Systematic Trader Index For October 2004 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 Oct 2004 Min Inv Inception 97 Heyden & Steindl GmbH TOMAC2 -11.18 5,000k 3/1/2003 96 Mobius Asset Management Diversified Program -4.92 250k 3/1/2004 95 Mobius Asset Management Custom Trading Program -1.99 100k 1/1/2002 94 Parizek Capital Futures Trading Program -1.97 500k 4/1/2000 93 IKOS The IKOS Hedge Fund -1.60 10,000k 7/1/1998 92 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.52 100k 1/1/2000 91 Covenant Capital Management Aggressive Program -1.51 3,000k 2/1/2004 90 Drury Capital Diversified Trend-Following Program -1.13 5,000k 5/1/1997 89 Dreiss Research Corporation Diversified Program -1.06 1,000k 5/1/1991 88 Saxon Investment Corporation Aggressive Diversified Program -0.77 2,000k 11/1/1993 87 Covenant Capital Management Original Program -0.69 5,000k 9/1/1999 86 MERIT Alternative Investments GmbH Futures Portfolio -0.62 2,000k 6/1/1998 85 Saxon Investment Corporation Diversified Program -0.33 3,000k 9/1/1988 84 Millburn Ridgefield Corporation Multi-Markets Program 0.00 25,000k 10/1/2004 83 Rhicon Currency Management Rhicon Systematic Currency Program 0.08 3,000k 1/1/2004 82 M.S. Capital Management Global Diversified Program 0.08 2,000k 11/1/1998 81 Eclipse Capital Management Global Monetary 0.24 5,000k 8/1/1990 80 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.28 1,000k 3/1/1998 79 Alder Capital DAC Alder Global 10 0.36 250k 10/1/2000 78 Rotella Capital Management Rotella Polaris Program (Diversified) 0.40 10,000k 1/1/1991 77 Manning & Napier MN Xenon Global Fixed Income Program 0.43 2,000k 8/1/2004 76 Red Rock Capital, LLC Systematic Global Macro 0.46 500k 9/1/2003 75 Alder Capital DAC Alder Global 20 0.47 250k 2/1/2001 74 Clarke Capital Management Global Basic 0.60 50k 2/1/1996 73 John Locke Investments Cyril Systematic Program 0.62 8,000k 7/1/2000 72 Quantmetrics Capital Management LLP Premier 12V Strategy 0.67 10,000k 4/1/2003 71 Estlander & Partners Alpha Trend 0.67 30,000k 10/1/1991 70 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.71 1,000k 3/1/2003 69 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.76 100k 5/1/1999 68 Clarke Capital Management Worldwide 0.89 250k 1/1/1996 67 Witter & Lester, Inc. Redstone 1.12 500k 9/1/1994 66 RAM Management Group RAM MRTP 1X-Conservative 1.28 1,000k 9/1/1993 65 Hawksbill Capital Management Global Diversified 1.48 5,000k 11/1/1988 64 Systematic Alpha Management Systematic Alpha Futures Program 1.49 100k 6/1/2004 63 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 1.53 10,000k 1/1/2001 62 Alee Capital Management, LLC Mistral Program 1.53 2,500k 1/1/1999 61 Xplor Capital Management, LLC Global CTA Program 1.71 1,500k 7/1/2004 60 Crabel Capital Management Crabel Multi-Product 1.73 1,000k 3/1/1998 59 Conquest Capital Group Conquest Select 1.86 250k 6/1/2004 58 Transtrend B.V. DTP – Standard Risk (EUR) 1.91 10,000k 2/1/1999 57 Clarke Capital Management Millennium 1.97 1,000k 1/1/1998 56 QCM Global Diversified Programme 2.24 500k 12/1/1995 55 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 2.26 0k 11/1/1996 54 Mondiale Asset Management Mondiale Trading Program 2.28 0k 9/1/1997 53 Chesapeake Capital Diversified (LV) 2.32 100k 2/1/1988 52 ISAM ISAM Systematic Trend Fund 2.43 1,000k 6/1/2001 51 Superfund Group Superfund Green Q-AG 2.58 2k 3/1/1996 50 Welton Investment Partners Welton Global 2.65 10,000k 6/1/2004 49 Transtrend