IASG CTA Index For January 2009

Monthly Rankings

Rank CTA/Program Jan 2009 Min Inv Inception
235 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-12.39 2,000k 7/1/1992
234 Purple Valley Capital, Inc.
Diversified Trend 1
-12.39 100k 8/1/2008
233 Neural Capital Ltd
Sentinel Trading Program
-10.41 2,000k 1/1/2006
232 Estlander & Partners
Alpha Trend II - Class P
-9.53 100k 12/1/2008
231 RAM Management Group
MRTP Aggressive
-8.48 1,000k 2/1/1998
230 Clarke Capital Management
FX Plus
-8.03 1,000k 5/1/2004
229 Quantum Leap Capital Management
Managed Account Program
-8.00 300k 8/1/2006
228 Revolution Capital Management
Mosaic Program
-7.91 10,000k 10/1/2006
227 Future Trade AG
Thales Swing Trading Programme
-7.68 250k 6/1/2007
226 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-7.43 3,000k 10/1/1992
225 Kelly Angle Inc.
Genesis Program
-6.68 2,000k 4/1/2000
224 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.27 100k 6/1/1994
223 Quality Capital Management
Global Diversified Programme
-6.15 10,000k 12/1/1995
222 Cypress Energy Capital Management, LP
Cypress Energy, LP
-5.97 50k 7/1/2008
221 Heyden & Steindl GmbH
TOMAC2
-5.97 5,000k 3/1/2003
220 Southwest Managed Investments, LLC
Global Diversified
-5.54 200k 1/1/2002
219 Clarke Capital Management
Millennium
-5.20 1,000k 1/1/1998
218 Mark J. Walsh Company
Standard Program
-5.07 2,000k 9/1/1985
217 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-4.60 100k 3/1/2003
216 Alee Capital Management, LLC
Poniente Program
-4.49 2,500k 1/1/1999
215 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.26 100k 5/1/1989
214 M6 Capital Management LLC
Standard Program
-4.25 300k 7/1/2005
213 Clarke Capital Management
Worldwide
-4.22 250k 1/1/1996
212 Alee Capital Management, LLC
Mistral Program
-4.15 2,500k 1/1/1999
211 Eclipse Capital Management
Global Monetary
-3.82 5,000k 8/1/1990
210 Clarke Capital Management
Jupiter
-3.77 3,000k 5/1/2005
209 Claughton Capital
Auto-Reactive Positioning
-3.77 1,000k 10/1/2005
208 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.71 100k 1/1/2000
207 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-3.60 100k 1/1/2005
206 Parizek Capital
Futures Trading Program
-3.53 500k 4/1/2000
205 Somers Brothers Capital
Diversified Futures Program #1
-3.48 100k 1/1/2005
204 Di Tomasso Group Inc.
Equilibrium Program
-3.23 5,000k 1/1/2002
203 John Locke Investments
JL Commodity Long Flat Program
-3.21 5,000k 12/1/2007
202 Robust Methods LLC
Macro Managed Account
-3.09 5,000k 1/1/2005
201 Estlander & Partners
Alpha Trend
-3.02 30,000k 10/1/1991
200 RAM Management Group
RAM MRTP 1X-Conservative
-2.81 1,000k 9/1/1993
199 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.79 0k 11/1/1996
198 Xplor Capital Management, LLC
Global CTA Program
-2.49 1,500k 7/1/2004
197 FORT LP
Fort Global Contrarian
-2.48 2,000k 10/1/2002
196 Rho Asset Management
Rho Altius 1XL Program
-2.41 5,000k 11/1/2007
195 Systematic Alpha Management
Systematic Alpha Futures Program
-2.38 100k 6/1/2004
194 HPX Financial LLC
HPX Old School Program
-2.32 200k 6/1/2006
193 Conquest Capital Group
Conquest Select
-2.30 250k 6/1/2004
192 Welton Investment Partners
Welton Global
-2.30 10,000k 6/1/2004
191 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-2.25 5,000k 11/1/2012
190 Robinson-Langley Capital Management, LLC
Managed Account Program
-2.05 200k 1/1/2007
189 EMC Capital Advisors, LLC
Classic
-1.90 5,000k 1/1/1985
188 Lynx Asset Management AB
Lynx Program
-1.90 75k 5/1/2000
187 Drury Capital
Diversified Trend-Following Program
-1.82 5,000k 5/1/1997
186 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.60 10,000k 10/1/1991
185 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-1.56 1,000k 1/1/2006
184 QCAM Currency Asset Management AG
QCAM v-Pro
-1.56 1,000k 7/1/2007
183 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.41 1/1/1989
182 Eckhardt Trading Company
Evolution Strategies
-1.38 20,000k 8/1/1991
181 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.28 200k 11/1/1999
180 Revolution Capital Management
Alpha Program
-1.27 5,000k 6/1/2007
179 Shield Plus LLC
Shield Plus Natural Gas
-1.26 50k 1/1/2004
178 ISAM
ISAM Systematic Trend Fund
-1.25 1,000k 6/1/2001
177 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-1.25 4,000k 11/1/2008
176 Ancile Capital Management
Global Markets Program
-1.23 2,000k 4/1/2005
175 Rabar Market Research
Diversified Program
-1.20 2,000k 1/1/1989
174 AllMountain Capital AG
Mount Denali Global Trends
-1.17 160k 7/1/2007
173 Manning & Napier
MN Xenon Global Fixed Income Program
-1.14 2,000k 8/1/2004
172 Jaguar Investments Ltd
Vario Capital Strategy
-1.14 1,000k 5/1/2016
171 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-1.10 75k 6/1/2007
170 Rhicon Currency Management
Rhicon Strategic Program
-1.08 500k 1/1/2004
169 Gladius Asset Management
Fulham Program
-1.07 2,000k 1/1/2008
168 FORT LP
Fort Global Diversified
-1.00 2,000k 10/1/1993
167 John Locke Investments
Cyril Systematic Program
-0.96 8,000k 7/1/2000
166 Wavefront Global Asset Management
IMFC Global Investment Program
-0.88 2,000k 2/1/2007
165 Range Wise
Investment Program
-0.87 250k 2/1/1991
164 MERIT Alternative Investments GmbH
Futures Portfolio
-0.82 2,000k 6/1/1998
163 Mobius Asset Management
Custom Trading Program
-0.79 100k 1/1/2002
162 Dreiss Research Corporation
Diversified Program
-0.76 1,000k 5/1/1991
161 Quantica Capital AG
Quantica Managed Futures
-0.74 5,000k 1/1/2005
160 Abraham Trading Company
Diversified Program
-0.74 10,000k 1/1/1988
159 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.69 10,000k 8/1/2007
158 Blackwater Capital Management
Global Program
-0.67 5,000k 7/1/2005
157 Four Seasons Commodities Corp
Lone Star Program
-0.65 300k 1/1/2005
156 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.65 10,000k 1/1/2001
155 Revolution Capital Management
Alpha Fund
-0.62 50k 1/1/2005
154 Auspice Capital Advisors Ltd
Auspice Diversified Program
-0.61 1,500k 4/1/2006
153 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.58 1k 10/1/2006
152 Rosetta Capital Management
Rosetta Trading Program
-0.57 100k 4/1/2000
151 Hawksbill Capital Management
Global Diversified
-0.53 5,000k 11/1/1988
150 Briarwood Capital Management, Inc.
Diversified 2XL
-0.50 250k 11/1/2004
149 Haar Capital Management
Discretionary Commodity Trading Program
-0.42 250k 12/1/2005
148 Millburn Corporation
Commodity Program
-0.42 25,000k 3/1/2005
147 C-View Limited
Currency Managed Account Program
-0.36 5,000k 10/1/1996
146 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.29 3,000k 7/1/2001
145 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.27 10,000k 1/1/1995
144 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.27 10,000k 1/1/2007
143 Quantica Capital AG
Quantica Diversified FX
-0.26 5,000k 3/1/2007
142 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.24 50k 4/1/2005
141 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.24 10,000k 8/1/1999
140 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.21 10,000k 2/1/1999
139 QQFund.com
Investment Program 1
-0.20 300k 9/1/2008
138 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.18 10,000k 8/1/2004
137 Spectrum Asset Management LLC
Global Diversified
-0.13 2,000k 1/1/2001
136 Kottke Associates
Stockton Fundamental Ag
-0.11 500k 1/1/2006
135 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.06 250k 6/1/2001
134 Vergho Asset Management LLC
Kinematics
-0.05 1,000k 11/1/2008
133 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.05 5,000k 10/1/1996
132 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.02 5,000k 6/1/2001
121 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
0.00 750k 1/1/2009
122 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
123 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
0.00 1,500k 1/1/2009
124 Rosetta Capital Management
Macro Program
0.00 50k 1/1/2009
125 Gables Capital Management, Inc.
GCM Global FX
0.00 1,000k 1/1/2009
126 Acorn Global Investments Inc.
Acorn Diversified Program
0.00 10k 7/1/2005
127 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
128 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
129 FRP CAPITAL LLC
FRP125+
0.00 125k 1/1/2010
130 ITB Capital Advisors LLC
ITB Time Value Trading Program
0.00 5,000k 1/1/2009
131 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
0.00 250k 1/1/2009
120 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
0.02 50k 10/1/2007
119 Pacific Capital Advisors
Vanguard Program
0.02 100k 4/1/2007
118 Rivoli Fund Management
Rivoli International Fund (V9)
