IASG CTA Index For August 2008

Monthly Rankings

Rank CTA/Program Aug 2008 Min Inv Inception
213 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-25.59 2,000k 7/1/1992
212 Superfund Group
Superfund Green Gold C (SPC)
-25.33 100k 10/1/2005
211 Superfund Group
Superfund Green Gold B (SPC)
-21.49 50k 10/1/2005
210 Novus Investments, LLC
Novus Precious Commodities
-19.42 200k 1/1/2007
209 Superfund Group
Superfund Green Gold A (SPC)
-17.46 5k 10/1/2005
208 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-15.94 3,000k 10/1/1992
207 Superfund Group
Superfund Green Master
-12.80 2,000k 5/1/2001
206 Superfund Group
Superfund Green GCT USD
-11.55 15k 1/1/2000
205 PRIM' Alternative Investment
PRIM Gold
-9.48 10k 11/1/2005
204 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-9.26 100k 11/1/1984
203 Rotella Capital Management
Rotella Orion (Short-Term) Program
-8.37 10,000k 3/1/2006
202 Superfund Group
Superfund Green Q-AG
-8.36 2k 3/1/1996
201 Romanesco Capital Management B.V
Persistence Program
-7.70 5,000k 9/1/2005
200 Chesapeake Capital
Diversified (LV)
-7.50 100k 2/1/1988
199 Superfund Group
Superfund Green L.P. Series B
-7.28 5k 10/1/2002
198 FORT LP
Fort Global Diversified
-6.86 2,000k 10/1/1993
197 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-6.74 75k 6/1/2007
196 Mulvaney Capital Management
The Mulvaney Global Markets Program
-6.73 100k 5/1/1999
195 Alder Capital DAC
Alder Global 20
-6.50 2,500k 2/1/2001
194 FORT LP
Fort Global Contrarian
-5.53 2,000k 10/1/2002
193 Covenant Capital Management
Aggressive Program
-5.42 3,000k 2/1/2004
192 Superfund Group
Superfund Green L.P. Series A
-4.64 5k 10/1/2002
191 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-4.51 5,000k 10/1/2007
190 Paramount Capital Management LLC
Commodity Trading Program
-4.40 100k 7/1/2008
189 Beach Horizon LLP
Managed Account
-4.10 5,000k 5/1/2005
188 Auctos Capital Management
Auctos Global Diversified
-4.07 3,000k 11/1/2007
187 Millburn Corporation
Diversified Program
-3.99 20,000k 2/1/1977
186 AllMountain Capital AG
Mount Denali Global Trends
-3.96 160k 7/1/2007
185 Covenant Capital Management
Original Program
-3.79 5,000k 9/1/1999
184 Millburn Corporation
Commodity Program
-3.77 25,000k 3/1/2005
183 Welton Investment Partners
Welton Global
-3.72 10,000k 6/1/2004
182 Crabel Capital Management
Crabel Multi-Product
-3.71 1,000k 3/1/1998
181 Amplitude Capital International Limited
Dynamic Strategy
-3.63 6/1/2005
180 Crabel Capital Management
WPD Crabel Futures Program
-3.62 1,000k 7/1/2008
179 Ancile Capital Management
Global Markets Program
-3.62 2,000k 4/1/2005
178 Millburn Corporation
Multi-Markets Program
-3.49 25,000k 10/1/2004
177 Wavefront Global Asset Management
IMFC Global Investment Program
-3.39 2,000k 2/1/2007
176 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-3.26 500k 1/1/2006
175 Xplor Capital Management, LLC
Global CTA Program
-3.24 1,500k 7/1/2004
174 Keck Capital Management LLC
The Keck Program
-3.22 2,000k 12/1/2003
173 Quality Capital Management
Global Diversified Programme
-3.14 10,000k 12/1/1995
172 Mobius Asset Management
Custom Trading Program
-3.01 100k 1/1/2002
171 Winton Capital Management
Diversified
-3.00 50,000k 10/1/1997
170 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.98 10,000k 10/1/1991
169 Beryl Investment Group LLC
Nominal Discretionary System
-2.82 50k 7/1/2007
168 IKOS
IKOS FX Fund
-2.82 1,000k 3/1/2008
167 Alder Capital DAC
Alder Global 10
-2.80 2,500k 10/1/2000
166 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-2.72 1/1/1989
165 Eckhardt Trading Company
Evolution Strategies
-2.71 20,000k 8/1/1991
164 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.70 10,000k 1/1/1991
163 Superfund Group
Superfund Blue SPC Class A (Gold)
