Systematic Trader Index For November 2003

Monthly Rankings

Rank CTA/Program Nov 2003 Min Inv Inception
82 Kelly Angle Inc.
Genesis Program
-10.85 2,000k 4/1/2000
81 Alee Capital Management, LLC
Mistral Program
-9.79 2,500k 1/1/1999
80 Saxon Investment Corporation
Aggressive Diversified Program
-8.70 2,000k 11/1/1993
79 Hawksbill Capital Management
Global Diversified
-8.54 5,000k 11/1/1988
78 RAM Management Group
MRTP Aggressive
-8.02 1,000k 2/1/1998
77 Heyden & Steindl GmbH
TOMAC2
-7.12 5,000k 3/1/2003
76 John Locke Investments
Cyril Systematic Program
-6.73 8,000k 7/1/2000
75 M.S. Capital Management
Global Diversified Program
-6.37 2,000k 11/1/1998
74 Briarwood Capital Management, Inc.
Diversified Trading Program
-5.84 3,000k 7/1/2001
73 Saxon Investment Corporation
Diversified Program
-5.30 3,000k 9/1/1988
72 Parizek Capital
Futures Trading Program
-5.26 500k 4/1/2000
71 Mark J. Walsh Company
Standard Program
-4.94 2,000k 9/1/1985
70 Alee Capital Management, LLC
Poniente Program
-4.73 2,500k 1/1/1999
69 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.58 100k 5/1/1989
68 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.45 100k 11/1/1984
67 Southwest Managed Investments, LLC
Global Diversified
-4.23 200k 1/1/2002
66 Clarke Capital Management
Global Basic
-4.14 50k 2/1/1996
65 DUNN Capital Management
D'Best Futures Fund, L.P.
-4.13 100k 6/1/1994
64 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.80 100k 1/1/2000
63 Rivoli Fund Management
Rivoli International Fund (V9)
-3.78 5,000k 1/1/2002
62 Estlander & Partners
Alpha Trend
-3.71 30,000k 10/1/1991
61 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.47 400k 1/1/1988
60 Clarke Capital Management
Millennium
-3.43 1,000k 1/1/1998
59 Northfield Trading
Diversified
-3.00 2,000k 7/1/1989
58 Superfund Group
Superfund Green Master
-2.78 2,000k 5/1/2001
57 EMC Capital Advisors, LLC
Classic
-2.70 5,000k 1/1/1985
56 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-2.65 1,000k 3/1/1998
55 Quantitative Investment Management
Quantitative Global Program
-2.64 20,000k 10/1/2003
54 Superfund Group
Superfund Green GCT USD
-2.54 15k 1/1/2000
53 Winton Capital Management
Diversified
-2.48 50,000k 10/1/1997
52 RAM Management Group
RAM MRTP 1X-Conservative
-2.35 1,000k 9/1/1993
51 Covenant Capital Management
Original Program
-2.29 5,000k 9/1/1999
50 Millburn Corporation
Diversified Program
-2.25 20,000k 2/1/1977
49 Superfund Group
Superfund Green Q-AG
-2.25 2k 3/1/1996
48 Tactical Investment Management
Tactical Institutional Commodity Program
-2.04 10,000k 4/1/1993
47 Superfund Group
Superfund Green L.P. Series B
-2.04 5k 10/1/2002
46 Clarke Capital Management
Global Magnum
-1.77 100k 8/1/1997
45 Superfund Group
Superfund Green L.P. Series A
-1.75 5k 10/1/2002
44 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.70 1,000k 3/1/2003
43 Rabar Market Research
Diversified Program
-1.52 2,000k 1/1/1989
42 Clarke Capital Management
Worldwide
-1.48 250k 1/1/1996
41 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.14 0k 11/1/1996
40 Drury Capital
Diversified Trend-Following Program
-1.03 5,000k 5/1/1997
39 Quality Capital Management
Global Diversified Programme
-0.89 10,000k 12/1/1995
38 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.69 10,000k 1/1/1995
37 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.69 10,000k 8/1/1999
36 MERIT Alternative Investments GmbH
Futures Portfolio
-0.68 2,000k 6/1/1998
35 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.44 10,000k 1/1/2001
34 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.43 10,000k 2/1/1999
33 Conquest Capital Group
Conquest Macro
-0.42 250k 5/1/1999
32 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.27 100k 5/1/1999
31 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.16 100k 1/1/1999
30 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-0.13 200k 11/1/1999
29 Abraham Trading Company
Diversified Program
-0.03 10,000k 1/1/1988
28 Spectrum Asset Management LLC
Global Diversified
0.08 2,000k 1/1/2001
27 Dreiss Research Corporation
Diversified Program
0.08 1,000k 5/1/1991
26 Hyman Beck and Company
Global Portfolio
0.13 1,000k 3/1/1991
25 Crabel Capital Management
Crabel Multi-Product
0.21 1,000k 3/1/1998
24 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.21 10,000k 1/1/1991
23 Alder Capital DAC
Alder Global 10
0.51 2,500k 10/1/2000
22 Eclipse Capital Management
Global Monetary
0.52 5,000k 8/1/1990
21 Witter & Lester, Inc.
Redstone
0.70 500k 9/1/1994
20 ISAM
ISAM Systematic Trend Fund
0.70 1,000k 6/1/2001
19 Rivoli Fund Management
Rivoli International Fund (MAP)
0.79 5,000k 10/1/1996
18 Eckhardt Trading Company
Evolution Strategies
0.86 20,000k 8/1/1991
17 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.92 5,000k 8/1/2000
16 Alder Capital DAC
Alder Global 20
0.97 2,500k 2/1/2001
15 Mondiale Asset Management
Mondiale Trading Program
0.98 0k 9/1/1997
14 Lynx Asset Management AB
Lynx Program
1.14 75k 5/1/2000
13 Eckhardt Trading Company
Evolution Strategies 1.2X
1.29 10,000k 10/1/1991
12 Estlander & Partners
Global Markets
1.30 10,000k 8/1/1999
11 FORT LP
Fort Global Diversified
1.39 2,000k 10/1/1993
10 IKOS
The IKOS Hedge Fund
1.46 10,000k 7/1/1998
9 Mobius Asset Management
Custom Trading Program
1.60 100k 1/1/2002
8 Chesapeake Capital
Diversified (LV)
1.91 100k 2/1/1988
6 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.07 250k 6/1/2001
7 NuWave Investment Management, LLC
Combined Futures Portfolio
2.07 5,000k 6/1/2001
5 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.09 1,000k 9/1/1997
4 Quantmetrics Capital Management LLP
Premier 12V Strategy
2.14 10,000k 4/1/2003
3 Estlander & Partners
Global XL
2.22 5,000k 8/1/1991
2 FORT LP
Fort Global Contrarian
2.56 2,000k 10/1/2002
1 Red Rock Capital, LLC
Systematic Global Macro
2.99 500k 9/1/2003

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan