IASG CTA Index For February 2009

Monthly Rankings

Rank CTA/Program Feb 2009 Min Inv Inception
236 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-13.21 2,000k 7/1/1992
235 Di Tomasso Group Inc.
Equilibrium Program
-9.63 5,000k 1/1/2002
234 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-8.63 3,000k 10/1/1992
233 Typhon Capital Management, LLC
Plutus Grain Strategy
-7.66 250k 4/1/2008
232 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-7.06 100k 1/1/2000
231 Heyden & Steindl GmbH
TOMAC2
-6.24 5,000k 3/1/2003
230 Estlander & Partners
Alpha Trend II - Class P
-4.47 100k 12/1/2008
229 Tanyard Creek Capital
Livestock Program
-4.43 200k 6/1/2008
228 Southwest Managed Investments, LLC
Global Diversified
-4.33 200k 1/1/2002
227 Rhicon Currency Management
Rhicon Systematic Currency Program
-4.10 3,000k 1/1/2004
226 Dominion Capital
Sapphire Program
-4.00 3,000k 5/1/2005
225 HPX Financial LLC
HPX Old School Program
-3.94 200k 6/1/2006
224 Mobius Asset Management
Custom Trading Program
-3.62 100k 1/1/2002
223 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-3.60 5,000k 11/1/2012
222 Trigon Investment Advisors, LLC
Foreign Exchange Program
-3.50 5,000k 8/1/2000
221 Mark J. Walsh Company
Standard Program
-3.35 2,000k 9/1/1985
220 Romanesco Capital Management B.V
Persistence Program
-3.34 5,000k 9/1/2005
219 Quality Capital Management
Global Diversified Programme
-3.12 10,000k 12/1/1995
218 Haar Capital Management
Discretionary Commodity Trading Program
-3.09 250k 12/1/2005
217 Hawksbill Capital Management
Global Diversified
-3.08 5,000k 11/1/1988
216 Clarke Capital Management
Global Basic
-2.90 50k 2/1/1996
215 Rotella Capital Management
Rotella Orion (Short-Term) Program
-2.63 10,000k 3/1/2006
214 Futures Truth Company, FTC-CTA
MS4
-2.41 250k 10/1/2007
213 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-2.40 200k 11/1/1999
212 Strategic Ag Trading
SAT HEARTLAND
-2.35 100k 12/1/2008
211 Welton Investment Partners
Welton Global
-2.29 10,000k 6/1/2004
210 Shield Plus LLC
Shield Plus Natural Gas
-2.23 50k 1/1/2004
209 Gladius Asset Management
Fulham Program
-2.21 2,000k 1/1/2008
208 Conquest Capital Group
Conquest Select
-2.10 250k 6/1/2004
207 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-2.00 1,500k 1/1/2009
206 Clarke Capital Management
Millennium
-1.99 1,000k 1/1/1998
205 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.82 1,000k 9/1/1997
204 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-1.81 500k 12/1/2003
203 Jaguar Investments Ltd
Vario Capital Strategy
-1.81 1,000k 5/1/2016
202 Rabar Market Research
Diversified Program
-1.72 2,000k 1/1/1989
201 Non Correlated Capital
Positive Theta Fund
-1.72 50k 10/1/2007
200 Manning & Napier
MN Xenon Global Fixed Income Program
-1.64 2,000k 8/1/2004
199 Eclipse Capital Management
Global Monetary
-1.58 5,000k 8/1/1990
198 Non Correlated Capital
Positive Theta Program
-1.54 250k 10/1/2007
197 Manning & Napier
MN Xenon Managed Futures (2x) Program
-1.51 5,000k 6/1/2006
196 John Locke Investments
JL Commodity Long Flat Program
-1.50 5,000k 12/1/2007
195 Conquest Capital Group
Conquest Macro
-1.49 250k 5/1/1999
