IASG CTA Index For June 2009

Monthly Rankings

Rank CTA/Program Jun 2009 Min Inv Inception
246 Novus Investments, LLC
Novus Precious Commodities
-20.64 200k 1/1/2007
245 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-16.10 200k 11/1/1999
244 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-12.99 2,000k 7/1/1992
243 Amplitude Capital International Limited
Dynamic Strategy
-11.29 6/1/2005
242 Kelly Angle Inc.
Genesis Program
-11.19 2,000k 4/1/2000
241 Purple Valley Capital, Inc.
Diversified Trend 1
-10.88 100k 8/1/2008
240 Paramount Capital Management LLC
Commodity Trading Program
-10.85 100k 7/1/2008
239 Estlander & Partners
Alpha Trend II - Class P
-10.69 100k 12/1/2008
238 Clarke Capital Management
Millennium
-10.41 1,000k 1/1/1998
237 Superfund Group
Superfund Green Gold C (SPC)
-10.07 100k 10/1/2005
236 Clarke Capital Management
Jupiter
-9.53 3,000k 5/1/2005
235 Superfund Group
Superfund Green Gold B (SPC)
-9.02 50k 10/1/2005
234 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-8.60 3,000k 10/1/1992
233 DUNN Capital Management
D'Best Futures Fund, L.P.
-8.04 100k 6/1/1994
232 Superfund Group
Superfund Green Gold A (SPC)
-7.88 5k 10/1/2005
231 Briarwood Capital Management, Inc.
Diversified 2XL
-7.86 250k 11/1/2004
230 Revolution Capital Management
Mosaic Program
-7.85 10,000k 10/1/2006
229 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.63 100k 5/1/1989
228 ISAM
ISAM Systematic Trend Fund
-7.08 1,000k 6/1/2001
227 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-7.03 100k 1/1/2000
226 Somers Brothers Capital
Diversified Futures Program #1
-7.00 100k 1/1/2005
225 Mulvaney Capital Management
The Mulvaney Global Markets Program
-6.81 100k 5/1/1999
224 Di Tomasso Group Inc.
Equilibrium Program
-6.64 5,000k 1/1/2002
223 Parizek Capital
Futures Trading Program
-6.58 500k 4/1/2000
222 Hawksbill Capital Management
Global Diversified
-6.58 5,000k 11/1/1988
221 Superfund Group
Superfund Green Gold L.P. Series B-1
-6.36 5k 4/1/2009
220 Superfund Group
Superfund Green Gold L.P. Series A-1
-6.18 5k 4/1/2009
219 EMC Capital Advisors, LLC
Classic
-6.00 5,000k 1/1/1985
218 Superfund Group
Superfund Green Master
-5.93 2,000k 5/1/2001
217 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.85 10,000k 10/1/1991
216 Clarke Capital Management
FX Plus
-5.63 1,000k 5/1/2004
215 Superfund Group
Superfund Green GCT USD
-5.62 15k 1/1/2000
214 PRIM' Alternative Investment
PRIM Gold
-5.57 10k 11/1/2005
213 Future Trade AG
Thales Swing Trading Programme
-5.46 250k 6/1/2007
212 Superfund Group
Superfund Blue SPC Class A (Gold)