0.04 5,000k 1/1/2002
117 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.04 1,000k 1/1/2005
116 Commodity Strategies AG
CSAG Active Long Short Commodity Program
0.04 5,000k 10/1/2007
115 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.09 1,000k 3/1/2003
114 KMJ Investments
KMJ Investments
0.10 1,000k 8/1/1994
113 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.11 10,000k 4/1/2003
112 Hyman Beck and Company
Global Portfolio
0.15 1,000k 3/1/1991
111 Tanyard Creek Capital
Livestock Program
0.16 200k 6/1/2008
110 Millburn Corporation
Multi-Markets Program
0.20 25,000k 10/1/2004
109 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.20 10,000k 1/1/1991
108 Millburn Corporation
Diversified Program
0.20 20,000k 2/1/1977
107 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.26 5,000k 8/1/2000
106 Tactical Investment Management
Tactical Institutional Commodity Program
0.30 10,000k 4/1/1993
105 Superfund Group
Superfund Green L.P. Series A
0.35 5k 10/1/2002
104 Clarke Capital Management
Global Magnum
0.41 100k 8/1/1997
103 Strategic Ag Trading
Chatham
0.41 100k 1/1/2005
102 Witter & Lester, Inc.
Redstone
0.48 500k 9/1/1994
101 Northfield Trading
Diversified
0.50 2,000k 7/1/1989
100 Chesapeake Capital
Diversified (LV)
0.50 100k 2/1/1988
99 Endeavour Capital LLP
Endeavour Pembroke
0.50 2,000k 7/1/2007
98 Auctos Capital Management
Auctos Global Diversified
0.52 3,000k 11/1/2007
97 Saxon Investment Corporation
Diversified Program
0.55 3,000k 9/1/1988
96 Keck Capital Management LLC
The Keck Program
0.55 2,000k 12/1/2003
95 OptHedge Advisors LLC
Diversified Options & Futures Program
0.63 250k 10/1/2008
94 Beach Horizon LLP
Managed Account
0.66 5,000k 5/1/2005
93 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
0.69 10,000k 7/1/2008
92 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.74 1,000k 9/1/1997
91 Superfund Group
Superfund Green GCT USD
0.76 15k 1/1/2000
90 Mobius Asset Management
Diversified Program
0.80 250k 3/1/2004
89 Superfund Group
Superfund Green Q-AG
0.82 2k 3/1/1996
88 ITB Capital Management, LLC
ITB Premium Fund I, LTD
0.85 1,000k 1/1/2006
87 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
0.89 100k 11/1/1984
86 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.92 1,000k 3/1/1998
85 Four Seasons Commodities Corp
Hawkeye Spread Program
0.98 500k 3/1/2005
84 Winton Capital Management
Diversified
0.99 50,000k 10/1/1997
83 Estlander & Partners
Global Markets
0.99 10,000k 8/1/1999
82 Superfund Group
Superfund Green L.P. Series B
1.01 5k 10/1/2002
81 Molinero Capital Management LLP
Global Markets Program
1.02 2,000k 7/1/2005
80 Saxon Investment Corporation
Aggressive Diversified Program
1.08 2,000k 11/1/1993
79 Clarke Capital Management
Global Basic
1.11 50k 2/1/1996
78 Esulep LLC MAX
Esulep LLC MAX
1.13 500k 5/1/2008
77 Greenwave Capital Management
Greenwave Flagship
1.29 10,000k 6/1/2008
76 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
1.31 200k 1/1/2007
75 Typhon Capital Management, LLC
Plutus Grain Strategy
1.32 250k 4/1/2008
74 Superfund Group
Superfund Green Master
1.35 2,000k 5/1/2001
73 LJM Partners
LJM Preservation & Growth Strategy
1.35 250k 5/1/2006
72 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
1.45 10,000k 2/1/2006
71 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.58 1,000k 10/1/2006
70 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.60 100k 5/1/1999
69 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.72 1,000k 5/1/2006
68 Rhicon Currency Management
Rhicon Systematic Currency Program
1.75 3,000k 1/1/2004
67 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.78 5,000k 6/1/2006
66 Red Rock Capital, LLC
Systematic Global Macro
1.88 500k 9/1/2003
65 Covenant Capital Management
Original Program
1.93 5,000k 9/1/1999
64 Estlander & Partners
Global XL
1.97 5,000k 8/1/1991
63 Altradis Capital AG
AlphAlgo
2.03 100k 5/1/2007
62 Crescent Bay Capital Management
Premium Stock Index Program
2.04 10k 10/1/2005
61 White River Group
Stock Index Option Writing Strategy
2.06 10k 11/1/2008
60 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
2.08 500k 1/1/2006
59 Kottke Associates
Lark - Cattle Program
2.22 500k 2/1/2008
58 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.25 500k 12/1/2003
57 Red Oak Commodity Advisors
Investment Program
2.25 5,000k 12/1/1989
56 Bluenose Capital Management, LLC
BNC BI
2.26 30k 10/1/2008
55 Warrington Asset Management
Warrington Strategic Program
2.34 50k 1/1/1997
54 Amplitude Capital International Limited
Dynamic Strategy
2.35 6/1/2005
53 Ansbacher Investment Management
Market Neutral Put Skew Program
2.35 250k 1/1/1996
52 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.35 10,000k 3/1/2006
51 Global AG LLC
Global Ag LLC
2.35 1,000k 12/1/2008
50 Tyche Capital Advisors LLC
TCA Energy Spreads
2.40 100k 8/1/2008
49 Paramount Capital Management LLC
Commodity Trading Program
2.40 100k 7/1/2008
48 Strategic Ag Trading
SAT HEARTLAND
2.43 100k 12/1/2008
47 White River Group
Diversified Option Writing Strategy
2.60 20k 11/1/2008
46 Crabel Capital Management
Crabel Multi-Product
2.74 1,000k 3/1/1998
45 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.88 400k 1/1/1988
44 Emil van Essen
EvE Systematic Global Opportunities
2.90 1,000k 9/1/2007
43 Strategic Ag Trading
SAT GRAINS
2.91 100k 4/1/2002
42 LJM Partners
LJM Moderately Aggressive Strategy
2.93 500k 4/1/2003
41 Alder Capital DAC
Alder Global 10
3.00 2,500k 10/1/2000
40 Ion Asset Architecture (Fund Program)
Ion Fund
3.10 100k 11/1/2007