194 Clarke Capital Management
Global Magnum
-1.41 100k 8/1/1997
193 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.41 500k 1/1/2006
192 Blackwater Capital Management
Global Program
-1.40 5,000k 7/1/2005
191 Estlander & Partners
Alpha Trend
-1.40 30,000k 10/1/1991
190 Future Trade AG
Thales Swing Trading Programme
-1.37 250k 6/1/2007
189 MERIT Alternative Investments GmbH
Futures Portfolio
-1.22 2,000k 6/1/1998
188 Tactical Investment Management
Tactical Institutional Commodity Program
-1.12 10,000k 4/1/1993
187 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-1.12 750k 1/1/2009
186 Somers Brothers Capital
Diversified Futures Program #1
-1.11 100k 1/1/2005
185 Robinson-Langley Capital Management, LLC
Managed Account Program
-1.03 200k 1/1/2007
184 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.00 10,000k 1/1/2001
183 Parizek Capital
Currency Program
-0.96 1,000k 4/1/2006
182 Emil van Essen
EvE Systematic Global Opportunities
-0.92 1,000k 9/1/2007
181 Chesapeake Capital
Diversified (LV)
-0.89 100k 2/1/1988
180 Crescent Bay Capital Management
Premium Stock Index Program
-0.88 10k 10/1/2005
179 Mondiale Asset Management
Mondiale Trading Program
-0.83 0k 9/1/1997
178 Pacific Capital Advisors
Vanguard Program
-0.79 100k 4/1/2007
177 Alee Capital Management, LLC
Mistral Program
-0.71 2,500k 1/1/1999
176 Schindler Capital Management, LLC
Dairy Advantage Program
-0.70 200k 8/1/2005
175 Hyman Beck and Company
Global Portfolio
-0.66 1,000k 3/1/1991
173 Cranwood Capital Management
Fixed Income Arbitrage Fund
-0.65 250k 4/1/2008
174 Cranwood Capital Management
Cranwood International Fund
-0.65 250k 4/1/2008
172 White Indian Trading Co.
STAIRS - Futures Program (Client)
-0.62 250k 10/1/2008
171 Neural Capital Ltd
Sentinel Trading Program
-0.60 2,000k 1/1/2006
170 Rhicon Currency Management
Rhicon Strategic Program
-0.59 500k 1/1/2004
169 Robust Methods LLC
Macro Managed Account
-0.57 5,000k 1/1/2005
168 Four Seasons Commodities Corp
Lone Star Program
-0.52 300k 1/1/2005
167 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.48 1/1/1989
166 Wavefront Global Asset Management
IMFC Global Investment Program
-0.47 2,000k 2/1/2007
165 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-0.45 75k 6/1/2007
164 Tyche Capital Advisors LLC
TCA Energy Spreads
-0.40 100k 8/1/2008
163 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.38 5,000k 10/1/1996
162 IKOS
IKOS FX Fund
-0.35 1,000k 3/1/2008
161 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-0.33 5,000k 10/1/2007
160 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.28 10,000k 10/1/1991
159 Eckhardt Trading Company
Evolution Strategies
-0.23 20,000k 8/1/1991
158 Winton Capital Management
Diversified
-0.21 50,000k 10/1/1997
157 QQFund.com
Investment Program 1
-0.19 300k 9/1/2008
156 Greenwave Capital Management
Greenwave Flagship
-0.17 10,000k 6/1/2008
155 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
-0.17 10,000k 7/1/2008
154 Altradis Capital AG
AlphAlgo
-0.16 100k 5/1/2007
153 Crabel Capital Management
Crabel Multi-Product
-0.15 1,000k 3/1/1998
152 Rivoli Fund Management
Rivoli International Fund (V9)
-0.12 5,000k 1/1/2002
151 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.12 250k 6/1/2001
150 John Locke Investments
Cyril Systematic Program
-0.11 8,000k 7/1/2000
149 Parizek Capital
Futures Trading Program
-0.11 500k 4/1/2000
148 Revolution Capital Management
Alpha Fund
-0.11 50k 1/1/2005
147 C-View Limited
Currency Managed Account Program
-0.11 5,000k 10/1/1996
146 Quantitative Investment Management
Quantitative Global Program
-0.10 20,000k 10/1/2003
145 Rho Asset Management
Rho Altius 1XL Program
-0.10 5,000k 11/1/2007
144 Mobius Asset Management
Diversified Program
-0.10 250k 3/1/2004
143 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.08 5,000k 6/1/2001
142 Briarwood Capital Management, Inc.
Diversified 2XL
-0.04 250k 11/1/2004
141 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.03 100k 5/1/1999
140 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.02 1,000k 1/1/1999
133 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
134 Northfield Trading
Diversified
0.00 2,000k 7/1/1989
135 Ion Asset Architecture
Ion Fund Program
0.00 10,000k 11/1/2007
136 Ion Asset Architecture (Fund Program)
Ion Fund
0.00 100k 11/1/2007
137 Acorn Global Investments Inc.
Acorn Diversified Program
0.00 10k 7/1/2005
138 Insignia Managed Capital
Medallion
0.00 50k 2/1/2009
139 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
132 Briarwood Capital Management, Inc.
Diversified Trading Program
0.01 3,000k 7/1/2001
131 Revolution Capital Management
Alpha Program
0.04 5,000k 6/1/2007
130 Superfund Group
Superfund Green L.P. Series A
0.04 5k 10/1/2002
129 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.06 1,000k 1/1/2005
128 Keck Capital Management LLC
The Keck Program
0.07 2,000k 12/1/2003
127 Abraham Trading Company
Diversified Program
0.12 10,000k 1/1/1988
126 Saxon Investment Corporation
Diversified Program
0.13 3,000k 9/1/1988
125 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
0.15 50k 10/1/2007
124 Superfund Group
Superfund Blue SPC Class A (EUR)
0.16 50k 4/1/2005
123 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
0.16 4,000k 11/1/2008
122 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.17 1,000k 3/1/2003
121 Lynx Asset Management AB
Lynx Program
0.23 75k 5/1/2000
120 Quantica Capital AG
Quantica Diversified FX
0.24 5,000k 3/1/2007
119 Saxon Investment Corporation
Aggressive Diversified Program
0.25 2,000k 11/1/1993
118 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.28 10,000k 8/1/2007
117 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.30 10,000k 4/1/2003
116 KMJ Investments
KMJ Investments
0.31 1,000k 8/1/1994
115 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.32 1,000k 3/1/1998
114 Spectrum Asset Management LLC
Global Diversified
0.36 2,000k 1/1/2001
113 Red Rock Capital, LLC
Systematic Global Macro
0.39 500k 9/1/2003
112 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.40 10,000k 4/1/2004
111 EMC Capital Advisors, LLC
Classic
0.40 5,000k 1/1/1985
110 Transtrend B.V.
DTP – Standard Risk (EUR)
0.43 10,000k 2/1/1999
109 Quantica Capital AG
Quantica Managed Futures
0.45 5,000k 1/1/2005
108 Esulep LLC MAX
Esulep LLC MAX
0.47 500k 5/1/2008
107 QCAM Currency Asset Management AG
QCAM v-Pro
0.52 1,000k 7/1/2007
106 Red Oak Commodity Advisors
Investment Program
0.53 5,000k 12/1/1989
105 RAM Management Group
RAM MRTP 1X-Conservative
0.56 1,000k 9/1/1993
104 Rosetta Capital Management
Rosetta Trading Program
0.58 100k 4/1/2000
