Systematic Trader Index For December 2003

Monthly Rankings

Rank CTA/Program Dec 2003 Min Inv Inception
84 Kinkopf Capital Management
KCM S&P (Proprietary)
-5.70 100k 1/1/1999
83 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.47 100k 11/1/1984
82 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.25 100k 5/1/1989
81 Mobius Asset Management
Custom Trading Program
-2.20 100k 1/1/2002
80 Crabel Capital Management
Crabel Multi-Product
-1.40 1,000k 3/1/1998
79 Kelly Angle Inc.
Genesis Program
-0.72 2,000k 4/1/2000
78 DUNN Capital Management
D'Best Futures Fund, L.P.
-0.50 100k 6/1/1994
77 Northfield Trading
Diversified
-0.20 2,000k 7/1/1989
75 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
0.00 500k 12/1/2003
76 Keck Capital Management LLC
The Keck Program
0.00 2,000k 12/1/2003
74 Transtrend B.V.
DTP – Standard Risk (EUR)
0.14 10,000k 2/1/1999
73 Dreiss Research Corporation
Diversified Program
0.14 1,000k 5/1/1991
72 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.15 10,000k 8/1/1999
71 Spectrum Asset Management LLC
Global Diversified
0.17 2,000k 1/1/2001
70 Witter & Lester, Inc.
Redstone
0.22 500k 9/1/1994
69 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.22 10,000k 1/1/1995
68 Conquest Capital Group
Conquest Macro
0.23 250k 5/1/1999
67 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.35 1,000k 3/1/1998
66 MERIT Alternative Investments GmbH
Futures Portfolio
0.36 2,000k 6/1/1998
65 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.86 400k 1/1/1988
64 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.02 10,000k 1/1/2001
63 IKOS
The IKOS Hedge Fund
1.15 10,000k 7/1/1998
62 Alee Capital Management, LLC
Poniente Program
1.19 2,500k 1/1/1999
60 NuWave Investment Management, LLC
NuWave Investment Partners LP
1.27 250k 6/1/2001
61 NuWave Investment Management, LLC
Combined Futures Portfolio
1.27 5,000k 6/1/2001
59 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.88 10,000k 4/1/2003
58 M.S. Capital Management
Global Diversified Program
1.94 2,000k 11/1/1998
57 Mondiale Asset Management
Mondiale Trading Program
2.13 0k 9/1/1997
56 RAM Management Group
RAM MRTP 1X-Conservative
2.22 1,000k 9/1/1993
55 Eckhardt Trading Company
Evolution Strategies
2.69 20,000k 8/1/1991
54 Trigon Investment Advisors, LLC
Foreign Exchange Program
2.76 5,000k 8/1/2000
53 Rivoli Fund Management
Rivoli International Fund (MAP)
2.76 5,000k 10/1/1996
52 Estlander & Partners
Global Markets
2.91 10,000k 8/1/1999
51 Quantitative Investment Management
Quantitative Global Program
3.35 20,000k 10/1/2003
50 Eckhardt Trading Company
Evolution Strategies 1.2X
3.35 10,000k 10/1/1991
49 Millburn Corporation
Diversified Program
3.53 20,000k 2/1/1977
48 Mark J. Walsh Company
Standard Program
3.56 2,000k 9/1/1985
47 Alder Capital DAC
Alder Global 10
3.57 2,500k 10/1/2000
46 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.60 1,000k 9/1/1997
45 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.66 10,000k 1/1/1991
44 Lynx Asset Management AB
Lynx Program
3.69 75k 5/1/2000
43 Briarwood Capital Management, Inc.
Diversified Trading Program
4.08 3,000k 7/1/2001
42 John Locke Investments
Cyril Systematic Program
4.15 8,000k 7/1/2000
41 Covenant Capital Management
Original Program
4.65 5,000k 9/1/1999
40 ISAM
ISAM Systematic Trend Fund
4.78 1,000k 6/1/2001
39 Estlander & Partners
Alpha Trend
4.89 30,000k 10/1/1991
38 Quality Capital Management
Global Diversified Programme
4.99 10,000k 12/1/1995
37 Eclipse Capital Management
Global Monetary
5.01 5,000k 8/1/1990
36 Clarke Capital Management
Worldwide
5.27 250k 1/1/1996
35 Mulvaney Capital Management
The Mulvaney Global Markets Program
5.35 100k 5/1/1999
34 Hyman Beck and Company
Global Portfolio
5.60 1,000k 3/1/1991
33 Estlander & Partners
Global XL
5.73 5,000k 8/1/1991
32 Parizek Capital
Futures Trading Program
6.13 500k 4/1/2000
31 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
6.43 1,000k 3/1/2003
30 Chesapeake Capital
Diversified (LV)
6.61 100k 2/1/1988
29 Drury Capital
Diversified Trend-Following Program
6.64 5,000k 5/1/1997
28 Tactical Investment Management
Tactical Institutional Commodity Program
6.75 10,000k 4/1/1993
27 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
6.89 0k 11/1/1996
26 Saxon Investment Corporation
Diversified Program
7.26 3,000k 9/1/1988
25 Alder Capital DAC
Alder Global 20
7.36 2,500k 2/1/2001
24 RAM Management Group
MRTP Aggressive
7.57 1,000k 2/1/1998
23 Alee Capital Management, LLC
Mistral Program
7.96 2,500k 1/1/1999
22 Clarke Capital Management
Millennium
8.11 1,000k 1/1/1998
21 Red Rock Capital, LLC
Systematic Global Macro
8.32 500k 9/1/2003
20 EMC Capital Advisors, LLC
Classic
8.60 5,000k 1/1/1985
19 Abraham Trading Company
Diversified Program
8.69 10,000k 1/1/1988
18 FORT LP
Fort Global Contrarian
9.28 2,000k 10/1/2002
17 Rivoli Fund Management
Rivoli International Fund (V9)
9.31 5,000k 1/1/2002
16 Rabar Market Research
Diversified Program
9.45 2,000k 1/1/1989
15 FORT LP
Fort Global Diversified
9.88 2,000k 10/1/1993
14 Winton Capital Management
Diversified
10.27 50,000k 10/1/1997
13 Hawksbill Capital Management
Global Diversified
10.57 5,000k 11/1/1988
12 Clarke Capital Management
Global Magnum
10.92 100k 8/1/1997
11 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
12.33 100k 1/1/2000
10 Saxon Investment Corporation
Aggressive Diversified Program
12.34 2,000k 11/1/1993
9 Heyden & Steindl GmbH
TOMAC2
12.36 5,000k 3/1/2003
8 Superfund Group
Superfund Green Q-AG
12.86 2k 3/1/1996
7 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
14.46 200k 11/1/1999
6 Superfund Group
Superfund Green GCT USD
16.28 15k 1/1/2000
5 Clarke Capital Management
Global Basic
17.71 50k 2/1/1996
4 Southwest Managed Investments, LLC
Global Diversified
18.80 200k 1/1/2002
3 Superfund Group
Superfund Green L.P. Series A
19.45 5k 10/1/2002
2 Superfund Group
Superfund Green Master
24.60 2,000k 5/1/2001
1 Superfund Group
Superfund Green L.P. Series B
27.33 5k 10/1/2002

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