Systematic Trader Index For October 2003

Monthly Rankings

Rank CTA/Program Oct 2003 Min Inv Inception
82 Clarke Capital Management
Global Basic
-14.20 50k 2/1/1996
81 Kelly Angle Inc.
Genesis Program
-10.67 2,000k 4/1/2000
80 FORT LP
Fort Global Diversified
-7.42 2,000k 10/1/1993
79 Millburn Corporation
Diversified Program
-6.99 20,000k 2/1/1977
78 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-5.60 100k 1/1/2000
77 Conquest Capital Group
Conquest Macro
-5.27 250k 5/1/1999
76 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.23 100k 5/1/1989
75 Rivoli Fund Management
Rivoli International Fund (V9)
-5.21 5,000k 1/1/2002
74 FORT LP
Fort Global Contrarian
-5.02 2,000k 10/1/2002
73 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.23 100k 11/1/1984
72 Northfield Trading
Diversified
-3.30 2,000k 7/1/1989
71 W.G. Wealth Guardian Ltd.
SAFI2 Program
-3.20 1,000k 9/1/1997
70 Alder Capital DAC
Alder Global 20
-3.13 2,500k 2/1/2001
69 DUNN Capital Management
D'Best Futures Fund, L.P.
-2.82 100k 6/1/1994
68 Alee Capital Management, LLC
Poniente Program
-1.80 2,500k 1/1/1999
67 Heyden & Steindl GmbH
TOMAC2
-1.53 5,000k 3/1/2003
66 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.49 10,000k 1/1/1991
65 Clarke Capital Management
Global Magnum
-1.35 100k 8/1/1997
64 Crabel Capital Management
Crabel Multi-Product
-1.30 1,000k 3/1/1998
63 Alder Capital DAC
Alder Global 10
-1.28 2,500k 10/1/2000
62 Hawksbill Capital Management
Global Diversified
-1.19 5,000k 11/1/1988
61 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.16 1,000k 3/1/1998
60 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.70 10,000k 10/1/1991
59 Eckhardt Trading Company
Evolution Strategies
-0.70 20,000k 8/1/1991
58 Eclipse Capital Management
Global Monetary
-0.63 5,000k 8/1/1990
57 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.53 1,000k 3/1/2003
56 Quantitative Investment Management
Quantitative Global Program
0.00 20,000k 10/1/2003
55 Witter & Lester, Inc.
Redstone
0.39 500k 9/1/1994
54 Mobius Asset Management
Custom Trading Program
0.40 100k 1/1/2002
53 ISAM
ISAM Systematic Trend Fund
0.50 1,000k 6/1/2001
52 Rivoli Fund Management
Rivoli International Fund (MAP)
0.67 5,000k 10/1/1996
51 Dreiss Research Corporation
Diversified Program
1.21 1,000k 5/1/1991
50 Mondiale Asset Management
Mondiale Trading Program
1.40 0k 9/1/1997
49 Transtrend B.V.
DTP – Standard Risk (EUR)
1.68 10,000k 2/1/1999
48 Mark J. Walsh Company
Standard Program
1.79 2,000k 9/1/1985
47 MERIT Alternative Investments GmbH
Futures Portfolio
2.08 2,000k 6/1/1998
46 Quantmetrics Capital Management LLP
Premier 12V Strategy
2.08 10,000k 4/1/2003
45 IKOS
The IKOS Hedge Fund
2.19 10,000k 7/1/1998
44 John Locke Investments
Cyril Systematic Program
2.43 8,000k 7/1/2000
43 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.46 10,000k 8/1/1999
42 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.49 10,000k 1/1/1995
41 Trigon Investment Advisors, LLC
Foreign Exchange Program
2.51 5,000k 8/1/2000
40 Briarwood Capital Management, Inc.
Diversified Trading Program
2.63 3,000k 7/1/2001
39 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
2.76 10,000k 1/1/2001
38 RAM Management Group
RAM MRTP 1X-Conservative
3.20 1,000k 9/1/1993
37 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.45 400k 1/1/1988
36 Clarke Capital Management
Worldwide
3.49 250k 1/1/1996
35 Rabar Market Research
Diversified Program
3.97 2,000k 1/1/1989
34 Superfund Group
Superfund Green L.P. Series A
3.99 5k 10/1/2002
33 Lynx Asset Management AB
Lynx Program
4.29 75k 5/1/2000
32 Winton Capital Management
Diversified
4.72 50,000k 10/1/1997
31 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.25 0k 11/1/1996
30 Estlander & Partners
Global Markets
5.42 10,000k 8/1/1999
29 Red Rock Capital, LLC
Systematic Global Macro
5.43 500k 9/1/2003
28 Southwest Managed Investments, LLC
Global Diversified
5.49 200k 1/1/2002
27 Kinkopf Capital Management
KCM S&P (Proprietary)
5.63 100k 1/1/1999
26 Spectrum Asset Management LLC
Global Diversified
5.78 2,000k 1/1/2001
25 Superfund Group
Superfund Green L.P. Series B
5.92 5k 10/1/2002
24 Hyman Beck and Company
Global Portfolio
6.22 1,000k 3/1/1991
23 Superfund Group
Superfund Green Q-AG
6.54 2k 3/1/1996
22 EMC Capital Advisors, LLC
Classic
7.20 5,000k 1/1/1985
21 Clarke Capital Management
Millennium
8.23 1,000k 1/1/1998
19 NuWave Investment Management, LLC
NuWave Investment Partners LP
8.63 250k 6/1/2001
20 NuWave Investment Management, LLC
Combined Futures Portfolio
8.63 5,000k 6/1/2001
18 Parizek Capital
Futures Trading Program
8.83 500k 4/1/2000
17 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
9.42 200k 11/1/1999
16 Quality Capital Management
Global Diversified Programme
9.70 10,000k 12/1/1995
15 Estlander & Partners
Global XL
9.77 5,000k 8/1/1991
14 RAM Management Group
MRTP Aggressive
10.21 1,000k 2/1/1998
13 Superfund Group
Superfund Green GCT USD
10.23 15k 1/1/2000
12 Estlander & Partners
Alpha Trend
10.37 30,000k 10/1/1991
11 M.S. Capital Management
Global Diversified Program
10.43 2,000k 11/1/1998
10 Covenant Capital Management
Original Program
11.35 5,000k 9/1/1999
9 Tactical Investment Management
Tactical Institutional Commodity Program
12.69 10,000k 4/1/1993
8 Saxon Investment Corporation
Diversified Program
13.07 3,000k 9/1/1988
7 Alee Capital Management, LLC
Mistral Program
13.27 2,500k 1/1/1999
6 Drury Capital
Diversified Trend-Following Program
13.80 5,000k 5/1/1997
5 Mulvaney Capital Management
The Mulvaney Global Markets Program
15.32 100k 5/1/1999
4 Chesapeake Capital
Diversified (LV)
15.48 100k 2/1/1988
3 Superfund Group
Superfund Green Master
15.63 2,000k 5/1/2001
2 Saxon Investment Corporation
Aggressive Diversified Program
21.16 2,000k 11/1/1993
1 Abraham Trading Company
Diversified Program
22.09 10,000k 1/1/1988

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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