Systematic Trader Index For April 2005

Monthly Rankings

Rank CTA/Program Apr 2005 Min Inv Inception
109 Superfund Group
Superfund Green Master
-19.41 2,000k 5/1/2001
108 Superfund Group
Superfund Green L.P. Series B
-16.86 5k 10/1/2002
107 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-16.07 200k 11/1/1999
106 Superfund Group
Superfund Green GCT USD
-15.46 15k 1/1/2000
105 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-15.01 100k 11/1/1984
104 Shield Plus LLC
Shield Plus Natural Gas
-14.19 50k 1/1/2004
103 Keck Capital Management LLC
The Keck Program
-13.06 2,000k 12/1/2003
102 Superfund Group
Superfund Green L.P. Series A
-12.22 5k 10/1/2002
101 DUNN Capital Management
D'Best Futures Fund, L.P.
-10.59 100k 6/1/1994
100 Hawksbill Capital Management
Global Diversified
-10.20 5,000k 11/1/1988
99 Abraham Trading Company
Diversified Program
-10.04 10,000k 1/1/1988
98 Saxon Investment Corporation
Aggressive Diversified Program
-9.55 2,000k 11/1/1993
97 Mulvaney Capital Management
The Mulvaney Global Markets Program
-9.28 100k 5/1/1999
96 Superfund Group
Superfund Green Q-AG
-9.04 2k 3/1/1996
95 DUNN Capital Management
DUNN Combined Fund (DCF)
-8.45 100k 5/1/1989
94 Dreiss Research Corporation
Diversified Program
-8.14 1,000k 5/1/1991
93 RAM Management Group
MRTP Aggressive
-7.84 1,000k 2/1/1998
92 Rivoli Fund Management
Rivoli International Fund (V9)
-7.51 5,000k 1/1/2002
91 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-7.15 100k 1/1/2005
90 Kinkopf Capital Management
KCM S&P (Proprietary)
-6.73 100k 1/1/1999
89 Revolution Capital Management
Alpha Fund
-6.72 50k 1/1/2005
88 Hyman Beck and Company
Global Portfolio
-6.50 1,000k 3/1/1991
87 Briarwood Capital Management, Inc.
Diversified 2XL
-6.47 250k 11/1/2004
86 Millburn Corporation
Commodity Program
-6.27 25,000k 3/1/2005
85 Saxon Investment Corporation
Diversified Program
-5.70 3,000k 9/1/1988
84 Drury Capital
Diversified Trend-Following Program
-5.56 5,000k 5/1/1997
83 Red Rock Capital, LLC
Systematic Global Macro
-5.34 500k 9/1/2003
82 Rabar Market Research
Diversified Program
-5.33 2,000k 1/1/1989
81 Kelly Angle Inc.
Genesis Program
-5.28 2,000k 4/1/2000
80 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-5.18 0k 11/1/1996
79 NuWave Investment Management, LLC
Combined Futures Portfolio
-4.93 5,000k 6/1/2001
78 Millburn Corporation
Multi-Markets Program
-4.86 25,000k 10/1/2004
77 Southwest Managed Investments, LLC
Global Diversified
-4.76 200k 1/1/2002
76 Millburn Corporation
Diversified Program
-4.51 20,000k 2/1/1977
75 NuWave Investment Management, LLC
NuWave Investment Partners LP
-4.47 250k 6/1/2001
74 Mark J. Walsh Company
Standard Program
-4.27 2,000k 9/1/1985
73 Parizek Capital
Futures Trading Program
-4.27 500k 4/1/2000
72 Winton Capital Management
Diversified
-4.21 50,000k 10/1/1997
71 M.S. Capital Management
Global Diversified Program
-4.18 2,000k 11/1/1998
70 Estlander & Partners
Alpha Trend
-4.16 30,000k 10/1/1991
69 Alee Capital Management, LLC
Mistral Program
-4.10 2,500k 1/1/1999
68 EMC Capital Advisors, LLC
Classic
-4.00 5,000k 1/1/1985
67 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.66 10,000k 8/1/1999
66 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.63 10,000k 8/1/2004
65 Chesapeake Capital
Diversified (LV)
-3.62 100k 2/1/1988
64 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.48 10,000k 1/1/1995
63 Welton Investment Partners
Welton Global
-3.38 10,000k 6/1/2004
62 MERIT Alternative Investments GmbH
Futures Portfolio
-3.21 2,000k 6/1/1998
61 Tactical Investment Management
Tactical Institutional Commodity Program
-3.03 10,000k 4/1/1993
60 RAM Management Group
RAM MRTP 1X-Conservative
-2.90 1,000k 9/1/1993
59 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.86 3,000k 7/1/2001
58 W.G. Wealth Guardian Ltd.
SAFI2 Program
-2.68 1,000k 9/1/1997
57 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-2.67 10,000k 1/1/2001
56 Alder Capital DAC
Alder Global 20
