Systematic Trader Index For June 2003

Monthly Rankings

Rank CTA/Program Jun 2003 Min Inv Inception
80 DUNN Capital Management
D'Best Futures Fund, L.P.
-14.00 100k 6/1/1994
79 Parizek Capital
Futures Trading Program
-12.09 500k 4/1/2000
78 Superfund Group
Superfund Green L.P. Series B
-11.57 5k 10/1/2002
77 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-10.23 200k 11/1/1999
76 Estlander & Partners
Global XL
-10.22 5,000k 8/1/1991
75 Clarke Capital Management
Millennium
-10.09 1,000k 1/1/1998
74 Kelly Angle Inc.
Genesis Program
-10.06 2,000k 4/1/2000
73 DUNN Capital Management
DUNN Combined Fund (DCF)
-10.01 100k 5/1/1989
72 Superfund Group
Superfund Green GCT USD
-8.56 15k 1/1/2000
71 Superfund Group
Superfund Green L.P. Series A
-8.37 5k 10/1/2002
70 Superfund Group
Superfund Green Master
-8.29 2,000k 5/1/2001
69 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.07 100k 11/1/1984
68 Mulvaney Capital Management
The Mulvaney Global Markets Program
-7.61 100k 5/1/1999
67 M.S. Capital Management
Global Diversified Program
-7.40 2,000k 11/1/1998
66 Abraham Trading Company
Diversified Program
-7.06 10,000k 1/1/1988
65 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-6.52 0k 11/1/1996
64 Tactical Investment Management
Tactical Institutional Commodity Program
-6.42 10,000k 4/1/1993
63 Southwest Managed Investments, LLC
Global Diversified
-6.37 200k 1/1/2002
62 Drury Capital
Diversified Trend-Following Program
-6.35 5,000k 5/1/1997
61 Alee Capital Management, LLC
Poniente Program
-5.86 2,500k 1/1/1999
60 Rivoli Fund Management
Rivoli International Fund (V9)
-5.67 5,000k 1/1/2002
59 Chesapeake Capital
Diversified (LV)
-5.65 100k 2/1/1988
58 Estlander & Partners
Global Markets
-5.62 10,000k 8/1/1999
57 Clarke Capital Management
Global Magnum
-5.54 100k 8/1/1997
56 Winton Capital Management
Diversified
-5.20 50,000k 10/1/1997
55 Superfund Group
Superfund Green Q-AG
-4.83 2k 3/1/1996
54 Clarke Capital Management
Global Basic
-4.51 50k 2/1/1996
53 Mark J. Walsh Company
Standard Program
-4.18 2,000k 9/1/1985
52 Clarke Capital Management
Worldwide
-3.99 250k 1/1/1996
51 Rivoli Fund Management
Rivoli International Fund (MAP)
-3.90 5,000k 10/1/1996
50 Alder Capital DAC
Alder Global 20
-3.87 2,500k 2/1/2001
49 Saxon Investment Corporation
Aggressive Diversified Program
-3.69 2,000k 11/1/1993
48 Quality Capital Management
Global Diversified Programme
-3.56 10,000k 12/1/1995
47 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.54 100k 1/1/2000
46 Millburn Corporation
Diversified Program
-3.49 20,000k 2/1/1977
45 Eclipse Capital Management
Global Monetary
-2.68 5,000k 8/1/1990
44 Rabar Market Research
Diversified Program
-2.58 2,000k 1/1/1989
43 MERIT Alternative Investments GmbH
Futures Portfolio
-2.57 2,000k 6/1/1998
42 Saxon Investment Corporation
Diversified Program
-2.46 3,000k 9/1/1988
41 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.45 10,000k 1/1/1995
40 FORT LP
Fort Global Diversified
-2.37 2,000k 10/1/1993
39 Kinkopf Capital Management
KCM S&P (Proprietary)
-2.24 100k 1/1/1999
38 EMC Capital Advisors, LLC
Classic
-2.20 5,000k 1/1/1985
36 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.17 250k 6/1/2001
37 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.17 5,000k 6/1/2001
35 ISAM
ISAM Systematic Trend Fund
-2.17 1,000k 6/1/2001
34 Estlander & Partners
Alpha Trend
-2.16 30,000k 10/1/1991
33 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.16 10,000k 1/1/1991
32 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.09 10,000k 8/1/1999
31 Conquest Capital Group
Conquest Macro
-2.00 250k 5/1/1999
30 Heyden & Steindl GmbH
TOMAC2
-1.99 5,000k 3/1/2003
29 Alder Capital DAC
Alder Global 10
-1.96 2,500k 10/1/2000
28 John Locke Investments
Cyril Systematic Program
-1.93 8,000k 7/1/2000
27 Hyman Beck and Company
Global Portfolio
-1.69 1,000k 3/1/1991
26 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.50 10,000k 2/1/1999
25 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.08 5,000k 8/1/2000
24 Spectrum Asset Management LLC
Global Diversified
-0.99 2,000k 1/1/2001
23 Eckhardt Trading Company
Evolution Strategies
-0.80 20,000k 8/1/1991
22 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.79 3,000k 7/1/2001
21 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.75 10,000k 10/1/1991
20 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.51 10,000k 1/1/2001
19 Mobius Asset Management
Custom Trading Program
-0.40 100k 1/1/2002
18 Dreiss Research Corporation
Diversified Program
-0.34 1,000k 5/1/1991
17 Witter & Lester, Inc.
Redstone
0.10 500k 9/1/1994
16 Northfield Trading
Diversified
0.40 2,000k 7/1/1989
15 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.49 1,000k 3/1/1998
14 RAM Management Group
RAM MRTP 1X-Conservative
0.61 1,000k 9/1/1993
13 FORT LP
Fort Global Contrarian
0.66 2,000k 10/1/2002
12 Mondiale Asset Management
Mondiale Trading Program
0.79 0k 9/1/1997
11 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.86 400k 1/1/1988
10 RAM Management Group
MRTP Aggressive
1.13 1,000k 2/1/1998
9 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.14 1,000k 9/1/1997
8 IKOS
The IKOS Hedge Fund
1.32 10,000k 7/1/1998
7 Covenant Capital Management
Original Program
1.56 5,000k 9/1/1999
6 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.59 10,000k 4/1/2003
5 Alee Capital Management, LLC
Mistral Program
1.98 2,500k 1/1/1999
4 Crabel Capital Management
Crabel Multi-Product
2.75 1,000k 3/1/1998
3 Lynx Asset Management AB
Lynx Program
3.25 75k 5/1/2000
2 Hawksbill Capital Management
Global Diversified
4.28 5,000k 11/1/1988
1 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.21 1,000k 3/1/2003

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.

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