IASG CTA Index For March 2009

Monthly Rankings

Rank CTA/Program Mar 2009 Min Inv Inception
237 Clarke Capital Management
Jupiter
-21.44 3,000k 5/1/2005
236 Clarke Capital Management
Millennium
-21.15 1,000k 1/1/1998
235 Dendrich Ltd
QEP
-20.63 50k 12/1/2005
234 Clarke Capital Management
FX Plus
-18.96 1,000k 5/1/2004
233 Paramount Capital Management LLC
Commodity Trading Program
-18.66 100k 7/1/2008
232 Parizek Capital
Futures Trading Program
-11.24 500k 4/1/2000
231 Novus Investments, LLC
Novus Precious Commodities
-9.57 200k 1/1/2007
230 Hawksbill Capital Management
Global Diversified
-9.51 5,000k 11/1/1988
229 Kelly Angle Inc.
Genesis Program
-9.16 2,000k 4/1/2000
228 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-9.07 100k 1/1/2000
227 Revolution Capital Management
Mosaic Program
-8.44 10,000k 10/1/2006
226 Tactical Investment Management
Tactical Institutional Commodity Program
-8.39 10,000k 4/1/1993
225 DUNN Capital Management
D'Best Futures Fund, L.P.
-8.37 100k 6/1/1994
224 Blackwater Capital Management
Global Program
-8.06 5,000k 7/1/2005
223 Estlander & Partners
Alpha Trend II - Class P
-8.03 100k 12/1/2008
222 Alee Capital Management, LLC
Poniente Program
-7.64 2,500k 1/1/1999
221 Superfund Group
Superfund Green Gold C (SPC)
-7.47 100k 10/1/2005
220 Crescent Bay Capital Management
Premium Stock Index Program
-7.33 10k 10/1/2005
219 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-7.19 100k 1/1/2005
218 Manning & Napier
MN Xenon Managed Futures (2x) Program
-6.91 5,000k 6/1/2006
217 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.73 100k 5/1/1989
216 John Locke Investments
Cyril Systematic Program
-6.67 8,000k 7/1/2000
215 Superfund Group
Superfund Green Master
-6.65 2,000k 5/1/2001
214 Future Trade AG
Thales Swing Trading Programme
-6.64 250k 6/1/2007
213 EMC Capital Advisors, LLC
Classic
-6.60 5,000k 1/1/1985
212 Neural Capital Ltd
Sentinel Trading Program
-6.51 2,000k 1/1/2006
211 Superfund Group
Superfund Blue SPC Class A (Gold)
-6.43 50k 12/1/2007
210 Purple Valley Capital, Inc.
Diversified Trend 1
-6.39 100k 8/1/2008
209 Alee Capital Management, LLC
Mistral Program
-6.39 2,500k 1/1/1999
208 Superfund Group
Superfund Green Gold B (SPC)
-6.30 50k 10/1/2005
207 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-6.19 0k 11/1/1996
206 Amplitude Capital International Limited
Dynamic Strategy
-6.17 6/1/2005
205 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-6.14 200k 11/1/1999
204 Clarke Capital Management
Worldwide
-6.02 250k 1/1/1996
203 Eclipse Capital Management
Global Monetary
-5.59 5,000k 8/1/1990
202 Robinson-Langley Capital Management, LLC
Managed Account Program
-5.36 200k 1/1/2007
201 FRP CAPITAL LLC
FRP125+
-5.36 125k 1/1/2010
200 RAM Management Group
MRTP Aggressive
-5.32 1,000k 2/1/1998
199 Covenant Capital Management
Aggressive Program
-5.13 3,000k 2/1/2004
198 Superfund Group
Superfund Green Gold A (SPC)
-5.11 5k 10/1/2005
197 Quality Capital Management
Global Diversified Programme
-4.63 10,000k 12/1/1995
196 Millburn Corporation
Diversified Program
-4.53 20,000k 2/1/1977
195 Rivoli Fund Management
Rivoli International Fund (MAP)
-4.51 5,000k 10/1/1996
194 Superfund Group
Superfund Green L.P. Series B
-4.49 5k 10/1/2002
193 Ansbacher Investment Management
Market Neutral Put Skew Program
-4.49 250k 1/1/1996
192 Millburn Corporation
Multi-Markets Program
-4.42 25,000k 10/1/2004
191 Altradis Capital AG
AlphAlgo
-4.18 100k 5/1/2007
190 Millburn Corporation
Commodity Program
-4.11 25,000k 3/1/2005
189 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-4.11 1,000k 10/1/2006
188 Estlander & Partners
Global XL
-4.06 5,000k 8/1/1991
187 ITB Capital Advisors LLC
ITB Time Value Trading Program
-3.96 5,000k 1/1/2009
186 Xplor Capital Management, LLC
Global CTA Program
-3.95 1,500k 7/1/2004
185 Superfund Group
Superfund Green GCT USD
-3.94 15k 1/1/2000
184 Beach Horizon LLP
Managed Account
-3.73 5,000k 5/1/2005
183 Drury Capital
Diversified Trend-Following Program
-3.64 5,000k 5/1/1997
182 Wavefront Global Asset Management
IMFC Global Investment Program
-3.63 2,000k 2/1/2007
181 Keck Capital Management LLC
The Keck Program
-3.60 2,000k 12/1/2003
180 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.50 10,000k 8/1/2004
179 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.47 1k 10/1/2006
178 Hyman Beck and Company
Global Portfolio
-3.46 1,000k 3/1/1991
177 Somers Brothers Capital
Diversified Futures Program #1
-3.45 100k 1/1/2005
176 Claughton Capital
Auto-Reactive Positioning
-3.43 1,000k 10/1/2005
175 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.41 10,000k 8/1/1999
174 Mulvaney Capital Management
The Mulvaney Global Markets Program
-3.36 100k 5/1/1999
173 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.34 10,000k 1/1/1995
172 Romanesco Capital Management B.V
Persistence Program
-3.25 5,000k 9/1/2005
171 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-3.11 75k 6/1/2007
170 LJM Partners
LJM Aggressive Strategy
-3.09 500k 7/1/1998
169 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-3.05 100k 11/1/1984
168 ISAM
ISAM Systematic Trend Fund
-3.03 1,000k 6/1/2001
167 Conquest Capital Group
Conquest Select
-3.03 250k 6/1/2004
166 Range Wise
Investment Program
-3.00 250k 2/1/1991
165 Gladius Asset Management
Fulham Program
-2.92 2,000k 1/1/2008
164 Conquest Capital Group
Conquest Macro
-2.90 250k 5/1/1999
163 Rivoli Fund Management
Rivoli International Fund (V9)
-2.88 5,000k 1/1/2002
162 Covenant Capital Management
Original Program
-2.86 5,000k 9/1/1999
161 White Indian Trading Co.
STAIRS - Futures Program (Client)
-2.72 250k 10/1/2008
160 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-2.70 10,000k 4/1/2004
159 Typhon Capital Management, LLC
Plutus Grain Strategy
-2.68 250k 4/1/2008
158 Rosetta Capital Management
Rosetta Trading Program
-2.59 100k 4/1/2000
157 Strategic Ag Trading
SAT GRAINS
-2.59 100k 4/1/2002
156 Rho Asset Management
Rho Altius 1XL Program
-2.59 5,000k 11/1/2007
155 Rotella Capital Management
Rotella Orion (Short-Term) Program
-2.57 10,000k 3/1/2006
154 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
-2.56 50k 10/1/2007
153 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-2.55 1/1/1989
152 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.52 10,000k 1/1/1991
151 LJM Partners
LJM Preservation & Growth Strategy
-2.52 250k 5/1/2006
150 Estlander & Partners
Alpha Trend
-2.49 30,000k 10/1/1991
149 LJM Partners
LJM Moderately Aggressive Strategy
-2.44 500k 4/1/2003
148 Superfund Group
Superfund Green Q-AG
-2.42 2k 3/1/1996
147 PRIM' Alternative Investment
PRIM Gold
-2.41 10k 11/1/2005
146 Lynx Asset Management AB
Lynx Program
-2.40 75k 5/1/2000
145 Red Rock Capital, LLC
Systematic Global Macro
-2.37 500k 9/1/2003
144 Superfund Group
Superfund Green L.P. Series A
-2.33 5k 10/1/2002
143 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.32 10,000k 2/1/1999
142 Quantitative Investment Management
Quantitative Global Program
-2.29 20,000k 10/1/2003
141 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.27 1,500k 4/1/2006
140 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-2.07 1,000k 3/1/1998
139 Estlander & Partners
Global Markets
-2.01 10,000k 8/1/1999
138 Southwest Managed Investments, LLC
Global Diversified
-1.96 200k 1/1/2002
137 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-1.96 4,000k 11/1/2008
136 Manning & Napier
MN Xenon Global Fixed Income Program
-1.82 2,000k 8/1/2004
135 Abraham Trading Company
Diversified Program
-1.82 10,000k 1/1/1988
134 RAM Management Group
RAM MRTP 1X-Conservative
-1.77 1,000k 9/1/1993
133 Shield Plus LLC
Shield Plus Natural Gas
-1.76 50k 1/1/2004
132 Quantica Capital AG
Quantica Diversified FX
-1.68 5,000k 3/1/2007
131 Molinero Capital Management LLP
Global Markets Program
-1.67 2,000k 7/1/2005
130 Dreiss Research Corporation
Diversified Program
-1.65 1,000k 5/1/1991
129 Winton Capital Management
Diversified
-1.64 50,000k 10/1/1997
128 Rabar Market Research
Diversified Program
-1.63 2,000k 1/1/1989
126 Cranwood Capital Management
Cranwood International Fund
-1.55 250k 4/1/2008
127 Cranwood Capital Management
Fixed Income Arbitrage Fund
-1.55 250k 4/1/2008
125 Clarke Capital Management
Global Magnum
-1.55 100k 8/1/1997
124 Mobius Asset Management
Custom Trading Program
-1.48 100k 1/1/2002
123 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-1.46 10,000k 2/1/2006
122 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.43 1,000k 9/1/1997
121 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-1.40 5,000k 10/1/2007
120 MERIT Alternative Investments GmbH
Futures Portfolio
-1.28 2,000k 6/1/1998
119 Revolution Capital Management
Alpha Program
-1.26 5,000k 6/1/2007
118 Heyden & Steindl GmbH
TOMAC2
-1.15 5,000k 3/1/2003
117 Mobius Asset Management
Energy Weighted Program
-1.11 250k 1/1/2005
116 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-1.10 200k 1/1/2007
115 Strategic Ag Trading
Chatham
-1.07 100k 1/1/2005
114 C-View Limited
Currency Managed Account Program
-1.06 5,000k 10/1/1996
113 Chesapeake Capital
Diversified (LV)
-1.04 100k 2/1/1988
112 Spectrum Asset Management LLC
Global Diversified
-1.01 2,000k 1/1/2001
111 Arcanum Asset Management
Equity Index Option Program (Prop)
-1.00 500k 7/1/2006
110 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-0.92 1,000k 1/1/2006
109 Northfield Trading
Diversified
-0.90 2,000k 7/1/1989
108 Welton Investment Partners
Welton Global
-0.87 10,000k 6/1/2004
107 Futures Truth Company, FTC-CTA
MS4
-0.80 250k 10/1/2007
106 Mark J. Walsh Company
Standard Program
-0.78 2,000k 9/1/1985
105 Saxon Investment Corporation
Aggressive Diversified Program
-0.75 2,000k 11/1/1993
104 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-0.63 500k 12/1/2003
103 Emil van Essen
EvE Systematic Global Opportunities
-0.63 1,000k 9/1/2007
102 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
-0.60 250k 1/1/2009
101 Clarke Capital Management
Global Basic
-0.57 50k 2/1/1996
100 Rosetta Capital Management
Macro Program
-0.50 50k 1/1/2009
99 Revolution Capital Management
Alpha Fund
-0.49 50k 1/1/2005
98 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-0.49 1,000k 1/1/2005
97 Diamond Peak Capital LLC
Northstar (2x) program
-0.44 250k 10/1/2008
96 Briarwood Capital Management, Inc.
Diversified 2XL
-0.44 250k 11/1/2004
95 Saxon Investment Corporation
Diversified Program
-0.42 3,000k 9/1/1988
94 Dominion Capital
Sapphire Program
-0.40 3,000k 5/1/2005
93 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-0.38 5,000k 11/1/2012
92 Rhicon Currency Management
Rhicon Strategic Program
-0.34 500k 1/1/2004
91 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.31 5,000k 8/1/2000
90 Kottke Associates
Lark - Cattle Program
-0.26 500k 2/1/2008
89 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
-0.24 10,000k 7/1/2008
88 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.24 50k 4/1/2005
87 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.24 1,000k 1/1/2006
86 QQFund.com
Investment Program 1
-0.21 300k 9/1/2008
85 Greenwave Capital Management
Greenwave Flagship
-0.18 10,000k 6/1/2008
84 Global AG LLC
Global Ag LLC
-0.16 1,000k 12/1/2008
83 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.09 3,000k 7/1/2001
82 Crabel Capital Management
Crabel Multi-Product
-0.02 1,000k 3/1/1998
78 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
79 Beam Bayesian Efficient Asset Management LLC
BOND&FX Client Composite
0.00 5,000k 3/1/2009
80 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
81 Acorn Global Investments Inc.
Acorn Diversified Program
0.00 10k 7/1/2005
77 Warrington Asset Management
Warrington Strategic Program
0.07 50k 1/1/1997
76 Quantum Leap Capital Management
Managed Account Program
0.14 300k 8/1/2006
75 KMJ Investments
KMJ Investments
0.15 1,000k 8/1/1994
74 Red Oak Commodity Advisors
Investment Program
0.18 5,000k 12/1/1989
73 M6 Capital Management LLC
Standard Program
0.20 300k 7/1/2005
72 Systematic Alpha Management
Systematic Alpha Futures Program
0.21 100k 6/1/2004
71 NuWave Investment Management, LLC
Combined Futures Portfolio
0.21 5,000k 6/1/2001
70 Ion Asset Architecture (Fund Program)
Ion Fund
0.24 100k 11/1/2007
69 Ion Asset Architecture
Ion Fund Program
0.24 10,000k 11/1/2007
68 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.25 250k 6/1/2001
67 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.25 1,000k 3/1/2003
66 Auctos Capital Management
Auctos Global Diversified
0.26 3,000k 11/1/2007
65 Haar Capital Management
Discretionary Commodity Trading Program
0.30 250k 12/1/2005
64 Mobius Asset Management
Diversified Program
0.30 250k 3/1/2004
63 Four Seasons Commodities Corp
Hawkeye Spread Program
0.34 500k 3/1/2005
62 White River Group
Stock Index Option Writing Strategy
0.46 10k 11/1/2008
61 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
0.47 1,500k 1/1/2009
60 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.50 10,000k 1/1/2007
59 Kinkopf Capital Management
KCM S&P (Proprietary)
0.51 100k 1/1/1999
58 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.53 10,000k 4/1/2003
57 Pacific Capital Advisors
Vanguard Program
0.54 100k 4/1/2007
56 Kottke Associates
Stockton Fundamental Ag
0.56 500k 1/1/2006
55 IKOS
IKOS FX Fund
0.61 1,000k 3/1/2008
54 John Locke Investments
JL Commodity Long Flat Program
0.63 5,000k 12/1/2007
53 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.67 500k 1/1/2006
52 FORT LP
Fort Global Diversified
0.69 2,000k 10/1/1993
51 QCAM Currency Asset Management AG
QCAM v-Pro
0.75 1,000k 7/1/2007
50 Eckhardt Trading Company
Evolution Strategies
0.86 20,000k 8/1/1991
49 HPX Financial LLC
HPX Old School Program
0.88 200k 6/1/2006
48 Quantica Capital AG
Quantica Managed Futures
0.93 5,000k 1/1/2005
47 Jaguar Investments Ltd
Vario Capital Strategy
0.95 1,000k 5/1/2016
46 Eckhardt Trading Company
Evolution Strategies 1.2X
1.01 10,000k 10/1/1991
45 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
1.19 750k 1/1/2009
44 Mondiale Asset Management
Mondiale Trading Program
1.24 0k 9/1/1997
43 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.26 10,000k 1/1/2001
42 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
1.39 500k 8/1/2012
41 Alder Capital DAC
Alder Global 10
1.40 2,500k 10/1/2000
40 Trigon Investment Advisors, LLC
Discretionary Macro Program
1.41 10,000k 8/1/2007
39 HB Capital Management Inc.
Diversified Program
1.42 50k 3/1/2008
38 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.48 1,000k 5/1/2006
37 Four Seasons Commodities Corp
Lone Star Program
1.50 300k 1/1/2005
36 Vergho Asset Management LLC
Kinematics
1.54 1,000k 11/1/2008
35 Robust Methods LLC
Macro Managed Account
1.60 5,000k 1/1/2005
34 Esulep LLC MAX
Esulep LLC MAX
1.65 500k 5/1/2008
33 AllMountain Capital AG
Mount Denali Global Trends
1.70 160k 7/1/2007
32 Endeavour Capital LLP
Endeavour Pembroke
1.84 2,000k 7/1/2007
31 Witter & Lester, Inc.
Redstone
2.06 500k 9/1/1994
30 Parizek Capital
Currency Program
2.14 1,000k 4/1/2006
29 Strategic Ag Trading
SAT HEARTLAND
2.19 100k 12/1/2008
28 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
2.42 100k 3/1/2003
27 IKOS
The IKOS Hedge Fund
2.44 10,000k 7/1/1998
26 Alder Capital DAC
Alder Global 20
2.50 2,500k 2/1/2001
25 Beryl Investment Group LLC
Nominal Discretionary System
2.66 50k 7/1/2007
24 Bluenose Capital Management, LLC
BNC BI
2.79 30k 10/1/2008
23 Ancile Capital Management
Global Markets Program
2.90 2,000k 4/1/2005
22 Bluenose Capital Management, LLC
BNC EI
2.92 15k 7/1/2010
21 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
3.07 10,000k 2/1/2008
20 Tanyard Creek Capital
Livestock Program
3.15 200k 6/1/2008
19 FORT LP
Fort Global Contrarian
3.15 2,000k 10/1/2002
18 Gables Capital Management, Inc.
GCM Global FX
3.61 1,000k 1/1/2009
17 Non Correlated Capital
Positive Theta Program
3.97 250k 10/1/2007
16 HiProb Trading Technology LLC
HiProb-I
4.10 5,000k 7/1/2008
15 OptHedge Advisors LLC
Diversified Options & Futures Program
4.29 250k 10/1/2008
14 Crabel Capital Management
WPD Crabel Futures Program
4.57 1,000k 7/1/2008
13 Capricorn Strategies Limited
Capricorn fxST (Lev1)
4.98 1,000k 1/1/1999
12 Rhicon Currency Management
Rhicon Systematic Currency Program
5.11 3,000k 1/1/2004
11 Non Correlated Capital
Positive Theta Fund
5.18 50k 10/1/2007
10 Tyche Capital Advisors LLC
TCA Energy Spreads
5.66 100k 8/1/2008
9 Cypress Energy Capital Management, LP
Cypress Energy, LP
5.97 50k 7/1/2008
8 Di Tomasso Group Inc.
Equilibrium Program
6.02 5,000k 1/1/2002
7 Emil van Essen
Spread Trading Program
6.06 5,000k 12/1/2006
6 White River Group
Diversified Option Writing Strategy
6.48 20k 11/1/2008
5 Insignia Managed Capital
Medallion
7.66 50k 2/1/2009
4 Witter & Lester, Inc.
Stock Index Futures Trading Program
11.07 400k 1/1/1988
3 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
11.68 3,000k 10/1/1992
2 Schindler Capital Management, LLC
Dairy Advantage Program
16.32 200k 8/1/2005
1 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
18.51 2,000k 7/1/1992

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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