Systematic Trader Index For August 2003

Monthly Rankings

Rank CTA/Program Aug 2003 Min Inv Inception
80 Alder Capital DAC
Alder Global 20
-7.73 2,500k 2/1/2001
79 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-6.00 1,000k 3/1/2003
78 Alee Capital Management, LLC
Mistral Program
-5.32 2,500k 1/1/1999
77 FORT LP
Fort Global Diversified
-4.04 2,000k 10/1/1993
76 Mobius Asset Management
Custom Trading Program
-3.80 100k 1/1/2002
75 Estlander & Partners
Global XL
-3.64 5,000k 8/1/1991
74 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-3.59 0k 11/1/1996
73 Abraham Trading Company
Diversified Program
-3.54 10,000k 1/1/1988
72 Alder Capital DAC
Alder Global 10
-3.36 2,500k 10/1/2000
71 John Locke Investments
Cyril Systematic Program
-2.74 8,000k 7/1/2000
70 Clarke Capital Management
Global Basic
-2.70 50k 2/1/1996
69 Hyman Beck and Company
Global Portfolio
-2.03 1,000k 3/1/1991
68 Estlander & Partners
Global Markets
-1.93 10,000k 8/1/1999
67 Rivoli Fund Management
Rivoli International Fund (V9)
-1.83 5,000k 1/1/2002
66 M.S. Capital Management
Global Diversified Program
-1.70 2,000k 11/1/1998
65 RAM Management Group
MRTP Aggressive
-1.47 1,000k 2/1/1998
64 Quality Capital Management
Global Diversified Programme
-1.47 10,000k 12/1/1995
63 Kinkopf Capital Management
KCM S&P (Proprietary)
-1.40 100k 1/1/1999
62 Alee Capital Management, LLC
Poniente Program
-1.02 2,500k 1/1/1999
61 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.02 3,000k 7/1/2001
60 ISAM
ISAM Systematic Trend Fund
-1.02 1,000k 6/1/2001
59 Southwest Managed Investments, LLC
Global Diversified
-0.99 200k 1/1/2002
58 FORT LP
Fort Global Contrarian
-0.95 2,000k 10/1/2002
57 RAM Management Group
RAM MRTP 1X-Conservative
-0.89 1,000k 9/1/1993
56 Drury Capital
Diversified Trend-Following Program
-0.87 5,000k 5/1/1997
55 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.84 10,000k 1/1/1991
54 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-0.76 200k 11/1/1999
53 MERIT Alternative Investments GmbH
Futures Portfolio
-0.52 2,000k 6/1/1998
52 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.49 1,000k 3/1/1998
51 Spectrum Asset Management LLC
Global Diversified
-0.17 2,000k 1/1/2001
50 Eclipse Capital Management
Global Monetary
-0.15 5,000k 8/1/1990
49 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.10 10,000k 1/1/1995
48 Clarke Capital Management
Global Magnum
-0.05 100k 8/1/1997
47 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.04 10,000k 2/1/1999
46 Clarke Capital Management
Worldwide
-0.03 250k 1/1/1996
44 IKOS
The IKOS Hedge Fund
0.00 10,000k 7/1/1998
45 EMC Capital Advisors, LLC
Classic
0.00 5,000k 1/1/1985
43 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.01 10,000k 8/1/1999
42 Rabar Market Research
Diversified Program
0.03 2,000k 1/1/1989
41 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.07 100k 5/1/1999
40 Estlander & Partners
Alpha Trend
0.09 30,000k 10/1/1991
39 Witter & Lester, Inc.
Redstone
0.14 500k 9/1/1994
38 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.19 10,000k 1/1/2001
37 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.19 100k 1/1/2000
36 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.20 10,000k 4/1/2003
35 Tactical Investment Management
Tactical Institutional Commodity Program
0.34 10,000k 4/1/1993
34 Mark J. Walsh Company
Standard Program
0.40 2,000k 9/1/1985
33 Lynx Asset Management AB
Lynx Program
0.41 75k 5/1/2000
32 Eckhardt Trading Company
Evolution Strategies
0.44 20,000k 8/1/1991
31 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.51 400k 1/1/1988
30 Winton Capital Management
Diversified
0.62 50,000k 10/1/1997
29 Saxon Investment Corporation
Diversified Program
0.69 3,000k 9/1/1988
28 Eckhardt Trading Company
Evolution Strategies 1.2X
0.70 10,000k 10/1/1991
27 Trigon Investment Advisors, LLC
Foreign Exchange Program
1.09 5,000k 8/1/2000
26 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.11 1,000k 9/1/1997
25 Saxon Investment Corporation
Aggressive Diversified Program
1.20 2,000k 11/1/1993
24 Superfund Group
Superfund Green Q-AG
1.47 2k 3/1/1996
23 Crabel Capital Management
Crabel Multi-Product
1.48 1,000k 3/1/1998
22 Northfield Trading
Diversified
1.50 2,000k 7/1/1989
21 Dreiss Research Corporation
Diversified Program
1.68 1,000k 5/1/1991
20 Millburn Corporation
Diversified Program
1.94 20,000k 2/1/1977
19 Hawksbill Capital Management
Global Diversified
2.06 5,000k 11/1/1988
18 Superfund Group
Superfund Green L.P. Series A
2.16 5k 10/1/2002
17 Covenant Capital Management
Original Program
2.17 5,000k 9/1/1999
16 Mondiale Asset Management
Mondiale Trading Program
2.36 0k 9/1/1997
15 Chesapeake Capital
Diversified (LV)
2.42 100k 2/1/1988
14 Clarke Capital Management
Millennium
2.50 1,000k 1/1/1998
13 Conquest Capital Group
Conquest Macro
2.56 250k 5/1/1999
12 Superfund Group
Superfund Green GCT USD
2.62 15k 1/1/2000
11 Superfund Group
Superfund Green L.P. Series B
3.42 5k 10/1/2002
10 Parizek Capital
Futures Trading Program
3.60 500k 4/1/2000
9 Superfund Group
Superfund Green Master
3.64 2,000k 5/1/2001
8 Heyden & Steindl GmbH
TOMAC2
4.29 5,000k 3/1/2003
7 Kelly Angle Inc.
Genesis Program
4.47 2,000k 4/1/2000
5 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.59 250k 6/1/2001
6 NuWave Investment Management, LLC
Combined Futures Portfolio
4.59 5,000k 6/1/2001
4 Rivoli Fund Management
Rivoli International Fund (MAP)
5.03 5,000k 10/1/1996
3 DUNN Capital Management
D'Best Futures Fund, L.P.
8.49 100k 6/1/1994
2 DUNN Capital Management
DUNN Combined Fund (DCF)
10.60 100k 5/1/1989
1 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
16.70 100k 11/1/1984

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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