Systematic Trader Index For February 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 Feb 2004 Min Inv Inception 87 Kaiser Trading Group Kaiser Global Diversified Program - Class B -2.70 1,000k 3/1/1998 86 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.01 10,000k 8/1/1999 85 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.25 10,000k 1/1/2001 84 Northfield Trading Diversified -0.90 2,000k 7/1/1989 83 Trigon Investment Advisors, LLC Foreign Exchange Program -0.59 5,000k 8/1/2000 82 Briarwood Capital Management, Inc. Diversified Trading Program -0.05 3,000k 7/1/2001 81 Covenant Capital Management Aggressive Program 0.00 3,000k 2/1/2004 80 Mondiale Asset Management Mondiale Trading Program 0.12 0k 9/1/1997 79 Witter & Lester, Inc. Redstone 0.13 500k 9/1/1994 78 Dreiss Research Corporation Diversified Program 0.25 1,000k 5/1/1991 77 Southwest Managed Investments, LLC Global Diversified 0.59 200k 1/1/2002 76 RAM Management Group RAM MRTP 1X-Conservative 0.74 1,000k 9/1/1993 75 Conquest Capital Group Conquest Macro 0.76 250k 5/1/1999 74 Quantmetrics Capital Management LLP Premier 12V Strategy 0.88 10,000k 4/1/2003 73 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 1.10 1,000k 9/1/1997 72 Rivoli Fund Management Rivoli International Fund (V9) 1.33 5,000k 1/1/2002 71 IKOS The IKOS Hedge Fund 1.47 10,000k 7/1/1998 70 Crabel Capital Management Crabel Multi-Product 2.01 1,000k 3/1/1998 69 Alder Capital DAC Alder Global 10 2.14 250k 10/1/2000 68 Witter & Lester, Inc. Stock Index Futures Trading Program 2.23 400k 1/1/1988 67 Rotella Capital Management Rotella Polaris Program (Diversified) 2.24 10,000k 1/1/1991 66 MERIT Alternative Investments GmbH Futures Portfolio 2.33 2,000k 6/1/1998 65 Strategic Capital Advisors LLC Contrarian 500 2.87 500k 12/1/2003 64 Covenant Capital Management Original Program 3.18 5,000k 9/1/1999 63 Transtrend B.V. DTP – Standard Risk (EUR) 3.28 10,000k 2/1/1999 62 Millburn Ridgefield Corporation Diversified Program 3.31 20,000k 2/1/1977 61 Rhicon Currency Management Rhicon Systematic Currency Program 3.35 3,000k 1/1/2004 60 Quantitative Investment Management Quantitative Global Program 3.51 20,000k 10/1/2003 59 RAM Management Group MRTP Aggressive 3.73 1,000k 2/1/1998 58 Estlander & Partners Global Markets 3.82 10,000k 8/1/1999 57 Rivoli Fund Management Rivoli International Fund (E) 3.88 5,000k 10/1/1996 56 Eckhardt Trading Company Evolution Strategies 4.28 20,000k 8/1/1991 55 Alder Capital DAC Alder Global 20 4.33 250k 2/1/2001 54 ISAM ISAM Systematic Trend Fund 4.40 1,000k 6/1/2001 53 Eclipse Capital Management Global Monetary 4.46 5,000k 8/1/1990 52 Alee Capital Management, LLC Poniente Program 4.47 2,500k 1/1/1999 51 Lynx Asset Management AB Lynx Program 4.69 75k 5/1/2000 50 Transtrend B.V. DTP – Enhanced Risk (USD) 4.94 10,000k 1/1/1995 48 NuWave Investment Management, LLC NuWave Investment Partners LP 5.03 250k 6/1/2001 49 NuWave Investment Management, LLC Combined Futures Portfolio 5.03 5,000k 6/1/2001 47 Chesapeake Capital Diversified (LV) 5.05 100k 2/1/1988 46 Eckhardt Trading Company Evolution Strategies 1.2X 5.10 10,000k 10/1/1991 