IASG CTA Index For May 2009 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program May 2009 Min Inv Inception 244 Insignia Managed Capital Medallion -24.14 50k 2/1/2009 243 Superfund Group Superfund Green Master -23.29 2,000k 5/1/2001 242 Superfund Group Superfund Green L.P. Series B -19.31 5k 10/1/2002 241 Superfund Group Superfund Green Gold C (SPC) -18.74 100k 10/1/2005 240 Superfund Group Superfund Green GCT USD -18.28 15k 1/1/2000 239 White Indian Trading Co. STAIRS - Futures Program (Client) -14.28 250k 10/1/2008 238 Superfund Group Superfund Green L.P. Series A -12.03 5k 10/1/2002 237 Superfund Group Superfund Green Q-AG -11.88 2k 3/1/1996 236 Superfund Group Superfund Green Gold B (SPC) -11.69 50k 10/1/2005 235 Rosetta Capital Management Macro Program -11.42 50k 1/1/2009 234 Non Correlated Capital Positive Theta Fund -9.65 50k 10/1/2007 233 NuWave Investment Management, LLC NuWave Investment Partners LP -8.74 250k 6/1/2001 232 NuWave Investment Management, LLC Combined Futures Portfolio -8.74 5,000k 6/1/2001 231 Clarke Capital Management Global Basic -7.92 50k 2/1/1996 230 Non Correlated Capital Positive Theta Program -7.88 250k 10/1/2007 229 Third Street Ag Investments, LLC Fundamental Discretionary Ag -7.37 500k 8/1/2012 228 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -6.69 0k 11/1/1996 227 AllMountain Capital AG Mount Denali Global Trends -6.60 160k 7/1/2007 226 Rosetta Capital Management Rosetta Trading Program -6.07 100k 4/1/2000 225 Kinkopf Capital Management KCM S&P (Proprietary) -5.26 100k 1/1/1999 224 Emil van Essen EvE Systematic Global Opportunities -4.95 1,000k 9/1/2007 223 Superfund Group Superfund Green Gold A (SPC) -4.79 5k 10/1/2005 222 Millburn Corporation Commodity Program -4.23 25,000k 3/1/2005 221 Liberty Funds Group, Inc Liberty Diversified Option Strategy -3.80 750k 1/1/2009 220 Witter & Lester, Inc. Stock Index Futures Trading Program -3.59 400k 1/1/1988 219 Clarke Capital Management Global Magnum -3.56 100k 8/1/1997 218 Ancile Capital Management Global Markets Program -3.54 2,000k 4/1/2005 217 Manning & Napier MN Xenon Managed Futures (2x) Program -3.44 5,000k 6/1/2006 216 Millburn Corporation Diversified Program -3.31 20,000k 2/1/1977 215 Molinero Capital Management LLP Global Markets Program -3.30 2,000k 7/1/2005 214 Chesapeake Capital Diversified (LV) -3.12 100k 2/1/1988 213 Cypress Energy Capital Management, LP Cypress Energy, LP -2.99 50k 7/1/2008 212 Wavefront Global Asset Management IMFC Global Investment Program -2.95 2,000k 2/1/2007 211 Auctos Capital Management Auctos Global Diversified -2.89 3,000k 11/1/2007 210 HB Capital Management Inc. Diversified Program -2.80 50k 3/1/2008 209 Spectrum Asset Management LLC Global Diversified -2.78 2,000k 1/1/2001 208 Red Rock Capital, LLC Systematic Global Macro -2.27 500k 9/1/2003 207 Millburn Corporation Multi-Markets Program -2.16 25,000k 10/1/2004 206 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -2.13 75k 6/1/2007 205 Winton Capital Management Diversified -2.03 50,000k 10/1/1997 204 Dreiss Research Corporation Diversified Program -1.94 1,000k 5/1/1991 203 Emil van Essen Spread Trading Program -1.93 5,000k 12/1/2006 202 Jaguar Investments Ltd Vario Capital Strategy -1.65 1,000k 5/1/2016 201 Cambridge Strategy Asset Management LTD Asian Markets Alpha Program -1.64 10,000k 2/1/2006 200 QCAM Currency Asset Management AG QCAM v-Pro -1.57 1,000k 7/1/2007 199 Wimmer Horizon LLP Managed Account -1.43 5,000k 5/1/2005 198 Mulvaney Capital Management The Mulvaney Global