IASG CTA Index For April 2009

Monthly Rankings

Rank CTA/Program Apr 2009 Min Inv Inception
242 FRP CAPITAL LLC
FRP125+
-20.08 125k 1/1/2010
241 Superfund Group
Superfund Green Gold C (SPC)
-19.36 100k 10/1/2005
240 Superfund Group
Superfund Green Gold B (SPC)
-15.52 50k 10/1/2005
239 Hawksbill Capital Management
Global Diversified
-13.64 5,000k 11/1/1988
238 Superfund Group
Superfund Green Master
-13.59 2,000k 5/1/2001
237 Superfund Group
Superfund Green Gold A (SPC)
-11.75 5k 10/1/2005
236 Superfund Group
Superfund Green GCT USD
-11.34 15k 1/1/2000
235 Superfund Group
Superfund Green L.P. Series B
-10.83 5k 10/1/2002
234 Clarke Capital Management
Jupiter
-9.57 3,000k 5/1/2005
233 RAM Management Group
MRTP Aggressive
-9.56 1,000k 2/1/1998
232 Clarke Capital Management
Millennium
-8.99 1,000k 1/1/1998
231 Clarke Capital Management
FX Plus
-8.77 1,000k 5/1/2004
230 Briarwood Capital Management, Inc.
Diversified 2XL
-8.00 250k 11/1/2004
229 Schindler Capital Management, LLC
Dairy Advantage Program
-7.84 200k 8/1/2005
228 Superfund Group
Superfund Green Q-AG
-7.82 2k 3/1/1996
227 Rivoli Fund Management
Rivoli International Fund (MAP)
-7.68 5,000k 10/1/1996
226 Superfund Group
Superfund Green L.P. Series A
-6.92 5k 10/1/2002
225 Xplor Capital Management, LLC
Global CTA Program
-6.86 1,500k 7/1/2004
224 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-6.68 0k 11/1/1996
223 Kelly Angle Inc.
Genesis Program
-6.62 2,000k 4/1/2000
222 Molinero Capital Management LLP
Global Markets Program
-6.18 2,000k 7/1/2005
221 John Locke Investments
Cyril Systematic Program
-6.17 8,000k 7/1/2000
220 ISAM
ISAM Systematic Trend Fund
-5.90 1,000k 6/1/2001
219 Rosetta Capital Management
Macro Program
-5.88 50k 1/1/2009
218 Somers Brothers Capital
Diversified Futures Program #1
-5.78 100k 1/1/2005
217 Mulvaney Capital Management
The Mulvaney Global Markets Program
-5.51 100k 5/1/1999
216 Future Trade AG
Thales Swing Trading Programme
-5.03 250k 6/1/2007
215 Rivoli Fund Management
Rivoli International Fund (V9)
-5.00 5,000k 1/1/2002
214 Neural Capital Ltd
Sentinel Trading Program
-4.92 2,000k 1/1/2006
213 FORT LP
Fort Global Diversified
-4.89 2,000k 10/1/1993
212 Strategic Ag Trading
SAT HEARTLAND
-4.86 100k 12/1/2008
211 Pacific Capital Advisors
Vanguard Program
-4.85 100k 4/1/2007
210 Clarke Capital Management
Worldwide
-4.84 250k 1/1/1996
209 Parizek Capital
Futures Trading Program
-4.68 500k 4/1/2000
208 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.65 100k 11/1/1984
207 Dominion Capital
Sapphire Program
-4.52 3,000k 5/1/2005
206 AllMountain Capital AG
Mount Denali Global Trends
-4.42 160k 7/1/2007
205 Millburn Corporation
Multi-Markets Program
-4.41 25,000k 10/1/2004
204 Quality Capital Management
Global Diversified Programme
-4.34 10,000k 12/1/1995
203 Conquest Capital Group
Conquest Select
-4.33 250k 6/1/2004
202 Futures Truth Company, FTC-CTA
MS4
-4.26 250k 10/1/2007
201 Millburn Corporation
Diversified Program
-4.19 20,000k 2/1/1977
200 Emil van Essen
EvE Systematic Global Opportunities
-4.16 1,000k 9/1/2007
199 Keck Capital Management LLC
The Keck Program
-4.11 2,000k 12/1/2003
198 Ancile Capital Management
Global Markets Program
-4.10 2,000k 4/1/2005
197 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
-4.07 500k 8/1/2012
196 Manning & Napier
MN Xenon Managed Futures (2x) Program
-4.03 5,000k 6/1/2006
195 Paramount Capital Management LLC
Commodity Trading Program
-3.97 100k 7/1/2008
194 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-3.82 75k 6/1/2007
193 PRIM' Alternative Investment
PRIM Gold
-3.75 10k 11/1/2005
192 Eclipse Capital Management
Global Monetary
-3.63 5,000k 8/1/1990
191 Quantum Leap Capital Management
Managed Account Program
-3.54 300k 8/1/2006
190 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-3.46 1,000k 5/1/2006
189 Conquest Capital Group
Conquest Macro
-3.44 250k 5/1/1999
188 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.32 1,500k 4/1/2006
187 Briarwood Capital Management, Inc.
Diversified Trading Program
-3.25 3,000k 7/1/2001
186 Estlander & Partners
Alpha Trend II - Class P
-3.25 100k 12/1/2008
185 Estlander & Partners
Global XL
-3.22 5,000k 8/1/1991
184 Chesapeake Capital
Diversified (LV)
-3.13 100k 2/1/1988
183 Abraham Trading Company
Diversified Program
-3.12 10,000k 1/1/1988
182 Winton Capital Management
Diversified
-3.01 50,000k 10/1/1997
181 Welton Investment Partners
Welton Global
-2.99 10,000k 6/1/2004
180 Rabar Market Research
Diversified Program
-2.97 2,000k 1/1/1989
179 Spectrum Asset Management LLC
Global Diversified
-2.95 2,000k 1/1/2001
178 Beach Horizon LLP
Managed Account
-2.93 5,000k 5/1/2005
177 Romanesco Capital Management B.V
Persistence Program
-2.92 5,000k 9/1/2005
176 Superfund Group
Superfund Blue SPC Class A (Gold)
