Systematic Trader Index For May 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 May 2004 Min Inv Inception 90 Parizek Capital Futures Trading Program -10.36 500k 4/1/2000 89 Keck Capital Management LLC The Keck Program -9.16 2,000k 12/1/2003 88 Tactical Investment Management Tactical Institutional Commodity Program -7.83 10,000k 4/1/1993 87 Mulvaney Capital Management The Mulvaney Global Markets Fund -6.99 100k 5/1/1999 86 DUNN Capital Management World Monetary and Agriculture Program (WMA) -6.84 100k 11/1/1984 85 Estlander & Partners Global XL -6.64 5,000k 8/1/1991 84 Drury Capital Diversified Trend-Following Program -6.06 5,000k 5/1/1997 83 Hyman Beck and Company Global Portfolio -5.63 1,000k 3/1/1991 82 EMC Capital Advisors, LLC Classic -5.60 5,000k 1/1/1985 81 DUNN Capital Management DUNN Combined Fund (DCF) -4.90 100k 5/1/1989 80 Covenant Capital Management Original Program -4.37 5,000k 9/1/1999 79 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -3.95 200k 11/1/1999 78 Rabar Market Research Diversified Program -3.85 2,000k 1/1/1989 77 Estlander & Partners Global Markets -3.73 10,000k 8/1/1999 76 Covenant Capital Management Aggressive Program -3.60 3,000k 2/1/2004 75 DUNN Capital Management D'Best Futures Fund, L.P. -3.51 100k 6/1/1994 74 Red Rock Capital, LLC Systematic Global Macro -3.36 500k 9/1/2003 73 QCM Global Diversified Programme -2.98 500k 12/1/1995 72 Spectrum Asset Management LLC Global Diversified -2.71 2,000k 1/1/2001 71 Alder Capital DAC Alder Global 20 -2.65 250k 2/1/2001 70 Millburn Ridgefield Corporation Diversified Program -2.13 20,000k 2/1/1977 69 Hawksbill Capital Management Global Diversified -2.01 5,000k 11/1/1988 68 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.99 1,000k 3/1/2003 67 Briarwood Capital Management, Inc. Diversified Trading Program -1.81 3,000k 7/1/2001 66 ISAM ISAM Systematic Trend Fund -1.78 1,000k 6/1/2001 65 FORT LP Fort Global Contrarian -1.77 2,000k 10/1/2002 64 Strategic Capital Advisors LLC Contrarian 500 -1.75 500k 12/1/2003 63 Mobius Asset Management Custom Trading Program -1.57 100k 1/1/2002 62 Dreiss Research Corporation Diversified Program -1.45 1,000k 5/1/1991 61 Alder Capital DAC Alder Global 10 -1.10 250k 10/1/2000 60 Rotella Capital Management Rotella Polaris Program (Diversified) -1.07 10,000k 1/1/1991 59 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -1.01 0k 11/1/1996 58 Northfield Trading Diversified -0.80 2,000k 7/1/1989 57 Rivoli Fund Management Rivoli International Fund (V9) -0.59 5,000k 1/1/2002 56 Southwest Managed Investments, LLC Global Diversified -0.53 200k 1/1/2002 55 Mondiale Asset Management Mondiale Trading Program -0.51 0k 9/1/1997 54 Chesapeake Capital Diversified (LV) -0.50 100k 2/1/1988 53 Mark J. Walsh Company Standard Program -0.41 2,000k 9/1/1985 52 FORT LP Fort Global Diversified -0.37 2,000k 10/1/1993 51 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.29 10,000k 8/1/1999 50 M.S. Capital Management Global Diversified Program -0.28 2,000k 11/1/1998 48 NuWave Investment Management, LLC NuWave Investment Partners LP -0.26 250k 6/1/2001 49 NuWave Investment Management, LLC Combined Futures Portfolio -0.26 5,000k 6/1/2001 47 Transtrend B.V. DTP – Enhanced Risk (USD) -0.25 10,000k 1/1/1995 46 Estlander & Partners Alpha Trend -0.23 30,000k 10/1/1991 45 Transtrend B.V. DTP – Standard Risk (EUR) -0.21 10,000k 2/1/1999 44 Alee Capital Management, LLC Mistral Program -0.18 2,500k 1/1/1999 43 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.13 10,000k 1/1/2001 42 Clarke Capital Management FX Plus 0.00 1,000k 5/1/2004 41 Eckhardt Trading Company Evolution Strategies 0.04 20,000k 8/1/1991 40 Witter & Lester, Inc. Redstone 0.06 500k 9/1/1994 39 Eckhardt Trading Company Evolution Strategies 1.2X 0.06 10,000k 10/1/1991 38 Saxon Investment Corporation Aggressive Diversified Program 0.06 2,000k 11/1/1993 37 Saxon Investment Corporation Diversified Program 0.08 3,000k 9/1/1988 36 Eclipse Capital Management Global Monetary 0.20 5,000k 8/1/1990 35 Winton Capital Management Diversified 0.28 50,000k 10/1/1997 34 IKOS The IKOS Hedge Fund 0.28 10,000k 7/1/1998 33 Witter & Lester, Inc. Stock Index Futures Trading Program 0.32 400k 1/1/1988 32 MERIT Alternative Investments GmbH Futures Portfolio 0.34 2,000k 6/1/1998 31 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.42 1,000k 3/1/1998 30 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.45 1,000k 9/1/1997 29 Trigon Investment Advisors, LLC Foreign Exchange Program 0.73 5,000k 8/1/2000 28 Lynx Asset Management AB Lynx Program 0.83 75k 5/1/2000 27 Alee Capital Management, LLC Poniente Program 0.85 2,500k 1/1/1999 26 Conquest Capital Group Conquest Macro 1.20 250k 5/1/1999 25 John Locke Investments Cyril Systematic Program 1.28 8,000k 7/1/2000 24 Crabel Capital Management Crabel Multi-Product 1.29 1,000k 3/1/1998 23 Clarke Capital Management Worldwide 1.31 250k 1/1/1996 22 Clarke Capital Management Global Magnum 1.40 100k 8/1/1997 21 Mobius Asset Management Diversified Program 1.49 250k 3/1/2004 20 Rivoli Fund Management Rivoli International Fund (E) 1.61 5,000k 10/1/1996 19 Quantmetrics Capital Management LLP Premier 12V Strategy 1.64 10,000k 4/1/2003 18 Kelly Angle Inc. Genesis Program 1.87 2,000k 4/1/2000 17 RAM Management Group RAM MRTP 1X-Conservative 2.15 1,000k 9/1/1993 16 Abraham Trading Company Diversified Program 2.53 10,000k 1/1/1988 15 Quantitative Investment Management Quantitative Global Program 2.94 20,000k 10/1/2003 14 Rhicon Currency Management Rhicon Systematic Currency Program 3.05 3,000k 1/1/2004 13 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 3.34 10,000k 4/1/2004 12 Heyden & Steindl GmbH TOMAC2 3.80 5,000k 3/1/2003 11 Kinkopf Capital Management KCM S&P (Proprietary) 3.86 100k 1/1/1999 10 Superfund Group Superfund Green Q-AG 4.08 2k 3/1/1996 9 RAM Management Group MRTP Aggressive 4.65 1,000k 2/1/1998 8 Superfund Group Superfund Green GCT USD 4.70 15k 1/1/2000 7 Insch Capital Management SA Interbank Currency Program - 3X Leverage 5.98 100k 1/1/2000 6 Clarke Capital Management Global Basic 6.74 50k 2/1/1996 5 Superfund Group Superfund Green L.P. Series A 7.21 5k 10/1/2002 4 Clarke Capital Management Millennium 8.06 1,000k 1/1/1998 3 Superfund Group Superfund Green L.P. Series B 9.11 5k 10/1/2002 2 Superfund Group Superfund Green Master 9.27 2,000k 5/1/2001 1 Shield Plus LLC Shield Plus Natural Gas 42.46 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.