Systematic Trader Index

CTA/Program Past 12 Months May YTD CAROR WDD AUM Min Inv Inception
Heavy Metal
chart thumbnail 16.30 -4.93 0.50 40.58 $20k 20k 9/1/2014
Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
chart thumbnail 9.60 4.46 6.13 9.83 $70.0M 10,000k 3/1/2007
Micro Macro
chart thumbnail 9.30 -2.68 -10.75 63.65 $50k 20k 6/1/2013
FX Momentum
chart thumbnail 8.79 3.69 0.88 46.24 $80k 20k 7/1/2012
QDRA Pty Ltd
QDRA Dynamic Macro
chart thumbnail 7.86 -3.43 5.05 36.89 $17.9M 5,000k 11/1/2007
Sandpiper Asset Management
Sandpiper Global Macro Program
chart thumbnail 6.89 24.28 4.28 39.89 $12.0M 1,000k 8/1/2012
Robust Methods LLC
Macro Managed Account
chart thumbnail 6.81 1.61 2.66 39.40 $1k 5,000k 1/1/2005
Stein Investment Management
Trading Evolution
chart thumbnail 6.69 -5.31 0.84 16.43 $160k 500k 5/1/2019
Mulvaney Capital Management
The Mulvaney Global Markets Fund
chart thumbnail 5.19 34.16 11.94 45.20 $161.0M 100k 5/1/1999
Chesapeake Capital
Diversified (LV)
chart thumbnail 13.59 10.22 31.58 $18.6M 100k 2/1/1988
Added in last 30 Days New Max Drawdown All Time Performance High All Time Performance Low

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.

Free Investment Plan Free CTA database