Markets Fund -1.30 100k 5/1/1999 197 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -1.29 100k 1/1/2005 196 Quantum Leap Capital Management Managed Account Program -1.26 300k 8/1/2006 195 Revolution Capital Management Alpha Program -1.18 5,000k 6/1/2007 194 Rhicon Currency Management Rhicon Systematic Currency Program -1.12 3,000k 1/1/2004 193 Manning & Napier MN Xenon Global Fixed Income Program -1.10 2,000k 8/1/2004 192 DUNN Capital Management World Monetary and Agriculture Program (WMA) -1.08 100k 11/1/1984 191 Strategic Ag Trading Chatham -0.96 100k 1/1/2005 190 Revolution Capital Management Alpha Fund -0.88 50k 1/1/2005 189 HiProb Trading Technology LLC HiProb-I -0.80 5,000k 7/1/2008 188 Xplor Capital Management, LLC Global CTA Program -0.70 1,500k 7/1/2004 187 Witter & Lester, Inc. Redstone -0.63 500k 9/1/1994 186 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -0.59 1,000k 5/1/2006 185 Diamond Peak Capital LLC Northstar (2x) program -0.58 250k 10/1/2008 184 Auspice Capital Advisors Ltd Auspice Diversified Program -0.58 1,500k 4/1/2006 183 FORT LP Fort Global Diversified -0.55 2,000k 10/1/1993 182 Northfield Trading Diversified -0.30 2,000k 7/1/1989 181 QQFund.com Investment Program 1 -0.20 500k 9/1/2008 180 FORT LP Fort Global Contrarian -0.18 2,000k 10/1/2002 179 Keck Capital Management LLC The Keck Program -0.16 2,000k 12/1/2003 178 Quantmetrics Capital Management LLP Premier 12V Strategy -0.10 10,000k 4/1/2003 177 Greenwave Capital Management Greenwave Flagship -0.05 10,000k 6/1/2008 176 Greenwave Capital Management Greenwave Flaghship (Futures Only) -0.02 10,000k 7/1/2008 169 White Indian Trading Co. STAIRS (Client) 0.00 250k 5/1/2009 170 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 171 Cambridge Strategy Asset Management LTD Apollo Absolute Return Strategy 0.00 10,000k 5/1/2009 172 Cranwood Capital Management Fixed Income Arbitrage Fund 0.00 250k 4/1/2008 173 Acorn Global Investments Inc. Acorn Diversified Program 0.00 10k 7/1/2005 174 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 175 Cranwood Capital Management Cranwood International Fund 0.00 250k 4/1/2008 168 Beam Bayesian Efficient Asset Management LLC BOND&FX Client Composite 0.03 5,000k 3/1/2009 167 Gables Capital Management, Inc. GCM Global FX 0.05 1,000k 1/1/2009 166 Global Domain Partners, LLC Global Domain Vector Fund - Series A 0.10 500k 1/1/2006 165 Wavefront Global Asset Management IMFC Global Concentrated 0.18 500k 4/1/2009 164 C-View Limited Currency Managed Account Program 0.21 5,000k 10/1/1996 163 Alder Capital DAC Alder Global 10 0.30 250k 10/1/2000 162 Superfund Group Superfund Blue SPC Class A (EUR) 0.31 50k 4/1/2005 161 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 0.32 500k 4/1/2009 160 Tanyard Creek Capital Livestock Program 0.32 200k 6/1/2008 159 Ion Asset Architecture (Fund Program) Ion Fund 0.33 100k 11/1/2007 158 Ion Asset Architecture Ion Fund Program 0.33 10,000k 11/1/2007 157 Endeavour Capital LLP Endeavour Pembroke 0.42 2,000k 7/1/2007 156 Quantmetrics Capital Management LLP Directional 10V Strategy 0.46 10,000k 1/1/2007 155 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 0.47 200k 1/1/2007 154 KMJ Investments KMJ Investments 0.48 1,000k 8/1/1994 153 EMC Capital Advisors, LLC Classic 0.50 5,000k 1/1/1985 152 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.59 1,000k 1/1/2005 151 Systematic Alpha Management Systematic Alpha Futures Program 0.59 100k 6/1/2004 150 ITB Capital Management, LLC ITB Premium Fund I, LTD 0.60 1,000k 1/1/2006 