Systematic Trader Index
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD |
| 2013 | 1.41 | -0.99 | 0.62 | 1.81 | | | | | | | | | 2.86 | 0.99 |
| 2012 | 0.16 | 1.09 | -1.21 | -0.20 | 3.62 | -2.95 | 2.63 | -0.73 | -0.84 | -2.55 | -0.14 | 0.57 | -0.74 | 4.58 |
| 2011 | -0.60 | 1.71 | -1.13 | 3.77 | -2.90 | -2.08 | 2.67 | 0.91 | 0.73 | -3.74 | 0.22 | -0.27 | -0.99 | 4.92 |
| 2010 | -2.50 | 0.97 | 2.50 | 1.05 | -0.88 | 0.70 | -0.27 | 2.86 | 2.93 | 3.33 | -1.73 | 4.74 | 14.28 | 2.50 |
| 2009 | 0.11 | 0.16 | -2.17 | -1.08 | 2.95 | -1.65 | -0.31 | 1.51 | 1.64 | -1.98 | 4.46 | -2.35 | 1.03 | 3.23 |
| 2008 | 4.15 | 9.00 | -0.44 | -1.11 | 1.81 | 3.04 | -3.62 | 0.66 | 2.52 | 7.69 | 3.24 | 2.38 | 32.75 | 3.62 |
| 2007 | 1.25 | -2.24 | -1.76 | 3.81 | 2.39 | 2.32 | -1.92 | -2.98 | 7.06 | 3.80 | 0.84 | 2.11 | 15.14 | 4.84 |
| 2006 | 3.11 | -1.51 | 2.98 | 6.31 | -1.15 | -1.65 | -3.07 | 0.86 | -0.16 | 1.56 | 3.02 | 0.97 | 11.45 | 5.77 |
| 2005 | -3.42 | 0.98 | 0.00 | -2.84 | 3.25 | 2.89 | -0.35 | 1.58 | 1.41 | -1.32 | 5.45 | 0.47 | 8.03 | 5.25 |
| 2004 | 0.94 | 6.24 | 0.81 | -5.54 | -0.17 | -3.29 | -0.26 | -1.38 | 1.88 | 3.31 | 6.28 | -0.05 | 8.41 | 10.30 |
| 2003 | 5.68 | 5.44 | -6.85 | 1.41 | 8.04 | -3.29 | -0.89 | 0.94 | 0.83 | 2.79 | -1.28 | 5.44 | 18.70 | 6.85 |
| 2002 | -1.28 | -2.82 | 1.47 | -1.73 | 3.50 | 8.74 | 5.17 | 3.29 | 4.62 | -5.09 | -2.15 | 9.23 | 24.11 | 7.14 |
| 2001 | 0.88 | 0.40 | 7.39 | -5.19 | 1.77 | -0.95 | -0.27 | 3.26 | 4.30 | 4.72 | -6.92 | 1.05 | 9.97 | 6.92 |
| 2000 | 2.38 | 0.77 | -2.08 | -0.87 | 3.42 | -1.14 | -1.41 | 4.72 | -1.77 | 1.19 | 5.53 | 10.28 | 22.27 | 2.93 |
| 1999 | -3.32 | 4.13 | -0.72 | 3.60 | -2.40 | 2.72 | 0.27 | -0.53 | -0.24 | -5.75 | 3.67 | 2.28 | 3.22 | 6.48 |
| 1998 | 3.18 | -0.23 | 0.73 | -5.39 | 3.10 | -0.01 | -0.49 | 15.82 | 5.67 | -1.72 | -0.62 | 2.84 | 23.71 | 5.39 |
| 1997 | 5.81 | 5.26 | 0.75 | -3.92 | 0.11 | 0.54 | 9.94 | -5.61 | 3.29 | -2.46 | 1.97 | 5.05 | 21.52 | 5.61 |
| 1996 | 3.93 | -6.80 | 2.94 | 10.14 | -4.60 | 0.57 | -4.96 | 0.02 | 8.67 | 10.90 | 9.14 | -4.87 | 25.34 | 8.82 |
| 1995 | -4.11 | 6.69 | 12.56 | 3.13 | 5.46 | -0.25 | -4.08 | 0.69 | -1.47 | -2.09 | 4.29 | 9.84 | 33.34 | 7.07 |