45 Mobius Asset Management Custom Trading Program 5.13 100k 1/1/2002 44 Saxon Investment Corporation Diversified Program 5.26 3,000k 9/1/1988 43 Hyman Beck and Company Global Portfolio 5.54 1,000k 3/1/1991 42 Parizek Capital Futures Trading Program 5.77 500k 4/1/2000 41 Hawksbill Capital Management Global Diversified 6.15 5,000k 11/1/1988 40 Spectrum Asset Management LLC Global Diversified 6.51 2,000k 1/1/2001 39 John Locke Investments Cyril Systematic Program 6.58 8,000k 7/1/2000 38 Estlander & Partners Alpha Trend 6.74 30,000k 10/1/1991 37 Clarke Capital Management Worldwide 6.82 250k 1/1/1996 36 Clarke Capital Management Millennium 6.96 1,000k 1/1/1998 35 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 7.07 1,000k 3/1/2003 34 FORT LP Fort Global Contrarian 7.13 2,000k 10/1/2002 33 Kinkopf Capital Management KCM S&P (Proprietary) 7.17 100k 1/1/1999 32 Alee Capital Management, LLC Mistral Program 7.19 2,500k 1/1/1999 31 Red Rock Capital, LLC Systematic Global Macro 7.27 500k 9/1/2003 30 QCM Global Diversified Programme 7.33 500k 12/1/1995 29 Estlander & Partners Global XL 7.76 5,000k 8/1/1991 28 Mark J. Walsh Company Standard Program 8.19 2,000k 9/1/1985 27 Rabar Market Research Diversified Program 8.34 2,000k 1/1/1989 26 Abraham Trading Company Diversified Program 8.38 10,000k 1/1/1988 25 DUNN Capital Management World Monetary and Agriculture Program (WMA) 8.38 100k 11/1/1984 24 Mulvaney Capital Management The Mulvaney Global Markets Fund 8.45 100k 5/1/1999 23 Saxon Investment Corporation Aggressive Diversified Program 8.56 2,000k 11/1/1993 22 Superfund Group Superfund Green Q-AG 8.69 2k 3/1/1996 21 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 8.73 0k 11/1/1996 20 Clarke Capital Management Global Magnum 9.40 100k 8/1/1997 19 EMC Capital Advisors, LLC Classic 9.60 5,000k 1/1/1985 18 Heyden & Steindl GmbH TOMAC2 9.61 5,000k 3/1/2003 17 Insch Capital Management SA Interbank Currency Program - 3X Leverage 10.36 100k 1/1/2000 16 Drury Capital Diversified Trend-Following Program 11.09 5,000k 5/1/1997 15 FORT LP Fort Global Diversified 11.48 2,000k 10/1/1993 14 Winton Capital Management Diversified 11.56 50,000k 10/1/1997 13 DUNN Capital Management DUNN Combined Fund (DCF) 11.91 100k 5/1/1989 12 M.S. Capital Management Global Diversified Program 12.24 2,000k 11/1/1998 11 Superfund Group Superfund Green L.P. Series A 12.65 5k 10/1/2002 10 Superfund Group Superfund Green GCT USD 14.05 15k 1/1/2000 9 Tactical Investment Management Tactical Institutional Commodity Program 14.38 10,000k 4/1/1993 8 Superfund Group Superfund Green Master 14.98 2,000k 5/1/2001 7 Shield Plus LLC Shield Plus Natural Gas 15.29 50k 1/1/2004 6 DUNN Capital Management D'Best Futures Fund, L.P. 17.11 100k 6/1/1994 5 Superfund Group Superfund Green L.P. Series B 18.63 5k 10/1/2002 4 Kelly Angle Inc. Genesis Program 18.88 2,000k 4/1/2000 3 Keck Capital Management LLC The Keck Program 18.97 2,000k 12/1/2003 2 Clarke Capital Management Global Basic 20.42 50k 2/1/1996 1 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 22.58 200k 11/1/1999 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.