Systematic Trader Index

CTA/Program Past 12 Months Dec 2019 CAROR WDD AUM Min Inv Inception
Glenhaven Capital LLC
Glenhaven Global II LP
chart thumbnail 13.35 21.24 -14.87 82.52 $2.2M 25k 4/1/2012
Dreiss Research Corporation
Diversified Program
chart thumbnail 12.09 35.70 14.88 51.44 $1.9M 1,000k 5/1/1991
Future Trade AG
Thales Swing Trading Programme
chart thumbnail 8.46 34.28 6.10 55.70 $7.1M 250k 6/1/2007
QCAM Asset Management AG
SWARM
chart thumbnail 5.55 2.00 17.41 6.61 $10.0M 5,000k 1/1/2016
Vortex
Currency Program
chart thumbnail 5.53 -7.61 3.28 26.58 $2.2M 500k 1/1/2014
Red Rock Capital, LLC
Commodity Long-Short
chart thumbnail 5.24 -3.65 6.11 30.11 $4.9M 500k 9/1/2013
Tomas Capital Pty Ltd
GCAF | USD
chart thumbnail 5.19 -17.37 -3.27 66.05 $563k 1,500k 7/1/2011
Metolius Capital LLC
Metolius Enhanced Fund 2.5X
chart thumbnail 4.91 -3.71 -2.97 26.05 $37.2M 40k 6/1/2015
Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
chart thumbnail 4.66 -19.61 -2.49 66.65 $(AUD)805k 50k 7/1/2011
Superfund Group
Superfund Red One SP I - Class A Silver
chart thumbnail 14.38 7.12 34.00 $11.2M 10k 1/1/2017
Added in last 30 Days New Max Drawdown All Time Performance High All Time Performance Low

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.

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