Systematic Trader Index For January 2004 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 Jan 2004 Min Inv Inception 86 Clarke Capital Management Global Basic -9.25 50k 2/1/1996 85 Alder Capital DAC Alder Global 20 -6.86 250k 2/1/2001 84 Clarke Capital Management Global Magnum -4.99 100k 8/1/1997 83 Clarke Capital Management Millennium -4.74 1,000k 1/1/1998 82 Alee Capital Management, LLC Poniente Program -3.95 2,500k 1/1/1999 81 Trigon Investment Advisors, LLC Foreign Exchange Program -3.50 5,000k 8/1/2000 80 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -2.98 10,000k 1/1/2001 79 Alder Capital DAC Alder Global 10 -2.91 250k 10/1/2000 78 DUNN Capital Management World Monetary and Agriculture Program (WMA) -2.86 100k 11/1/1984 77 Eckhardt Trading Company Evolution Strategies 1.2X -2.48 10,000k 10/1/1991 76 Rivoli Fund Management Rivoli International Fund (E) -2.23 5,000k 10/1/1996 75 Eckhardt Trading Company Evolution Strategies -2.22 20,000k 8/1/1991 74 Spectrum Asset Management LLC Global Diversified -1.84 2,000k 1/1/2001 73 DUNN Capital Management DUNN Combined Fund (DCF) -1.66 100k 5/1/1989 72 Alee Capital Management, LLC Mistral Program -1.56 2,500k 1/1/1999 71 EMC Capital Advisors, LLC Classic -1.10 5,000k 1/1/1985 70 Eclipse Capital Management Global Monetary -0.99 5,000k 8/1/1990 69 Crabel Capital Management Crabel Multi-Product -0.92 1,000k 3/1/1998 68 Hyman Beck and Company Global Portfolio -0.90 1,000k 3/1/1991 67 Northfield Trading Diversified -0.70 2,000k 7/1/1989 66 Kinkopf Capital Management KCM S&P (Proprietary) -0.17 100k 1/1/1999 65 Dreiss Research Corporation Diversified Program -0.12 1,000k 5/1/1991 64 RAM Management Group MRTP Aggressive -0.10 1,000k 2/1/1998 63 RAM Management Group RAM MRTP 1X-Conservative -0.05 1,000k 9/1/1993 61 Rhicon Currency Management Rhicon Systematic Currency Program 0.00 3,000k 1/1/2004 62 Shield Plus LLC Shield Plus Natural Gas 0.00 50k 1/1/2004 60 Clarke Capital Management Worldwide 0.03 250k 1/1/1996 59 IKOS The IKOS Hedge Fund 0.05 10,000k 7/1/1998 58 Estlander & Partners Global Markets 0.15 10,000k 8/1/1999 57 Briarwood Capital Management, Inc. Diversified Trading Program 0.22 3,000k 7/1/2001 56 Rotella Capital Management Rotella Polaris Program (Diversified) 0.28 10,000k 1/1/1991 55 Mobius Asset Management Custom Trading Program 0.30 100k 1/1/2002 54 Abraham Trading Company Diversified Program 0.47 10,000k 1/1/1988 53 DUNN Capital Management D'Best Futures Fund, L.P. 0.50 100k 6/1/1994 52 Estlander & Partners Global XL 0.57 5,000k 8/1/1991 51 FORT LP Fort Global Contrarian 0.59 2,000k 10/1/2002 50 Strategic Capital Advisors LLC Contrarian 500 0.61 500k 12/1/2003 49 Mondiale Asset Management Mondiale Trading Program 0.61 0k 9/1/1997 48 Quantmetrics Capital Management LLP Premier 12V Strategy 0.65 10,000k 4/1/2003 47 Southwest Managed Investments, LLC Global Diversified 0.76 200k 1/1/2002 46 QCM Global Diversified Programme 0.82 500k 12/1/1995 45 FORT LP Fort Global Diversified 0.87 2,000k 10/1/1993 44 Red Rock Capital, LLC Systematic Global Macro 0.88 500k 9/1/2003 43 