Systematic Trader Index For April 2008 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Apr 2008 Min Inv Inception 164 Parizek Capital Currency Program -22.10 1,000k 4/1/2006 163 Clarke Capital Management FX Plus -19.15 1,000k 5/1/2004 162 Kelly Angle Inc. Genesis Program -16.50 2,000k 4/1/2000 161 Keck Capital Management LLC The Keck Program -14.90 2,000k 12/1/2003 160 Superfund Group Superfund Green Gold C (SPC) -9.49 100k 10/1/2005 159 FORT LP Fort Global Diversified -8.89 2,000k 10/1/1993 158 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -8.88 200k 11/1/1999 157 Mulvaney Capital Management The Mulvaney Global Markets Fund -8.58 100k 5/1/1999 156 Superfund Group Superfund Green Gold B (SPC) -8.26 50k 10/1/2005 155 Clarke Capital Management Worldwide -7.57 250k 1/1/1996 154 Dreiss Research Corporation Diversified Program -7.42 1,000k 5/1/1991 153 Xplor Capital Management, LLC Global CTA Program -7.39 1,500k 7/1/2004 152 Parizek Capital Futures Trading Program -7.33 500k 4/1/2000 151 Superfund Group Superfund Green Gold A (SPC) -7.01 5k 10/1/2005 150 Briarwood Capital Management, Inc. Diversified 2XL -6.79 250k 11/1/2004 149 DUNN Capital Management DUNN Combined Fund (DCF) -6.75 100k 5/1/1989 148 DUNN Capital Management World Monetary and Agriculture Program (WMA) -6.55 100k 11/1/1984 147 ISAM ISAM Systematic Trend Fund -6.55 1,000k 6/1/2001 146 Insch Capital Management SA Interbank Currency Program - 3X Leverage -6.49 100k 1/1/2000 145 Alee Capital Management, LLC Poniente Program -6.11 2,500k 1/1/1999 144 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -6.06 0k 11/1/1996 143 Rivoli Fund Management Rivoli International Fund (E) -6.02 5,000k 10/1/1996 142 NuWave Investment Management, LLC NuWave Investment Partners LP -5.98 250k 6/1/2001 141 Superfund Group Superfund Blue SPC Class A (EUR) -5.88 50k 4/1/2005 140 Superfund Group Superfund Blue SPC Class A (Gold) -5.80 50k 12/1/2007 139 NuWave Investment Management, LLC Combined Futures Portfolio -5.75 5,000k 6/1/2001 138 DUNN Capital Management D'Best Futures Fund, L.P. -5.73 100k 6/1/1994 137 Hyman Beck and Company Global Portfolio -5.59 1,000k 3/1/1991 136 Future Trade AG Thales Swing Trading Programme -5.58 250k 6/1/2007 135 FORT LP Fort Global Contrarian -5.55 2,000k 10/1/2002 134 Drury Capital Diversified Trend-Following Program -5.44 5,000k 5/1/1997 133 Robinson-Langley Capital Management, LLC Managed Account Program -4.99 200k 1/1/2007 132 Manning & Napier MN Xenon Managed Futures (2x) Program -4.98 5,000k 6/1/2006 131 Southwest Managed Investments, LLC Global Diversified -4.77 200k 1/1/2002 130 Molinero Capital Management LLP Global Markets Program -4.53 2,000k 7/1/2005 129 SEB Asset Management SEB Asset Selection Fund C (EUR) -4.34 1k 10/1/2006 128 Romanesco Capital Management B.V Persistence Program -4.22 5,000k 9/1/2005 127 Wimmer Horizon LLP Managed Account -4.04 5,000k 5/1/2005 126 Clarke Capital Management Jupiter -4.03 3,000k 5/1/2005 125 Superfund Group Superfund Green Master -3.93 2,000k 5/1/2001 124 Lynx Asset Management AB Lynx Program -3.83 75k 5/1/2000 123 Rivoli Fund Management Rivoli International Fund (V9) -3.72 5,000k 1/1/2002 122 Eclipse Capital Management Global Monetary -3.65 5,000k 8/1/1990 121 Gladius Asset Management Fulham Program -3.61 2,000k 1/1/2008 120 Somers Brothers Capital Diversified Futures Program #1 -3.50 100k 1/1/2005 119 Briarwood Capital Management, Inc. Diversified Trading Program -3.49 3,000k 7/1/2001 118 Clarke Capital Management Global Basic -3.46 50k 2/1/1996 117 Trigon Investment Advisors, LLC Foreign Exchange Program -3.30 5,000k 8/1/2000 116 Neural Capital Ltd Sentinel Trading Program -3.27 2,000k 1/1/2006 115 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -2.86 1,000k 3/1/2003 114 Wavefront Global Asset Management IMFC Global Investment Program -2.78 2,000k 2/1/2007 113 Heyden & Steindl GmbH TOMAC2 -2.72 5,000k 3/1/2003 112 Conquest Capital Group Conquest