149 Alder Capital DAC Alder Global 20 0.60 2,500k 2/1/2001 148 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 0.65 50k 10/1/2007 147 Strategic Ag Trading SAT HEARTLAND 0.69 100k 12/1/2008 146 Transtrend B.V. DTP – Standard Risk (EUR) 0.78 10,000k 2/1/1999 145 Bluenose Capital Management, LLC BNC BI 0.84 30k 10/1/2008 144 Cambridge Strategy Asset Management LTD Extended Markets Alpha Program 0.84 10,000k 4/1/2004 143 M6 Capital Management LLC Standard Program 0.94 300k 7/1/2005 142 Quantica Capital AG Quantica Diversified FX 0.95 5,000k 3/1/2007 141 Rotella Capital Management Rotella Orion (Short-Term) Program 0.97 10,000k 3/1/2006 140 Cambridge Strategy Asset Management LTD Emerging Markets Alpha Programme 1.07 10,000k 2/1/2008 139 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.09 10,000k 8/1/2004 138 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.20 10,000k 8/1/1999 137 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.23 1,000k 3/1/2003 136 Transtrend B.V. DTP – Enhanced Risk (USD) 1.28 10,000k 1/1/1995 135 Crescent Bay Capital Management Premium Stock Index Program 1.31 10k 10/1/2005 134 ITB Capital Advisors LLC ITB Time Value Trading Program 1.38 5,000k 1/1/2009 133 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) 1.41 250k 1/1/2009 132 Range Wise Investment Program 1.43 250k 2/1/1991 131 Kottke Associates Lark - Cattle Program 1.45 500k 2/1/2008 130 Esulep LLC MAX Esulep LLC MAX 1.48 500k 5/1/2008 129 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 1.50 1,000k 1/1/2006 128 Rotella Capital Management Rotella Polaris Program (Diversified) 1.74 10,000k 1/1/1991 127 White River Group Stock Index Option Writing Strategy 1.75 10k 11/1/2008 126 Crabel Capital Management WPD Crabel Futures Program 1.80 1,000k 7/1/2008 125 Drury Capital Diversified Trend-Following Program 1.82 5,000k 5/1/1997 124 Lynx Asset Management AB Lynx Program 1.82 75k 5/1/2000 123 Ansbacher Investment Management Market Neutral Put Skew Program 1.84 250k 1/1/1996 122 Capricorn Strategies Limited Capricorn fxST (Lev1) 1.85 1,000k 1/1/1999 121 Mobius Asset Management Energy Weighted Program 1.87 250k 1/1/2005 120 Paskewitz Asset Management LLC Contrarian S&P Stock Index 1.87 500k 12/1/2003 119 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.87 1,000k 3/1/1998 118 Rhicon Currency Management Rhicon Strategic Program 1.87 500k 1/1/2004 117 Four Seasons Commodities Corp Hawkeye Spread Program 1.94 500k 3/1/2005 116 Beryl Investment Group LLC Nominal Discretionary System 1.95 50k 7/1/2007 115 LJM Partners LJM Preservation & Growth Strategy 1.99 250k 5/1/2006 114 Crabel Capital Management Crabel Multi-Product 2.02 1,000k 3/1/1998 113 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.05 1k 10/1/2006 112 Tyche Capital Advisors LLC TCA Energy Spreads 2.06 100k 8/1/2008 111 Kottke Associates Stockton Fundamental Ag 2.08 500k 1/1/2006 110 Mobius Asset Management Diversified Program 2.16 250k 3/1/2004 109 Rho Asset Management Rho Altius 1XL Program 2.16 5,000k 11/1/2007 108 Shield Plus LLC Shield Plus Natural Gas 2.18 50k 1/1/2004 107 Rabar Market Research Diversified Program 2.24 2,000k 1/1/1989 106 Quantica Capital AG Quantica Managed Futures 2.26 5,000k 1/1/2005 105 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 2.29 1,500k 1/1/2009 104 Strategic Ag Trading SAT GRAINS 2.36 100k 4/1/2002 103 White River Group Diversified Option Writing Strategy 2.63 20k 11/1/2008 102 W.G. Wealth Guardian Ltd. SAFI2 Program 2.64 1,000k 9/1/1997 101 Warrington Asset Management