Systematic Trader Index For June 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 Jun 2004 Min Inv Inception 93 Superfund Group Superfund Green L.P. Series B -15.07 5k 10/1/2002 92 Superfund Group Superfund Green Master -14.21 2,000k 5/1/2001 91 RAM Management Group MRTP Aggressive -12.38 1,000k 2/1/1998 90 Superfund Group Superfund Green L.P. Series A -11.62 5k 10/1/2002 89 Insch Capital Management SA Interbank Currency Program - 3X Leverage -11.00 100k 1/1/2000 88 Alder Capital DAC Alder Global 20 -10.26 250k 2/1/2001 87 Superfund Group Superfund Green GCT USD -10.20 15k 1/1/2000 86 DUNN Capital Management World Monetary and Agriculture Program (WMA) -9.86 100k 11/1/1984 85 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -9.15 200k 11/1/1999 84 Kelly Angle Inc. Genesis Program -8.93 2,000k 4/1/2000 83 Parizek Capital Futures Trading Program -8.07 500k 4/1/2000 82 Conquest Capital Group Conquest Macro -7.76 250k 5/1/1999 81 DUNN Capital Management DUNN Combined Fund (DCF) -7.69 100k 5/1/1989 80 Clarke Capital Management Global Basic -7.63 50k 2/1/1996 79 Clarke Capital Management Millennium -7.55 1,000k 1/1/1998 78 Tactical Investment Management Tactical Institutional Commodity Program -7.31 10,000k 4/1/1993 77 Clarke Capital Management Global Magnum -7.05 100k 8/1/1997 76 Superfund Group Superfund Green Q-AG -7.04 2k 3/1/1996 75 John Locke Investments Cyril Systematic Program -6.36 8,000k 7/1/2000 74 Saxon Investment Corporation Aggressive Diversified Program -6.29 2,000k 11/1/1993 73 DUNN Capital Management D'Best Futures Fund, L.P. -5.88 100k 6/1/1994 72 Hawksbill Capital Management Global Diversified -5.86 5,000k 11/1/1988 71 Heyden & Steindl GmbH TOMAC2 -5.74 5,000k 3/1/2003 70 Clarke Capital Management FX Plus -5.44 1,000k 5/1/2004 69 Mark J. Walsh Company Standard Program -5.33 2,000k 9/1/1985 68 Alder Capital DAC Alder Global 10 -5.11 250k 10/1/2000 67 Keck Capital Management LLC The Keck Program -5.10 2,000k 12/1/2003 66 QCM Global Diversified Programme -5.02 500k 12/1/1995 65 EMC Capital Advisors, LLC Classic -5.00 5,000k 1/1/1985 64 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -4.72 0k 11/1/1996 63 Southwest Managed Investments, LLC Global Diversified -4.65 200k 1/1/2002 62 Rabar Market Research Diversified Program -4.64 2,000k 1/1/1989 61 RAM Management Group RAM MRTP 1X-Conservative -4.55 1,000k 9/1/1993 60 M.S. Capital Management Global Diversified Program -4.45 2,000k 11/1/1998 59 Eckhardt Trading Company Evolution Strategies 1.2X -4.19 10,000k 10/1/1991 58 ISAM ISAM Systematic Trend Fund -4.17 1,000k 6/1/2001 57 Northfield Trading Diversified -4.00 2,000k 7/1/1989 56 Millburn Ridgefield Corporation Diversified Program -3.95 20,000k 2/1/1977 55 Eckhardt Trading Company Evolution Strategies -3.65 20,000k 8/1/1991 54 Clarke Capital Management Worldwide -3.48 250k 1/1/1996 53 Saxon Investment Corporation Diversified Program -3.40 3,000k 9/1/1988 52 Mobius Asset Management Diversified Program -3.39 250k 3/1/2004 51 Rivoli Fund Management Rivoli International Fund (V9) -3.18 5,000k 1/1/2002 50 MERIT Alternative Investments GmbH Futures Portfolio -3.17 2,000k 6/1/1998 49 Estlander & Partners Alpha Trend -3.06 30,000k 10/1/1991 48 Alee Capital Management, LLC Poniente Program -3.05 2,500k 1/1/1999 47 Hyman Beck and Company Global Portfolio -2.97 1,000k 3/1/1991 