Systematic Trader Index For May 2003

Monthly Rankings

Rank CTA/Program May 2003 Min Inv Inception
80 IKOS
The IKOS Hedge Fund
-2.47 10,000k 7/1/1998
79 RAM Management Group
MRTP Aggressive
-1.48 1,000k 2/1/1998
78 RAM Management Group
RAM MRTP 1X-Conservative
-0.53 1,000k 9/1/1993
77 Dreiss Research Corporation
Diversified Program
0.39 1,000k 5/1/1991
76 Witter & Lester, Inc.
Redstone
0.40 500k 9/1/1994
75 Crabel Capital Management
Crabel Multi-Product
1.41 1,000k 3/1/1998
73 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.12 250k 6/1/2001
74 NuWave Investment Management, LLC
Combined Futures Portfolio
2.12 5,000k 6/1/2001
72 Southwest Managed Investments, LLC
Global Diversified
2.12 200k 1/1/2002
71 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
2.29 10,000k 1/1/2001
70 Mondiale Asset Management
Mondiale Trading Program
2.62 0k 9/1/1997
69 Mobius Asset Management
Custom Trading Program
2.70 100k 1/1/2002
68 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.98 1,000k 3/1/2003
67 Estlander & Partners
Global Markets
3.39 10,000k 8/1/1999
66 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
3.50 1,000k 3/1/1998
65 Transtrend B.V.
DTP – Standard Risk (EUR)
3.66 10,000k 2/1/1999
64 Quantmetrics Capital Management LLP
Premier 12V Strategy
3.85 10,000k 4/1/2003
63 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.97 1,000k 9/1/1997
62 Rivoli Fund Management
Rivoli International Fund (V9)
4.22 5,000k 1/1/2002
61 Eckhardt Trading Company
Evolution Strategies
4.78 20,000k 8/1/1991
60 FORT LP
Fort Global Contrarian
4.79 2,000k 10/1/2002
59 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.84 10,000k 1/1/1991
58 Briarwood Capital Management, Inc.
Diversified Trading Program
4.88 3,000k 7/1/2001
57 Northfield Trading
Diversified
5.00 2,000k 7/1/1989
56 Witter & Lester, Inc.
Stock Index Futures Trading Program
5.10 400k 1/1/1988
55 MERIT Alternative Investments GmbH
Futures Portfolio
5.11 2,000k 6/1/1998
54 Alder Capital DAC
Alder Global 10
5.13 2,500k 10/1/2000
53 Chesapeake Capital
Diversified (LV)
5.35 100k 2/1/1988
52 Trigon Investment Advisors, LLC
Foreign Exchange Program
5.35 5,000k 8/1/2000
51 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.47 10,000k 8/1/1999
50 Abraham Trading Company
Diversified Program
5.59 10,000k 1/1/1988
49 Eckhardt Trading Company
Evolution Strategies 1.2X
5.70 10,000k 10/1/1991
48 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.81 10,000k 1/1/1995
47 Covenant Capital Management
Original Program
6.06 5,000k 9/1/1999
46 Tactical Investment Management
Tactical Institutional Commodity Program
6.11 10,000k 4/1/1993
45 Estlander & Partners
Global XL
6.11 5,000k 8/1/1991
44 Spectrum Asset Management LLC
Global Diversified
6.11 2,000k 1/1/2001
43 Estlander & Partners
Alpha Trend
6.43 30,000k 10/1/1991
42 Kinkopf Capital Management
KCM S&P (Proprietary)
6.72 100k 1/1/1999
41 Hyman Beck and Company
Global Portfolio
7.09 1,000k 3/1/1991
40 Eclipse Capital Management
Global Monetary
7.44 5,000k 8/1/1990
39 Mulvaney Capital Management
The Mulvaney Global Markets Program
7.64 100k 5/1/1999
38 Conquest Capital Group
Conquest Macro
8.63 250k 5/1/1999
37 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
8.70 0k 11/1/1996
36 Rivoli Fund Management
Rivoli International Fund (MAP)
9.14 5,000k 10/1/1996
35 Millburn Corporation
Diversified Program
9.25 20,000k 2/1/1977
34 Drury Capital
Diversified Trend-Following Program
9.42 5,000k 5/1/1997
33 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.45 100k 11/1/1984
32 Mark J. Walsh Company
Standard Program
9.74 2,000k 9/1/1985
31 John Locke Investments
Cyril Systematic Program
9.74 8,000k 7/1/2000
30 Alder Capital DAC
Alder Global 20
9.83 2,500k 2/1/2001
29 Superfund Group
Superfund Green GCT USD
9.89 15k 1/1/2000
28 Superfund Group
Superfund Green Q-AG
10.04 2k 3/1/1996
27 ISAM
ISAM Systematic Trend Fund
10.16 1,000k 6/1/2001
26 Winton Capital Management
Diversified
10.19 50,000k 10/1/1997
25 Saxon Investment Corporation
Diversified Program
10.47 3,000k 9/1/1988
24 Lynx Asset Management AB
Lynx Program
10.51 75k 5/1/2000
23 FORT LP
Fort Global Diversified
10.62 2,000k 10/1/1993
22 Quality Capital Management
Global Diversified Programme
10.74 10,000k 12/1/1995
21 Rabar Market Research
Diversified Program
10.83 2,000k 1/1/1989
20 DUNN Capital Management
D'Best Futures Fund, L.P.
10.98 100k 6/1/1994
19 DUNN Capital Management
DUNN Combined Fund (DCF)
11.28 100k 5/1/1989
18 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
11.38 100k 1/1/2000
17 M.S. Capital Management
Global Diversified Program
12.11 2,000k 11/1/1998
16 Parizek Capital
Futures Trading Program
12.26 500k 4/1/2000
15 EMC Capital Advisors, LLC
Classic
13.00 5,000k 1/1/1985
14 Alee Capital Management, LLC
Mistral Program
14.39 2,500k 1/1/1999
13 Clarke Capital Management
Worldwide
14.59 250k 1/1/1996
12 Superfund Group
Superfund Green L.P. Series A
15.04 5k 10/1/2002
11 Kelly Angle Inc.
Genesis Program
16.98 2,000k 4/1/2000
10 Hawksbill Capital Management
Global Diversified
17.28 5,000k 11/1/1988
9 Alee Capital Management, LLC
Poniente Program
18.98 2,500k 1/1/1999
8 Saxon Investment Corporation
Aggressive Diversified Program
19.12 2,000k 11/1/1993
7 Superfund Group
Superfund Green L.P. Series B
21.90 5k 10/1/2002
6 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
24.79 200k 11/1/1999
5 Clarke Capital Management
Millennium
25.01 1,000k 1/1/1998
4 Superfund Group
Superfund Green Master
25.76 2,000k 5/1/2001
3 Heyden & Steindl GmbH
TOMAC2
30.05 5,000k 3/1/2003
2 Clarke Capital Management
Global Magnum
36.65 100k 8/1/1997
1 Clarke Capital Management
Global Basic
46.41 50k 2/1/1996

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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