-2.88 50k 12/1/2007
175 RAM Management Group
RAM MRTP 1X-Conservative
-2.85 1,000k 9/1/1993
174 Drury Capital
Diversified Trend-Following Program
-2.72 5,000k 5/1/1997
173 EMC Capital Advisors, LLC
Classic
-2.70 5,000k 1/1/1985
172 Tactical Investment Management
Tactical Institutional Commodity Program
-2.65 10,000k 4/1/1993
171 Jaguar Investments Ltd
Vario Capital Strategy
-2.62 1,000k 5/1/2016
170 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.54 10,000k 1/1/1991
169 Auctos Capital Management
Auctos Global Diversified
-2.53 3,000k 11/1/2007
168 FORT LP
Fort Global Contrarian
-2.53 2,000k 10/1/2002
167 Altradis Capital AG
AlphAlgo
-2.48 100k 5/1/2007
166 Alee Capital Management, LLC
Poniente Program
-2.46 2,500k 1/1/1999
165 Lynx Asset Management AB
Lynx Program
-2.36 75k 5/1/2000
164 IKOS
IKOS FX Fund
-2.34 1,000k 3/1/2008
163 Gables Capital Management, Inc.
GCM Global FX
-2.33 1,000k 1/1/2009
162 Millburn Corporation
Commodity Program
-2.25 25,000k 3/1/2005
161 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.19 10,000k 10/1/1991
160 Amplitude Capital International Limited
Dynamic Strategy
-2.16 6/1/2005
159 Purple Valley Capital, Inc.
Diversified Trend 1
-2.06 100k 8/1/2008
158 Shield Plus LLC
Shield Plus Natural Gas
-2.01 50k 1/1/2004
157 Hyman Beck and Company
Global Portfolio
-1.98 1,000k 3/1/1991
156 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.97 1k 10/1/2006
155 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.97 10,000k 3/1/2006
154 Vergho Asset Management LLC
Kinematics
-1.95 1,000k 11/1/2008
153 Wavefront Global Asset Management
IMFC Global Investment Program
-1.84 2,000k 2/1/2007
152 Rho Asset Management
Rho Altius 1XL Program
-1.84 5,000k 11/1/2007
151 Mark J. Walsh Company
Standard Program
-1.81 2,000k 9/1/1985
150 Eckhardt Trading Company
Evolution Strategies
-1.79 20,000k 8/1/1991
149 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.72 500k 1/1/2006
148 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-1.68 5,000k 10/1/2007
147 Estlander & Partners
Global Markets
-1.61 10,000k 8/1/1999
146 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.57 100k 1/1/2000
145 Revolution Capital Management
Alpha Fund
-1.53 50k 1/1/2005
144 Tanyard Creek Capital
Livestock Program
-1.51 200k 6/1/2008
143 Revolution Capital Management
Alpha Program
-1.42 5,000k 6/1/2007
142 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-1.41 1,000k 10/1/2006
141 Manning & Napier
MN Xenon Global Fixed Income Program
-1.35 2,000k 8/1/2004
140 NuWave Investment Management, LLC
Combined Futures Portfolio
-1.32 5,000k 6/1/2001
139 NuWave Investment Management, LLC
NuWave Investment Partners LP
-1.31 250k 6/1/2001
138 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.23 1/1/1989
137 White Indian Trading Co.
STAIRS - Futures Program (Client)
