Systematic Trader Index For October 2004

Monthly Rankings

Rank CTA/Program Oct 2004 Min Inv Inception
97 Heyden & Steindl GmbH
TOMAC2
-11.18 5,000k 3/1/2003
96 Mobius Asset Management
Diversified Program
-4.92 250k 3/1/2004
95 Mobius Asset Management
Custom Trading Program
-1.99 100k 1/1/2002
94 Parizek Capital
Futures Trading Program
-1.97 500k 4/1/2000
93 IKOS
The IKOS Hedge Fund
-1.60 10,000k 7/1/1998
92 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.52 100k 1/1/2000
91 Covenant Capital Management
Aggressive Program
-1.51 3,000k 2/1/2004
90 Drury Capital
Diversified Trend-Following Program
-1.13 5,000k 5/1/1997
89 Dreiss Research Corporation
Diversified Program
-1.06 1,000k 5/1/1991
88 Saxon Investment Corporation
Aggressive Diversified Program
-0.77 2,000k 11/1/1993
87 Covenant Capital Management
Original Program
-0.69 5,000k 9/1/1999
86 MERIT Alternative Investments GmbH
Futures Portfolio
-0.62 2,000k 6/1/1998
85 Saxon Investment Corporation
Diversified Program
-0.33 3,000k 9/1/1988
84 Millburn Corporation
Multi-Markets Program
0.00 25,000k 10/1/2004
83 Rhicon Currency Management
Rhicon Systematic Currency Program
0.08 3,000k 1/1/2004
82 M.S. Capital Management
Global Diversified Program
0.08 2,000k 11/1/1998
81 Eclipse Capital Management
Global Monetary
0.24 5,000k 8/1/1990
80 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.28 1,000k 3/1/1998
79 Alder Capital DAC
Alder Global 10
0.36 2,500k 10/1/2000
78 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.40 10,000k 1/1/1991
77 Manning & Napier
MN Xenon Global Fixed Income Program
0.43 2,000k 8/1/2004
76 Red Rock Capital, LLC
Systematic Global Macro
0.46 500k 9/1/2003
75 Alder Capital DAC
Alder Global 20
0.47 2,500k 2/1/2001
74 Clarke Capital Management
Global Basic
0.60 50k 2/1/1996
73 John Locke Investments
Cyril Systematic Program
0.62 8,000k 7/1/2000
72 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.67 10,000k 4/1/2003
71 Estlander & Partners
Alpha Trend
0.67 30,000k 10/1/1991
70 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.71 1,000k 3/1/2003
69 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.76 100k 5/1/1999
68 Clarke Capital Management
Worldwide
0.89 250k 1/1/1996
67 Witter & Lester, Inc.
Redstone
1.12 500k 9/1/1994
66 RAM Management Group
RAM MRTP 1X-Conservative
1.28 1,000k 9/1/1993
65 Hawksbill Capital Management
Global Diversified
1.48 5,000k 11/1/1988
64 Systematic Alpha Management
Systematic Alpha Futures Program
1.49 100k 6/1/2004
63 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.53 10,000k 1/1/2001
62 Alee Capital Management, LLC
Mistral Program
1.53 2,500k 1/1/1999
61 Xplor Capital Management, LLC
Global CTA Program
1.71 1,500k 7/1/2004
60 Crabel Capital Management
Crabel Multi-Product
1.73 1,000k 3/1/1998
59 Conquest Capital Group
Conquest Select
1.86 250k 6/1/2004
58 Transtrend B.V.
DTP – Standard Risk (EUR)
1.91 10,000k 2/1/1999
57 Clarke Capital Management
Millennium
1.97 1,000k 1/1/1998
56 Quality Capital Management
Global Diversified Programme
2.24 10,000k 12/1/1995
55 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
2.26 0k 11/1/1996
54 Mondiale Asset Management
Mondiale Trading Program
2.28 0k 9/1/1997
53 Chesapeake Capital
Diversified (LV)
2.32 100k 2/1/1988
52 ISAM
ISAM Systematic Trend Fund
2.43 1,000k 6/1/2001
51 Superfund Group
Superfund Green Q-AG
2.58 2k 3/1/1996
50 Welton Investment Partners
Welton Global
2.65 10,000k 6/1/2004
