Systematic Trader Index For February 2004

Monthly Rankings

Rank CTA/Program Feb 2004 Min Inv Inception
87 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-2.70 1,000k 3/1/1998
86 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.01 10,000k 8/1/1999
85 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.25 10,000k 1/1/2001
84 Northfield Trading
Diversified
-0.90 2,000k 7/1/1989
83 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.59 5,000k 8/1/2000
82 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.05 3,000k 7/1/2001
81 Covenant Capital Management
Aggressive Program
0.00 3,000k 2/1/2004
80 Mondiale Asset Management
Mondiale Trading Program
0.12 0k 9/1/1997
79 Witter & Lester, Inc.
Redstone
0.13 500k 9/1/1994
78 Dreiss Research Corporation
Diversified Program
0.25 1,000k 5/1/1991
77 Southwest Managed Investments, LLC
Global Diversified
0.59 200k 1/1/2002
76 RAM Management Group
RAM MRTP 1X-Conservative
0.74 1,000k 9/1/1993
75 Conquest Capital Group
Conquest Macro
0.76 250k 5/1/1999
74 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.88 10,000k 4/1/2003
73 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.10 1,000k 9/1/1997
72 Rivoli Fund Management
Rivoli International Fund (V9)
1.33 5,000k 1/1/2002
71 IKOS
The IKOS Hedge Fund
1.47 10,000k 7/1/1998
70 Crabel Capital Management
Crabel Multi-Product
2.01 1,000k 3/1/1998
69 Alder Capital DAC
Alder Global 10
2.14 2,500k 10/1/2000
68 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.23 400k 1/1/1988
67 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.24 10,000k 1/1/1991
66 MERIT Alternative Investments GmbH
Futures Portfolio
2.33 2,000k 6/1/1998
65 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.87 500k 12/1/2003
64 Covenant Capital Management
Original Program
3.18 5,000k 9/1/1999
63 Transtrend B.V.
DTP – Standard Risk (EUR)
3.28 10,000k 2/1/1999
62 Millburn Corporation
Diversified Program
3.31 20,000k 2/1/1977
61 Rhicon Currency Management
Rhicon Systematic Currency Program
3.35 3,000k 1/1/2004
60 Quantitative Investment Management
Quantitative Global Program
3.51 20,000k 10/1/2003
59 RAM Management Group
MRTP Aggressive
3.73 1,000k 2/1/1998
58 Estlander & Partners
Global Markets
3.82 10,000k 8/1/1999
57 Rivoli Fund Management
Rivoli International Fund (MAP)
3.88 5,000k 10/1/1996
56 Eckhardt Trading Company
Evolution Strategies
4.28 20,000k 8/1/1991
55 Alder Capital DAC
Alder Global 20
4.33 2,500k 2/1/2001
54 ISAM
ISAM Systematic Trend Fund
4.40 1,000k 6/1/2001
53 Eclipse Capital Management
Global Monetary
4.46 5,000k 8/1/1990
52 Alee Capital Management, LLC
Poniente Program
4.47 2,500k 1/1/1999
51 Lynx Asset Management AB
Lynx Program
4.69 75k 5/1/2000
50 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.94 10,000k 1/1/1995
48 NuWave Investment Management, LLC
NuWave Investment Partners LP
5.03 250k 6/1/2001
49 NuWave Investment Management, LLC
Combined Futures Portfolio
5.03 5,000k 6/1/2001
47 Chesapeake Capital
Diversified (LV)
5.05 100k 2/1/1988
46 Eckhardt Trading Company
Evolution Strategies 1.2X
5.10 10,000k 10/1/1991
45 Mobius Asset Management
Custom Trading Program
5.13 100k 1/1/2002
44 Saxon Investment Corporation
Diversified Program
5.26 3,000k 9/1/1988
43 Hyman Beck and Company
Global Portfolio
5.54 1,000k 3/1/1991
42 Parizek Capital
Futures Trading Program
5.77 500k 4/1/2000
41 Hawksbill Capital Management
Global Diversified
6.15 5,000k 11/1/1988
40 Spectrum Asset Management LLC
Global Diversified
6.51 2,000k 1/1/2001
39 John Locke Investments
Cyril Systematic Program
6.58 8,000k 7/1/2000
38 Estlander & Partners
Alpha Trend
6.74 30,000k 10/1/1991
37 Clarke Capital Management
Worldwide
6.82 250k 1/1/1996
36 Clarke Capital Management
Millennium
6.96 1,000k 1/1/1998
35 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
7.07 1,000k 3/1/2003
34 FORT LP
Fort Global Contrarian
7.13 2,000k 10/1/2002
33 Kinkopf Capital Management
KCM S&P (Proprietary)
7.17 100k 1/1/1999
32 Alee Capital Management, LLC
Mistral Program
7.19 2,500k 1/1/1999
31 Red Rock Capital, LLC
Systematic Global Macro
7.27 500k 9/1/2003
30 Quality Capital Management
Global Diversified Programme
7.33 10,000k 12/1/1995
29 Estlander & Partners
Global XL
7.76 5,000k 8/1/1991
28 Mark J. Walsh Company
Standard Program
8.19 2,000k 9/1/1985
27 Rabar Market Research
Diversified Program
8.34 2,000k 1/1/1989
26 Abraham Trading Company
Diversified Program
8.38 10,000k 1/1/1988
25 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
8.38 100k 11/1/1984
24 Mulvaney Capital Management
The Mulvaney Global Markets Program
8.45 100k 5/1/1999
23 Saxon Investment Corporation
Aggressive Diversified Program
8.56 2,000k 11/1/1993
22 Superfund Group
Superfund Green Q-AG
8.69 2k 3/1/1996
21 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
8.73 0k 11/1/1996
20 Clarke Capital Management
Global Magnum
9.40 100k 8/1/1997
19 EMC Capital Advisors, LLC
Classic
9.60 5,000k 1/1/1985
18 Heyden & Steindl GmbH
TOMAC2
9.61 5,000k 3/1/2003
17 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
10.36 100k 1/1/2000
16 Drury Capital
Diversified Trend-Following Program
11.09 5,000k 5/1/1997
15 FORT LP
Fort Global Diversified
11.48 2,000k 10/1/1993
14 Winton Capital Management
Diversified
11.56 50,000k 10/1/1997
13 DUNN Capital Management
DUNN Combined Fund (DCF)
11.91 100k 5/1/1989
12 M.S. Capital Management
Global Diversified Program
12.24 2,000k 11/1/1998
11 Superfund Group
Superfund Green L.P. Series A
12.65 5k 10/1/2002
10 Superfund Group
Superfund Green GCT USD
14.05 15k 1/1/2000
9 Tactical Investment Management
Tactical Institutional Commodity Program
14.38 10,000k 4/1/1993
8 Superfund Group
Superfund Green Master
14.98 2,000k 5/1/2001
7 Shield Plus LLC
Shield Plus Natural Gas
15.29 50k 1/1/2004
6 DUNN Capital Management
D'Best Futures Fund, L.P.
17.11 100k 6/1/1994
5 Superfund Group
Superfund Green L.P. Series B
18.63 5k 10/1/2002
4 Kelly Angle Inc.
Genesis Program
18.88 2,000k 4/1/2000
3 Keck Capital Management LLC
The Keck Program
18.97 2,000k 12/1/2003
2 Clarke Capital Management
Global Basic
20.42 50k 2/1/1996
1 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
22.58 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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan