Systematic Trader Index

CTA/Program Past 12 Months Aug YTD CAROR WDD AUM Min Inv Inception
Emil van Essen
Long-Short Commodity Program - Accelerated
chart thumbnail 14.19 29.36 4.86 37.08 $200k 200k 5/1/2014
Kopis Capital Management, LLC
Commodity Long Short Separate Account
chart thumbnail 12.20 60.61 1.54 53.12 $708k 1,000k 5/1/2015
W.G. Wealth Guardian Ltd.
QT Program (QTP)
chart thumbnail 8.81 -7.42 17.59 18.83 $1.5M 300k 6/1/2017
SMN Investment Services GmbH
Structural Alpha Trend
chart thumbnail 4.52 54.52 7.26 15.94 $0k 5,000k 6/1/2016
Red Rock Capital, LLC
Commodity Long-Short
chart thumbnail 4.43 30.32 9.93 30.11 $7.2M 500k 9/1/2013
SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
chart thumbnail 4.23 32.96 7.49 39.31 €39.4M 250k 11/1/1996
SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
chart thumbnail 4.03 31.02 5.91 45.42 €39.4M 0k 11/1/1996
AP Futures, LLC
Volatility Trading Program
chart thumbnail 3.76 29.54 8.12 34.30 $2.3M 100k 2/1/2017
Red Rock Capital, LLC
Systematic Global Macro
chart thumbnail 2.93 10.95 7.87 24.63 $4.9M 500k 9/1/2003
QDRA Pty Ltd
QDRA Dynamic Macro
chart thumbnail 4.28 5.58 36.89 $17.5M 5,000k 11/1/2007
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.

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