{{result.name}} {{result.description}}

Call 312-561-3145
Login

x

Account Log In

Remember me

Forgot password?

Don't have an account? Apply now.

Reset Password

Enter your email address and you'll receive an email to reset password.
Register

x

Register for an Account

Sign up for free access to our portfolio tools and complete CTA database of over 600 programs.

Are you a CTA looking to list your program on IASG? Register here. Already a member? Log in here.

First Name is required.

Last Name is required.

Email is required. This is not a valid email.

Email is already in use..

Country is required.

Required.

Phone is required.

Password is required. Password must be at least 7 characters

Re-type Password is required. Passwords do not match.

I am an Accredited Investor

Sign up for latest CTA news & rankings

By signing up you agree to the Terms of Service and Privacy Policy.

* Required fields

Thank You

Thanks for registering with IASG.com.

If you need further assistance, please email us at
info@iasg.com or call 312-561-3145.
For CTAs
中文网

Previous Index | Next Index

CTA Indexes / Discretionary Trader Index

Discretionary Trader Index

Performance

Year-to-Date: 4.30%
CAROR: 18.81%
Max Drawdown: 19.40
S&P Correlation: 0.12
Annualized Sharpe: 1.20
Annualized Std Dev: 14.53

Performance Chart

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	YTD	DD
2020	-0.37	-1.30	1.36	1.48	0.82	-0.12	1.46	1.39	-0.45				4.30	1.66
2019	1.09	0.21	0.58	0.69	0.51	0.23	-0.20	-0.13	0.47	0.02	-0.30	0.74	3.97	0.33
2018	1.37	-1.24	0.46	0.31	0.77	-0.02	0.33	0.10	0.21	0.64	0.11	0.04	3.12	1.24
2017	0.74	0.64	0.83	0.57	0.38	1.22	1.09	0.31	0.14	-0.01	0.78	0.54	7.45	0.01
2016	-0.60	0.92	0.34	0.26	1.12	0.57	-0.10	-0.02	0.49	0.38	-0.05	-0.02	3.33	0.60
2015	3.08	0.26	1.40	0.86	0.89	0.12	0.69	-1.19	0.56	0.07	-0.21	0.80	7.53	1.19
2014	-0.01	0.59	0.51	0.10	0.35	1.52	1.84	2.42	2.80	-1.03	1.06	-0.08	10.48	1.03
2013	1.56	1.11	0.32	0.62	-0.90	-0.88	1.81	0.74	-0.23	0.82	0.41	1.57	7.13	1.77
2012	1.80	2.44	0.43	1.49	-3.82	6.89	5.09	2.67	-0.42	0.49	0.17	0.38	18.63	3.82
2011	0.50	2.69	1.93	2.90	-0.55	-3.50	2.47	-0.33	-2.44	1.79	0.80	1.42	7.72	4.37
2010	-1.36	0.36	1.22	1.97	-2.25	0.42	1.81	2.28	4.34	5.72	-0.69	3.92	18.90	2.25
2009	1.62	0.62	1.39	1.30	6.39	0.93	0.79	-0.68	2.42	1.47	2.57	0.22	20.60	0.68
2008	2.86	8.26	0.74	4.97	1.96	5.09	-1.61	0.26	-3.43	-3.57	-2.85	2.61	15.53	10.76
2007	3.04	3.84	1.60	9.53	2.12	2.32	-3.66	5.22	6.23	3.80	0.22	6.11	47.90	3.66
2006	5.72	2.08	4.61	4.93	-1.57	0.80	0.88	-2.90	-3.11	3.55	5.40	1.74	23.87	5.92
2005	-0.10	5.40	0.91	-1.26	2.02	2.56	2.94	1.04	2.40	-2.57	-0.44	3.79	17.69	2.99
2004	2.96	5.49	10.31	-0.25	0.19	-0.93	2.41	3.40	3.92	3.72	2.69	-2.43	35.64	2.43
2003	1.45	9.63	-8.38	-4.78	2.20	1.17	21.47	10.51	5.57	9.75	0.39	2.12	59.95	12.76
2002	-0.95	2.07	0.53	1.97	-0.13	0.22	5.18	5.72	5.94	-7.31	8.63	0.74	23.95	7.31
2001	0.48	3.93	4.68	-7.25	-0.05	-0.76	-1.27	0.81	7.28	11.34	0.13	-0.98	18.56	9.16
2000	-0.48	4.09	-3.02	-9.50	2.76	11.12	-2.83	1.39	8.88	2.81	1.55	8.60	26.28	12.23
1999	-1.14	4.25	5.72	3.49	-3.16	11.15	0.29	1.20	-2.26	-4.10	7.40	6.81	32.45	6.27
1998	-1.09	0.36	-4.79	-2.43	-0.29	-2.45	6.12	-5.74	-7.67	-0.84	9.75	7.90	-2.73	17.86
1997	6.05	1.43	0.64	-1.96	0.15	1.59	0.76	-5.88	1.95	-5.99	5.60	6.90	10.79	9.79
1996	5.38	-9.78	9.21	5.44	-0.28	12.13	-18.10	11.49	9.87	6.14	5.16	2.87	41.00	18.10
1995	6.50	5.58	9.22	5.56	1.94	0.66	0.48	7.78	5.97	-3.05	0.19	-12.71	29.39	15.22
1994	-9.27	-10.96	10.10	10.98	6.49	0.53	10.67	-12.74	-1.95	1.90	-4.44	-0.23	-2.78	19.21
1993	3.20	1.75	-4.07	-1.85	11.63	10.63	3.00	11.11	3.62	2.00	6.63	6.91	68.31	5.84
1992							2.52	1.62	0.93	-4.68	1.29	3.77	5.34	4.67

Connect With Us for Latest CTA News & Rankings

Email is required. This is not a valid email.

Account Log In

Reset Password

Register for an Account

Thank You

Discretionary Trader Index

Performance

Performance Chart

Average Performance

Connect With Us for Latest CTA News & Rankings

Get the Full Picture

Register now to access our complete CTA database: