAM
ISAM Systematic Trend Fund
-7.27 1,000k 6/1/2001
168 Lynx Asset Management AB
Lynx Program
-7.20 75k 5/1/2000
167 Southwest Managed Investments, LLC
Global Diversified
-7.09 200k 1/1/2002
166 Estlander & Partners
Alpha Trend
-6.98 30,000k 10/1/1991
165 Wavefront Global Asset Management
IMFC Global Investment Program
-6.98 2,000k 2/1/2007
164 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-6.97 75k 6/1/2007
163 Hawksbill Capital Management
Global Diversified
-6.95 5,000k 11/1/1988
162 Millburn Corporation
Commodity Program
-6.83 25,000k 3/1/2005
161 Alee Capital Management, LLC
Poniente Program
-6.71 2,500k 1/1/1999
160 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-6.64 200k 11/1/1999
159 Eckhardt Trading Company
Evolution Strategies 1.2X
-6.54 10,000k 10/1/1991
158 Red Rock Capital, LLC
Systematic Global Macro
-6.48 500k 9/1/2003
157 Conquest Capital Group
Conquest Macro
-6.40 250k 5/1/1999
156 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-6.30 0k 11/1/1996
155 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-6.14 100k 1/1/2000
154 EMC Capital Advisors, LLC
Classic
-6.10 5,000k 1/1/1985
153 Alder Capital DAC
Alder Global 20
-6.10 2,500k 2/1/2001
152 Strategic Ag Trading
SAT GRAINS
-6.09 100k 4/1/2002
151 Ancile Capital Management
Global Markets Program
-6.03 2,000k 4/1/2005
150 Parizek Capital
Futures Trading Program
-5.85 500k 4/1/2000
149 Blackwater Capital Management
Global Program
-5.73 5,000k 7/1/2005
148 Auctos Capital Management
Auctos Global Diversified
-5.69 3,000k 11/1/2007
147 Eclipse Capital Management
Global Monetary
-5.65 5,000k 8/1/1990
146 Auspice Capital Advisors Ltd
Auspice Diversified Program
-5.61 1,500k 4/1/2006
145 Eckhardt Trading Company
Evolution Strategies
-5.47 20,000k 8/1/1991
144 John Locke Investments
Cyril Systematic Program
-5.45 8,000k 7/1/2000
143 John Locke Investments
JL Commodity Long Flat Program
-5.40 5,000k 12/1/2007
142 Dreiss Research Corporation
Diversified Program
-5.37 1,000k 5/1/1991
141 Alee Capital Management, LLC
Mistral Program
-5.07 2,500k 1/1/1999
140 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-4.99 100k 1/1/2005
139 Welton Investment Partners
Welton Global
-4.95 10,000k 6/1/2004
138 Briarwood Capital Management, Inc.
Diversified Trading Program
-4.87 3,000k 7/1/2001
137 FORT LP
Fort Global Diversified
-4.81 2,000k 10/1/1993
136 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-4.77 100k 3/1/2003
135 Saxon Investment Corporation
Aggressive Diversified Program
-4.74 2,000k 11/1/1993
134 Four Seasons Commodities Corp
Lone Star Program
-4.67 300k 1/1/2005
133 Xplor Capital Management, LLC
Global CTA Program
-4.67 1,500k 7/1/2004
132 Winton Capital Management
Diversified
-4.63 50,000k 10/1/1997
131 Hyman Beck and Company
Global Portfolio
-4.60 1,000k 3/1/1991
130 Covenant Capital Management
Original Program
-4.59 5,000k 9/1/1999
129 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-4.40 1/1/1989
128 Romanesco Capital Management B.V
Persistence Program
-4.38 5,000k 9/1/2005
127 Keck Capital Management LLC
The Keck Program
-4.28 2,000k 12/1/2003
126 Abraham Trading Company
Diversified Program
-4.19 10,000k 1/1/1988
125 Rabar Market Research
Diversified Program
-4.10 2,000k 1/1/1989
124 Estlander & Partners
Global Markets
-4.03 10,000k 8/1/1999
123 Strategic Ag Trading
Chatham
-3.88 100k 1/1/2005
122 Millburn Corporation
Multi-Markets Program
-3.79 25,000k 10/1/2004
121 Rhicon Currency Management
Rhicon Systematic Currency Program
-3.62 3,000k 1/1/2004
120 Mobius Asset Management
Custom Trading Program
-3.50 100k 1/1/2002
119 Red Oak Commodity Advisors
Investment Program
-3.43 5,000k 12/1/1989
118 Quantica Capital AG
Quantica Managed Futures
-3.40 5,000k 1/1/2005
117 Altradis Capital AG
AlphAlgo
-3.31 100k 5/1/2007
116 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-3.29 500k 1/1/2006
115 Four Seasons Commodities Corp
Hawkeye Spread Program
-3.28 500k 3/1/2005
114 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-3.25 1,000k 1/1/2006
113 M6 Capital Management LLC
Standard Program
-3.19 300k 7/1/2005
112 Millburn Corporation
Diversified Program
-3.10 20,000k 2/1/1977
111 Alder Capital DAC
Alder Global 10
-2.90 2,500k 10/1/2000
110 Spectrum Asset Management LLC
Global Diversified
-2.73 2,000k 1/1/2001
109 Range Wise
Investment Program
-2.65 250k 2/1/1991
108 W.G. Wealth Guardian Ltd.
SAFI2 Program
-2.63 1,000k 9/1/1997
107 MERIT Alternative Investments GmbH
Futures Portfolio
-2.55 2,000k 6/1/1998
106 Saxon Investment Corporation
Diversified Program
-2.51 3,000k 9/1/1988
105 Emil van Essen
EvE Systematic Global Opportunities
-2.48 1,000k 9/1/2007
104 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.38 10,000k 1/1/1995
103 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.10 10,000k 8/1/2004
102 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.09 1k 10/1/2006
101 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.09 10,000k 8/1/1999
100 IKOS
IKOS FX Fund
-1.97 1,000k 3/1/2008
99 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.94 10,000k 2/1/1999
98 Quantitative Investment Management
Quantitative Global Program
-1.84 20,000k 10/1/2003
97 Manning & Napier
MN Xenon Global Fixed Income Program
-1.80 2,000k 8/1/2004
96 Mobius Asset Management
Diversified Program
-1.60 250k 3/1/2004
95 PRIM' Alternative Investment
PRIM Gold
-1.58 10k 11/1/2005
94 RAM Management Group
MRTP Aggressive
-1.48 1,000k 2/1/1998
93 AllMountain Capital AG
Mount Denali Global Trends
-1.45 160k 7/1/2007
92 Endeavour Capital LLP
Endeavour Pembroke
-1.35 2,000k 7/1/2007
91 Mobius Asset Management
Energy Weighted Program
-1.32 250k 1/1/2005
90 FORT LP
Fort Global Contrarian
-1.31 2,000k 10/1/2002
89 Clarke Capital Management
Global Basic
-1.19 50k 2/1/1996
88 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.15 10,000k 1/1/1991
87 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.94 400k 1/1/1988
86 Neural Capital Ltd
Sentinel Trading Program
-0.90 2,000k 1/1/2006
85 Amplitude Capital International Limited
Dynamic Strategy
-0.73 6/1/2005
84 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.66 10,000k 1/1/2007
83 Revolution Capital Management
Mosaic Program
-0.65 10,000k 10/1/2006
82 Greenwave Capital Management
Greenwave Flagship
-0.63 10,000k 6/1/2008
81 Revolution Capital Management
Alpha Fund
-0.52 50k 1/1/2005
80 RAM Management Group
RAM MRTP 1X-Conservative
-0.42 1,000k 9/1/1993
79 C-View Limited
Currency Managed Account Program
-0.24 5,000k 10/1/1996
78 Witter & Lester, Inc.
Redstone
-0.14 500k 9/1/1994
77 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.12 100k 1/1/1999
76 Revolution Capital Management
Alpha Program
-0.11 5,000k 6/1/2007
75 Robust Methods LLC
Macro Managed Account
-0.02 5,000k 1/1/2005
66 Cypress Energy Capital Management, LP
Cypress Energy, LP
0.00 50k 7/1/2008
67 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
0.00 10,000k 7/1/2008
68 Paramount Capital Management LLC
Commodity Trading Program
0.00 100k 7/1/2008
69 HiProb Trading Technology LLC
HiProb-I
0.00 5,000k 7/1/2008
70 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
71 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
72 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
73 QCAM Currency Asset Management AG
QCAM v-Pro
0.00 1,000k 7/1/2007
74 Crabel Capital Management
WPD Crabel Futures Program
0.00 1,000k 7/1/2008
65 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.03 10,000k 3/1/2006
64 Ansbacher Investment Management
Market Neutral Put Skew Program
0.04 250k 1/1/1996
63 Haar Capital Management
Discretionary Commodity Trading Program
0.15 250k 12/1/2005
62 Parizek Capital
Currency Program
0.16 1,000k 4/1/2006
61 Claughton Capital
Auto-Reactive Positioning
0.19 1,000k 10/1/2005
60 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.19 5,000k 8/1/2000
59 KMJ Investments
KMJ Investments
0.21 1,000k 8/1/1994
58 Warrington Asset Management
Warrington Strategic Program
0.24 50k 1/1/1997
57 Molinero Capital Management LLP
Global Markets Program
0.24 2,000k 7/1/2005
56 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.35 1,000k 1/1/1999
55 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.39 1,000k 1/1/2005
54 Di Tomasso Group Inc.
Equilibrium Program
0.39 5,000k 1/1/2002
53 Beryl Investment Group LLC
Nominal Discretionary System
0.61 50k 7/1/2007
52 Clarke Capital Management
Global Magnum
0.61 100k 8/1/1997
51 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.64 10,000k 4/1/2003
50 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.68 1,000k 3/1/1998
49 Typhon Capital Management, LLC
Plutus Grain Strategy
0.76 250k 4/1/2008
48 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.84 10,000k 4/1/2004
47 Jaguar Investments Ltd
Vario Capital Strategy
0.86 1,000k 5/1/2016
46 Crescent Bay Capital Management
Premium Stock Index Program
0.98 10k 10/1/2005
45 LJM Partners
LJM Preservation & Growth Strategy
0.98 250k 5/1/2006
44 Rhicon Currency Management
Rhicon Strategic Program
1.04 500k 1/1/2004
43 Ion Asset Architecture (Fund Program)
Ion Fund
1.05 100k 11/1/2007
42 Ion Asset Architecture
Ion Fund Program
1.10 10,000k 11/1/2007
41 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
1.10 10,000k 2/1/2006
40 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
1.11 50k 10/1/2007
39 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.15 10,000k 2/1/2008
38 Rivoli Fund Management
Rivoli International Fund (V9)
1.19 5,000k 1/1/2002
37 Rivoli Fund Management
Rivoli International Fund (MAP)
1.24 5,000k 10/1/1996
36 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.26 1,000k 10/1/2006
35 Northfield Trading
Diversified
1.28 2,000k 7/1/1989
34 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.52 1,000k 3/1/2003
33 Crabel Capital Management
Crabel Multi-Product
1.54 1,000k 3/1/1998
32 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.79 1,000k 5/1/2006
31 Dominion Capital
Sapphire Program
1.79 3,000k 5/1/2005
30 Emil van Essen
Spread Trading Program
1.80 5,000k 12/1/2006
29 Futures Truth Company, FTC-CTA
MS4
1.97 250k 10/1/2007
28 Esulep LLC MAX
Esulep LLC MAX
1.99 500k 5/1/2008
27 Acorn Global Investments Inc.
Acorn Diversified Program
2.02 10k 7/1/2005
26 Quantica Capital AG
Quantica Diversified FX
2.20 5,000k 3/1/2007
25 Rosetta Capital Management
Rosetta Trading Program
3.51 100k 4/1/2000
24 Pacific Capital Advisors
Vanguard Program
3.68 100k 4/1/2007
23 ITB Capital Management, LLC
ITB Premium Fund I, LTD
3.75 1,000k 1/1/2006
22 Systematic Alpha Management
Systematic Alpha Futures Program
3.85 100k 6/1/2004
21 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
3.91 10,000k 1/1/2001
20 HB Capital Management Inc.
Diversified Program
4.03 50k 3/1/2008
19 IKOS
The IKOS Hedge Fund
4.08 10,000k 7/1/1998
18 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
4.20 500k 12/1/2003
17 LJM Partners
LJM Aggressive Strategy
4.62 500k 7/1/1998
16 LJM Partners
LJM Moderately Aggressive Strategy
4.65 500k 4/1/2003
15 Trigon Investment Advisors, LLC
Discretionary Macro Program
4.77 10,000k 8/1/2007
13 Cranwood Capital Management
Fixed Income Arbitrage Fund
6.45 250k 4/1/2008
14 Cranwood Capital Management
Cranwood International Fund
6.45 250k 4/1/2008
12 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
7.14 200k 1/1/2007
11 Superfund Group
Superfund Blue SPC Class A (Gold)
7.57 50k 12/1/2007
10 Kottke Associates
Lark - Cattle Program
7.72 500k 2/1/2008
9 NuWave Investment Management, LLC
NuWave Investment Partners LP
8.29 250k 6/1/2001
8 Non Correlated Capital
Positive Theta Program
8.63 250k 10/1/2007
7 NuWave Investment Management, LLC
Combined Futures Portfolio
8.70 5,000k 6/1/2001
6 Arcanum Asset Management
Equity Index Option Program (Prop)
9.00 500k 7/1/2006
5 Dendrich Ltd
QEP
9.69 50k 12/1/2005
4 Superfund Group
Superfund Blue SPC Class A (EUR)
10.10 50k 4/1/2005
3 Non Correlated Capital
Positive Theta Fund
11.00 50k 10/1/2007
2 HPX Financial LLC
HPX Old School Program
18.79 200k 6/1/2006
1 Tanyard Creek Capital
Livestock Program
54.80 200k 6/1/2008

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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