-2.63 50k 12/1/2007
162 Quantica Capital AG
Quantica Diversified FX
-2.50 5,000k 3/1/2007
161 Rabar Market Research
Diversified Program
-2.43 2,000k 1/1/1989
160 Saxon Investment Corporation
Aggressive Diversified Program
-2.32 2,000k 11/1/1993
159 Rosetta Capital Management
Rosetta Trading Program
-2.30 100k 4/1/2000
158 Endeavour Capital LLP
Endeavour Pembroke
-2.01 2,000k 7/1/2007
157 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.99 1,500k 4/1/2006
156 Quantica Capital AG
Quantica Managed Futures
-1.90 5,000k 1/1/2005
155 Molinero Capital Management LLP
Global Markets Program
-1.90 2,000k 7/1/2005
154 HB Capital Management Inc.
Diversified Program
-1.89 50k 3/1/2008
153 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.83 0k 11/1/1996
152 Acorn Global Investments Inc.
Acorn Diversified Program
-1.81 10k 7/1/2005
151 Spectrum Asset Management LLC
Global Diversified
-1.77 2,000k 1/1/2001
150 Di Tomasso Group Inc.
Equilibrium Program
-1.74 5,000k 1/1/2002
149 Manning & Napier
MN Xenon Managed Futures (2x) Program
-1.70 5,000k 6/1/2006
148 Tactical Investment Management
Tactical Institutional Commodity Program
-1.64 10,000k 4/1/1993
147 Red Rock Capital, LLC
Systematic Global Macro
-1.60 500k 9/1/2003
146 Kinkopf Capital Management
KCM S&P (Proprietary)