-5.21 50k 12/1/2007
211 Eckhardt Trading Company
Evolution Strategies
-5.06 20,000k 8/1/1991
210 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.98 100k 11/1/1984
209 FRP CAPITAL LLC
FRP125+
-4.97 125k 1/1/2010
208 Schindler Capital Management, LLC
Dairy Advantage Program
-4.81 200k 8/1/2005
207 Alder Capital DAC
Alder Global 20
-4.80 2,500k 2/1/2001
206 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-4.74 5,000k 11/1/2012
205 Clarke Capital Management
Worldwide
-4.46 250k 1/1/1996
204 Beryl Investment Group LLC
Nominal Discretionary System
-4.44 50k 7/1/2007
203 Alee Capital Management, LLC
Poniente Program
-4.36 2,500k 1/1/1999
202 Keck Capital Management LLC
The Keck Program
-4.29 2,000k 12/1/2003
201 Mark J. Walsh Company
Standard Program
-4.27 2,000k 9/1/1985
200 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-4.22 5,000k 10/1/2007
199 Rho Asset Management
Rho Altius 1XL Program
-4.18 5,000k 11/1/2007
198 Lynx Asset Management AB
Lynx Program
-4.06 75k 5/1/2000
197 Eclipse Capital Management
Global Monetary
-3.97 5,000k 8/1/1990
196 Covenant Capital Management
Aggressive Program
-3.96 3,000k 2/1/2004
195 Xplor Capital Management, LLC
Global CTA Program
-3.76 1,500k 7/1/2004
194 Briarwood Capital Management, Inc.
Diversified Trading Program
-3.73 3,000k 7/1/2001
193 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-3.67 0k 11/1/1996
192 Rabar Market Research
Diversified Program
-3.55 2,000k 1/1/1989
191 Superfund Group
Superfund Green L.P. Series B
-3.52 5k 10/1/2002
190 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-3.41 500k 4/1/2009
189 Tactical Investment Management
Tactical Institutional Commodity Program
-3.40 10,000k 4/1/1993
188 Manning & Napier
MN Xenon Managed Futures (2x) Program
-3.39 5,000k 6/1/2006
187 Mobius Asset Management
Custom Trading Program
-3.31 100k 1/1/2002
186 Quality Capital Management
Global Diversified Programme
-3.30 10,000k 12/1/1995
185 Hyman Beck and Company
Global Portfolio
-3.29 1,000k 3/1/1991
184 Parizek Capital
Currency Program
-3.27 1,000k 4/1/2006
183 Quantica Capital AG
Quantica Managed Futures
-3.11 5,000k 1/1/2005
182 Haar Capital Management
Discretionary Commodity Trading Program
-3.08 250k 12/1/2005
181 Trigon Investment Advisors, LLC
Foreign Exchange Program
-3.04 5,000k 8/1/2000
180 Estlander & Partners
Alpha Trend
-2.87 30,000k 10/1/1991
179 FORT LP
Fort Global Diversified
-2.85 2,000k 10/1/1993
178 Robinson-Langley Capital Management, LLC
Managed Account Program
-2.84 200k 1/1/2007
177 Gladius Asset Management
Fulham Program
-2.80 2,000k 1/1/2008
176 Rivoli Fund Management
Rivoli International Fund (MAP)
-2.72 5,000k 10/1/1996
175 Crabel Capital Management
WPD Crabel Futures Program
-2.63 1,000k 7/1/2008
174 Covenant Capital Management
Original Program
-2.56 5,000k 9/1/1999
173 Beach Horizon LLP
Managed Account
-2.53 5,000k 5/1/2005
172 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-2.47 1,000k 10/1/2006
171 Altradis Capital AG
AlphAlgo
-2.41 100k 5/1/2007
170 Superfund Group
Superfund Green Q-AG
-2.39 2k 3/1/1996
169 Superfund Group
Superfund Green L.P. Series A
-2.39 5k 10/1/2002
168 Ancile Capital Management
Global Markets Program
-2.38 2,000k 4/1/2005
167 Red Oak Commodity Advisors
Investment Program
-2.34 5,000k 12/1/1989
166 Millburn Corporation
Multi-Markets Program
-2.32 25,000k 10/1/2004
165 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.31 10,000k 1/1/1991
164 Southwest Managed Investments, LLC
Global Diversified
-2.27 200k 1/1/2002
163 Northfield Trading
Diversified
-2.20 2,000k 7/1/1989
162 Millburn Corporation
Diversified Program
-2.14 20,000k 2/1/1977
161 Alder Capital DAC
Alder Global 10
-2.00 2,500k 10/1/2000
160 M.S. Capital Management
Global Diversified Program
-1.98 2,000k 11/1/1998
159 Conquest Capital Group
Conquest Select
-1.90 250k 6/1/2004
158 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.75 500k 1/1/2006
157 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-1.72 10,000k 4/1/2004
156 Rivoli Fund Management
Rivoli International Fund (V9)
-1.69 5,000k 1/1/2002
155 Claughton Capital
Auto-Reactive Positioning
-1.58 1,000k 10/1/2005
154 IKOS
IKOS FX Fund
-1.58 1,000k 3/1/2008
153 Mondiale Asset Management
Mondiale Trading Program
-1.55 0k 9/1/1997
152 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.54 10,000k 1/1/2001
151 Revolution Capital Management
Alpha Fund
-1.51 50k 1/1/2005
150 Chesapeake Capital
Diversified (LV)
