Systematic Trader Index For November 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 Nov 2004 Min Inv Inception 99 Kinkopf Capital Management KCM S&P (Proprietary) -5.81 100k 1/1/1999 98 Rivoli Fund Management Rivoli International Fund (E) -4.11 5,000k 10/1/1996 97 Strategic Capital Advisors LLC Contrarian 500 -4.09 500k 12/1/2003 96 Heyden & Steindl GmbH TOMAC2 -2.81 5,000k 3/1/2003 95 Parizek Capital Futures Trading Program -1.47 500k 4/1/2000 94 Manning & Napier MN Xenon Global Fixed Income Program -0.87 2,000k 8/1/2004 93 Shield Plus LLC Shield Plus Natural Gas -0.32 50k 1/1/2004 92 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.27 1,000k 9/1/1997 91 Quantmetrics Capital Management LLP Premier 12V Strategy -0.22 10,000k 4/1/2003 90 Rhicon Currency Management Rhicon Systematic Currency Program -0.12 3,000k 1/1/2004 89 Jaguar Investments Ltd Vario Capital Strategy 0.00 1,000k 5/1/2016 88 Briarwood Capital Management, Inc. Diversified 2XL 0.00 250k 11/1/2004 87 Xplor Capital Management, LLC Global CTA Program 0.07 1,500k 7/1/2004 86 Eclipse Capital Management Global Monetary 0.13 5,000k 8/1/1990 85 Clarke Capital Management Global Magnum 0.48 100k 8/1/1997 84 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.84 1,000k 3/1/1998 83 Witter & Lester, Inc. Redstone 0.89 500k 9/1/1994 82 IKOS The IKOS Hedge Fund 1.09 10,000k 7/1/1998 81 Crabel Capital Management Crabel Multi-Product 1.35 1,000k 3/1/1998 80 Mondiale Asset Management Mondiale Trading Program 1.80 0k 9/1/1997 79 MERIT Alternative Investments GmbH Futures Portfolio 1.87 2,000k 6/1/1998 78 Mobius Asset Management Custom Trading Program 2.20 100k 1/1/2002 77 Clarke Capital Management Global Basic 2.66 50k 2/1/1996 76 Conquest Capital Group Conquest Macro 2.69 250k 5/1/1999 75 Abraham Trading Company Diversified Program 2.79 10,000k 1/1/1988 74 Northfield Trading Diversified 2.80 2,000k 7/1/1989 73 Alee Capital Management, LLC Poniente Program 3.07 2,500k 1/1/1999 72 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 3.11 10,000k 1/1/2001 71 FORT LP Fort Global Contrarian 3.12 2,000k 10/1/2002 70 Insch Capital Management SA Interbank Currency Program - 3X Leverage 3.37 100k 1/1/2000 69 Systematic Alpha Management Systematic Alpha Futures Program 3.86 100k 6/1/2004 68 Alder Capital DAC Alder Global 10 3.90 250k 10/1/2000 67 John Locke Investments Cyril Systematic Program 4.07 8,000k 7/1/2000 66 Witter & Lester, Inc. Stock Index Futures Trading Program 4.12 400k 1/1/1988 65 Eckhardt Trading Company Evolution Strategies 4.39 20,000k 8/1/1991 64 FORT LP Fort Global Diversified 4.40 2,000k 10/1/1993 63 RAM Management Group RAM MRTP 1X-Conservative 4.45 1,000k 9/1/1993 62 Rotella Capital Management Rotella Polaris Program (Diversified) 4.59 10,000k 1/1/1991 61 QCM Global Diversified Programme 4.61 500k 12/1/1995 60 Rivoli Fund Management Rivoli International Fund (V9) 4.64 5,000k 1/1/2002 59 M.S. Capital Management Global Diversified Program 4.69 2,000k 11/1/1998 58 Kelly Angle Inc. Genesis Program 4.91 2,000k 4/1/2000 57 Estlander & Partners Alpha Trend 5.06 30,000k 10/1/1991 56 Spectrum Asset Management LLC Global Diversified 5.09 2,000k 1/1/2001 55 Saxon Investment Corporation Diversified Program 5.27 3,000k 9/1/1988 54 Eckhardt Trading Company Evolution Strategies 1.2X 5.28 10,000k 10/1/1991 53 DUNN Capital Management World Monetary and Agriculture Program (WMA) 5.32 100k 11/1/1984 52 Mobius Asset Management Diversified Program 5.66 250k 3/1/2004 51 Transtrend B.V. DTP – Standard Risk (EUR) 5.67 10,000k 2/1/1999 50 Conquest Capital Group Conquest Select 5.80 250k 6/1/2004 49 Estlander & Partners Global Markets 5.99 10,000k 8/1/1999 48 Keck Capital Management LLC The Keck Program 6.03 2,000k 12/1/2003 47 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 6.13 10,000k 4/1/2004 46 Clarke Capital Management Worldwide 6.15 250k 1/1/1996 45 Welton Investment Partners Welton Global 6.22 10,000k 6/1/2004 44 Millburn Ridgefield Corporation Multi-Markets Program 6.35 25,000k 10/1/2004 43 Winton Capital Management Diversified 6.37 50,000k 10/1/1997 42 Lynx Asset Management AB Lynx Program 6.45 75k 5/1/2000 41 Trigon Investment Advisors, LLC Foreign Exchange Program 6.84 5,000k 8/1/2000 40 Southwest Managed Investments, LLC Global Diversified 7.01 200k 1/1/2002 39 Drury Capital Diversified Trend-Following Program 7.20 5,000k 5/1/1997 38 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 7.45 0k 11/1/1996 37 Hawksbill Capital Management Global Diversified 8.20 5,000k 11/1/1988 36 Alder Capital DAC Alder Global 20 8.40 250k 2/1/2001 35 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 8.43 1,000k 3/1/2003 34 Alee Capital Management, LLC Mistral Program 8.53 2,500k 1/1/1999 33 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 8.65 200k 11/1/1999 32 Transtrend B.V. DTP – Enhanced Risk (EUR) 8.77 10,000k 8/1/1999 31 Transtrend B.V. DTP – Enhanced Risk (JPY) 8.80 10,000k 8/1/2004 30 Mark J. Walsh Company Standard Program 8.81 2,000k 9/1/1985 29 Chesapeake Capital Diversified (LV) 8.89 100k 2/1/1988 28 DUNN Capital Management DUNN Combined Fund (DCF) 8.93 100k 5/1/1989 27 Transtrend B.V. DTP – Enhanced Risk (USD) 8.97 10,000k 1/1/1995 26 Superfund Group Superfund Green Q-AG 8.99 2k 3/1/1996 25 DUNN Capital Management D'Best Futures Fund, L.P. 9.13 100k 6/1/1994 24 Clarke Capital Management Millennium 9.39 1,000k 1/1/1998 23 Red Rock Capital, LLC Systematic Global Macro 9.42 500k 9/1/2003 22 Quantitative Investment Management Quantitative Global Program 9.58 20,000k 10/1/2003 21 Mulvaney Capital Management The Mulvaney Global Markets Fund 9.63 100k 5/1/1999 20 Millburn Ridgefield Corporation Diversified Program 9.90 20,000k 2/1/1977 19 Briarwood Capital Management, Inc. Diversified Trading Program 10.22 3,000k 7/1/2001 18 ISAM ISAM Systematic Trend Fund 10.28 1,000k 6/1/2001 17 EMC Capital Advisors, LLC Classic 10.50 5,000k 1/1/1985 15 NuWave Investment Management, LLC NuWave Investment Partners LP 10.54 250k 6/1/2001 16 NuWave Investment Management, LLC Combined Futures Portfolio 10.54 5,000k 6/1/2001 14 Saxon Investment Corporation Aggressive Diversified Program 10.94 2,000k 11/1/1993 13 Dreiss Research Corporation Diversified Program 10.95 1,000k 5/1/1991 12 Rabar Market Research Diversified Program 11.94 2,000k 1/1/1989 11 Superfund Group Superfund Green L.P. Series A 12.30 5k 10/1/2002 10 Estlander & Partners Global XL 12.38 5,000k 8/1/1991 9 Tactical Investment Management Tactical Institutional Commodity Program 12.75 10,000k 4/1/1993 8 Hyman Beck and Company Global Portfolio 12.81 1,000k 3/1/1991 7 RAM Management Group MRTP Aggressive 13.80 1,000k 2/1/1998 6 Covenant Capital Management Original Program 14.54 5,000k 9/1/1999 5 Superfund Group Superfund Green GCT USD 15.42 15k 1/1/2000 4 Superfund Group Superfund Green L.P. Series B 17.33 5k 10/1/2002 3 Covenant Capital Management Aggressive Program 23.11 3,000k 2/1/2004 2 Superfund Group Superfund Green Master 25.74 2,000k 5/1/2001 1 Clarke Capital Management FX Plus 33.10 1,000k 5/1/2004 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.