Systematic Trader Index For March 2003

Monthly Rankings

Rank CTA/Program Mar 2003 Min Inv Inception
79 Superfund Group
Superfund Green Master
-31.14 2,000k 5/1/2001
78 Superfund Group
Superfund Green L.P. Series B
-29.11 5k 10/1/2002
77 Kelly Angle Inc.
Genesis Program
-27.65 2,000k 4/1/2000
76 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-25.64 200k 11/1/1999
75 Superfund Group
Superfund Green GCT USD
-23.21 15k 1/1/2000
74 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-22.44 100k 11/1/1984
73 DUNN Capital Management
D'Best Futures Fund, L.P.
-21.80 100k 6/1/1994
72 DUNN Capital Management
DUNN Combined Fund (DCF)
-20.56 100k 5/1/1989
71 Superfund Group
Superfund Green L.P. Series A
-20.12 5k 10/1/2002
70 Clarke Capital Management
Millennium
-18.26 1,000k 1/1/1998
69 Superfund Group
Superfund Green Q-AG
-16.72 2k 3/1/1996
68 Hawksbill Capital Management
Global Diversified
-15.81 5,000k 11/1/1988
67 Mulvaney Capital Management
The Mulvaney Global Markets Program
-12.83 100k 5/1/1999
66 EMC Capital Advisors, LLC
Classic
-12.60 5,000k 1/1/1985
65 Mark J. Walsh Company
Standard Program
-12.40 2,000k 9/1/1985
64 Parizek Capital
Futures Trading Program
-12.10 500k 4/1/2000
63 Southwest Managed Investments, LLC
Global Diversified
-11.65 200k 1/1/2002
62 Saxon Investment Corporation
Aggressive Diversified Program
-11.59 2,000k 11/1/1993
61 Clarke Capital Management
Global Basic
-11.50 50k 2/1/1996
60 M.S. Capital Management
Global Diversified Program
-10.81 2,000k 11/1/1998
59 Winton Capital Management
Diversified
-10.80 50,000k 10/1/1997
58 Rabar Market Research
Diversified Program
-10.35 2,000k 1/1/1989
57 Chesapeake Capital
Diversified (LV)
-8.76 100k 2/1/1988
56 Clarke Capital Management
Global Magnum
-8.48 100k 8/1/1997
55 Millburn Corporation
Diversified Program
-8.25 20,000k 2/1/1977
54 Spectrum Asset Management LLC
Global Diversified
-8.15 2,000k 1/1/2001
53 Alee Capital Management, LLC
Mistral Program
-8.13 2,500k 1/1/1999
52 Estlander & Partners
Alpha Trend
-7.48 30,000k 10/1/1991
51 Clarke Capital Management
Worldwide
-7.42 250k 1/1/1996
50 Tactical Investment Management
Tactical Institutional Commodity Program
-7.41 10,000k 4/1/1993
49 Covenant Capital Management
Original Program
-7.33 5,000k 9/1/1999
48 Saxon Investment Corporation
Diversified Program
-6.92 3,000k 9/1/1988
46 NuWave Investment Management, LLC
NuWave Investment Partners LP
-6.51 250k 6/1/2001
47 NuWave Investment Management, LLC
Combined Futures Portfolio
-6.51 5,000k 6/1/2001
45 Drury Capital
Diversified Trend-Following Program
-6.32 5,000k 5/1/1997
44 Rivoli Fund Management
Rivoli International Fund (MAP)
-6.23 5,000k 10/1/1996
43 Estlander & Partners
Global XL
-6.14 5,000k 8/1/1991
42 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-5.66 0k 11/1/1996
41 ISAM
ISAM Systematic Trend Fund
-5.56 1,000k 6/1/2001
40 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-5.23 10,000k 8/1/1999
39 Transtrend B.V.
DTP – Enhanced Risk (USD)
-5.04 10,000k 1/1/1995
38 Briarwood Capital Management, Inc.
Diversified Trading Program
-5.00 3,000k 7/1/2001
37 Alee Capital Management, LLC
Poniente Program
-4.99 2,500k 1/1/1999
36 Abraham Trading Company
Diversified Program
-4.73 10,000k 1/1/1988
35 John Locke Investments
Cyril Systematic Program
-4.65 8,000k 7/1/2000
34 Lynx Asset Management AB
Lynx Program
-4.52 75k 5/1/2000
33 Rotella Capital Management
Rotella Polaris Program (Diversified)
-4.37 10,000k 1/1/1991
32 Crabel Capital Management
Crabel Multi-Product
-4.05 1,000k 3/1/1998
31 Hyman Beck and Company
Global Portfolio
-3.98 1,000k 3/1/1991
30 Estlander & Partners
Global Markets
-3.68 10,000k 8/1/1999
29 Eclipse Capital Management
Global Monetary
-3.63 5,000k 8/1/1990
28 Transtrend B.V.
DTP – Standard Risk (EUR)
-3.45 10,000k 2/1/1999
27 FORT LP
Fort Global Diversified
-3.22 2,000k 10/1/1993
26 RAM Management Group
MRTP Aggressive
-3.09 1,000k 2/1/1998
25 Quality Capital Management
Global Diversified Programme
-2.97 10,000k 12/1/1995
24 MERIT Alternative Investments GmbH
Futures Portfolio
-2.51 2,000k 6/1/1998
23 W.G. Wealth Guardian Ltd.
SAFI2 Program
-2.17 1,000k 9/1/1997
22 Rivoli Fund Management
Rivoli International Fund (V9)
-2.13 5,000k 1/1/2002
21 RAM Management Group
RAM MRTP 1X-Conservative
-1.02 1,000k 9/1/1993
20 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.96 5,000k 8/1/2000
19 Mobius Asset Management
Custom Trading Program
-0.80 100k 1/1/2002
18 Eckhardt Trading Company
Evolution Strategies
-0.58 20,000k 8/1/1991
17 Northfield Trading
Diversified
-0.50 2,000k 7/1/1989
16 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.44 10,000k 10/1/1991
15 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.32 1,000k 3/1/1998
14 Dreiss Research Corporation
Diversified Program
-0.03 1,000k 5/1/1991
12 Heyden & Steindl GmbH
TOMAC2
0.00 5,000k 3/1/2003
13 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.00 1,000k 3/1/2003
11 Mondiale Asset Management
Mondiale Trading Program
0.27 0k 9/1/1997
10 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.43 10,000k 1/1/2001
9 Witter & Lester, Inc.
Redstone
0.89 500k 9/1/1994
8 FORT LP
Fort Global Contrarian
1.35 2,000k 10/1/2002
7 Alder Capital DAC
Alder Global 10
1.47 2,500k 10/1/2000
6 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.57 100k 1/1/2000
5 IKOS
The IKOS Hedge Fund
2.37 10,000k 7/1/1998
4 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.44 400k 1/1/1988
3 Alder Capital DAC
Alder Global 20
3.47 2,500k 2/1/2001
2 Kinkopf Capital Management
KCM S&P (Proprietary)
6.62 100k 1/1/1999
1 Conquest Capital Group
Conquest Macro
6.89 250k 5/1/1999

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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