IASG CTA Index For May 2009

Monthly Rankings

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 Beach Horizon LLP
Managed Account
-1.43 5,000k 5/1/2005
198 Mulvaney Capital Management
The Mulvaney Global Markets Program
-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 300k 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 2,500k 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
Auto-Reactive Positioning
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.

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