IASG CTA Index For September 2008

Monthly Rankings

Rank CTA/Program Sep 2008 Min Inv Inception
214 Dendrich Ltd
QEP
-29.04 50k 12/1/2005
213 Ansbacher Investment Management
Market Neutral Put Skew Program
-27.95 250k 1/1/1996
212 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-21.48 200k 1/1/2007
211 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-20.05 2,000k 7/1/1992
210 LJM Partners
LJM Aggressive Strategy
-15.58 500k 7/1/1998
209 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-15.44 1,000k 1/1/2006
208 Warrington Asset Management
Warrington Strategic Program
-14.10 50k 1/1/1997
207 LJM Partners
LJM Moderately Aggressive Strategy
-12.93 500k 4/1/2003
206 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-12.81 3,000k 10/1/1992
205 Acorn Global Investments Inc.
Acorn Diversified Program
-11.64 10k 7/1/2005
204 Crescent Bay Capital Management
Premium Stock Index Program
-11.44 10k 10/1/2005
203 Rotella Capital Management
Rotella Polaris Program (Diversified)
-10.81 10,000k 1/1/1991
202 Paramount Capital Management LLC
Commodity Trading Program
-9.68 100k 7/1/2008
201 IKOS
The IKOS Hedge Fund
-9.17 10,000k 7/1/1998
200 Quality Capital Management
Global Diversified Programme
-8.43 10,000k 12/1/1995
199 Heyden & Steindl GmbH
TOMAC2
-7.90 5,000k 3/1/2003
198 Rotella Capital Management
Rotella Orion (Short-Term) Program
-7.70 10,000k 3/1/2006
197 Witter & Lester, Inc.
Stock Index Futures Trading Program
-7.50 400k 1/1/1988
196 Quantica Capital AG
Quantica Diversified FX
-7.30 5,000k 3/1/2007
195 Chesapeake Capital
Diversified (LV)
-7.20 100k 2/1/1988
194 Strategic Ag Trading
Chatham
-6.74 100k 1/1/2005
193 Schindler Capital Management, LLC
Dairy Advantage Program
-5.92 200k 8/1/2005
192 Arcanum Asset Management
Equity Index Option Program (Prop)
-5.50 500k 7/1/2006
191 Four Seasons Commodities Corp
Hawkeye Spread Program
-5.08 500k 3/1/2005
190 Non Correlated Capital
Positive Theta Fund
-5.01 50k 10/1/2007
189 Range Wise
Investment Program
-4.33 250k 2/1/1991
188 Non Correlated Capital
Positive Theta Program
-4.18 250k 10/1/2007
187 Neural Capital Ltd
Sentinel Trading Program
-4.01 2,000k 1/1/2006
186 Estlander & Partners
Alpha Trend
-3.74 30,000k 10/1/1991
185 Haar Capital Management
Discretionary Commodity Trading Program
-3.34 250k 12/1/2005
184 Endeavour Capital LLP
Endeavour Pembroke
-3.30 2,000k 7/1/2007
183 Witter & Lester, Inc.
Redstone
-3.20 500k 9/1/1994
182 Emil van Essen
EvE Systematic Global Opportunities
-3.08 1,000k 9/1/2007
181 Auctos Capital Management
Auctos Global Diversified
-2.97 3,000k 11/1/2007
180 Shield Plus LLC
Shield Plus Natural Gas
-2.48 50k 1/1/2004
179 Estlander & Partners
Global XL
-2.42 5,000k 8/1/1991
178 Quantmetrics Capital Management LLP
Directional 10V Strategy
-2.24 10,000k 1/1/2007
177 Di Tomasso Group Inc.
Equilibrium Program
-2.22 5,000k 1/1/2002
176 Four Seasons Commodities Corp
Lone Star Program
-2.18 300k 1/1/2005
175 Rabar Market Research
Diversified Program
-2.03 2,000k 1/1/1989
174 Claughton Capital
Auto-Reactive Positioning
-2.01 1,000k 10/1/2005
173 Altradis Capital AG
AlphAlgo
-1.96 100k 5/1/2007
172 Strategic Ag Trading
SAT GRAINS
-1.89 100k 4/1/2002
171 Mark J. Walsh Company
Standard Program
-1.71 2,000k 9/1/1985
170 John Locke Investments
JL Commodity Long Flat Program
-1.65 5,000k 12/1/2007
169 Beryl Investment Group LLC
Nominal Discretionary System
-1.59 50k 7/1/2007
168 Mobius Asset Management
Diversified Program
-1.56 250k 3/1/2004
167 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-1.45 100k 3/1/2003
166 Rho Asset Management
Rho Altius 1XL Program
-1.37 5,000k 11/1/2007
165 Ancile Capital Management
Global Markets Program
-1.26 2,000k 4/1/2005
164 Mobius Asset Management
Custom Trading Program
-1.24 100k 1/1/2002
163 Parizek Capital
Currency Program
-1.21 1,000k 4/1/2006
162 Kelly Angle Inc.
Genesis Program
-1.19 2,000k 4/1/2000
161 Tactical Investment Management
Tactical Institutional Commodity Program
-1.15 10,000k 4/1/1993
160 Estlander & Partners
Global Markets
-1.14 10,000k 8/1/1999
159 Manning & Napier
MN Xenon Global Fixed Income Program
-1.14 2,000k 8/1/2004
158 Spectrum Asset Management LLC
Global Diversified
-1.09 2,000k 1/1/2001
157 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-1.08 1,000k 10/1/2006
156 C-View Limited
Currency Managed Account Program
-1.07 5,000k 10/1/1996
155 Jaguar Investments Ltd
Vario Capital Strategy
-1.03 1,000k 5/1/2016
154 Quantica Capital AG
Quantica Managed Futures
-1.00 5,000k 1/1/2005
153 Saxon Investment Corporation
Aggressive Diversified Program
-0.76 2,000k 11/1/1993
152 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.69 10,000k 4/1/2004
151 LJM Partners
LJM Preservation & Growth Strategy
-0.56 250k 5/1/2006
150 Conquest Capital Group
Conquest Select
-0.55 250k 6/1/2004
149 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.54 1,000k 3/1/1998
148 John Locke Investments
Cyril Systematic Program
-0.51 8,000k 7/1/2000
147 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.49 1,000k 1/1/2006
146 AllMountain Capital AG
Mount Denali Global Trends
-0.48 160k 7/1/2007
145 Greenwave Capital Management
Greenwave Flagship
-0.43 10,000k 6/1/2008
144 Winton Capital Management
Diversified
-0.41 50,000k 10/1/1997
143 M6 Capital Management LLC
Standard Program
-0.34 300k 7/1/2005
142 Saxon Investment Corporation
Diversified Program
-0.34 3,000k 9/1/1988
141 Xplor Capital Management, LLC
Global CTA Program
-0.31 1,500k 7/1/2004
140 Rhicon Currency Management
Rhicon Strategic Program
-0.25 500k 1/1/2004
139 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.23 100k 1/1/2000
138 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