49 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.99 10,000k 8/1/2004
48 Spectrum Asset Management LLC
Global Diversified
3.00 2,000k 1/1/2001
47 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.03 10,000k 8/1/1999
46 Rabar Market Research
Diversified Program
3.07 2,000k 1/1/1989
45 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.20 10,000k 1/1/1995
44 Briarwood Capital Management, Inc.
Diversified Trading Program
3.60 3,000k 7/1/2001
43 EMC Capital Advisors, LLC
Classic
3.60 5,000k 1/1/1985
42 Estlander & Partners
Global Markets
3.74 10,000k 8/1/1999
41 Conquest Capital Group
Conquest Macro
3.95 250k 5/1/1999
40 Clarke Capital Management
FX Plus
3.99 1,000k 5/1/2004
39 W.G. Wealth Guardian Ltd.
SAFI2 Program
4.00 1,000k 9/1/1997
38 Tactical Investment Management
Tactical Institutional Commodity Program
4.00 10,000k 4/1/1993
37 Winton Capital Management
Diversified
4.03 50,000k 10/1/1997
36 Alee Capital Management, LLC
Poniente Program
4.25 2,500k 1/1/1999
35 Northfield Trading
Diversified
4.30 2,000k 7/1/1989
34 Abraham Trading Company
Diversified Program
4.32 10,000k 1/1/1988
33 Trigon Investment Advisors, LLC
Foreign Exchange Program
4.34 5,000k 8/1/2000
32 Rivoli Fund Management
Rivoli International Fund (MAP)
4.41 5,000k 10/1/1996
31 Kinkopf Capital Management
KCM S&P (Proprietary)
4.42 100k 1/1/1999
29 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.47 250k 6/1/2001
30 NuWave Investment Management, LLC
Combined Futures Portfolio
4.47 5,000k 6/1/2001
28 Southwest Managed Investments, LLC
Global Diversified
4.48 200k 1/1/2002
27 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
4.54 500k 12/1/2003
26 FORT LP
Fort Global Contrarian
4.59 2,000k 10/1/2002
25 Rivoli Fund Management
Rivoli International Fund (V9)
4.65 5,000k 1/1/2002
24 RAM Management Group
MRTP Aggressive
4.84 1,000k 2/1/1998
23 Mark J. Walsh Company
Standard Program
4.84 2,000k 9/1/1985
22 Superfund Group
Superfund Green L.P. Series A
4.88 5k 10/1/2002
21 Quantitative Investment Management
Quantitative Global Program
5.75 20,000k 10/1/2003
20 Superfund Group
Superfund Green GCT USD
5.88 15k 1/1/2000
19 Eckhardt Trading Company
Evolution Strategies
5.97 20,000k 8/1/1991
18 Witter & Lester, Inc.
Stock Index Futures Trading Program
5.98 400k 1/1/1988
17 Clarke Capital Management
Global Magnum
6.53 100k 8/1/1997
16 Keck Capital Management LLC
The Keck Program
6.63 2,000k 12/1/2003
15 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
6.77 10,000k 4/1/2004
14 Superfund Group
Superfund Green Master
6.82 2,000k 5/1/2001
13 Eckhardt Trading Company
Evolution Strategies 1.2X
6.92 10,000k 10/1/1991
12 Superfund Group
Superfund Green L.P. Series B
7.01 5k 10/1/2002
11 Millburn Corporation
Diversified Program
7.19 20,000k 2/1/1977
10 Lynx Asset Management AB
Lynx Program
7.32 75k 5/1/2000
9 Estlander & Partners
Global XL
7.39 5,000k 8/1/1991
8 FORT LP
Fort Global Diversified
7.46 2,000k 10/1/1993
7 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
7.93 100k 11/1/1984
6 Hyman Beck and Company
Global Portfolio
8.30 1,000k 3/1/1991
5 DUNN Capital Management
DUNN Combined Fund (DCF)
10.66 100k 5/1/1989
4 DUNN Capital Management
D'Best Futures Fund, L.P.
10.75 100k 6/1/1994
3 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
11.46 200k 11/1/1999
2 Kelly Angle Inc.
Genesis Program
12.64 2,000k 4/1/2000
1 Shield Plus LLC
Shield Plus Natural Gas
27.16 50k 1/1/2004

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan