Systematic Trader Index For August 2003 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 Aug 2003 Min Inv Inception 80 Alder Capital DAC Alder Global 20 -7.73 250k 2/1/2001 79 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -6.00 10,000k 3/1/2003 78 Alee Capital Management, LLC Mistral Program -5.32 2,500k 1/1/1999 77 FORT LP Fort Global Diversified -4.04 2,000k 3/1/2002 76 Mobius Asset Management Custom Trading Program -3.80 100k 1/1/2002 75 Estlander & Partners Global XL -3.64 5,000k 8/1/1991 74 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -3.59 0k 11/1/1996 73 Abraham Trading Company Diversified Program -3.54 10,000k 1/1/1988 72 Alder Capital DAC Alder Global 10 -3.36 250k 10/1/2000 71 John Locke Investments Cyril Systematic Program -2.74 8,000k 7/1/2000 70 Clarke Capital Management Global Basic -2.70 50k 2/1/1996 69 Hyman Beck and Company Global Portfolio -2.03 1,000k 3/1/1991 68 Estlander & Partners Global Markets -1.93 10,000k 8/1/1999 67 Rivoli Fund Management Rivoli International Fund (V9) -1.83 5,000k 1/1/2002 66 M.S. Capital Management Global Diversified Program -1.70 2,000k 11/1/1998 65 RAM Management Group MRTP Aggressive -1.47 1,000k 2/1/1998 64 QCM Global Diversified Programme -1.47 500k 12/1/1995 63 Kinkopf Capital Management KCM S&P (Proprietary) -1.40 100k 1/1/1999 62 Alee Capital Management, LLC Poniente Program -1.02 2,500k 1/1/1999 61 Briarwood Capital Management, Inc. Diversified Trading Program -1.02 3,000k 7/1/2001 60 ISAM ISAM Systematic Trend Fund -1.02 1,000k 6/1/2001 59 Southwest Managed Investments, LLC Global Diversified -0.99 200k 1/1/2002 58 FORT LP Fort Global Contrarian -0.95 2,000k 10/1/2002 57 RAM Management Group RAM MRTP 1X-Conservative -0.89 1,000k 9/1/1993 56 Drury Capital Diversified Trend-Following Program -0.87 5,000k 5/1/1997 55 Rotella Capital Management Rotella Polaris Program (Diversified) -0.84 10,000k 1/1/1991 54 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -0.76 200k 11/1/1999 53 MERIT Alternative Investments GmbH Futures Portfolio -0.52 2,000k 6/1/1998 52 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.49 1,000k 3/1/1998 51 Spectrum Asset Management LLC Global Diversified -0.17 2,000k 1/1/2001 50 Eclipse Capital Management Global Monetary -0.15 5,000k 8/1/1990 49 Transtrend B.V. DTP – Enhanced Risk (USD) -0.10 10,000k 1/1/1995 48 Clarke Capital Management Global Magnum -0.05 100k 8/1/1997 47 Transtrend B.V. DTP – Standard Risk (EUR) -0.04 10,000k 2/1/1999 46 Clarke Capital Management Worldwide -0.03 250k 1/1/1996 44 EMC Capital Advisors, LLC Classic 0.00 5,000k 1/1/1985 45 IKOS The IKOS Hedge Fund 0.00 10,000k 7/1/1998 43 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.01 10,000k 8/1/1999 42 Rabar Market Research Diversified Program 0.03 2,000k 1/1/1989 41 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.07 100k 5/1/1999 40 Estlander & Partners Alpha Trend 0.09 30,000k 10/1/1991 39 Witter & Lester, Inc. Redstone 0.14 500k 9/1/1994 38 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.19 10,000k 1/1/2001 37 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.19 100k 1/1/2000 36 Quantmetrics Capital Management LLP Premier 12V Strategy 0.20 10,000k 4/1/2003 35 Tactical Investment Management Tactical Institutional Commodity Program 0.34 10,000k 4/1/1993 34 Mark J. Walsh Company Standard Program 0.40 2,000k 9/1/1985 33 Lynx Asset Management AB Lynx Program 0.41 75k 5/1/2000 32 Eckhardt Trading Company Evolution Strategies 0.44 20,000k 8/1/1991 31 Witter & Lester, Inc. Stock Index Futures Trading Program 0.51 400k 1/1/1988 30 Winton Capital Management Diversified 0.62 50,000k 10/1/1997 29 Saxon Investment Corporation Diversified Program 0.69 3,000k 9/1/1988 28 Eckhardt Trading Company Evolution Strategies 1.2X 0.70 10,000k 10/1/1991 27 Trigon Investment Advisors, LLC Foreign Exchange Program 1.09 5,000k 8/1/2000 26 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 1.11 1,000k 9/1/1997 25 Saxon Investment Corporation Aggressive Diversified Program 1.20 2,000k 11/1/1993 24 Superfund Group Superfund Green Q-AG 1.47 2k 3/1/1996 23 Crabel Capital Management Crabel Multi-Product 1.48 1,000k 3/1/1998 22 Northfield Trading Diversified 1.50 2,000k 7/1/1989 21 Dreiss Research Corporation Diversified Program 1.68 1,000k 5/1/1991 20 Millburn Ridgefield Corporation Diversified Program 1.94 20,000k 2/1/1977 19 Hawksbill Capital Management Global Diversified 2.06 5,000k 11/1/1988 18 Superfund Group Superfund Green L.P. Series A 2.16 5k 10/1/2002 17 Covenant Capital Management Original Program 2.17 5,000k 9/1/1999 16 Mondiale Asset Management Mondiale Trading Program 2.36 0k 9/1/1997 15 Chesapeake Capital Diversified (LV) 2.42 100k 2/1/1988 14 Clarke Capital Management Millennium 2.50 1,000k 1/1/1998 13 Conquest Capital Group Conquest Macro 2.56 250k 5/1/1999 12 Superfund Group Superfund Green GCT USD 2.62 15k 1/1/2000 11 Superfund Group Superfund Green L.P. Series B 3.42 5k 10/1/2002 10 Parizek Capital Futures Trading Program 3.60 500k 4/1/2000 9 Superfund Group Superfund Green Master 3.64 2,000k 5/1/2001 8 Heyden & Steindl GmbH TOMAC2 4.29 5,000k 3/1/2003 7 Kelly Angle Inc. Genesis Program 4.47 2,000k 4/1/2000 5 NuWave Investment Management, LLC NuWave Investment Partners LP 4.59 250k 6/1/2001 6 NuWave Investment Management, LLC Combined Futures Portfolio 4.59 5,000k 6/1/2001 4 Rivoli Fund Management Rivoli International Fund (E) 5.03 5,000k 10/1/1996 3 DUNN Capital Management D'Best Futures Fund, L.P. 8.49 100k 6/1/1994 2 DUNN Capital Management DUNN Combined Fund (DCF) 10.60 100k 5/1/1989 1 DUNN Capital Management World Monetary and Agriculture Program (WMA) 16.70 100k 11/1/1984 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.