46 Winton Capital Management Diversified -2.96 50,000k 10/1/1997 45 Chesapeake Capital Diversified (LV) -2.90 100k 2/1/1988 44 Briarwood Capital Management, Inc. Diversified Trading Program -2.83 3,000k 7/1/2001 43 Alee Capital Management, LLC Mistral Program -2.72 2,500k 1/1/1999 42 Trigon Investment Advisors, LLC Foreign Exchange Program -2.56 5,000k 8/1/2000 41 FORT LP Fort Global Diversified -2.53 2,000k 10/1/1993 40 Spectrum Asset Management LLC Global Diversified -2.42 2,000k 1/1/2001 39 Mobius Asset Management Custom Trading Program -2.38 100k 1/1/2002 38 Transtrend B.V. DTP – Enhanced Risk (USD) -2.35 10,000k 1/1/1995 37 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.31 10,000k 8/1/1999 36 Rhicon Currency Management Rhicon Systematic Currency Program -2.27 3,000k 1/1/2004 35 Lynx Asset Management AB Lynx Program -2.20 75k 5/1/2000 34 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.81 1,000k 3/1/1998 33 Rotella Capital Management Rotella Polaris Program (Diversified) -1.65 10,000k 1/1/1991 32 Transtrend B.V. DTP – Standard Risk (EUR) -1.50 10,000k 2/1/1999 31 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -1.44 1,000k 9/1/1997 30 IKOS The IKOS Hedge Fund -1.42 10,000k 7/1/1998 29 Eclipse Capital Management Global Monetary -1.42 5,000k 8/1/1990 28 Crabel Capital Management Crabel Multi-Product -1.38 1,000k 3/1/1998 27 Estlander & Partners Global XL -1.27 5,000k 8/1/1991 26 Drury Capital Diversified Trend-Following Program -1.21 5,000k 5/1/1997 25 Rivoli Fund Management Rivoli International Fund (E) -0.75 5,000k 10/1/1996 24 Mulvaney Capital Management The Mulvaney Global Markets Fund -0.73 100k 5/1/1999 23 Estlander & Partners Global Markets -0.60 10,000k 8/1/1999 22 Quantmetrics Capital Management LLP Premier 12V Strategy -0.50 10,000k 4/1/2003 21 FORT LP Fort Global Contrarian -0.31 2,000k 10/1/2002 20 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.12 10,000k 4/1/2004 17 Welton Investment Partners Welton Global 0.00 10,000k 6/1/2004 18 Conquest Capital Group Conquest Select 0.00 250k 6/1/2004 19 Systematic Alpha Management Systematic Alpha Futures Program 0.00 100k 6/1/2004 16 Mondiale Asset Management Mondiale Trading Program 0.06 0k 9/1/1997 15 Kinkopf Capital Management KCM S&P (Proprietary) 0.07 100k 1/1/1999 14 Dreiss Research Corporation Diversified Program 0.28 1,000k 5/1/1991 13 Witter & Lester, Inc. Redstone 0.36 500k 9/1/1994 12 Red Rock Capital, LLC Systematic Global Macro 1.06 500k 9/1/2003 11 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 1.12 10,000k 1/1/2001 10 Abraham Trading Company Diversified Program 1.37 10,000k 1/1/1988 9 Quantitative Investment Management Quantitative Global Program 1.44 20,000k 10/1/2003 7 NuWave Investment Management, LLC NuWave Investment Partners LP 1.91 250k 6/1/2001 8 NuWave Investment Management, LLC Combined Futures Portfolio 1.91 5,000k 6/1/2001 6 Covenant Capital Management Original Program 2.11 5,000k 9/1/1999 5 Witter & Lester, Inc. Stock Index Futures Trading Program 2.61 400k 1/1/1988 4 Strategic Capital Advisors LLC Contrarian 500 2.82 500k 12/1/2003 3 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.11 1,000k 3/1/2003 2 Covenant Capital Management Aggressive Program 3.32 3,000k 2/1/2004 1 Shield Plus LLC Shield Plus Natural Gas 6.15 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.