Systematic Trader Index

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