-1.22 250k 10/1/2008
136 Mobius Asset Management
Energy Weighted Program
-1.22 250k 1/1/2005
135 Northfield Trading
Diversified
-1.20 2,000k 7/1/1989
134 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-1.16 100k 1/1/2005
133 KMJ Investments
KMJ Investments
-1.13 1,000k 8/1/1994
132 Mobius Asset Management
Diversified Program
-1.00 250k 3/1/2004
131 Estlander & Partners
Alpha Trend
-0.96 30,000k 10/1/1991
130 Mondiale Asset Management
Mondiale Trading Program
-0.82 0k 9/1/1997
129 Endeavour Capital LLP
Endeavour Pembroke
-0.80 2,000k 7/1/2007
128 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.73 1,000k 3/1/1998
127 Quantica Capital AG
Quantica Managed Futures
-0.71 5,000k 1/1/2005
126 Red Rock Capital, LLC
Systematic Global Macro
-0.63 500k 9/1/2003
125 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.59 10,000k 1/1/2007
124 Clarke Capital Management
Global Magnum
-0.56 100k 8/1/1997
123 Rhicon Currency Management
Rhicon Strategic Program
-0.50 500k 1/1/2004
122 Robinson-Langley Capital Management, LLC
Managed Account Program
-0.43 200k 1/1/2007
120 Cranwood Capital Management
Cranwood International Fund
-0.40 250k 4/1/2008
121 Cranwood Capital Management
Fixed Income Arbitrage Fund
-0.40 250k 4/1/2008
119 Ion Asset Architecture (Fund Program)
Ion Fund
-0.36 100k 11/1/2007
118 Ion Asset Architecture
Ion Fund Program
-0.36 10,000k 11/1/2007
117 Four Seasons Commodities Corp
Lone Star Program
-0.36 300k 1/1/2005
116 Four Seasons Commodities Corp
Hawkeye Spread Program
-0.33 500k 3/1/2005
115 Range Wise
Investment Program
-0.22 250k 2/1/1991
114 QQFund.com
Investment Program 1
-0.20 300k 9/1/2008
113 Southwest Managed Investments, LLC
Global Diversified
-0.13 200k 1/1/2002
112 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-0.08 200k 11/1/1999
111 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.05 10,000k 4/1/2003
110 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.03 1,000k 3/1/2003
109 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.02 5,000k 8/1/2000
100 Bluenose Capital Management, LLC
BNC EI
0.00 15k 7/1/2010
101 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
0.00 500k 4/1/2009
102 GLOBIVEST LLC
Alpha Program
0.00 50k 4/1/2009
103 Superfund Group
Superfund Green Gold L.P. Series A-1
0.00 5k 4/1/2009
104 Superfund Group
Superfund Green Gold L.P. Series B-1
0.00 5k 4/1/2009
105 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
106 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
107 Wavefront Global Asset Management
IMFC Global Concentrated
0.00 500k 4/1/2009
108 Acorn Global Investments Inc.
Acorn Diversified Program
0.00 10k 7/1/2005
99 Strategic Ag Trading
Chatham
0.03 100k 1/1/2005
98 Clarke Capital Management
Global Basic
0.03 50k 2/1/1996
97 Warrington Asset Management
Warrington Strategic Program
0.05 50k 1/1/1997
96 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
0.08 10,000k 2/1/2006
95 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.10 10,000k 8/1/2004
94 Greenwave Capital Management
Greenwave Flagship
0.11 10,000k 6/1/2008
93 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.14 10,000k 8/1/1999
92 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.16 1,000k 1/1/2005
91 Transtrend B.V.
DTP – Standard Risk (EUR)
0.16 10,000k 2/1/1999
90 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.18 10,000k 1/1/1995
89 Quantica Capital AG
Quantica Diversified FX
0.18 5,000k 3/1/2007
88 Saxon Investment Corporation
Diversified Program
0.19 3,000k 9/1/1988
87 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
0.25 750k 1/1/2009
86 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
0.29 10,000k 7/1/2008
85 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.33 10,000k 4/1/2004
84 Mobius Asset Management
Custom Trading Program
0.35 100k 1/1/2002
83 Saxon Investment Corporation
Aggressive Diversified Program
0.36 2,000k 11/1/1993
82 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.36 1,000k 1/1/1999
81 MERIT Alternative Investments GmbH
Futures Portfolio
0.37 2,000k 6/1/1998
80 John Locke Investments
JL Commodity Long Flat Program
0.49 5,000k 12/1/2007
79 Beam Bayesian Efficient Asset Management LLC
BOND&FX Client Composite
0.49 5,000k 3/1/2009
78 C-View Limited
Currency Managed Account Program
0.51 5,000k 10/1/1996
77 Superfund Group
Superfund Blue SPC Class A (EUR)
0.55 50k 4/1/2005
76 QCAM Currency Asset Management AG
QCAM v-Pro
0.58 1,000k 7/1/2007
75 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.60 1,000k 9/1/1997
74 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
0.71 4,000k 11/1/2008
73 Novus Investments, LLC
Novus Precious Commodities
0.72 200k 1/1/2007
72 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
0.78 1,500k 1/1/2009
71 Gladius Asset Management
Fulham Program
0.78 2,000k 1/1/2008
70 Tyche Capital Advisors LLC
TCA Energy Spreads
0.83 100k 8/1/2008
69 Alee Capital Management, LLC
Mistral Program
0.91 2,500k 1/1/1999
68 Witter & Lester, Inc.
Redstone
0.91 500k 9/1/1994
67 DUNN Capital Management
D'Best Futures Fund, L.P.
0.94 100k 6/1/1994
66 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
0.97 1,000k 1/1/2006
65 Crabel Capital Management
Crabel Multi-Product
1.06 1,000k 3/1/1998
64 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
1.12 5,000k 11/1/2012
63 DUNN Capital Management
DUNN Combined Fund (DCF)