-1.38 100k 2/1/1988
149 HPX Financial LLC
HPX Old School Program
-1.34 200k 6/1/2006
148 Winton Capital Management
Diversified
-1.26 50,000k 10/1/1997
147 Blackwater Capital Management
Global Program
-1.23 5,000k 7/1/2005
146 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.18 1k 10/1/2006
145 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.18 1,000k 3/1/1998
144 Revolution Capital Management
Alpha Program
-1.11 5,000k 6/1/2007
143 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.10 10,000k 1/1/1995
142 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-1.09 1,500k 1/1/2009
141 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-1.06 10,000k 8/1/2004
140 Endeavour Capital LLP
Endeavour Pembroke
-1.05 2,000k 7/1/2007
139 Rhicon Currency Management
Rhicon Strategic Program
-1.03 500k 1/1/2004
138 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.95 10,000k 8/1/1999
137 Red Rock Capital, LLC
Systematic Global Macro
-0.90 500k 9/1/2003
136 Welton Investment Partners
Welton Global
-0.89 10,000k 6/1/2004
135 KMJ Investments
KMJ Investments
-0.85 1,000k 8/1/1994
134 FORT LP
Fort Global Contrarian
-0.83 2,000k 10/1/2002
133 Millburn Corporation
Commodity Program
-0.82 25,000k 3/1/2005
132 Quantum Leap Capital Management
Managed Account Program
-0.81 300k 8/1/2006
131 Mobius Asset Management
Diversified Program
-0.78 250k 3/1/2004
130 C-View Limited
Currency Managed Account Program
-0.76 5,000k 10/1/1996
129 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.72 10,000k 8/1/2007
128 Spectrum Asset Management LLC
Global Diversified
-0.67 2,000k 1/1/2001
127 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.65 10,000k 2/1/1999
126 MERIT Alternative Investments GmbH
Futures Portfolio
-0.63 2,000k 6/1/1998
125 Jaguar Investments Ltd
Vario Capital Strategy
-0.63 1,000k 5/1/2016
124 Estlander & Partners
Global XL
-0.61 5,000k 8/1/1991
123 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.60 1,000k 1/1/1999
122 Clarke Capital Management
Global Basic
-0.59 50k 2/1/1996
121 Alee Capital Management, LLC
Mistral Program
-0.58 2,500k 1/1/1999
120 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.56 1,000k 9/1/1997
119 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.56 100k 1/1/2005
118 Saxon Investment Corporation
Aggressive Diversified Program
-0.56 2,000k 11/1/1993
117 Molinero Capital Management LLP
Global Markets Program
-0.55 2,000k 7/1/2005
116 Quantitative Investment Management
Quantitative Global Program
-0.52 20,000k 10/1/2003
115 Emil van Essen
EvE Systematic Global Opportunities
-0.51 1,000k 9/1/2007
114 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
-0.50 10,000k 7/1/2008
113 Robust Methods LLC
Macro Managed Account
-0.46 5,000k 1/1/2005
112 Saxon Investment Corporation
Diversified Program
-0.43 3,000k 9/1/1988
111 Shield Plus LLC
Shield Plus Natural Gas
-0.38 50k 1/1/2004
110 John Locke Investments
JL Commodity Long Flat Program
-0.37 5,000k 12/1/2007
109 Clarke Capital Management
Global Magnum
-0.35 100k 8/1/1997
108 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.31 50k 4/1/2005
107 Dreiss Research Corporation
Diversified Program
-0.29 1,000k 5/1/1991
106 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.28 1/1/1989
105 Estlander & Partners
Global Markets
-0.28 10,000k 8/1/1999
104 Four Seasons Commodities Corp
Lone Star Program
-0.27 300k 1/1/2005
103 John Locke Investments
Cyril Systematic Program
-0.27 8,000k 7/1/2000
101 Cranwood Capital Management
Cranwood International Fund
-0.25 250k 4/1/2008
102 Cranwood Capital Management
Fixed Income Arbitrage Fund
-0.25 250k 4/1/2008
100 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-0.24 75k 6/1/2007
99 Manning & Napier
MN Xenon Global Fixed Income Program
-0.23 2,000k 8/1/2004
98 Drury Capital
Diversified Trend-Following Program
-0.23 5,000k 5/1/1997
97 Mobius Asset Management
Energy Weighted Program
-0.15 250k 1/1/2005
96 QQFund.com
Investment Program 1
-0.14 300k 9/1/2008
95 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.08 10,000k 1/1/2007
94 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-0.05 750k 1/1/2009
93 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.03 400k 1/1/1988
92 Greenwave Capital Management
Greenwave Flagship
-0.02 10,000k 6/1/2008
91 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.01 10,000k 3/1/2006
87 Acorn Global Investments Inc.
Acorn Diversified Program
0.00 10k 7/1/2005
88 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
89 GT CAPITAL CTA
GT CAPITAL CTA
0.00 150k 6/1/2009
90 Seven Capital Management
Seven Absolute Return
0.00 100k 6/1/2009
86 Heyden & Steindl GmbH
TOMAC2
0.02 5,000k 3/1/2003
85 Witter & Lester, Inc.
Redstone
0.04 500k 9/1/1994
84 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.07 1,000k 3/1/2003
83 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.15 1,500k 4/1/2006
82 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
0.16 10,000k 2/1/2006
81 Four Seasons Commodities Corp
Hawkeye Spread Program
0.17 500k 3/1/2005
80 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
0.22 500k 12/1/2003
79 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.25 10,000k 4/1/2003
78 Cambridge Strategy Asset Management LTD
Apollo Absolute Return Strategy
0.25 10,000k 5/1/2009
77 Wavefront Global Asset Management
IMFC Global Investment Program
0.27 2,000k 2/1/2007
76 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.31 100k 3/1/2003
75 NuWave Investment Management, LLC
Combined Futures Portfolio
0.32 5,000k 6/1/2001
74 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.36 250k 6/1/2001
73 Rosetta Capital Management
Rosetta Trading Program
0.37 100k 4/1/2000
72 Tyche Capital Advisors LLC
TCA Energy Spreads
0.39 100k 8/1/2008
71 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.44 1,000k 1/1/2005
70 IKOS
The IKOS Hedge Fund
0.48 10,000k 7/1/1998
69 AllMountain Capital AG
Mount Denali Global Trends
0.49 160k 7/1/2007
68 HiProb Trading Technology LLC
HiProb-I
0.50 5,000k 7/1/2008
67 Romanesco Capital Management B.V
Persistence Program
0.52 5,000k 9/1/2005
66 Abraham Trading Company
Diversified Program
0.53 10,000k 1/1/1988
65 Crabel Capital Management
Crabel Multi-Product
0.53 1,000k 3/1/1998
64 Systematic Alpha Management
Systematic Alpha Futures Program
0.58 100k 6/1/2004
63 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
0.63 1,000k 1/1/2006
62 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.65 1,000k 5/1/2006
61 Kinkopf Capital Management
KCM S&P (Proprietary)
0.71 100k 1/1/1999
60 Futures Truth Company, FTC-CTA
MS4
0.77 250k 10/1/2007
59 ITB Capital Management, LLC
ITB Premium Fund I, LTD
0.81 1,000k 1/1/2006
58 RAM Management Group
RAM MRTP 1X-Conservative
0.87 1,000k 9/1/1993
57 Strategic Ag Trading
Chatham
0.95 100k 1/1/2005
56 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.00 10,000k 2/1/2008
55 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
1.03 200k 1/1/2007
54 Wavefront Global Asset Management
IMFC Global Concentrated
1.07 500k 4/1/2009
53 Dominion Capital
Sapphire Program
1.11 3,000k 5/1/2005
52 Crescent Bay Capital Management
Premium Stock Index Program
1.21 10k 10/1/2005
