Systematic Trader Index For May 2005

Monthly Rankings

Rank CTA/Program May 2005 Min Inv Inception
112 Mulvaney Capital Management
The Mulvaney Global Markets Program
-4.08 100k 5/1/1999
111 Drury Capital
Diversified Trend-Following Program
-4.02 5,000k 5/1/1997
110 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.59 100k 1/1/2000
109 Eclipse Capital Management
Global Monetary
-2.16 5,000k 8/1/1990
108 Millburn Corporation
Commodity Program
-2.01 25,000k 3/1/2005
107 Mobius Asset Management
Diversified Program
-1.97 250k 3/1/2004
106 Chesapeake Capital
Diversified (LV)
-1.25 100k 2/1/1988
105 Mobius Asset Management
Energy Weighted Program
-1.15 250k 1/1/2005
104 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.91 50k 4/1/2005
103 Dreiss Research Corporation
Diversified Program
-0.83 1,000k 5/1/1991
102 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.33 10,000k 4/1/2003
101 Red Rock Capital, LLC
Systematic Global Macro
-0.31 500k 9/1/2003
100 ISAM
ISAM Systematic Trend Fund
-0.30 1,000k 6/1/2001
99 Manning & Napier
MN Xenon Global Fixed Income Program
-0.03 2,000k 8/1/2004
96 Beach Horizon LLP
Managed Account
0.00 5,000k 5/1/2005
97 Clarke Capital Management
Jupiter
0.00 3,000k 5/1/2005
98 Dominion Capital
Sapphire Program
0.00 3,000k 5/1/2005
95 Parizek Capital
Futures Trading Program
0.03 500k 4/1/2000
94 Revolution Capital Management
Alpha Fund
0.15 50k 1/1/2005
93 Witter & Lester, Inc.
Redstone
0.24 500k 9/1/1994
92 Superfund Group
Superfund Green L.P. Series A
0.30 5k 10/1/2002
91 Superfund Group
Superfund Green L.P. Series B
0.48 5k 10/1/2002
90 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.50 1,000k 9/1/1997
89 Alder Capital DAC
Alder Global 10
0.55 2,500k 10/1/2000
88 Conquest Capital Group
Conquest Select
0.59 250k 6/1/2004
87 Transtrend B.V.
DTP – Standard Risk (EUR)
0.61 10,000k 2/1/1999
86 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.66 10,000k 1/1/2001
85 Mobius Asset Management
Custom Trading Program
0.76 100k 1/1/2002
84 Jaguar Investments Ltd
Vario Capital Strategy
0.82 1,000k 5/1/2016
83 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.85 400k 1/1/1988
82 Xplor Capital Management, LLC
Global CTA Program
0.99 1,500k 7/1/2004
81 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.03 10,000k 1/1/1995
80 Alder Capital DAC
Alder Global 20
1.05 2,500k 2/1/2001
79 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.07 10,000k 8/1/2004
78 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.17 10,000k 8/1/1999
77 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.25 0k 11/1/1996
76 IKOS
The IKOS Hedge Fund
1.36 10,000k 7/1/1998
75 Mondiale Asset Management
Mondiale Trading Program
1.41 0k 9/1/1997
74 Robust Methods LLC
Macro Managed Account
1.47 5,000k 1/1/2005
73 RAM Management Group
RAM MRTP 1X-Conservative
1.48 1,000k 9/1/1993
72 Hyman Beck and Company
Global Portfolio
1.50 1,000k 3/1/1991
71 Spectrum Asset Management LLC
Global Diversified
1.56 2,000k 1/1/2001
70 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.58 1,000k 3/1/1998
69 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.63 10,000k 4/1/2004
68 Superfund Group
Superfund Green GCT USD
1.65 15k 1/1/2000
67 Rhicon Currency Management
Rhicon Systematic Currency Program
1.74 3,000k 1/1/2004
66 M.S. Capital Management
Global Diversified Program
1.75 2,000k 11/1/1998
65 FORT LP
Fort Global Contrarian
1.78 2,000k 10/1/2002
64 Abraham Trading Company
Diversified Program
1.93 10,000k 1/1/1988
63 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
1.96 5,000k 1/1/2005
62 Crabel Capital Management
Crabel Multi-Product
1.96 1,000k 3/1/1998
61 Briarwood Capital Management, Inc.
Diversified Trading Program
2.16 3,000k 7/1/2001
60 Covenant Capital Management
Original Program
2.20 5,000k 9/1/1999
59 Conquest Capital Group
Conquest Macro
2.27 250k 5/1/1999
58 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.29 10,000k 1/1/1991
57 Rivoli Fund Management
Rivoli International Fund (MAP)
2.31 5,000k 10/1/1996