-2.50 2,500k 2/1/2001
55 Spectrum Asset Management LLC
Global Diversified
-2.49 2,000k 1/1/2001
54 Mobius Asset Management
Diversified Program
-2.41 250k 3/1/2004
53 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.36 10,000k 2/1/1999
52 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.16 10,000k 10/1/1991
51 Conquest Capital Group
Conquest Select
-2.06 250k 6/1/2004
50 Witter & Lester, Inc.
Stock Index Futures Trading Program
-2.01 400k 1/1/1988
49 Robust Methods LLC
Macro Managed Account
-1.88 5,000k 1/1/2005
48 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.86 5,000k 10/1/1996
47 Clarke Capital Management
Millennium
-1.84 1,000k 1/1/1998
46 Eckhardt Trading Company
Evolution Strategies
-1.79 20,000k 8/1/1991
45 Mobius Asset Management
Custom Trading Program
-1.77 100k 1/1/2002
44 Eclipse Capital Management
Global Monetary
-1.53 5,000k 8/1/1990
43 John Locke Investments
Cyril Systematic Program
-1.29 8,000k 7/1/2000
42 Lynx Asset Management AB
Lynx Program
-1.20 75k 5/1/2000
41 Alder Capital DAC
Alder Global 10
-1.10 2,500k 10/1/2000
40 Clarke Capital Management
Worldwide
-1.06 250k 1/1/1996
39 Somers Brothers Capital
Diversified Futures Program #1
-0.80 100k 1/1/2005
38 ISAM
ISAM Systematic Trend Fund
-0.64 1,000k 6/1/2001
37 Witter & Lester, Inc.
Redstone
-0.56 500k 9/1/1994
36 Estlander & Partners
Global Markets
-0.43 10,000k 8/1/1999
35 Estlander & Partners
Global XL
-0.37 5,000k 8/1/1991
34 Jaguar Investments Ltd
Vario Capital Strategy
-0.33 1,000k 5/1/2016
33 Rhicon Currency Management
Rhicon Systematic Currency Program
-0.31 3,000k 1/1/2004
32 Mondiale Asset Management
Mondiale Trading Program
-0.26 0k 9/1/1997
31 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.16 10,000k 4/1/2004
29 Ancile Capital Management
Global Markets Program
0.00 2,000k 4/1/2005
30 Superfund Group
Superfund Blue SPC Class A (EUR)
0.00 50k 4/1/2005
28 Northfield Trading
Diversified
0.10 2,000k 7/1/1989
27 Clarke Capital Management
Global Magnum
0.49 100k 8/1/1997
26 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.69 5,000k 8/1/2000
25 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.72 10,000k 1/1/1991
24 Quantica Capital AG
Quantica Managed Futures
1.00 5,000k 1/1/2005
23 Covenant Capital Management
Original Program
1.09 5,000k 9/1/1999
22 FORT LP
Fort Global Diversified
1.13 2,000k 10/1/1993
21 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.17 1,000k 3/1/2003
20 IKOS
The IKOS Hedge Fund
1.17 10,000k 7/1/1998
19 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
1.24 500k 12/1/2003
18 Conquest Capital Group
Conquest Macro
1.25 250k 5/1/1999
17 Manning & Napier
MN Xenon Global Fixed Income Program
1.38 2,000k 8/1/2004
16 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.48 10,000k 4/1/2003
15 FORT LP
Fort Global Contrarian
1.52 2,000k 10/1/2002
14 Xplor Capital Management, LLC
Global CTA Program
1.58 1,500k 7/1/2004
13 Systematic Alpha Management
Systematic Alpha Futures Program
1.65 100k 6/1/2004
12 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
1.96 5,000k 1/1/2005
11 Heyden & Steindl GmbH
TOMAC2
2.11 5,000k 3/1/2003
10 Alee Capital Management, LLC
Poniente Program
2.17 2,500k 1/1/1999
9 Mobius Asset Management
Energy Weighted Program
2.22 250k 1/1/2005
8 Quality Capital Management
Global Diversified Programme
2.34 10,000k 12/1/1995
7 Covenant Capital Management
Aggressive Program
2.85 3,000k 2/1/2004
6 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.95 100k 1/1/2000
5 Crabel Capital Management
Crabel Multi-Product
3.25 1,000k 3/1/1998
4 Clarke Capital Management
FX Plus
4.04 1,000k 5/1/2004
3 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
4.10 1,000k 3/1/1998
2 Clarke Capital Management
Global Basic
4.15 50k 2/1/1996
1 Quantitative Investment Management
Quantitative Global Program
5.77 20,000k 10/1/2003

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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