Systematic Trader Index For June 2005

Monthly Rankings

Rank CTA/Program Jun 2005 Min Inv Inception
113 Kinkopf Capital Management
KCM S&P (Proprietary)
-4.17 100k 1/1/1999
112 Saxon Investment Corporation
Aggressive Diversified Program
-3.67 2,000k 11/1/1993
111 Millburn Corporation
Commodity Program
-2.68 25,000k 3/1/2005
110 Drury Capital
Diversified Trend-Following Program
-2.42 5,000k 5/1/1997
109 Red Rock Capital, LLC
Systematic Global Macro
-2.34 500k 9/1/2003
108 Saxon Investment Corporation
Diversified Program
-2.11 3,000k 9/1/1988
107 Quantitative Investment Management
Quantitative Global Program
-1.97 20,000k 10/1/2003
106 Covenant Capital Management
Original Program
-1.36 5,000k 9/1/1999
105 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.09 10,000k 1/1/2001
104 Crabel Capital Management
Crabel Multi-Product
-1.05 1,000k 3/1/1998
103 Briarwood Capital Management, Inc.
Diversified 2XL
-0.83 250k 11/1/2004
102 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.73 10,000k 4/1/2003
101 Tactical Investment Management
Tactical Institutional Commodity Program
-0.47 10,000k 4/1/1993
100 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.28 5,000k 8/1/2000
99 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.20 50k 4/1/2005
98 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.18 3,000k 7/1/2001
97 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.04 1,000k 9/1/1997
96 Amplitude Capital International Limited
Dynamic Strategy
0.00 6/1/2005
95 Mark J. Walsh Company
Standard Program
0.09 2,000k 9/1/1985
94 Clarke Capital Management
Worldwide
0.13 250k 1/1/1996
93 Witter & Lester, Inc.
Redstone
0.17 500k 9/1/1994
92 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.28 10,000k 4/1/2004
91 Clarke Capital Management
Millennium
0.32 1,000k 1/1/1998
90 Alee Capital Management, LLC
Poniente Program
0.43 2,500k 1/1/1999
89 Clarke Capital Management
Global Magnum
0.52 100k 8/1/1997
88 Spectrum Asset Management LLC
Global Diversified
0.57 2,000k 1/1/2001
87 Mondiale Asset Management
Mondiale Trading Program
0.65 0k 9/1/1997
86 Parizek Capital
Futures Trading Program
0.67 500k 4/1/2000
85 Somers Brothers Capital
Diversified Futures Program #1
0.70 100k 1/1/2005
84 Hawksbill Capital Management
Global Diversified
0.79 5,000k 11/1/1988
83 Estlander & Partners
Alpha Trend
0.93 30,000k 10/1/1991
82 Covenant Capital Management
Aggressive Program
0.97 3,000k 2/1/2004
81 Welton Investment Partners
Welton Global
1.02 10,000k 6/1/2004
80 Hyman Beck and Company
Global Portfolio
1.09 1,000k 3/1/1991
79 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
1.11 500k 12/1/2003
78 FORT LP
Fort Global Contrarian
1.13 2,000k 10/1/2002
77 IKOS
The IKOS Hedge Fund
1.18 10,000k 7/1/1998
76 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.47 1,000k 3/1/1998
75 Southwest Managed Investments, LLC
Global Diversified
1.54 200k 1/1/2002
74 Alee Capital Management, LLC
Mistral Program
1.55 2,500k 1/1/1999
73 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.74 400k 1/1/1988
72 Quantica Capital AG
Quantica Managed Futures
1.90 5,000k 1/1/2005
71 Systematic Alpha Management
Systematic Alpha Futures Program
1.90 100k 6/1/2004
70 RAM Management Group
RAM MRTP 1X-Conservative
1.92 1,000k 9/1/1993
69 Conquest Capital Group
Conquest Select
1.93 250k 6/1/2004
68 EMC Capital Advisors, LLC
Classic
2.00 5,000k 1/1/1985
67 Rhicon Currency Management
Rhicon Systematic Currency Program
2.22 3,000k 1/1/2004
66 Conquest Capital Group
Conquest Macro
2.22 250k 5/1/1999
65 M.S. Capital Management
Global Diversified Program
2.30 2,000k 11/1/1998
64 Alder Capital DAC
Alder Global 10
2.38 2,500k 10/1/2000
63 Superfund Group
Superfund Green L.P. Series A
2.44 5k 10/1/2002
62 Eclipse Capital Management
Global Monetary
2.57 5,000k 8/1/1990
61 ISAM
ISAM Systematic Trend Fund
2.59 1,000k 6/1/2001
60 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.62 100k 1/1/2000
59 Manning & Napier
MN Xenon Global Fixed Income Program
2.63 2,000k 8/1/2004
58 Xplor Capital Management, LLC
