Systematic Trader Index For May 2003 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program May 2003 Min Inv Inception 80 IKOS The IKOS Hedge Fund -2.47 10,000k 7/1/1998 79 RAM Management Group MRTP Aggressive -1.48 1,000k 2/1/1998 78 RAM Management Group RAM MRTP 1X-Conservative -0.53 1,000k 9/1/1993 77 Dreiss Research Corporation Diversified Program 0.39 1,000k 5/1/1991 76 Witter & Lester, Inc. Redstone 0.40 500k 9/1/1994 75 Crabel Capital Management Crabel Multi-Product 1.41 1,000k 3/1/1998 73 NuWave Investment Management, LLC NuWave Investment Partners LP 2.12 250k 6/1/2001 74 NuWave Investment Management, LLC Combined Futures Portfolio 2.12 5,000k 6/1/2001 72 Southwest Managed Investments, LLC Global Diversified 2.12 200k 1/1/2002 71 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 2.29 10,000k 1/1/2001 70 Mondiale Asset Management Mondiale Trading Program 2.62 0k 9/1/1997 69 Mobius Asset Management Custom Trading Program 2.70 100k 1/1/2002 68 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.98 1,000k 3/1/2003 67 Estlander & Partners Global Markets 3.39 10,000k 8/1/1999 66 Kaiser Trading Group Kaiser Global Diversified Program - Class B 3.50 1,000k 3/1/1998 65 Transtrend B.V. DTP – Standard Risk (EUR) 3.66 10,000k 2/1/1999 64 Quantmetrics Capital Management LLP Premier 12V Strategy 3.85 10,000k 4/1/2003 63 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.97 1,000k 9/1/1997 62 Rivoli Fund Management Rivoli International Fund (V9) 4.22 5,000k 1/1/2002 61 Eckhardt Trading Company Evolution Strategies 4.78 20,000k 8/1/1991 60 FORT LP Fort Global Contrarian 4.79 2,000k 10/1/2002 59 Rotella Capital Management Rotella Polaris Program (Diversified) 4.84 10,000k 1/1/1991 58 Briarwood Capital Management, Inc. Diversified Trading Program 4.88 3,000k 7/1/2001 57 Northfield Trading Diversified 5.00 2,000k 7/1/1989 56 Witter & Lester, Inc. Stock Index Futures Trading Program 5.10 400k 1/1/1988 55 MERIT Alternative Investments GmbH Futures Portfolio 5.11 2,000k 6/1/1998 54 Alder Capital DAC Alder Global 10 5.13 250k 10/1/2000 53 Chesapeake Capital Diversified (LV) 5.35 100k 2/1/1988 52 Trigon Investment Advisors, LLC Foreign Exchange Program 5.35 5,000k 8/1/2000 51 Transtrend B.V. DTP – Enhanced Risk (EUR) 5.47 10,000k 8/1/1999 50 Abraham Trading Company Diversified Program 5.59 10,000k 1/1/1988 49 Eckhardt Trading Company Evolution Strategies 1.2X 5.70 10,000k 10/1/1991 48 Transtrend B.V. DTP – Enhanced Risk (USD) 5.81 10,000k 1/1/1995 47 Covenant Capital Management Original Program 6.06 5,000k 9/1/1999 46 Tactical Investment Management Tactical Institutional Commodity Program 6.11 10,000k 4/1/1993 45 Estlander & Partners Global XL 6.11 5,000k 8/1/1991 44 Spectrum Asset Management LLC Global Diversified 6.11 2,000k 1/1/2001 43 Estlander & Partners Alpha Trend 6.43 30,000k 10/1/1991 42 Kinkopf Capital Management KCM S&P (Proprietary) 6.72 100k 1/1/1999 41 Hyman Beck and Company Global Portfolio 7.09 1,000k 3/1/1991 40 Eclipse Capital Management Global Monetary 7.44 5,000k 8/1/1990 39 Mulvaney Capital Management The Mulvaney Global Markets Fund 7.64 100k 5/1/1999 38 Conquest Capital Group Conquest Macro 8.63 250k 5/1/1999 37 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 8.70 0k 11/1/1996 36 Rivoli Fund Management Rivoli International Fund (E) 9.14 5,000k 10/1/1996 35 Millburn Ridgefield Corporation Diversified Program 9.25 20,000k 2/1/1977 34 Drury Capital Diversified Trend-Following Program 9.42 5,000k 5/1/1997 33 DUNN Capital Management World Monetary and Agriculture Program (WMA) 9.45 100k 11/1/1984 32 Mark J. Walsh Company Standard Program 9.74 2,000k 9/1/1985 31 John Locke Investments Cyril Systematic Program 9.74 8,000k 7/1/2000 30 Alder Capital DAC Alder Global 20 9.83 250k 2/1/2001 29 Superfund Group Superfund Green GCT USD 9.89 15k 1/1/2000 28 Superfund Group Superfund Green Q-AG 10.04 2k 3/1/1996 27 ISAM ISAM Systematic Trend Fund 10.16 1,000k 6/1/2001 26 Winton Capital Management Diversified 10.19 50,000k 10/1/1997 25 Saxon Investment Corporation Diversified Program 10.47 3,000k 9/1/1988 24 Lynx Asset Management AB Lynx Program 10.51 75k 5/1/2000 23 FORT LP Fort Global Diversified 10.62 2,000k 10/1/1993 22 QCM Global Diversified Programme 10.74 500k 12/1/1995 21 Rabar Market Research Diversified Program 10.83 2,000k 1/1/1989 20 DUNN Capital Management D'Best Futures Fund, L.P. 10.98 100k 6/1/1994 19 DUNN Capital Management DUNN Combined Fund (DCF) 11.28 100k 5/1/1989 18 Insch Capital Management SA Interbank Currency Program - 3X Leverage 11.38 100k 1/1/2000 17 M.S. Capital Management Global Diversified Program 12.11 2,000k 11/1/1998 16 Parizek Capital Futures Trading Program 12.26 500k 4/1/2000 15 EMC Capital Advisors, LLC Classic 13.00 5,000k 1/1/1985 14 Alee Capital Management, LLC Mistral Program 14.39 2,500k 1/1/1999 13 Clarke Capital Management Worldwide 14.59 250k 1/1/1996 12 Superfund Group Superfund Green L.P. Series A 15.04 5k 10/1/2002 11 Kelly Angle Inc. Genesis Program 16.98 2,000k 4/1/2000 10 Hawksbill Capital Management Global Diversified 17.28 5,000k 11/1/1988 9 Alee Capital Management, LLC Poniente Program 18.98 2,500k 1/1/1999 8 Saxon Investment Corporation Aggressive Diversified Program 19.12 2,000k 11/1/1993 7 Superfund Group Superfund Green L.P. Series B 21.90 5k 10/1/2002 6 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 24.79 200k 11/1/1999 5 Clarke Capital Management Millennium 25.01 1,000k 1/1/1998 4 Superfund Group Superfund Green Master 25.76 2,000k 5/1/2001 3 Heyden & Steindl GmbH TOMAC2 30.05 5,000k 3/1/2003 2 Clarke Capital Management Global Magnum 36.65 100k 8/1/1997 1 Clarke Capital Management Global Basic 46.41 50k 2/1/1996 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.