1.18 100k 5/1/1989
62 Robust Methods LLC
Macro Managed Account
1.18 5,000k 1/1/2005
61 Dreiss Research Corporation
Diversified Program
1.23 1,000k 5/1/1991
60 HB Capital Management Inc.
Diversified Program
1.25 50k 3/1/2008
59 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.30 10,000k 1/1/2001
58 Alder Capital DAC
Alder Global 10
1.40 2,500k 10/1/2000
57 Typhon Capital Management, LLC
Plutus Grain Strategy
1.43 250k 4/1/2008
56 Emil van Essen
Spread Trading Program
1.47 5,000k 12/1/2006
55 Esulep LLC MAX
Esulep LLC MAX
1.51 500k 5/1/2008
54 Covenant Capital Management
Original Program
1.58 5,000k 9/1/1999
53 Crescent Bay Capital Management
Premium Stock Index Program
1.58 10k 10/1/2005
52 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
1.60 50k 10/1/2007
51 Bluenose Capital Management, LLC
BNC BI
1.75 30k 10/1/2008
50 Haar Capital Management
Discretionary Commodity Trading Program
1.84 250k 12/1/2005
49 White River Group
Stock Index Option Writing Strategy
1.89 10k 11/1/2008
48 Trigon Investment Advisors, LLC
Discretionary Macro Program
1.95 10,000k 8/1/2007
47 Beryl Investment Group LLC
Nominal Discretionary System
1.98 50k 7/1/2007
46 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
2.04 100k 3/1/2003
45 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.15 500k 12/1/2003
44 Blackwater Capital Management
Global Program
2.26 5,000k 7/1/2005
43 Systematic Alpha Management
Systematic Alpha Futures Program
2.26 100k 6/1/2004
42 M6 Capital Management LLC
Standard Program
2.28 300k 7/1/2005
41 Global AG LLC
Global Ag LLC
2.36 1,000k 12/1/2008
40 Ansbacher Investment Management
Market Neutral Put Skew Program
2.37 250k 1/1/1996
39 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
2.47 250k 1/1/2009
38 Claughton Capital
Auto-Reactive Positioning
2.59 1,000k 10/1/2005
37 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.74 1,000k 1/1/2006
36 Covenant Capital Management
Aggressive Program
2.82 3,000k 2/1/2004
35 Crabel Capital Management
WPD Crabel Futures Program
2.87 1,000k 7/1/2008
34 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
2.89 10,000k 2/1/2008
33 LJM Partners
LJM Preservation & Growth Strategy
3.26 250k 5/1/2006
32 Rosetta Capital Management
Rosetta Trading Program
3.29 100k 4/1/2000
31 Alder Capital DAC
Alder Global 20
3.40 2,500k 2/1/2001
30 Cypress Energy Capital Management, LP
Cypress Energy, LP
3.47 50k 7/1/2008
29 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
3.56 200k 1/1/2007
28 IKOS
The IKOS Hedge Fund
3.61 10,000k 7/1/1998
27 OptHedge Advisors LLC
Diversified Options & Futures Program
3.66 250k 10/1/2008
26 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.70 400k 1/1/1988
25 White River Group
Diversified Option Writing Strategy
3.86 20k 11/1/2008
24 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
4.03 3,000k 10/1/1992
23 Quantitative Investment Management
Quantitative Global Program
4.29 20,000k 10/1/2003
22 Kottke Associates
Lark - Cattle Program
4.50 500k 2/1/2008
21 Kottke Associates
Stockton Fundamental Ag
4.55 500k 1/1/2006
20 HPX Financial LLC
HPX Old School Program
4.75 200k 6/1/2006
19 Red Oak Commodity Advisors
Investment Program
4.84 5,000k 12/1/1989
18 Insignia Managed Capital
Medallion
5.32 50k 2/1/2009
17 LJM Partners
LJM Moderately Aggressive Strategy
5.76 500k 4/1/2003
16 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
5.87 2,000k 7/1/1992
15 Kinkopf Capital Management
KCM S&P (Proprietary)
6.11 100k 1/1/1999
14 Arcanum Asset Management
Equity Index Option Program (Prop)
6.33 500k 7/1/2006
13 Revolution Capital Management
Mosaic Program
6.48 10,000k 10/1/2006
12 Parizek Capital
Currency Program
6.73 1,000k 4/1/2006
11 Diamond Peak Capital LLC
Northstar (2x) program
7.78 250k 10/1/2008
10 Rhicon Currency Management
Rhicon Systematic Currency Program
8.37 3,000k 1/1/2004
9 Strategic Ag Trading
SAT GRAINS
8.90 100k 4/1/2002
8 LJM Partners
LJM Aggressive Strategy
9.37 500k 7/1/1998
7 HiProb Trading Technology LLC
HiProb-I
9.60 5,000k 7/1/2008
6 Heyden & Steindl GmbH
TOMAC2
10.05 5,000k 3/1/2003
5 Di Tomasso Group Inc.
Equilibrium Program
11.19 5,000k 1/1/2002
4 ITB Capital Advisors LLC
ITB Time Value Trading Program
11.34 5,000k 1/1/2009
3 Non Correlated Capital
Positive Theta Program
13.35 250k 10/1/2007
2 Non Correlated Capital
Positive Theta Fund
16.89 50k 10/1/2007
1 Dendrich Ltd
QEP
17.94 50k 12/1/2005

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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