Systematic Trader Index For January 2004

Monthly Rankings

Rank CTA/Program Jan 2004 Min Inv Inception
86 Clarke Capital Management
Global Basic
-9.25 50k 2/1/1996
85 Alder Capital DAC
Alder Global 20
-6.86 2,500k 2/1/2001
84 Clarke Capital Management
Global Magnum
-4.99 100k 8/1/1997
83 Clarke Capital Management
Millennium
-4.74 1,000k 1/1/1998
82 Alee Capital Management, LLC
Poniente Program
-3.95 2,500k 1/1/1999
81 Trigon Investment Advisors, LLC
Foreign Exchange Program
-3.50 5,000k 8/1/2000
80 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-2.98 10,000k 1/1/2001
79 Alder Capital DAC
Alder Global 10
-2.91 2,500k 10/1/2000
78 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-2.86 100k 11/1/1984
77 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.48 10,000k 10/1/1991
76 Rivoli Fund Management
Rivoli International Fund (MAP)
-2.23 5,000k 10/1/1996
75 Eckhardt Trading Company
Evolution Strategies
-2.22 20,000k 8/1/1991
74 Spectrum Asset Management LLC
Global Diversified
-1.84 2,000k 1/1/2001
73 DUNN Capital Management
DUNN Combined Fund (DCF)
-1.66 100k 5/1/1989
72 Alee Capital Management, LLC
Mistral Program
-1.56 2,500k 1/1/1999
71 EMC Capital Advisors, LLC
Classic
-1.10 5,000k 1/1/1985
70 Eclipse Capital Management
Global Monetary
-0.99 5,000k 8/1/1990
69 Crabel Capital Management
Crabel Multi-Product
-0.92 1,000k 3/1/1998
68 Hyman Beck and Company
Global Portfolio
-0.90 1,000k 3/1/1991
67 Northfield Trading
Diversified
-0.70 2,000k 7/1/1989
66 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.17 100k 1/1/1999
65 Dreiss Research Corporation
Diversified Program
-0.12 1,000k 5/1/1991
64 RAM Management Group
MRTP Aggressive
-0.10 1,000k 2/1/1998
63 RAM Management Group
RAM MRTP 1X-Conservative
-0.05 1,000k 9/1/1993
61 Rhicon Currency Management
Rhicon Systematic Currency Program
0.00 3,000k 1/1/2004
62 Shield Plus LLC
Shield Plus Natural Gas
0.00 50k 1/1/2004
60 Clarke Capital Management
Worldwide
0.03 250k 1/1/1996
59 IKOS
The IKOS Hedge Fund
0.05 10,000k 7/1/1998
58 Estlander & Partners
Global Markets
0.15 10,000k 8/1/1999
57 Briarwood Capital Management, Inc.
Diversified Trading Program
0.22 3,000k 7/1/2001
56 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.28 10,000k 1/1/1991
55 Mobius Asset Management
Custom Trading Program
0.30 100k 1/1/2002
54 Abraham Trading Company
Diversified Program
0.47 10,000k 1/1/1988
53 DUNN Capital Management
D'Best Futures Fund, L.P.
0.50 100k 6/1/1994
52 Estlander & Partners
Global XL
0.57 5,000k 8/1/1991
51 FORT LP
Fort Global Contrarian
0.59 2,000k 10/1/2002
50 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
0.61 500k 12/1/2003
49 Mondiale Asset Management
Mondiale Trading Program
0.61 0k 9/1/1997
48 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.65 10,000k 4/1/2003
47 Southwest Managed Investments, LLC
Global Diversified
0.76 200k 1/1/2002
46 Quality Capital Management
Global Diversified Programme
0.82 10,000k 12/1/1995
45 FORT LP
Fort Global Diversified
0.87 2,000k 10/1/1993
44 Red Rock Capital, LLC
Systematic Global Macro
0.88 500k 9/1/2003
43 Quantitative Investment Management
Quantitative Global Program
0.92 20,000k 10/1/2003
42 Witter & Lester, Inc.
Redstone
0.96 500k 9/1/1994
41 Millburn Corporation
Diversified Program
1.18 20,000k 2/1/1977
40 Lynx Asset Management AB
Lynx Program
1.19 75k 5/1/2000
39 Hawksbill Capital Management
Global Diversified
1.30 5,000k 11/1/1988
38 Kelly Angle Inc.
Genesis Program
1.37 2,000k 4/1/2000
37 M.S. Capital Management
Global Diversified Program
1.46 2,000k 11/1/1998
36 Transtrend B.V.
DTP – Standard Risk (EUR)
1.47 10,000k 2/1/1999
35 MERIT Alternative Investments GmbH
Futures Portfolio
1.47 2,000k 6/1/1998
34 Chesapeake Capital
Diversified (LV)
1.63 100k 2/1/1988
33 Saxon Investment Corporation
Diversified Program
1.71 3,000k 9/1/1988
32 Conquest Capital Group
Conquest Macro
1.79 250k 5/1/1999
31 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.84 0k 11/1/1996
30 Superfund Group
Superfund Green GCT USD
1.96 15k 1/1/2000
29 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.08 100k 1/1/2000
28 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.08 10,000k 1/1/1995
27 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.20 10,000k 8/1/1999
26 John Locke Investments
Cyril Systematic Program
2.33 8,000k 7/1/2000
25 Drury Capital
Diversified Trend-Following Program
2.45 5,000k 5/1/1997
24 Superfund Group
Superfund Green L.P. Series A
2.46 5k 10/1/2002
23 Winton Capital Management
Diversified
2.72 50,000k 10/1/1997
22 ISAM
ISAM Systematic Trend Fund
2.73 1,000k 6/1/2001
21 Rabar Market Research
Diversified Program
2.74 2,000k 1/1/1989
20 Superfund Group
Superfund Green Master
2.89 2,000k 5/1/2001
19 Superfund Group
Superfund Green Q-AG
2.97 2k 3/1/1996
18 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.98 1,000k 3/1/1998
17 Saxon Investment Corporation
Aggressive Diversified Program
3.13 2,000k 11/1/1993
16 Estlander & Partners
Alpha Trend
3.43 30,000k 10/1/1991
15 Superfund Group
Superfund Green L.P. Series B
3.49 5k 10/1/2002
14 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.69 1,000k 9/1/1997
13 Rivoli Fund Management
Rivoli International Fund (V9)
3.74 5,000k 1/1/2002
12 Heyden & Steindl GmbH
TOMAC2
3.95 5,000k 3/1/2003
11 Keck Capital Management LLC
The Keck Program
3.96 2,000k 12/1/2003
10 Mulvaney Capital Management
The Mulvaney Global Markets Program
4.19 100k 5/1/1999
9 Tactical Investment Management
Tactical Institutional Commodity Program
4.51 10,000k 4/1/1993
7 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.68 250k 6/1/2001
8 NuWave Investment Management, LLC
Combined Futures Portfolio
4.68 5,000k 6/1/2001
6 Covenant Capital Management
Original Program
4.86 5,000k 9/1/1999
5 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.16 1,000k 3/1/2003
4 Witter & Lester, Inc.
Stock Index Futures Trading Program
5.64 400k 1/1/1988
3 Parizek Capital
Futures Trading Program
5.65 500k 4/1/2000
2 Mark J. Walsh Company
Standard Program
5.85 2,000k 9/1/1985
1 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
6.79 200k 11/1/1999

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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