Systematic Trader Index

Performance

Year-to-Date
4.85%
CAROR
22.89%
Max Drawdown
26.47
S&P Correlation
0.00
Annualized Sharpe
0.99
Annualized Std Dev
22.38

Performance Chart

Average Performance

YearJanFebMarAprMayJunJulAugSepOctNovDecYTDDD
20161.722.33-1.630.07-1.753.210.894.853.28
20154.05-0.140.49-1.90-0.12-2.611.32-1.870.83-1.722.50-1.96-1.355.98
2014-1.012.35-0.870.320.440.900.332.623.48-0.203.961.6214.691.01
20131.93-0.551.031.79-1.45-1.16-1.00-0.97-0.681.001.031.051.955.15
20120.301.15-0.92-0.084.58-3.033.30-0.66-0.45-2.76-0.120.861.943.95
2011-0.752.20-0.534.44-3.45-2.353.561.740.81-3.710.33-0.041.915.72
2010-3.110.613.011.08-0.741.18-0.413.543.633.78-1.855.1516.683.11
20090.160.27-2.62-2.102.63-1.810.131.841.75-2.555.36-3.21-0.514.66
20085.119.70-0.35-1.541.833.19-4.010.692.668.983.671.9635.874.01
20071.28-2.62-2.194.192.762.26-2.10-3.187.253.891.021.9714.915.21
20063.30-1.812.946.80-0.90-1.97-3.680.510.051.903.121.2311.626.43
2005-3.811.070.46-3.273.362.69-0.431.591.49-1.675.811.388.575.53
20040.986.490.74-6.33-0.33-3.66-0.67-1.272.173.076.87-0.127.4311.79
20036.026.29-7.311.599.79-3.28-1.190.491.273.64-1.705.8622.207.31
2002-1.65-3.061.18-2.893.759.446.303.434.55-5.77-3.1310.0322.808.72
20010.570.588.12-6.071.65-0.50-0.193.045.185.47-7.150.8411.007.15
20001.350.09-2.28-0.634.55-0.86-1.764.78-2.160.546.8111.1222.712.89
1999-2.893.96-0.993.46-3.342.730.420.470.24-5.973.232.603.445.97
19983.43-0.110.25-5.403.91-0.14-0.6118.996.15-1.99-0.652.5727.505.40
19975.836.061.15-3.69-0.921.4210.03-6.564.97-2.861.374.8522.436.56
19962.26-6.931.3111.42-6.561.55-4.35-0.0611.1513.009.63-5.3726.979.29
1995-6.735.5714.464.216.060.40-7.95-0.53-2.41-2.174.2011.8027.3612.58
1994-8.16-3.648.10-1.799.797.26-2.61-6.204.23-2.338.16-0.0111.2811.51
1993-0.709.050.819.523.401.889.630.22-2.65-0.583.038.3149.443.22
1992-10.51-4.71-1.77-2.43-1.999.0812.266.01-3.63-1.003.55-2.520.1519.90
1991-9.36-1.456.98-4.96-2.543.39-4.45-0.944.94-0.360.7323.9713.1013.38
19904.125.4010.9614.26-10.416.4214.3213.437.610.041.56-1.2485.7410.41
19890.51-4.8412.40-6.7126.44-1.013.27-13.88-1.99-12.877.6724.2927.5626.47
1988-0.871.13-6.80-10.399.7839.20-7.53-0.302.918.154.835.1744.7516.48
198720.04-2.229.8041.750.83-2.847.45-5.542.63-7.1610.035.95101.7710.00
19864.7934.5210.57-3.46-3.27-9.633.937.21-10.75-5.66-5.761.5918.1425.39
198510.5213.06-7.58-9.0423.58-8.149.84-9.53-16.442.0519.1510.2132.6824.41
19843.131.402.011.367.20-4.8212.24-4.486.280.48-6.289.6229.756.28
19835.94-0.65-1.24-0.090.90-4.431.511.89-0.11-1.05-3.45-2.68-3.799.18
19824.348.569.84-0.300.048.67-8.243.206.84-2.72-1.505.0037.278.24
198111.4110.37-7.349.087.6010.246.600.29-2.57-3.397.37-7.6947.047.69
198020.464.159.41-1.844.763.421.89-1.45-0.867.684.205.9472.742.30
1979-1.595.571.406.384.637.71-0.752.1115.250.095.566.7366.341.59
19785.904.3714.25-13.8410.10-1.217.361.595.7111.94-11.71-3.6529.9214.93
19770.102.546.52-4.831.635.93-2.88-7.144.44-2.129.2812.869.81

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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