-0.19 10,000k 7/1/2008
137 HB Capital Management Inc.
Diversified Program
-0.17 50k 3/1/2008
136 RAM Management Group
MRTP Aggressive
-0.13 1,000k 2/1/1998
135 Northfield Trading
Diversified
-0.10 2,000k 7/1/1989
134 RAM Management Group
RAM MRTP 1X-Conservative
-0.07 1,000k 9/1/1993
133 Superfund Group
Superfund Green L.P. Series A
-0.07 5k 10/1/2002
132 Typhon Capital Management, LLC
Plutus Grain Strategy
-0.03 250k 4/1/2008
131 Gladius Asset Management
Fulham Program
-0.02 2,000k 1/1/2008
130 Clarke Capital Management
FX Plus
-0.02 1,000k 5/1/2004
126 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
127 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
128 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
129 QQFund.com
Investment Program 1
0.00 300k 9/1/2008
125 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.08 10,000k 2/1/2008
124 Covenant Capital Management
Original Program
0.09 5,000k 9/1/1999
123 Kottke Associates
Stockton Fundamental Ag
0.18 500k 1/1/2006
122 Briarwood Capital Management, Inc.
Diversified Trading Program
0.25 3,000k 7/1/2001
121 KMJ Investments
KMJ Investments
0.31 1,000k 8/1/1994
120 Robust Methods LLC
Macro Managed Account
0.42 5,000k 1/1/2005
119 Superfund Group
Superfund Green L.P. Series B
0.46 5k 10/1/2002
118 Molinero Capital Management LLP
Global Markets Program
0.51 2,000k 7/1/2005
117 Briarwood Capital Management, Inc.
Diversified 2XL
0.58 250k 11/1/2004
116 Tyche Capital Advisors LLC
TCA Energy Spreads
0.60 100k 8/1/2008
115 Red Oak Commodity Advisors
Investment Program
0.62 5,000k 12/1/1989
114 FORT LP
Fort Global Diversified
0.63 2,000k 10/1/1993
113 Purple Valley Capital, Inc.
Diversified Trend 1
0.78 100k 8/1/2008
112 Covenant Capital Management
Aggressive Program
0.80 3,000k 2/1/2004
111 Superfund Group
Superfund Blue SPC Class A (EUR)
0.81 50k 4/1/2005
110 Robinson-Langley Capital Management, LLC
Managed Account Program
0.90 200k 1/1/2007
109 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
0.93 50k 10/1/2007
108 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.02 100k 11/1/1984
107 Welton Investment Partners
Welton Global
1.05 10,000k 6/1/2004
106 Alder Capital DAC
Alder Global 10
1.10 2,500k 10/1/2000
105 Trigon Investment Advisors, LLC
Discretionary Macro Program
1.24 10,000k 8/1/2007
104 IKOS
IKOS FX Fund
1.35 1,000k 3/1/2008
103 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.49 10,000k 1/1/2001
102 Clarke Capital Management
Global Magnum
1.53 100k 8/1/1997
101 Trigon Investment Advisors, LLC
Foreign Exchange Program
1.54 5,000k 8/1/2000
100 FORT LP
Fort Global Contrarian
1.62 2,000k 10/1/2002
99 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.70 10,000k 4/1/2003
98 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.71 0k 11/1/1996
97 Esulep LLC MAX
Esulep LLC MAX
1.72 500k 5/1/2008
96 Rivoli Fund Management
Rivoli International Fund (V9)
1.78 5,000k 1/1/2002
95 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
1.82 1,000k 1/1/2005
94 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.84 5,000k 6/1/2006
93 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
1.87 10,000k 2/1/2006
92 Capricorn Strategies Limited
Capricorn fxST (Lev1)
1.88 1,000k 1/1/1999
91 Ion Asset Architecture
Ion Fund Program
1.90 10,000k 11/1/2007
90 Ion Asset Architecture (Fund Program)
Ion Fund
1.93 100k 11/1/2007
89 Millburn Corporation
Commodity Program
1.93 25,000k 3/1/2005
88 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.97 1,000k 5/1/2006
87 HiProb Trading Technology LLC
HiProb-I
2.00 5,000k 7/1/2008
86 Sunrise Capital Partners
Sunrise Expanded Diversified Program
2.07 1/1/1989
85 Alder Capital DAC
Alder Global 20
2.20 2,500k 2/1/2001
84 Mobius Asset Management
Energy Weighted Program
2.22 250k 1/1/2005
83 Rivoli Fund Management
Rivoli International Fund (MAP)
2.24 5,000k 10/1/1996
82 MERIT Alternative Investments GmbH
Futures Portfolio
2.45 2,000k 6/1/1998
81 Revolution Capital Management
Alpha Program
2.51 5,000k 6/1/2007
80 Dominion Capital
Sapphire Program
2.51 3,000k 5/1/2005
79 Revolution Capital Management
Alpha Fund
2.58 50k 1/1/2005
78 Superfund Group
Superfund Green Q-AG
2.59 2k 3/1/1996
77 QCAM Currency Asset Management AG
QCAM v-Pro
2.64 1,000k 7/1/2007
76 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.68 1k 10/1/2006
75 Eckhardt Trading Company
Evolution Strategies
2.69 20,000k 8/1/1991
74 Lynx Asset Management AB
Lynx Program
2.71 75k 5/1/2000
73 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.74 1,000k 9/1/1997
71 Cranwood Capital Management
Fixed Income Arbitrage Fund
2.80 250k 4/1/2008
72 Cranwood Capital Management
Cranwood International Fund
2.80 250k 4/1/2008
70 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
2.94 500k 1/1/2006
69 Romanesco Capital Management B.V
Persistence Program
2.98 5,000k 9/1/2005
68 Eckhardt Trading Company
Evolution Strategies 1.2X
3.09 10,000k 10/1/1991
67 Quantitative Investment Management
Quantitative Global Program
3.10 20,000k 10/1/2003
66 Millburn Corporation
Diversified Program
3.20 20,000k 2/1/1977
65 Red Rock Capital, LLC
Systematic Global Macro
3.23 500k 9/1/2003
64 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
3.38 75k 6/1/2007
63 Systematic Alpha Management
Systematic Alpha Futures Program
3.50 100k 6/1/2004
62 Alee Capital Management, LLC
Mistral Program
3.73 2,500k 1/1/1999
61 Emil van Essen
Spread Trading Program
3.75 5,000k 12/1/2006
60 Commodity Strategies AG
CSAG Active Long Short Commodity Program
3.80 5,000k 10/1/2007
59 Transtrend B.V.
DTP – Standard Risk (EUR)
3.82 10,000k 2/1/1999
58 Pacific Capital Advisors
Vanguard Program
3.83 100k 4/1/2007
57 Novus Investments, LLC
Novus Precious Commodities
3.94 200k 1/1/2007
56 Kottke Associates
Lark - Cattle Program
4.07 500k 2/1/2008
55 Futures Truth Company, FTC-CTA
MS4
4.07 250k 10/1/2007
54 Wavefront Global Asset Management
IMFC Global Investment Program
4.26 2,000k 2/1/2007
53 Clarke Capital Management
Global Basic
4.26 50k 2/1/1996
52 Kinkopf Capital Management
KCM S&P (Proprietary)
4.31 100k 1/1/1999
51 Millburn Corporation
Multi-Markets Program
4.35 25,000k 10/1/2004
50 Eclipse Capital Management
Global Monetary
4.38 5,000k 8/1/1990
49 Crabel Capital Management
Crabel Multi-Product
4.75 1,000k 3/1/1998
48 Rhicon Currency Management
Rhicon Systematic Currency Program
4.76 3,000k 1/1/2004
47 Transtrend B.V.
DTP – Enhanced Risk (JPY)
4.77 10,000k 8/1/2004
46 DUNN Capital Management
D'Best Futures Fund, L.P.
4.85 100k 6/1/1994
45 Superfund Group
Superfund Green GCT USD
4.87 15k 1/1/2000
44 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.95 10,000k 1/1/1995
43 Dreiss Research Corporation
Diversified Program
5.00 1,000k 5/1/1991
42 Clarke Capital Management
Millennium
5.01 1,000k 1/1/1998
41 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
5.11 100k 1/1/2005
40 PRIM' Alternative Investment
PRIM Gold
5.20 10k 11/1/2005
39 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.35 10,000k 8/1/1999
38 Clarke Capital Management
Jupiter
5.53 3,000k 5/1/2005
37 Abraham Trading Company
Diversified Program
5.55 10,000k 1/1/1988
36 Superfund Group
Superfund Green Gold A (SPC)
5.58 5k 10/1/2005
35 Alee Capital Management, LLC
Poniente Program
5.74 2,500k 1/1/1999
34 EMC Capital Advisors, LLC
Classic
5.80 5,000k 1/1/1985
33 HPX Financial LLC
HPX Old School Program
6.01 200k 6/1/2006
32 Superfund Group
Superfund Green Gold B (SPC)
6.06 50k 10/1/2005
31 Hawksbill Capital Management
Global Diversified
6.11 5,000k 11/1/1988
30 DUNN Capital Management
DUNN Combined Fund (DCF)
6.31 100k 5/1/1989
29 Superfund Group
Superfund Green Gold C (SPC)
6.70 100k 10/1/2005
28 Beach Horizon LLP
Managed Account
6.84 5,000k 5/1/2005
27 Auspice Capital Advisors Ltd
Auspice Diversified Program
6.86 1,500k 4/1/2006
26 Revolution Capital Management
Mosaic Program
6.97 10,000k 10/1/2006
25 Rosetta Capital Management
Rosetta Trading Program
7.07 100k 4/1/2000
24 Blackwater Capital Management
Global Program
8.23 5,000k 7/1/2005
23 Conquest Capital Group
Conquest Macro
8.50 250k 5/1/1999
22 Superfund Group
Superfund Green Master
8.93 2,000k 5/1/2001
21 Superfund Group
Superfund Blue SPC Class A (Gold)
8.97 50k 12/1/2007
20 Clarke Capital Management
Worldwide
9.15 250k 1/1/1996
19 ISAM
ISAM Systematic Trend Fund
9.63 1,000k 6/1/2001
18 Southwest Managed Investments, LLC
Global Diversified
9.74 200k 1/1/2002
17 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
9.96 200k 11/1/1999
16 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
9.99 500k 12/1/2003
15 Keck Capital Management LLC
The Keck Program
10.26 2,000k 12/1/2003
14 NuWave Investment Management, LLC
NuWave Investment Partners LP
10.75 250k 6/1/2001
13 NuWave Investment Management, LLC
Combined Futures Portfolio
10.87 5,000k 6/1/2001
12 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
10.99 1,000k 3/1/2003
11 Quantum Leap Capital Management
Managed Account Program
11.19 300k 8/1/2006
10 Hyman Beck and Company
Global Portfolio
11.52 1,000k 3/1/1991
9 Mulvaney Capital Management
The Mulvaney Global Markets Program
11.58 100k 5/1/1999
8 Crabel Capital Management
WPD Crabel Futures Program
12.93 1,000k 7/1/2008
7 Cypress Energy Capital Management, LP
Cypress Energy, LP
14.10 50k 7/1/2008
6 Tanyard Creek Capital
Livestock Program
14.25 200k 6/1/2008
5 Amplitude Capital International Limited
Dynamic Strategy
14.48 6/1/2005
4 Parizek Capital
Futures Trading Program
14.68 500k 4/1/2000
3 Somers Brothers Capital
Diversified Futures Program #1
15.01 100k 1/1/2005
2 Future Trade AG
Thales Swing Trading Programme
15.41 250k 6/1/2007
1 Drury Capital
Diversified Trend-Following Program
16.95 5,000k 5/1/1997

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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