| 1994 | -6.62 | -2.88 | 6.96 | -0.46 | 6.40 | 4.73 | -3.82 | -6.24 | 3.14 | -1.92 | 6.47 | -2.07 | 2.35 | 9.82 |
| 1993 | -1.57 | 8.99 | -0.59 | 8.27 | 2.84 | 2.06 | 7.83 | 0.03 | -1.89 | -0.83 | 1.28 | 6.48 | 37.17 | 2.71 |
| 1992 | -9.32 | -4.94 | -1.26 | -2.88 | -0.88 | 9.19 | 12.11 | 6.14 | -3.30 | -2.19 | 2.17 | -2.83 | -0.04 | 18.07 |
| 1991 | -8.07 | -0.80 | 9.15 | -4.85 | -2.24 | 4.45 | -4.16 | -2.18 | 4.95 | 0.05 | 0.20 | 23.97 | 18.28 | 9.32 |
| 1990 | 5.14 | 4.55 | 10.06 | 12.61 | -10.06 | 7.08 | 12.98 | 11.90 | 5.76 | 1.21 | 2.35 | -2.13 | 77.83 | 10.06 |
| 1989 | -1.34 | -3.45 | 13.27 | -5.99 | 21.44 | 0.14 | 1.83 | -11.02 | -2.28 | -10.09 | 6.84 | 19.95 | 25.84 | 21.82 |
| 1988 | -0.96 | 0.15 | -4.30 | -8.38 | 8.70 | 34.37 | -4.53 | -0.75 | 1.87 | 6.68 | 3.36 | 3.89 | 40.46 | 13.04 |
| 1987 | 18.70 | -2.03 | 8.71 | 37.55 | 0.48 | -2.62 | 7.09 | -5.26 | 1.91 | -7.66 | 9.73 | 6.00 | 88.94 | 10.85 |
| 1986 | 4.79 | 28.75 | 9.50 | -5.24 | -2.13 | -8.97 | 4.37 | 6.85 | -10.61 | -6.53 | -5.87 | 1.40 | 10.94 | 25.95 |
| 1985 | 10.52 | 13.06 | -7.58 | -9.03 | 23.58 | -8.14 | 9.84 | -9.53 | -16.44 | 2.05 | 19.16 | 10.21 | 32.73 | 24.40 |
| 1984 | 3.12 | 1.41 | 2.02 | 1.36 | 7.20 | -4.81 | 12.25 | -4.48 | 6.29 | 0.49 | -6.27 | 9.62 | 29.82 | 6.27 |
| 1983 | 5.95 | -0.64 | -1.23 | -0.08 | 0.90 | -4.42 | 1.52 | 1.90 | -0.10 | -1.04 | -3.44 | -2.66 | -3.69 | 9.10 |
| 1982 | 4.35 | 8.58 | 9.85 | -0.28 | 0.06 | 8.68 | -8.22 | 3.22 | 6.85 | -2.71 | -1.49 | 5.01 | 37.50 | 8.22 |
| 1981 | 11.43 | 10.38 | -7.33 | 9.09 | 7.62 | 10.25 | 6.62 | 0.31 | -2.56 | -3.37 | 7.39 | -7.68 | 47.29 | 7.68 |
| 1980 | 20.48 | 4.16 | 9.42 | -1.83 | 4.77 | 3.44 | 1.91 | -1.44 | -0.85 | 7.69 | 4.21 | 5.95 | 72.99 | 2.28 |
| 1979 | -1.57 | 5.58 | 1.41 | 6.40 | 4.64 | 7.72 | -0.73 | 2.12 | 15.26 | 0.10 | 5.58 | 6.75 | 66.62 | 1.57 |
| 1978 | 5.91 | 4.38 | 14.27 | -13.83 | 10.12 | -1.20 | 7.37 | 1.61 | 5.73 | 11.96 | -11.70 | -3.64 | 30.14 | 14.91 |
| 1977 | | 0.11 | 2.56 | 6.54 | -4.81 | 1.64 | 5.94 | -2.86 | -7.12 | 4.45 | -2.10 | 9.30 | 13.06 | 9.78 |
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 CTA 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.