Select -2.71 250k 6/1/2004 111 Superfund Group Superfund Green GCT USD -2.65 15k 1/1/2000 110 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -2.38 10k 7/1/2005 109 Alee Capital Management, LLC Mistral Program -2.28 2,500k 1/1/1999 108 Quantum Leap Capital Management Managed Account Program -2.20 300k 8/1/2006 107 Manning & Napier MN Xenon Global Fixed Income Program -1.98 2,000k 8/1/2004 106 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -1.97 75k 6/1/2007 105 Clarke Capital Management Global Magnum -1.84 100k 8/1/1997 104 Endeavour Capital LLP Endeavour Pembroke -1.76 2,000k 7/1/2007 103 MERIT Alternative Investments GmbH Futures Portfolio -1.72 2,000k 6/1/1998 102 AllMountain Capital AG Mount Denali Global Trends -1.72 160k 7/1/2007 101 Auspice Capital Advisors Ltd Auspice Diversified Program -1.59 1,500k 4/1/2006 100 Superfund Group Superfund Green L.P. Series A -1.57 5k 10/1/2002 99 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -1.54 1,000k 10/1/2006 98 Robust Methods LLC Macro Managed Account -1.25 5,000k 1/1/2005 97 Superfund Group Superfund Green Q-AG -1.23 2k 3/1/1996 96 Superfund Group Superfund Green L.P. Series B -1.20 5k 10/1/2002 95 Futures Truth Company, FTC-CTA MS4 -1.17 250k 10/1/2007 94 Mobius Asset Management Diversified Program -1.07 250k 3/1/2004 93 Emil van Essen EvE Systematic Global Opportunities -1.04 1,000k 9/1/2007 92 Winton Capital Management Diversified -0.99 50,000k 10/1/1997 91 Millburn Ridgefield Corporation Diversified Program -0.96 20,000k 2/1/1977 90 Crabel Capital Management Crabel Multi-Product -0.93 1,000k 3/1/1998 89 Millburn Ridgefield Corporation Multi-Markets Program -0.87 25,000k 10/1/2004 88 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.86 100k 1/1/2005 87 Northfield Trading Diversified -0.86 2,000k 7/1/1989 86 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.82 1,000k 3/1/1998 85 Auctos Capital Management Auctos Global Diversified -0.65 3,000k 11/1/2007 84 RAM Management Group MRTP Aggressive -0.41 1,000k 2/1/1998 83 Rotella Capital Management Rotella Polaris Program (Diversified) -0.34 10,000k 1/1/1991 82 John Locke Investments Cyril Systematic Program -0.25 8,000k 7/1/2000 81 RAM Management Group RAM MRTP 1X-Conservative -0.20 1,000k 9/1/1993 80 Altradis Capital AG AlphAlgo -0.13 100k 5/1/2007 79 Estlander & Partners Global XL -0.08 5,000k 8/1/1991 78 Quantmetrics Capital Management LLP Premier 12V Strategy -0.04 10,000k 4/1/2003 72 Quantica Capital AG Quantica Managed Futures 0.00 5,000k 1/1/2005 73 Quantica Capital AG Quantica Diversified FX 0.00 5,000k 3/1/2007 74 Cranwood Capital Management Cranwood International Fund 0.00 250k 4/1/2008 75 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 76 Mondiale Asset Management Mondiale Trading Program 0.00 0k 9/1/1997 77 Cranwood Capital Management Fixed Income Arbitrage Fund 0.00 250k 4/1/2008 71 Rotella Capital Management Rotella Orion (Short-Term) Program 0.03 10,000k 3/1/2006 70 Alder Capital DAC Alder Global 20 0.10 250k 2/1/2001 69 Estlander & Partners Global Markets 0.10 10,000k 8/1/1999 68 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.13 1,000k 9/1/1997 67 Tactical Investment Management Tactical Institutional Commodity Program 0.14 10,000k 4/1/1993 66 Eckhardt Trading Company Evolution Strategies 0.14 20,000k 8/1/1991 65 Red Rock Capital, LLC Systematic Global Macro 0.16 500k 9/1/2003 64 Alder Capital DAC Alder Global 10 0.20 250k 10/1/2000 63 EMC Capital Advisors, LLC Classic 0.20 5,000k 1/1/1985 62 Eckhardt Trading Company Evolution Strategies 1.2X 0.23 10,000k 10/1/1991 61 Ion Asset Architecture (Fund Program) Ion Fund 0.23 100k 11/1/2007 60 Ion Asset Architecture Ion Fund Program 0.23 10,000k 11/1/2007 59 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.30 10,000k 1/1/2001 58 Transtrend B.V. DTP – Standard Risk (EUR) 0.30 10,000k 2/1/1999 57 Hawksbill Capital Management Global Diversified 0.32 5,000k 11/1/1988 56 Abraham Trading