39 Ion Asset Architecture
Ion Fund Program
3.10 10,000k 11/1/2007
38 Mobius Asset Management
Energy Weighted Program
3.16 250k 1/1/2005
37 Capricorn Strategies Limited
Capricorn fxST (Lev1)
3.16 1,000k 1/1/1999
36 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
3.21 10,000k 2/1/2008
35 IKOS
The IKOS Hedge Fund
3.25 10,000k 7/1/1998
34 Covenant Capital Management
Aggressive Program
3.27 3,000k 2/1/2004
33 Futures Truth Company, FTC-CTA
MS4
3.48 250k 10/1/2007
32 Beryl Investment Group LLC
Nominal Discretionary System
3.52 50k 7/1/2007
31 IKOS
IKOS FX Fund
3.79 1,000k 3/1/2008
30 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
3.83 500k 8/1/2012
29 Crabel Capital Management
WPD Crabel Futures Program
3.87 1,000k 7/1/2008
28 HB Capital Management Inc.
Diversified Program
4.11 50k 3/1/2008
27 LJM Partners
LJM Aggressive Strategy
4.14 500k 7/1/1998
26 Kinkopf Capital Management
KCM S&P (Proprietary)
4.23 100k 1/1/1999
24 Cranwood Capital Management
Cranwood International Fund
4.30 250k 4/1/2008
25 Cranwood Capital Management
Fixed Income Arbitrage Fund
4.30 250k 4/1/2008
23 PRIM' Alternative Investment
PRIM Gold
4.65 10k 11/1/2005
22 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
4.71 10,000k 4/1/2004
21 Dominion Capital
Sapphire Program
4.85 3,000k 5/1/2005
20 Superfund Group
Superfund Green Gold A (SPC)
4.98 5k 10/1/2005
19 Romanesco Capital Management B.V
Persistence Program
5.01 5,000k 9/1/2005
18 Dendrich Ltd
QEP
5.16 50k 12/1/2005
17 Alder Capital DAC
Alder Global 20
5.20 2,500k 2/1/2001
16 Superfund Group
Superfund Green Gold B (SPC)
5.32 50k 10/1/2005
15 Superfund Group
Superfund Green Gold C (SPC)
5.62 100k 10/1/2005
14 Arcanum Asset Management
Equity Index Option Program (Prop)
5.67 500k 7/1/2006
13 Quantitative Investment Management
Quantitative Global Program
5.99 20,000k 10/1/2003
12 Parizek Capital
Currency Program
6.19 1,000k 4/1/2006
11 Conquest Capital Group
Conquest Macro
6.20 250k 5/1/1999
10 Bluenose Capital Management, LLC
BNC EI
7.07 15k 7/1/2010
9 HiProb Trading Technology LLC
HiProb-I
7.90 5,000k 7/1/2008
8 Emil van Essen
Spread Trading Program
9.33 5,000k 12/1/2006
7 Diamond Peak Capital LLC
Northstar (2x) program
10.05 250k 10/1/2008
6 Schindler Capital Management, LLC
Dairy Advantage Program
12.34 200k 8/1/2005
5 Superfund Group
Superfund Blue SPC Class A (Gold)
13.85 50k 12/1/2007
4 Novus Investments, LLC
Novus Precious Commodities
15.70 200k 1/1/2007
3 Non Correlated Capital
Positive Theta Program
18.40 250k 10/1/2007
2 White Indian Trading Co.
STAIRS - Futures Program (Client)
19.02 250k 10/1/2008
1 Non Correlated Capital
Positive Theta Fund
22.89 50k 10/1/2007

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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