51 Quantica Capital AG
Quantica Diversified FX
1.22 5,000k 3/1/2007
50 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
1.26 50k 10/1/2007
49 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
1.27 4,000k 11/1/2008
48 Pacific Capital Advisors
Vanguard Program
1.30 100k 4/1/2007
47 Esulep LLC MAX
Esulep LLC MAX
1.49 500k 5/1/2008
46 QCAM Currency Asset Management AG
QCAM v-Pro
1.70 1,000k 7/1/2007
45 LJM Partners
LJM Preservation & Growth Strategy
1.70 250k 5/1/2006
44 Strategic Ag Trading
SAT HEARTLAND
1.73 100k 12/1/2008
43 Diamond Peak Capital LLC
Northstar (2x) program
1.82 250k 10/1/2008
42 Auctos Capital Management
Auctos Global Diversified
1.87 3,000k 11/1/2007
41 Strategic Ag Trading
SAT GRAINS
1.93 100k 4/1/2002
40 Vergho Asset Management LLC
Kinematics
1.99 1,000k 11/1/2008
39 Beam Bayesian Efficient Asset Management LLC
BOND&FX Client Composite
2.00 5,000k 3/1/2009
38 White River Group
Stock Index Option Writing Strategy
2.01 10k 11/1/2008
37 M6 Capital Management LLC
Standard Program
2.11 300k 7/1/2005
36 Conquest Capital Group
Conquest Macro
2.13 250k 5/1/1999
35 ITB Capital Advisors LLC
ITB Time Value Trading Program
2.27 5,000k 1/1/2009
34 Kottke Associates
Lark - Cattle Program
2.42 500k 2/1/2008
33 Bluenose Capital Management, LLC
BNC EI
2.43 15k 7/1/2010
32 RAM Management Group
MRTP Aggressive
2.52 1,000k 2/1/1998
31 Emil van Essen
Spread Trading Program
2.66 5,000k 12/1/2006
30 Ansbacher Investment Management
Market Neutral Put Skew Program
2.89 250k 1/1/1996
29 Neural Capital Ltd
Sentinel Trading Program
3.02 2,000k 1/1/2006
28 Warrington Asset Management
Warrington Strategic Program
3.04 50k 1/1/1997
27 Ion Asset Architecture (Fund Program)
Ion Fund
3.14 100k 11/1/2007
26 Ion Asset Architecture
Ion Fund Program
3.14 10,000k 11/1/2007
25 Gables Capital Management, Inc.
GCM Global FX
3.43 1,000k 1/1/2009
24 Bluenose Capital Management, LLC
BNC BI
3.71 30k 10/1/2008
23 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
3.72 250k 1/1/2009
22 LJM Partners
LJM Moderately Aggressive Strategy
3.76 500k 4/1/2003
21 Cypress Energy Capital Management, LP
Cypress Energy, LP
3.81 50k 7/1/2008
20 White River Group
Diversified Option Writing Strategy
4.02 20k 11/1/2008
19 HB Capital Management Inc.
Diversified Program
4.48 50k 3/1/2008
18 Rhicon Currency Management
Rhicon Systematic Currency Program
4.54 3,000k 1/1/2004
17 Arcanum Asset Management
Equity Index Option Program (Prop)
4.67 500k 7/1/2006
16 Range Wise
Investment Program
4.73 250k 2/1/1991
15 GLOBIVEST LLC
Alpha Program
5.01 50k 4/1/2009
14 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
5.92 500k 8/1/2012
13 LJM Partners
LJM Aggressive Strategy
6.26 500k 7/1/1998
12 Typhon Capital Management, LLC
Plutus Grain Strategy
7.04 250k 4/1/2008
11 Tanyard Creek Capital
Livestock Program
7.09 200k 6/1/2008
10 Non Correlated Capital
Positive Theta Program
7.41 250k 10/1/2007
9 OptHedge Advisors LLC
Diversified Options & Futures Program
8.86 250k 10/1/2008
8 Non Correlated Capital
Positive Theta Fund
9.48 50k 10/1/2007
7 White Indian Trading Co.
STAIRS (Client)
9.72 250k 5/1/2009
6 White Indian Trading Co.
STAIRS - Futures Program (Client)
12.54 250k 10/1/2008
5 Dendrich Ltd
QEP
16.52 50k 12/1/2005
4 Global AG LLC
Global Ag LLC
19.86 1,000k 12/1/2008
3 Insignia Managed Capital
Medallion
24.83 50k 2/1/2009
2 Kottke Associates
Stockton Fundamental Ag
26.61 500k 1/1/2006
1 Rosetta Capital Management
Macro Program
32.34 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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