Systematic Trader Index For July 2003

Monthly Rankings

Rank CTA/Program Jul 2003 Min Inv Inception
80 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-17.76 200k 11/1/1999
79 Superfund Group
Superfund Green L.P. Series B
-11.95 5k 10/1/2002
78 Superfund Group
Superfund Green L.P. Series A
-8.77 5k 10/1/2002
77 Tactical Investment Management
Tactical Institutional Commodity Program
-7.00 10,000k 4/1/1993
76 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-6.58 1,000k 3/1/2003
75 FORT LP
Fort Global Diversified
-6.44 2,000k 10/1/1993
74 Mulvaney Capital Management
The Mulvaney Global Markets Program
-6.33 100k 5/1/1999
73 Alder Capital DAC
Alder Global 20
-5.38 2,500k 2/1/2001
72 Lynx Asset Management AB
Lynx Program
-5.32 75k 5/1/2000
71 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.30 100k 6/1/1994
70 Abraham Trading Company
Diversified Program
-4.86 10,000k 1/1/1988
69 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.75 100k 11/1/1984
68 Drury Capital
Diversified Trend-Following Program
-4.41 5,000k 5/1/1997
67 Clarke Capital Management
Millennium
-4.13 1,000k 1/1/1998
66 Northfield Trading
Diversified
-3.90 2,000k 7/1/1989
65 Rivoli Fund Management
Rivoli International Fund (MAP)
-3.89 5,000k 10/1/1996
64 Covenant Capital Management
Original Program
-3.86 5,000k 9/1/1999
63 Rivoli Fund Management
Rivoli International Fund (V9)
-3.69 5,000k 1/1/2002
62 ISAM
ISAM Systematic Trend Fund
-3.65 1,000k 6/1/2001
61 Rotella Capital Management
Rotella Polaris Program (Diversified)
-3.45 10,000k 1/1/1991
60 Superfund Group
Superfund Green GCT USD
-3.14 15k 1/1/2000
59 Spectrum Asset Management LLC
Global Diversified
-3.06 2,000k 1/1/2001
58 Estlander & Partners
Global XL
-2.92 5,000k 8/1/1991
57 FORT LP
Fort Global Contrarian
-2.83 2,000k 10/1/2002
56 M.S. Capital Management
Global Diversified Program
-2.73 2,000k 11/1/1998
55 Alee Capital Management, LLC
Poniente Program
-2.71 2,500k 1/1/1999
54 Mobius Asset Management
Custom Trading Program
-2.70 100k 1/1/2002
53 Clarke Capital Management
Global Magnum
-2.56 100k 8/1/1997
52 Kinkopf Capital Management
KCM S&P (Proprietary)
-2.50 100k 1/1/1999
51 Alder Capital DAC
Alder Global 10
-2.47 2,500k 10/1/2000
50 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.36 10,000k 1/1/1995
49 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.20 10,000k 8/1/1999
48 Hyman Beck and Company
Global Portfolio
-2.13 1,000k 3/1/1991
47 Alee Capital Management, LLC
Mistral Program
-2.08 2,500k 1/1/1999
46 Chesapeake Capital
Diversified (LV)
-1.85 100k 2/1/1988
45 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.83 10,000k 10/1/1991
44 DUNN Capital Management
DUNN Combined Fund (DCF)
-1.75 100k 5/1/1989
43 Eckhardt Trading Company
Evolution Strategies
-1.55 20,000k 8/1/1991
42 Estlander & Partners
Global Markets
-1.43 10,000k 8/1/1999
41 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.39 10,000k 2/1/1999
40 Eclipse Capital Management
Global Monetary
-1.22 5,000k 8/1/1990
39 Superfund Group
Superfund Green Q-AG
-1.02 2k 3/1/1996
38 Superfund Group
Superfund Green Master
-0.98 2,000k 5/1/2001
37 Clarke Capital Management
Global Basic
-0.96 50k 2/1/1996
36 Crabel Capital Management
Crabel Multi-Product
-0.86 1,000k 3/1/1998
35 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.75 5,000k 8/1/2000
34 Winton Capital Management
Diversified
-0.68 50,000k 10/1/1997
33 MERIT Alternative Investments GmbH
Futures Portfolio
-0.62 2,000k 6/1/1998
32 Clarke Capital Management
Worldwide
-0.55 250k 1/1/1996
31 Quality Capital Management
Global Diversified Programme
-0.46 10,000k 12/1/1995
30 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.42 1,000k 9/1/1997
29 Rabar Market Research
Diversified Program
-0.39 2,000k 1/1/1989
28 Dreiss Research Corporation
Diversified Program
-0.24 1,000k 5/1/1991
27 Mark J. Walsh Company
Standard Program
-0.06 2,000k 9/1/1985
26 Witter & Lester, Inc.
Redstone
0.05 500k 9/1/1994
25 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.20 400k 1/1/1988
24 Southwest Managed Investments, LLC
Global Diversified
0.23 200k 1/1/2002
22 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.42 250k 6/1/2001
23 NuWave Investment Management, LLC
Combined Futures Portfolio
0.42 5,000k 6/1/2001
21 Saxon Investment Corporation
Diversified Program
0.52 3,000k 9/1/1988
20 Kelly Angle Inc.
Genesis Program
0.67 2,000k 4/1/2000
19 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.78 1,000k 3/1/1998
18 Mondiale Asset Management
Mondiale Trading Program
1.04 0k 9/1/1997
17 Conquest Capital Group
Conquest Macro
1.29 250k 5/1/1999
16 Saxon Investment Corporation
Aggressive Diversified Program
1.43 2,000k 11/1/1993
15 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.49 10,000k 1/1/2001
14 Hawksbill Capital Management
Global Diversified
1.52 5,000k 11/1/1988
13 Millburn Corporation
Diversified Program
1.81 20,000k 2/1/1977
12 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.84 0k 11/1/1996
11 Estlander & Partners
Alpha Trend
2.18 30,000k 10/1/1991
10 EMC Capital Advisors, LLC
Classic
2.40 5,000k 1/1/1985
9 Briarwood Capital Management, Inc.
Diversified Trading Program
2.44 3,000k 7/1/2001
8 IKOS
The IKOS Hedge Fund
3.44 10,000k 7/1/1998
7 RAM Management Group
RAM MRTP 1X-Conservative
3.80 1,000k 9/1/1993
6 Quantmetrics Capital Management LLP
Premier 12V Strategy
4.62 10,000k 4/1/2003
5 John Locke Investments
Cyril Systematic Program
4.98 8,000k 7/1/2000
4 Parizek Capital
Futures Trading Program
6.06 500k 4/1/2000
3 RAM Management Group
MRTP Aggressive
8.20 1,000k 2/1/1998
2 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
14.14 100k 1/1/2000
1 Heyden & Steindl GmbH
TOMAC2
24.24 5,000k 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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