Quantitative Investment Management Quantitative Global Program 0.92 20,000k 10/1/2003 42 Witter & Lester, Inc. Redstone 0.96 500k 9/1/1994 41 Millburn Ridgefield Corporation Diversified Program 1.18 20,000k 2/1/1977 40 Lynx Asset Management AB Lynx Program 1.19 75k 5/1/2000 39 Hawksbill Capital Management Global Diversified 1.30 5,000k 11/1/1988 38 Kelly Angle Inc. Genesis Program 1.37 2,000k 4/1/2000 37 M.S. Capital Management Global Diversified Program 1.46 2,000k 11/1/1998 36 Transtrend B.V. DTP – Standard Risk (EUR) 1.47 10,000k 2/1/1999 35 MERIT Alternative Investments GmbH Futures Portfolio 1.47 2,000k 6/1/1998 34 Chesapeake Capital Diversified (LV) 1.63 100k 2/1/1988 33 Saxon Investment Corporation Diversified Program 1.71 3,000k 9/1/1988 32 Conquest Capital Group Conquest Macro 1.79 250k 5/1/1999 31 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.84 0k 11/1/1996 30 Superfund Group Superfund Green GCT USD 1.96 15k 1/1/2000 29 Insch Capital Management SA Interbank Currency Program - 3X Leverage 2.08 100k 1/1/2000 28 Transtrend B.V. DTP – Enhanced Risk (USD) 2.08 10,000k 1/1/1995 27 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.20 10,000k 8/1/1999 26 John Locke Investments Cyril Systematic Program 2.33 8,000k 7/1/2000 25 Drury Capital Diversified Trend-Following Program 2.45 5,000k 5/1/1997 24 Superfund Group Superfund Green L.P. Series A 2.46 5k 10/1/2002 23 Winton Capital Management Diversified 2.72 50,000k 10/1/1997 22 ISAM ISAM Systematic Trend Fund 2.73 1,000k 6/1/2001 21 Rabar Market Research Diversified Program 2.74 2,000k 1/1/1989 20 Superfund Group Superfund Green Master 2.89 2,000k 5/1/2001 19 Superfund Group Superfund Green Q-AG 2.97 2k 3/1/1996 18 Kaiser Trading Group Kaiser Global Diversified Program - Class B 2.98 1,000k 3/1/1998 17 Saxon Investment Corporation Aggressive Diversified Program 3.13 2,000k 11/1/1993 16 Estlander & Partners Alpha Trend 3.43 30,000k 10/1/1991 15 Superfund Group Superfund Green L.P. Series B 3.49 5k 10/1/2002 14 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.69 1,000k 9/1/1997 13 Rivoli Fund Management Rivoli International Fund (V9) 3.74 5,000k 1/1/2002 12 Heyden & Steindl GmbH TOMAC2 3.95 5,000k 3/1/2003 11 Keck Capital Management LLC The Keck Program 3.96 2,000k 12/1/2003 10 Mulvaney Capital Management The Mulvaney Global Markets Fund 4.19 100k 5/1/1999 9 Tactical Investment Management Tactical Institutional Commodity Program 4.51 10,000k 4/1/1993 7 NuWave Investment Management, LLC NuWave Investment Partners LP 4.68 250k 6/1/2001 8 NuWave Investment Management, LLC Combined Futures Portfolio 4.68 5,000k 6/1/2001 6 Covenant Capital Management Original Program 4.86 5,000k 9/1/1999 5 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 5.16 1,000k 3/1/2003 4 Witter & Lester, Inc. Stock Index Futures Trading Program 5.64 400k 1/1/1988 3 Parizek Capital Futures Trading Program 5.65 500k 4/1/2000 2 Mark J. Walsh Company Standard Program 5.85 2,000k 9/1/1985 1 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 6.79 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.