B.V. DTP – Enhanced Risk (JPY) 2.99 10,000k 8/1/2004 48 Spectrum Asset Management LLC Global Diversified 3.00 2,000k 1/1/2001 47 Transtrend B.V. DTP – Enhanced Risk (EUR) 3.03 10,000k 8/1/1999 46 Rabar Market Research Diversified Program 3.07 2,000k 1/1/1989 45 Transtrend B.V. DTP – Enhanced Risk (USD) 3.20 10,000k 1/1/1995 44 Briarwood Capital Management, Inc. Diversified Trading Program 3.60 3,000k 7/1/2001 43 EMC Capital Advisors, LLC Classic 3.60 5,000k 1/1/1985 42 Estlander & Partners Global Markets 3.74 10,000k 8/1/1999 41 Conquest Capital Group Conquest Macro 3.95 250k 5/1/1999 40 Clarke Capital Management FX Plus 3.99 1,000k 5/1/2004 39 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 4.00 1,000k 9/1/1997 38 Tactical Investment Management Tactical Institutional Commodity Program 4.00 10,000k 4/1/1993 37 Winton Capital Management Diversified 4.03 50,000k 10/1/1997 36 Alee Capital Management, LLC Poniente Program 4.25 2,500k 1/1/1999 35 Northfield Trading Diversified 4.30 2,000k 7/1/1989 34 Abraham Trading Company Diversified Program 4.32 10,000k 1/1/1988 33 Trigon Investment Advisors, LLC Foreign Exchange Program 4.34 5,000k 8/1/2000 32 Rivoli Fund Management Rivoli International Fund (E) 4.41 5,000k 10/1/1996 31 Kinkopf Capital Management KCM S&P (Proprietary) 4.42 100k 1/1/1999 29 NuWave Investment Management, LLC NuWave Investment Partners LP 4.47 250k 6/1/2001 30 NuWave Investment Management, LLC Combined Futures Portfolio 4.47 5,000k 6/1/2001 28 Southwest Managed Investments, LLC Global Diversified 4.48 200k 1/1/2002 27 Strategic Capital Advisors LLC Contrarian 500 4.54 500k 12/1/2003 26 FORT LP Fort Global Contrarian 4.59 2,000k 10/1/2002 25 Rivoli Fund Management Rivoli International Fund (V9) 4.65 5,000k 1/1/2002 24 RAM Management Group MRTP Aggressive 4.84 1,000k 2/1/1998 23 Mark J. Walsh Company Standard Program 4.84 2,000k 9/1/1985 22 Superfund Group Superfund Green L.P. Series A 4.88 5k 10/1/2002 21 Quantitative Investment Management Quantitative Global Program 5.75 20,000k 10/1/2003 20 Superfund Group Superfund Green GCT USD 5.88 15k 1/1/2000 19 Eckhardt Trading Company Evolution Strategies 5.97 20,000k 8/1/1991 18 Witter & Lester, Inc. Stock Index Futures Trading Program 5.98 400k 1/1/1988 17 Clarke Capital Management Global Magnum 6.53 100k 8/1/1997 16 Keck Capital Management LLC The Keck Program 6.63 2,000k 12/1/2003 15 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 6.77 10,000k 4/1/2004 14 Superfund Group Superfund Green Master 6.82 2,000k 5/1/2001 13 Eckhardt Trading Company Evolution Strategies 1.2X 6.92 10,000k 10/1/1991 12 Superfund Group Superfund Green L.P. Series B 7.01 5k 10/1/2002 11 Millburn Ridgefield Corporation Diversified Program 7.19 20,000k 2/1/1977 10 Lynx Asset Management AB Lynx Program 7.32 75k 5/1/2000 9 Estlander & Partners Global XL 7.39 5,000k 8/1/1991 8 FORT LP Fort Global Diversified 7.46 2,000k 10/1/1993 7 DUNN Capital Management World Monetary and Agriculture Program (WMA) 7.93 100k 11/1/1984 6 Hyman Beck and Company Global Portfolio 8.30 1,000k 3/1/1991 5 DUNN Capital Management DUNN Combined Fund (DCF) 10.66 100k 5/1/1989 4 DUNN Capital Management D'Best Futures Fund, L.P. 10.75 100k 6/1/1994 3 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 11.46 200k 11/1/1999 2 Kelly Angle Inc. Genesis Program 12.64 2,000k 4/1/2000 1 Shield Plus LLC Shield Plus Natural Gas 27.16 50k 1/1/2004 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.