103 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
0.59 10,000k 2/1/2006
102 IKOS
The IKOS Hedge Fund
0.60 10,000k 7/1/1998
101 Superfund Group
Superfund Green Q-AG
0.62 2k 3/1/1996
100 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
0.63 1,000k 10/1/2006
99 Estlander & Partners
Global Markets
0.64 10,000k 8/1/1999
98 Superfund Group
Superfund Green L.P. Series B
0.68 5k 10/1/2002
97 Alder Capital DAC
Alder Global 20
0.70 2,500k 2/1/2001
96 Alder Capital DAC
Alder Global 10
0.70 2,500k 10/1/2000
95 Covenant Capital Management
Original Program
0.76 5,000k 9/1/1999
94 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.76 10,000k 1/1/1995
93 Global AG LLC
Global Ag LLC
0.77 1,000k 12/1/2008
92 Beach Horizon LLP
Managed Account
0.78 5,000k 5/1/2005
91 Dreiss Research Corporation
Diversified Program
0.80 1,000k 5/1/1991
90 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.81 10,000k 1/1/1991
89 Clarke Capital Management
Worldwide
0.81 250k 1/1/1996
88 Four Seasons Commodities Corp
Hawkeye Spread Program
0.83 500k 3/1/2005
87 Vergho Asset Management LLC
Kinematics
0.83 1,000k 11/1/2008
86 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.86 1,000k 5/1/2006
85 Crabel Capital Management
WPD Crabel Futures Program
0.86 1,000k 7/1/2008
84 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.86 10,000k 1/1/2007
83 Millburn Corporation
Commodity Program
0.88 25,000k 3/1/2005
82 RAM Management Group
MRTP Aggressive
0.88 1,000k 2/1/1998
81 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.91 10,000k 8/1/1999
80 Auctos Capital Management
Auctos Global Diversified
0.91 3,000k 11/1/2007
79 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.93 10,000k 8/1/2004
78 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.99 10,000k 2/1/2008
77 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.01 1k 10/1/2006
76 Ancile Capital Management
Global Markets Program
1.03 2,000k 4/1/2005
75 FORT LP
Fort Global Diversified
1.06 2,000k 10/1/1993
74 Auspice Capital Advisors Ltd
Auspice Diversified Program
1.08 1,500k 4/1/2006
73 LJM Partners
LJM Preservation & Growth Strategy
1.10 250k 5/1/2006
72 M6 Capital Management LLC
Standard Program
1.18 300k 7/1/2005
71 FORT LP
Fort Global Contrarian
1.21 2,000k 10/1/2002
70 Estlander & Partners
Global XL
1.24 5,000k 8/1/1991
69 Superfund Group
Superfund Green GCT USD
1.27 15k 1/1/2000
68 HB Capital Management Inc.
Diversified Program
1.31 50k 3/1/2008
67 Amplitude Capital International Limited
Dynamic Strategy
1.31 6/1/2005
66 Revolution Capital Management
Mosaic Program
1.34 10,000k 10/1/2006
65 Emil van Essen
Spread Trading Program
1.35 5,000k 12/1/2006
64 Covenant Capital Management
Aggressive Program
1.40 3,000k 2/1/2004
63 Mobius Asset Management
Energy Weighted Program
1.51 250k 1/1/2005
62 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
1.63 1,000k 1/1/2006
61 DUNN Capital Management
D'Best Futures Fund, L.P.
1.65 100k 6/1/1994
60 PRIM' Alternative Investment
PRIM Gold
1.66 10k 11/1/2005
59 Alee Capital Management, LLC
Poniente Program
1.70 2,500k 1/1/1999
58 Bluenose Capital Management, LLC
BNC BI
1.80 30k 10/1/2008
57 Superfund Group
Superfund Green Master
1.81 2,000k 5/1/2001
56 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
1.84 500k 8/1/2012
55 White River Group
Stock Index Option Writing Strategy
1.89 10k 11/1/2008
54 Witter & Lester, Inc.
Redstone
1.96 500k 9/1/1994
53 Superfund Group
Superfund Green Gold A (SPC)
2.00 5k 10/1/2005
52 Strategic Ag Trading
SAT GRAINS
2.05 100k 4/1/2002
51 Systematic Alpha Management
Systematic Alpha Futures Program
2.07 100k 6/1/2004
50 Drury Capital
Diversified Trend-Following Program
2.10 5,000k 5/1/1997
49 Quantum Leap Capital Management
Managed Account Program
2.14 300k 8/1/2006
48 Diamond Peak Capital LLC
Northstar (2x) program
2.21 250k 10/1/2008
47 Millburn Corporation
Multi-Markets Program
2.24 25,000k 10/1/2004
46 Gables Capital Management, Inc.
GCM Global FX
2.26 1,000k 1/1/2009
45 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
2.30 100k 1/1/2005
44 Millburn Corporation
Diversified Program
2.35 20,000k 2/1/1977
43 Endeavour Capital LLP
Endeavour Pembroke
2.35 2,000k 7/1/2007
42 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
2.36 250k 1/1/2009
41 Kinkopf Capital Management
KCM S&P (Proprietary)
2.40 100k 1/1/1999
40 LJM Partners
LJM Aggressive Strategy
2.43 500k 7/1/1998
39 Claughton Capital
Auto-Reactive Positioning
2.44 1,000k 10/1/2005
38 Superfund Group
Superfund Blue SPC Class A (Gold)
2.47 50k 12/1/2007
37 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
2.47 0k 11/1/1996
36 Xplor Capital Management, LLC
Global CTA Program
2.52 1,500k 7/1/2004
35 Superfund Group
Superfund Green Gold B (SPC)
2.53 50k 10/1/2005
34 DUNN Capital Management
DUNN Combined Fund (DCF)
2.61 100k 5/1/1989
33 LJM Partners
LJM Moderately Aggressive Strategy
2.74 500k 4/1/2003
32 AllMountain Capital AG
Mount Denali Global Trends
2.83 160k 7/1/2007
31 Purple Valley Capital, Inc.
Diversified Trend 1
2.88 100k 8/1/2008
30 Dendrich Ltd
QEP
2.93 50k 12/1/2005
29 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.07 100k 11/1/1984
28 Kottke Associates
Lark - Cattle Program
3.09 500k 2/1/2008
27 Superfund Group
Superfund Green Gold C (SPC)
3.16 100k 10/1/2005
26 Beryl Investment Group LLC
Nominal Discretionary System
3.21 50k 7/1/2007
25 ITB Capital Management, LLC
ITB Premium Fund I, LTD
3.34 1,000k 1/1/2006
24 ISAM
ISAM Systematic Trend Fund
3.48 1,000k 6/1/2001
23 Kottke Associates
Stockton Fundamental Ag
4.02 500k 1/1/2006
22 Warrington Asset Management
Warrington Strategic Program
4.06 50k 1/1/1997
21 Cypress Energy Capital Management, LP
Cypress Energy, LP
4.08 50k 7/1/2008
20 Kelly Angle Inc.
Genesis Program
4.09 2,000k 4/1/2000
19 Molinero Capital Management LLP
Global Markets Program
4.11 2,000k 7/1/2005
18 Clarke Capital Management
Jupiter
4.37 3,000k 5/1/2005
17 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
4.44 200k 1/1/2007
16 Strategic Ag Trading
Chatham
4.44 100k 1/1/2005
15 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.64 400k 1/1/1988
14 Arcanum Asset Management
Equity Index Option Program (Prop)
5.00 500k 7/1/2006
13 Ansbacher Investment Management
Market Neutral Put Skew Program
5.16 250k 1/1/1996
12 OptHedge Advisors LLC
Diversified Options & Futures Program
5.19 250k 10/1/2008
11 Range Wise
Investment Program
5.27 250k 2/1/1991
10 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
6.05 100k 3/1/2003
9 Novus Investments, LLC
Novus Precious Commodities
6.21 200k 1/1/2007
8 HiProb Trading Technology LLC
HiProb-I
6.40 5,000k 7/1/2008
7 Clarke Capital Management
FX Plus
6.50 1,000k 5/1/2004
6 White River Group
Diversified Option Writing Strategy
6.92 20k 11/1/2008
5 Paramount Capital Management LLC
Commodity Trading Program
7.49 100k 7/1/2008
4 Bluenose Capital Management, LLC
BNC EI
8.24 15k 7/1/2010
3 FRP CAPITAL LLC
FRP125+
11.23 125k 1/1/2010
2 ITB Capital Advisors LLC
ITB Time Value Trading Program
11.32 5,000k 1/1/2009
1 Rosetta Capital Management
Macro Program
28.11 50k 1/1/2009

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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