Company Diversified Program 0.34 10,000k 1/1/1988 55 Spectrum Asset Management LLC Global Diversified 0.43 2,000k 1/1/2001 54 Ancile Capital Management Global Markets Program 0.47 2,000k 4/1/2005 53 Global Domain Partners, LLC Global Domain Vector Fund - Series A 0.55 500k 1/1/2006 52 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.56 10,000k 2/1/2008 51 Transtrend B.V. DTP – Enhanced Risk (USD) 0.59 10,000k 1/1/1995 50 Chesapeake Capital Diversified (LV) 0.63 100k 2/1/1988 49 IKOS The IKOS Hedge Fund 0.66 10,000k 7/1/1998 48 Saxon Investment Corporation Diversified Program 0.69 3,000k 9/1/1988 47 Welton Investment Partners Welton Global 0.69 10,000k 6/1/2004 46 Blackwater Capital Management Global Program 0.71 5,000k 7/1/2005 45 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.73 10,000k 8/1/2004 44 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.73 10,000k 8/1/1999 43 Quantmetrics Capital Management LLP Directional 10V Strategy 0.75 10,000k 1/1/2007 42 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.98 10,000k 4/1/2004 41 Mobius Asset Management Custom Trading Program 1.07 100k 1/1/2002 40 Jaguar Investments Ltd Vario Capital Strategy 1.08 1,000k 5/1/2016 39 Saxon Investment Corporation Aggressive Diversified Program 1.14 2,000k 11/1/1993 38 Revolution Capital Management Alpha Program 1.26 5,000k 6/1/2007 37 Conquest Capital Group Conquest Macro 1.42 250k 5/1/1999 36 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 1.60 5,000k 1/1/2005 35 Millburn Ridgefield Corporation Commodity Program 1.66 25,000k 3/1/2005 34 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.74 1,000k 5/1/2006 33 Crescent Bay Capital Management Premium Stock Index Program 1.78 10k 10/1/2005 32 Witter & Lester, Inc. Redstone 1.79 500k 9/1/1994 31 John Locke Investments JL Commodity Long Flat Program 1.83 5,000k 12/1/2007 30 Rhicon Currency Management Rhicon Systematic Currency Program 1.85 3,000k 1/1/2004 29 Quantitative Investment Management Quantitative Global Program 1.86 20,000k 10/1/2003 28 Rabar Market Research Diversified Program 1.87 2,000k 1/1/1989 27 Claughton Capital Institutional Program 1.95 1,000k 10/1/2005 26 QCM Global Diversified Programme 2.11 500k 12/1/1995 25 Shield Plus LLC Shield Plus Natural Gas 2.29 50k 1/1/2004 24 Kinkopf Capital Management KCM S&P (Proprietary) 2.56 100k 1/1/1999 23 HB Capital Management Inc. Diversified Program 2.64 50k 3/1/2008 22 Revolution Capital Management Alpha Fund 2.70 50k 1/1/2005 21 IKOS IKOS FX Fund 2.82 1,000k 3/1/2008 20 Non Correlated Capital Positive Theta Program 3.19 250k 10/1/2007 19 Covenant Capital Management Original Program 3.29 5,000k 9/1/1999 18 Non Correlated Capital Positive Theta Fund 3.36 50k 10/1/2007 17 Revolution Capital Management Mosaic Program 3.39 10,000k 10/1/2006 16 Pacific Capital Advisors Vanguard Program 3.66 100k 4/1/2007 15 Covenant Capital Management Aggressive Program 3.92 3,000k 2/1/2004 14 Rho Asset Management Rho Altius 1XL Program 3.93 5,000k 11/1/2007 13 Amplitude Capital International Limited Dynamic Strategy 3.94 6/1/2005 12 Mobius Asset Management Energy Weighted Program 4.00 250k 1/1/2005 11 Dominion Capital Sapphire Program 4.03 3,000k 5/1/2005 10 Estlander & Partners Alpha Trend 4.21 30,000k 10/1/1991 9 Arcanum Asset Management Equity Index Option Program (Prop) 5.00 500k 7/1/2006 8 Systematic Alpha Management Systematic Alpha Futures Program 5.47 100k 6/1/2004 7 Mark J. Walsh Company Standard Program 5.85 2,000k 9/1/1985 6 Commodity Strategies AG CSAG Active Long Short Commodity Program 6.11 5,000k 10/1/2007 5 Clarke Capital Management Millennium 6.76 1,000k 1/1/1998 4 Dendrich Ltd QEP 8.38 50k 12/1/2005 3 Paskewitz Asset Management LLC Contrarian S&P Stock Index 8.54 500k 12/1/2003 2 Emil van Essen Spread Trading Program 10.25 5,000k 12/1/2006 1 Witter & Lester, Inc. Stock Index Futures Trading Program 11.22 400k 1/1/1988 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.