Global CTA Program
2.64 1,500k 7/1/2004
57 Transtrend B.V.
DTP – Standard Risk (EUR)
2.72 10,000k 2/1/1999
56 Dominion Capital
Sapphire Program
2.86 3,000k 5/1/2005
55 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.86 10,000k 1/1/1991
54 MERIT Alternative Investments GmbH
Futures Portfolio
2.88 2,000k 6/1/1998
53 Rabar Market Research
Diversified Program
2.95 2,000k 1/1/1989
52 John Locke Investments
Cyril Systematic Program
3.06 8,000k 7/1/2000
51 Revolution Capital Management
Alpha Fund
3.09 50k 1/1/2005
50 Jaguar Investments Ltd
Vario Capital Strategy
3.11 1,000k 5/1/2016
49 Winton Capital Management
Diversified
3.13 50,000k 10/1/1997
48 Eckhardt Trading Company
Evolution Strategies
3.25 20,000k 8/1/1991
47 Beach Horizon LLP
Managed Account
3.27 5,000k 5/1/2005
46 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.29 0k 11/1/1996
45 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.29 1,000k 3/1/2003
44 Dreiss Research Corporation
Diversified Program
3.39 1,000k 5/1/1991
43 Chesapeake Capital
Diversified (LV)
3.40 100k 2/1/1988
42 Northfield Trading
Diversified
3.50 2,000k 7/1/1989
41 FORT LP
Fort Global Diversified
3.55 2,000k 10/1/1993
40 Superfund Group
Superfund Green L.P. Series B
3.56 5k 10/1/2002
39 Lynx Asset Management AB
Lynx Program
3.58 75k 5/1/2000
38 Eckhardt Trading Company
Evolution Strategies 1.2X
3.65 10,000k 10/1/1991
37 Robust Methods LLC
Macro Managed Account
3.68 5,000k 1/1/2005
36 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.80 10,000k 8/1/2004
35 Superfund Group
Superfund Green Q-AG
3.88 2k 3/1/1996
34 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
3.91 200k 11/1/1999
33 NuWave Investment Management, LLC
Combined Futures Portfolio
3.98 5,000k 6/1/2001
32 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
4.00 5,000k 1/1/2005
31 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.02 10,000k 1/1/1995
30 RAM Management Group
MRTP Aggressive
4.06 1,000k 2/1/1998
29 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
4.12 100k 1/1/2005
28 Clarke Capital Management
Global Basic
4.14 50k 2/1/1996
27 Transtrend B.V.
DTP – Enhanced Risk (EUR)
4.18 10,000k 8/1/1999
26 Estlander & Partners
Global Markets
4.19 10,000k 8/1/1999
25 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.21 250k 6/1/2001
24 Millburn Corporation
Diversified Program
4.74 20,000k 2/1/1977
23 Heyden & Steindl GmbH
TOMAC2
4.79 5,000k 3/1/2003
22 Alder Capital DAC
Alder Global 20
4.82 2,500k 2/1/2001
21 Millburn Corporation
Multi-Markets Program
5.01 25,000k 10/1/2004
20 Mulvaney Capital Management
The Mulvaney Global Markets Program
5.32 100k 5/1/1999
19 Clarke Capital Management
Jupiter
5.33 3,000k 5/1/2005
18 Superfund Group
Superfund Green Master
5.41 2,000k 5/1/2001
17 Ancile Capital Management
Global Markets Program
5.42 2,000k 4/1/2005
16 Mobius Asset Management
Energy Weighted Program
5.44 250k 1/1/2005
15 Superfund Group
Superfund Green GCT USD
5.98 15k 1/1/2000
14 DUNN Capital Management
D'Best Futures Fund, L.P.
6.13 100k 6/1/1994
13 Mobius Asset Management
Custom Trading Program
6.23 100k 1/1/2002
12 Abraham Trading Company
Diversified Program
6.66 10,000k 1/1/1988
11 Kelly Angle Inc.
Genesis Program
6.86 2,000k 4/1/2000
10 Rivoli Fund Management
Rivoli International Fund (V9)
7.12 5,000k 1/1/2002
9 Quality Capital Management
Global Diversified Programme
7.64 10,000k 12/1/1995
8 Rivoli Fund Management
Rivoli International Fund (MAP)
8.19 5,000k 10/1/1996
7 Estlander & Partners
Global XL
8.34 5,000k 8/1/1991
6 DUNN Capital Management
DUNN Combined Fund (DCF)
9.07 100k 5/1/1989
5 Mobius Asset Management
Diversified Program
9.39 250k 3/1/2004
4 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
12.23 100k 11/1/1984
3 Clarke Capital Management
FX Plus
12.80 1,000k 5/1/2004
2 Keck Capital Management LLC
The Keck Program
14.05 2,000k 12/1/2003
1 Shield Plus LLC
Shield Plus Natural Gas
15.45 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.

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