Systematic Trader Index For September 2003

Monthly Rankings

Rank CTA/Program Sep 2003 Min Inv Inception
81 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-13.16 200k 11/1/1999
80 Kelly Angle Inc.
Genesis Program
-10.26 2,000k 4/1/2000
79 DUNN Capital Management
DUNN Combined Fund (DCF)
-8.99 100k 5/1/1989
78 M.S. Capital Management
Global Diversified Program
-8.16 2,000k 11/1/1998
77 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-7.63 100k 11/1/1984
76 Hyman Beck and Company
Global Portfolio
-6.59 1,000k 3/1/1991
75 Superfund Group
Superfund Green GCT USD
-5.87 15k 1/1/2000
74 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.64 100k 6/1/1994
73 Superfund Group
Superfund Green Master
-5.57 2,000k 5/1/2001
71 NuWave Investment Management, LLC
NuWave Investment Partners LP
-3.89 250k 6/1/2001
72 NuWave Investment Management, LLC
Combined Futures Portfolio
-3.89 5,000k 6/1/2001
70 Superfund Group
Superfund Green Q-AG
-2.87 2k 3/1/1996
69 Chesapeake Capital
Diversified (LV)
-2.78 100k 2/1/1988
68 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.09 10,000k 8/1/1999
67 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.04 10,000k 1/1/1995
66 Rivoli Fund Management
Rivoli International Fund (V9)
-1.64 5,000k 1/1/2002
65 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.41 400k 1/1/1988
64 Parizek Capital
Futures Trading Program
-1.18 500k 4/1/2000
63 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.15 10,000k 2/1/1999
62 Clarke Capital Management
Global Basic
-0.82 50k 2/1/1996
61 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.77 100k 1/1/1999
60 Millburn Corporation
Diversified Program
-0.71 20,000k 2/1/1977
59 Estlander & Partners
Alpha Trend
-0.57 30,000k 10/1/1991
58 Northfield Trading
Diversified
-0.50 2,000k 7/1/1989
57 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.46 5,000k 10/1/1996
56 Mondiale Asset Management
Mondiale Trading Program
-0.14 0k 9/1/1997
55 Red Rock Capital, LLC
Systematic Global Macro
0.00 500k 9/1/2003
54 Superfund Group
Superfund Green L.P. Series B
0.04 5k 10/1/2002
53 Superfund Group
Superfund Green L.P. Series A
0.12 5k 10/1/2002
52 Eckhardt Trading Company
Evolution Strategies
0.15 20,000k 8/1/1991
51 Estlander & Partners
Global Markets
0.21 10,000k 8/1/1999
50 Witter & Lester, Inc.
Redstone
0.25 500k 9/1/1994
49 Winton Capital Management
Diversified
0.26 50,000k 10/1/1997
48 Alder Capital DAC
Alder Global 10
0.27 2,500k 10/1/2000
47 Quality Capital Management
Global Diversified Programme
0.32 10,000k 12/1/1995
46 Eckhardt Trading Company
Evolution Strategies 1.2X
0.44 10,000k 10/1/1991
45 Eclipse Capital Management
Global Monetary
0.44 5,000k 8/1/1990
44 Estlander & Partners
Global XL
0.53 5,000k 8/1/1991
43 Alder Capital DAC
Alder Global 20
0.82 2,500k 2/1/2001
42 ISAM
ISAM Systematic Trend Fund
0.87 1,000k 6/1/2001
41 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.91 1,000k 3/1/2003
40 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.08 10,000k 1/1/1991
39 IKOS
The IKOS Hedge Fund
1.16 10,000k 7/1/1998
38 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.26 10,000k 1/1/2001
37 Mobius Asset Management
Custom Trading Program
1.30 100k 1/1/2002
36 Rabar Market Research
Diversified Program
1.33 2,000k 1/1/1989
35 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.48 0k 11/1/1996
34 Clarke Capital Management
Global Magnum
1.56 100k 8/1/1997
33 Alee Capital Management, LLC
Poniente Program
1.61 2,500k 1/1/1999
32 Tactical Investment Management
Tactical Institutional Commodity Program
1.71 10,000k 4/1/1993
31 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.78 1,000k 9/1/1997
30 Crabel Capital Management
Crabel Multi-Product
1.79 1,000k 3/1/1998
29 MERIT Alternative Investments GmbH
Futures Portfolio
2.06 2,000k 6/1/1998
28 FORT LP
Fort Global Diversified
2.08 2,000k 10/1/1993
27 RAM Management Group
RAM MRTP 1X-Conservative
2.40 1,000k 9/1/1993
26 EMC Capital Advisors, LLC
Classic
2.60 5,000k 1/1/1985
25 Clarke Capital Management
Worldwide
2.75 250k 1/1/1996
24 Southwest Managed Investments, LLC
Global Diversified
3.11 200k 1/1/2002
23 Clarke Capital Management
Millennium
3.36 1,000k 1/1/1998
22 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
3.52 1,000k 3/1/1998
21 Drury Capital
Diversified Trend-Following Program
4.17 5,000k 5/1/1997
20 Conquest Capital Group
Conquest Macro
4.33 250k 5/1/1999
19 Hawksbill Capital Management
Global Diversified
4.34 5,000k 11/1/1988
18 Alee Capital Management, LLC
Mistral Program
4.34 2,500k 1/1/1999
17 Spectrum Asset Management LLC
Global Diversified
4.49 2,000k 1/1/2001
16 Briarwood Capital Management, Inc.
Diversified Trading Program
4.60 3,000k 7/1/2001
15 Trigon Investment Advisors, LLC
Foreign Exchange Program
4.74 5,000k 8/1/2000
14 FORT LP
Fort Global Contrarian
4.77 2,000k 10/1/2002
13 Quantmetrics Capital Management LLP
Premier 12V Strategy
4.90 10,000k 4/1/2003
12 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
5.08 100k 1/1/2000
11 Lynx Asset Management AB
Lynx Program
6.45 75k 5/1/2000
10 Covenant Capital Management
Original Program
6.61 5,000k 9/1/1999
9 Mulvaney Capital Management
The Mulvaney Global Markets Program
6.66 100k 5/1/1999
8 RAM Management Group
MRTP Aggressive
6.77 1,000k 2/1/1998
7 Abraham Trading Company
Diversified Program
7.02 10,000k 1/1/1988
6 Mark J. Walsh Company
Standard Program
7.12 2,000k 9/1/1985
5 Saxon Investment Corporation
Diversified Program
7.22 3,000k 9/1/1988
4 Heyden & Steindl GmbH
TOMAC2
7.62 5,000k 3/1/2003
3 John Locke Investments
Cyril Systematic Program
8.25 8,000k 7/1/2000
2 Saxon Investment Corporation
Aggressive Diversified Program
12.04 2,000k 11/1/1993
1 Dreiss Research Corporation
Diversified Program
15.72 1,000k 5/1/1991

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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