-1.59 100k 1/1/1999
145 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-1.52 1,000k 10/1/2006
144 Range Wise
Investment Program
-1.44 250k 2/1/1991
143 Emil van Essen
EvE Systematic Global Opportunities
-1.42 1,000k 9/1/2007
142 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.38 10,000k 1/1/1995
141 Haar Capital Management
Discretionary Commodity Trading Program
-1.28 250k 12/1/2005
140 John Locke Investments
JL Commodity Long Flat Program
-1.27 5,000k 12/1/2007
139 Saxon Investment Corporation
Diversified Program
-1.24 3,000k 9/1/1988
138 Shield Plus LLC
Shield Plus Natural Gas
-1.21 50k 1/1/2004
137 Estlander & Partners
Global XL
-1.20 5,000k 8/1/1991
136 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-1.19 10,000k 8/1/2004
135 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.15 10,000k 8/1/1999
134 Mobius Asset Management
Energy Weighted Program
-0.97 250k 1/1/2005
133 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.93 10,000k 2/1/1999
132 Revolution Capital Management
Alpha Fund
-0.91 50k 1/1/2005
131 Rho Asset Management
Rho Altius 1XL Program
-0.81 5,000k 11/1/2007
130 Systematic Alpha Management
Systematic Alpha Futures Program
-0.81 100k 6/1/2004
129 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.74 1,000k 3/1/1998
128 Four Seasons Commodities Corp
Lone Star Program
-0.70 300k 1/1/2005
126 Cranwood Capital Management
Cranwood International Fund
-0.60 250k 4/1/2008
127 Cranwood Capital Management
Fixed Income Arbitrage Fund
-0.60 250k 4/1/2008
125 Estlander & Partners
Global Markets
-0.59 10,000k 8/1/1999
124 Manning & Napier
MN Xenon Global Fixed Income Program
-0.58 2,000k 8/1/2004
123 ISAM
ISAM Systematic Trend Fund
-0.54 1,000k 6/1/2001
122 KMJ Investments
KMJ Investments
-0.50 1,000k 8/1/1994
121 Four Seasons Commodities Corp
Hawkeye Spread Program
-0.46 500k 3/1/2005
120 Eclipse Capital Management
Global Monetary
-0.46 5,000k 8/1/1990
119 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-0.45 10,000k 2/1/2008
118 Revolution Capital Management
Alpha Program
-0.30 5,000k 6/1/2007
117 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.28 10,000k 4/1/2003
116 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.16 50k 4/1/2005
115 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-0.02 1,000k 1/1/2005
107 Purple Valley Capital, Inc.
Diversified Trend 1
0.00 100k 8/1/2008
108 Tyche Capital Advisors LLC
TCA Energy Spreads
0.00 100k 8/1/2008
109 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
0.00 50k 10/1/2007
110 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.00 10,000k 4/1/2004
111 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
112 HiProb Trading Technology LLC
HiProb-I
0.00 5,000k 7/1/2008
113 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
114 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
106 Warrington Asset Management
Warrington Strategic Program
0.01 50k 1/1/1997
105 Dreiss Research Corporation
Diversified Program
0.04 1,000k 5/1/1991
104 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
0.05 10,000k 2/1/2006
103 Abraham Trading Company
Diversified Program
0.08 10,000k 1/1/1988
102 Ion Asset Architecture (Fund Program)
Ion Fund
0.18 100k 11/1/2007
101 Greenwave Capital Management
Greenwave Flagship
0.19 10,000k 6/1/2008
100 Ion Asset Architecture
Ion Fund Program
0.20 10,000k 11/1/2007
99 DUNN Capital Management
DUNN Combined Fund (DCF)
0.23 100k 5/1/1989
98 Dominion Capital
Sapphire Program
0.25 3,000k 5/1/2005
97 Claughton Capital
Auto-Reactive Positioning
0.32 1,000k 10/1/2005
96 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
0.40 10,000k 7/1/2008
95 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.55 1,000k 5/1/2006
94 Typhon Capital Management, LLC
Plutus Grain Strategy
0.57 250k 4/1/2008
93 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
0.68 1,000k 1/1/2006
92 Witter & Lester, Inc.
Redstone
0.79 500k 9/1/1994
91 QCAM Currency Asset Management AG
QCAM v-Pro
0.80 1,000k 7/1/2007
90 IKOS
The IKOS Hedge Fund
0.85 10,000k 7/1/1998
89 Rivoli Fund Management
Rivoli International Fund (V9)
1.00 5,000k 1/1/2002
88 LJM Partners
LJM Preservation & Growth Strategy
1.02 250k 5/1/2006
87 Blackwater Capital Management
Global Program
1.02 5,000k 7/1/2005
86 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.19 1,000k 3/1/2003
85 EMC Capital Advisors, LLC
Classic
1.20 5,000k 1/1/1985
84 Robust Methods LLC
Macro Managed Account
1.22 5,000k 1/1/2005
83 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.25 100k 1/1/2005
82 Jaguar Investments Ltd
Vario Capital Strategy
1.27 1,000k 5/1/2016
81 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.36 1k 10/1/2006
80 Pacific Capital Advisors
Vanguard Program
1.38 100k 4/1/2007
79 Emil van Essen
Spread Trading Program
1.38 5,000k 12/1/2006
78 Ansbacher Investment Management
Market Neutral Put Skew Program
1.39 250k 1/1/1996
77 Rivoli Fund Management
Rivoli International Fund (MAP)
1.43 5,000k 10/1/1996
76 Robinson-Langley Capital Management, LLC
Managed Account Program
1.44 200k 1/1/2007
75 Esulep LLC MAX
Esulep LLC MAX
1.56 500k 5/1/2008
74 Estlander & Partners
Alpha Trend
1.63 30,000k 10/1/1991
73 C-View Limited
Currency Managed Account Program
1.64 5,000k 10/1/1996
72 Quantmetrics Capital Management LLP
Directional 10V Strategy
1.70 10,000k 1/1/2007
71 MERIT Alternative Investments GmbH
Futures Portfolio
1.73 2,000k 6/1/1998
70 Northfield Trading
Diversified
1.78 2,000k 7/1/1989
69 Mobius Asset Management
Diversified Program
1.79 250k 3/1/2004
68 M6 Capital Management LLC
Standard Program
1.81 300k 7/1/2005
67 Drury Capital
Diversified Trend-Following Program
1.92 5,000k 5/1/1997
66 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
1.93 500k 12/1/2003
65 Crescent Bay Capital Management
Premium Stock Index Program
1.97 10k 10/1/2005
64 Lynx Asset Management AB
Lynx Program
2.01 75k 5/1/2000
63 Capricorn Strategies Limited
Capricorn fxST (Lev1)
2.08 1,000k 1/1/1999
62 Altradis Capital AG
AlphAlgo
2.66 100k 5/1/2007
61 Clarke Capital Management
Jupiter
2.90 3,000k 5/1/2005
60 Conquest Capital Group
Conquest Select
3.08 250k 6/1/2004
59 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.12 1,000k 9/1/1997
58 Cypress Energy Capital Management, LP
Cypress Energy, LP
3.18 50k 7/1/2008
57 Quantitative Investment Management
Quantitative Global Program
3.36 20,000k 10/1/2003
56 Mark J. Walsh Company
Standard Program
3.44 2,000k 9/1/1985
55 Schindler Capital Management, LLC
Dairy Advantage Program
3.61 200k 8/1/2005
54 Alee Capital Management, LLC
Mistral Program
3.68 2,500k 1/1/1999
53 Clarke Capital Management
Millennium
3.90 1,000k 1/1/1998
52 Clarke Capital Management
Worldwide
3.96 250k 1/1/1996
51 Rhicon Currency Management
Rhicon Systematic Currency Program
4.08 3,000k 1/1/2004
50 Strategic Ag Trading
Chatham
4.22 100k 1/1/2005
49 LJM Partners
LJM Moderately Aggressive Strategy
4.25 500k 4/1/2003
48 LJM Partners
LJM Aggressive Strategy
4.39 500k 7/1/1998
47 Neural Capital Ltd
Sentinel Trading Program
4.44 2,000k 1/1/2006
46 ITB Capital Management, LLC
ITB Premium Fund I, LTD
4.50 1,000k 1/1/2006
45 Trigon Investment Advisors, LLC
Discretionary Macro Program
4.55 10,000k 8/1/2007
44 DUNN Capital Management
D'Best Futures Fund, L.P.
