Systematic Trader Index Need help with terms? Snapshot Historical Data Programs CTA/Program Past 12 Months Jul YTD CAROR WDD AUM Min Inv Inception Glenhaven Capital LLC Glenhaven Global II LP 14.30 58.97 -4.71 82.52 $4.9M 100k 4/1/2012 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 7.91 27.56 7.33 39.31 €38.0M 250k 11/1/1996 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 7.71 25.94 5.76 45.42 €38.0M 0k 11/1/1996 SMN Investment Services GmbH Structural Alpha Trend 6.91 47.84 6.46 15.94 $0k 5,000k 6/1/2016 Soaring Pelican, LLC Diversified S&P Program 6.81 5.38 6.19 10.95 $7.8M 100k 1/1/2011 John Locke Investments Cyril Systematic Program 5.95 -0.28 6.49 20.85 $68.2M 8,000k 7/1/2000 John Locke Investments Cyril Systematic UCITS Fund 5.95 -0.28 6.31 20.77 €60.2M 500k 7/1/2000 Deep Field Capital AG Intraday Crisis Alpha Program (ICA) 5.49 3.46 7.18 17.55 $49.0M 1,500k 5/1/2017 IDS Capital IDS F&F Systematic Trading 4.65 -2.81 3.12 16.79 $5.0M 50k 7/1/2013 Leibniz Group GRAB+ 4.63 19.15 20.91 100k 4/1/2016 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.