56 Alee Capital Management, LLC
Mistral Program
2.33 2,500k 1/1/1999
55 Millburn Corporation
Diversified Program
2.46 20,000k 2/1/1977
54 Quality Capital Management
Global Diversified Programme
2.58 10,000k 12/1/1995
53 Superfund Group
Superfund Green Q-AG
2.62 2k 3/1/1996
52 Millburn Corporation
Multi-Markets Program
2.70 25,000k 10/1/2004
51 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.73 1,000k 3/1/2003
50 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
2.81 100k 1/1/2005
49 FORT LP
Fort Global Diversified
2.85 2,000k 10/1/1993
48 Quantitative Investment Management
Quantitative Global Program
2.85 20,000k 10/1/2003
47 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.88 500k 12/1/2003
46 John Locke Investments
Cyril Systematic Program
2.95 8,000k 7/1/2000
45 Systematic Alpha Management
Systematic Alpha Futures Program
2.98 100k 6/1/2004
44 Estlander & Partners
Alpha Trend
3.16 30,000k 10/1/1991
43 Estlander & Partners
Global Markets
3.20 10,000k 8/1/1999
42 Saxon Investment Corporation
Diversified Program
3.39 3,000k 9/1/1988
41 RAM Management Group
MRTP Aggressive
3.48 1,000k 2/1/1998
40 EMC Capital Advisors, LLC
Classic
3.70 5,000k 1/1/1985
39 Southwest Managed Investments, LLC
Global Diversified
3.86 200k 1/1/2002
38 Mark J. Walsh Company
Standard Program
3.98 2,000k 9/1/1985
37 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.01 250k 6/1/2001
36 NuWave Investment Management, LLC
Combined Futures Portfolio
4.15 5,000k 6/1/2001
35 Tactical Investment Management
Tactical Institutional Commodity Program
4.16 10,000k 4/1/1993
34 Welton Investment Partners
Welton Global
4.33 10,000k 6/1/2004
33 Rabar Market Research
Diversified Program
4.37 2,000k 1/1/1989
32 Alee Capital Management, LLC
Poniente Program
4.37 2,500k 1/1/1999
31 Trigon Investment Advisors, LLC
Foreign Exchange Program
4.50 5,000k 8/1/2000
30 Northfield Trading
Diversified
4.60 2,000k 7/1/1989
29 Briarwood Capital Management, Inc.
Diversified 2XL
4.65 250k 11/1/2004
28 Superfund Group
Superfund Green Master
4.99 2,000k 5/1/2001
27 Quantica Capital AG
Quantica Managed Futures
5.00 5,000k 1/1/2005
26 MERIT Alternative Investments GmbH
Futures Portfolio
5.47 2,000k 6/1/1998
25 Lynx Asset Management AB
Lynx Program
5.60 75k 5/1/2000
24 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.85 200k 11/1/1999
23 Eckhardt Trading Company
Evolution Strategies
6.16 20,000k 8/1/1991
22 Covenant Capital Management
Aggressive Program
6.19 3,000k 2/1/2004
21 Ancile Capital Management
Global Markets Program
6.42 2,000k 4/1/2005
20 Estlander & Partners
Global XL
6.47 5,000k 8/1/1991
19 Saxon Investment Corporation
Aggressive Diversified Program
6.54 2,000k 11/1/1993
18 Winton Capital Management
Diversified
6.62 50,000k 10/1/1997
17 Shield Plus LLC
Shield Plus Natural Gas
6.93 50k 1/1/2004
16 Hawksbill Capital Management
Global Diversified
7.11 5,000k 11/1/1988
15 Eckhardt Trading Company
Evolution Strategies 1.2X
7.22 10,000k 10/1/1991
14 Clarke Capital Management
Worldwide
7.40 250k 1/1/1996
13 Somers Brothers Capital
Diversified Futures Program #1
7.90 100k 1/1/2005
12 Rivoli Fund Management
Rivoli International Fund (V9)
9.79 5,000k 1/1/2002
11 Kinkopf Capital Management
KCM S&P (Proprietary)
9.91 100k 1/1/1999
10 Keck Capital Management LLC
The Keck Program
10.02 2,000k 12/1/2003
9 Clarke Capital Management
FX Plus
10.18 1,000k 5/1/2004
8 Clarke Capital Management
Millennium
10.77 1,000k 1/1/1998
7 Heyden & Steindl GmbH
TOMAC2
11.63 5,000k 3/1/2003
6 DUNN Capital Management
D'Best Futures Fund, L.P.
12.26 100k 6/1/1994
5 Kelly Angle Inc.
Genesis Program
12.51 2,000k 4/1/2000
4 DUNN Capital Management
DUNN Combined Fund (DCF)
12.51 100k 5/1/1989
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
13.03 100k 11/1/1984
2 Clarke Capital Management
Global Magnum
13.95 100k 8/1/1997
1 Clarke Capital Management
Global Basic
20.95 50k 2/1/1996

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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