4.78 100k 6/1/1994
43 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
4.78 100k 3/1/2003
42 Briarwood Capital Management, Inc.
Diversified Trading Program
5.11 3,000k 7/1/2001
41 Parizek Capital
Currency Program
5.24 1,000k 4/1/2006
40 Arcanum Asset Management
Equity Index Option Program (Prop)
5.33 500k 7/1/2006
39 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.52 200k 11/1/1999
38 Somers Brothers Capital
Diversified Futures Program #1
5.73 100k 1/1/2005
37 Kelly Angle Inc.
Genesis Program
5.77 2,000k 4/1/2000
36 Conquest Capital Group
Conquest Macro
6.08 250k 5/1/1999
35 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
6.10 200k 1/1/2007
34 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
6.20 10,000k 1/1/2001
33 Rhicon Currency Management
Rhicon Strategic Program
6.23 500k 1/1/2004
32 Hyman Beck and Company
Global Portfolio
6.23 1,000k 3/1/1991
31 Strategic Ag Trading
SAT GRAINS
6.45 100k 4/1/2002
30 Red Oak Commodity Advisors
Investment Program
7.17 5,000k 12/1/1989
29 John Locke Investments
Cyril Systematic Program
7.30 8,000k 7/1/2000
28 Dendrich Ltd
QEP
7.30 50k 12/1/2005
27 Alee Capital Management, LLC
Poniente Program
7.68 2,500k 1/1/1999
26 Parizek Capital
Futures Trading Program
7.83 500k 4/1/2000
25 Non Correlated Capital
Positive Theta Program
7.93 250k 10/1/2007
24 RAM Management Group
RAM MRTP 1X-Conservative
7.97 1,000k 9/1/1993
23 Futures Truth Company, FTC-CTA
MS4
8.05 250k 10/1/2007
22 Gladius Asset Management
Fulham Program
8.13 2,000k 1/1/2008
21 Kottke Associates
Lark - Cattle Program
8.27 500k 2/1/2008
20 Clarke Capital Management
FX Plus
9.49 1,000k 5/1/2004
19 Witter & Lester, Inc.
Stock Index Futures Trading Program
9.62 400k 1/1/1988
18 Non Correlated Capital
Positive Theta Fund
9.92 50k 10/1/2007
17 NuWave Investment Management, LLC
Combined Futures Portfolio
10.08 5,000k 6/1/2001
16 NuWave Investment Management, LLC
NuWave Investment Partners LP
10.19 250k 6/1/2001
15 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
10.30 100k 1/1/2000
14 Briarwood Capital Management, Inc.
Diversified 2XL
11.21 250k 11/1/2004
13 Future Trade AG
Thales Swing Trading Programme
11.39 250k 6/1/2007
12 Kottke Associates
Stockton Fundamental Ag
11.93 500k 1/1/2006
11 Revolution Capital Management
Mosaic Program
12.40 10,000k 10/1/2006
10 Clarke Capital Management
Global Magnum
13.99 100k 8/1/1997
9 Trigon Investment Advisors, LLC
Foreign Exchange Program
14.35 5,000k 8/1/2000
8 Quantum Leap Capital Management
Managed Account Program
14.63 300k 8/1/2006
7 Southwest Managed Investments, LLC
Global Diversified
16.40 200k 1/1/2002
6 Hawksbill Capital Management
Global Diversified
19.41 5,000k 11/1/1988
5 Heyden & Steindl GmbH
TOMAC2
20.61 5,000k 3/1/2003
4 Tanyard Creek Capital
Livestock Program
24.60 200k 6/1/2008
3 RAM Management Group
MRTP Aggressive
24.65 1,000k 2/1/1998
2 Clarke Capital Management
Global Basic
30.08 50k 2/1/1996
1 HPX Financial LLC
HPX Old School Program
30.63 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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