Warrington Strategic Program 2.67 50k 1/1/1997 100 Mobius Asset Management Custom Trading Program 2.73 100k 1/1/2002 99 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 2.76 4,000k 11/1/2008 98 MERIT Alternative Investments GmbH Futures Portfolio 2.79 2,000k 6/1/1998 97 Sunrise Capital Partners Sunrise Expanded Diversified Program 2.86 1/1/1989 96 Rivoli Fund Management Rivoli International Fund (V9) 2.94 5,000k 1/1/2002 95 Eclipse Capital Management Global Monetary 3.01 5,000k 8/1/1990 94 Robust Methods LLC Macro Managed Account 3.01 5,000k 1/1/2005 93 Bluenose Capital Management, LLC BNC EI 3.08 15k 7/1/2010 92 Saxon Investment Corporation Diversified Program 3.13 3,000k 9/1/1988 91 Dominion Capital Sapphire Program 3.16 3,000k 5/1/2005 90 Superfund Group Superfund Blue SPC Class A (Gold) 3.19 50k 12/1/2007 89 Estlander & Partners Global Markets 3.25 10,000k 8/1/1999 88 Four Seasons Commodities Corp Lone Star Program 3.30 300k 1/1/2005 87 Welton Investment Partners Welton Global 3.34 10,000k 6/1/2004 86 Vergho Asset Management LLC Kinematics 3.36 1,000k 11/1/2008 85 Eckhardt Trading Company Evolution Strategies 3.41 20,000k 8/1/1991 84 Quantitative Investment Management Quantitative Global Program 3.43 20,000k 10/1/2003 83 LJM Partners LJM Moderately Aggressive Strategy 3.44 500k 4/1/2003 82 Trigon Investment Advisors, LLC Discretionary Macro Program 3.86 10,000k 8/1/2007 81 Abraham Trading Company Diversified Program 3.89 10,000k 1/1/1988 80 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 3.89 1,000k 10/1/2006 79 Eckhardt Trading Company Evolution Strategies 1.2X 4.02 10,000k 10/1/1991 78 Mondiale Asset Management Mondiale Trading Program 4.03 0k 9/1/1997 77 IKOS The IKOS Hedge Fund 4.13 10,000k 7/1/1998 76 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 4.23 10,000k 1/1/2001 75 GLOBIVEST LLC Alpha Program 4.32 50k 4/1/2009 74 Haar Capital Management Discretionary Commodity Trading Program 4.36 250k 12/1/2005 73 Somers Brothers Capital Diversified Futures Program #1 4.41 100k 1/1/2005 72 Rivoli Fund Management Rivoli International Fund (MAP) 4.45 5,000k 10/1/1996 71 OptHedge Advisors LLC Diversified Options & Futures Program 4.84 250k 10/1/2008 70 Conquest Capital Group Conquest Select 4.97 250k 6/1/2004 69 Conquest Capital Group Conquest Macro 5.05 250k 5/1/1999 68 Covenant Capital Management Original Program 5.14 5,000k 9/1/1999 67 Superfund Group Superfund Green Gold L.P. Series B-1 5.15 5k 4/1/2009 66 Pacific Capital Advisors Vanguard Program 5.29 100k 4/1/2007 65 Trigon Investment Advisors, LLC Foreign Exchange Program 5.46 5,000k 8/1/2000 64 Saxon Investment Corporation Aggressive Diversified Program 5.55 2,000k 11/1/1993 63 DUNN Capital Management DUNN Combined Fund (DCF) 5.71 100k 5/1/1989 62 Parizek Capital Currency Program 5.73 1,000k 4/1/2006 61 LJM Partners LJM Aggressive Strategy 5.74 500k 7/1/1998 60 Typhon Capital Management, LLC Plutus Grain Strategy 6.01 250k 4/1/2008 59 Arcanum Asset Management Equity Index Option Program (Prop) 6.33 500k 7/1/2006 58 Schindler Capital Management, LLC Dairy Advantage Program 6.33 200k 8/1/2005 57 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 6.60 5,000k 11/1/2012 56 Estlander & Partners Global XL 6.61 5,000k 8/1/1991 55 RAM Management Group RAM MRTP 1X-Conservative 6.61 1,000k 9/1/1993 54 IKOS IKOS FX Fund 6.75 1,000k 3/1/2008 53 Hyman Beck and Company Global Portfolio 6.80 1,000k 3/1/1991 52 Quality Capital Management Global Diversified Programme 7.01 10,000k 12/1/1995 51 Altradis Capital AG AlphAlgo 7.25 100k 5/1/2007 50 Red Oak Commodity Advisors Investment Program 7.59 5,000k 12/1/1989 49 Insch Capital Management SA Interbank Currency Program - 3X Leverage 7.60 100k 1/1/2000 48 Gladius Asset Management Fulham Program 7.66 2,000k 1/1/2008 47 Claughton Capital Institutional Program 8.48 1,000k 10/1/2005 46 ISAM ISAM Systematic Trend Fund 8.54 1,000k 6/1/2001 45 Neural Capital Ltd Sentinel Trading Program 8.66 2,000k 1/1/2006 44 Robinson-Langley Capital Management, LLC Managed Account Program 8.68 200k 1/1/2007 43 HPX Financial LLC HPX Old School Program 8.74 200k 6/1/2006 42 Mark J. Walsh Company Standard Program 8.87 2,000k 9/1/1985 41 John Locke Investments Cyril Systematic Program 8.89 8,000k 7/1/2000 40 Dendrich Ltd QEP 9.06 50k 12/1/2005 39 Covenant Capital Management Aggressive Program 9.06 3,000k 2/1/2004 38 Superfund Group Superfund Green Gold L.P. Series A-1 9.24 5k 4/1/2009 37 John Locke Investments JL Commodity Long Flat Program 9.29 5,000k 12/1/2007 36 PRIM' Alternative Investment PRIM Gold 9.65 10k 11/1/2005 35 Romanesco Capital Management B.V Persistence Program 9.77 5,000k 9/1/2005 34 Futures Truth Company, FTC-CTA MS4 10.07 250k 10/1/2007 33 Southwest Managed Investments, LLC Global Diversified 10.31 200k 1/1/2002 32 Estlander & Partners Alpha Trend 10.31 30,000k 10/1/1991 31 DUNN Capital Management D'Best Futures Fund, L.P. 10.34 100k 6/1/1994 30 Revolution Capital Management Mosaic Program 10.49 10,000k 10/1/2006 29 FRP CAPITAL LLC FRP125+ 10.53 125k 1/1/2010 28 Clarke Capital Management Millennium 11.67 1,000k 1/1/1998 27 Global AG LLC Global Ag LLC 12.02 1,000k 12/1/2008 26 Amplitude Capital International Limited Dynamic Strategy 12.18 6/1/2005 25 Commodity Strategies AG CSAG Active Long Short Commodity Program 12.81 5,000k 10/1/2007 24 Clarke Capital Management Jupiter 12.91 3,000k 5/1/2005 23 Briarwood Capital Management, Inc. Diversified Trading Program 12.97 3,000k 7/1/2001 22 Parizek Capital Futures Trading Program 13.36 500k 4/1/2000 21 Kelly Angle Inc. Genesis Program 13.64 2,000k 4/1/2000 20 Paramount Capital Management LLC Commodity Trading Program 14.34 100k 7/1/2008 19 Clarke Capital Management FX Plus 14.47 1,000k 5/1/2004 18 Blackwater Capital Management Global Program 15.12 5,000k 7/1/2005 17 Tactical Investment Management Tactical Institutional Commodity Program 15.67 10,000k 4/1/1993 16 Hawksbill Capital Management Global Diversified 15.69 5,000k 11/1/1988 15 Alee Capital Management, LLC Poniente Program 15.81 2,500k 1/1/1999 14 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 15.86 100k 3/1/2003 13 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 16.50 200k 11/1/1999 12 Alee Capital Management, LLC Mistral Program 16.57 2,500k 1/1/1999 11 Heyden & Steindl GmbH TOMAC2 17.04 5,000k 3/1/2003 10 Di Tomasso Group Inc. Equilibrium Program 17.36 5,000k 1/1/2002 9 Future Trade AG Thales Swing Trading Programme 17.78 250k 6/1/2007 8 Clarke Capital Management Worldwide 19.16 250k 1/1/1996 7 RAM Management Group MRTP Aggressive 20.28 1,000k 2/1/1998 6 Briarwood Capital Management, Inc. Diversified 2XL 31.18 250k 11/1/2004 5 Estlander & Partners Alpha Trend II - Class P 36.81 100k 12/1/2008 4 Purple Valley Capital, Inc. Diversified Trend 1 38.15 100k 8/1/2008 3 AIS Capital Management, L.P. MAAP (2x-4x) Composite 39.31 3,000k 10/1/1992 2 Novus Investments, LLC Novus Precious Commodities 58.20 200k 1/1/2007 1 AIS Capital Management, L.P. MAAP (3x-6x) Composite 61.29 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.