Systematic Trader Index For September 2004 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 Sep 2004 Min Inv Inception 96 RAM Management Group MRTP Aggressive -6.86 1,000k 2/1/1998 95 John Locke Investments Cyril Systematic Program -3.83 8,000k 7/1/2000 94 Witter & Lester, Inc. Stock Index Futures Trading Program -3.82 400k 1/1/1988 93 Hawksbill Capital Management Global Diversified -3.28 5,000k 11/1/1988 92 Conquest Capital Group Conquest Macro -3.28 250k 5/1/1999 91 Clarke Capital Management Global Basic -3.01 50k 2/1/1996 90 Northfield Trading Diversified -3.00 2,000k 7/1/1989 89 Alee Capital Management, LLC Poniente Program -2.64 2,500k 1/1/1999 88 DUNN Capital Management D'Best Futures Fund, L.P. -2.01 100k 6/1/1994 87 Rivoli Fund Management Rivoli International Fund (E) -1.69 5,000k 10/1/1996 86 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.63 10,000k 1/1/2001 85 Trigon Investment Advisors, LLC Foreign Exchange Program -1.59 5,000k 8/1/2000 84 EMC Capital Advisors, LLC Classic -1.50 5,000k 1/1/1985 83 RAM Management Group RAM MRTP 1X-Conservative -1.37 1,000k 9/1/1993 82 QCM Global Diversified Programme -0.97 500k 12/1/1995 81 Xplor Capital Management, LLC Global CTA Program -0.91 1,500k 7/1/2004 80 Estlander & Partners Alpha Trend -0.87 30,000k 10/1/1991 79 Kelly Angle Inc. Genesis Program -0.84 2,000k 4/1/2000 78 Kinkopf Capital Management KCM S&P (Proprietary) -0.70 100k 1/1/1999 77 Witter & Lester, Inc. Redstone -0.63 500k 9/1/1994 76 Lynx Asset Management AB Lynx Program -0.60 75k 5/1/2000 75 Mondiale Asset Management Mondiale Trading Program -0.53 0k 9/1/1997 74 Strategic Capital Advisors LLC Contrarian 500 -0.53 250k 12/1/2003 73 Clarke Capital Management FX Plus -0.48 1,000k 5/1/2004 72 Mobius Asset Management Diversified Program -0.38 250k 3/1/2004 71 Briarwood Capital Management, Inc. Diversified Trading Program -0.34 3,000k 7/1/2001 70 Dreiss Research Corporation Diversified Program -0.34 1,000k 5/1/1991 69 Southwest Managed Investments, LLC Global Diversified -0.09 200k 1/1/2002 68 Clarke Capital Management Global Magnum -0.07 100k 8/1/1997 67 Alder Capital DAC Alder Global 10 -0.05 250k 10/1/2000 65 Alder Capital DAC Alder Global 20 0.00 250k 2/1/2001 66 DUNN Capital Management DUNN Combined Fund (DCF) 0.00 100k 5/1/1989 64 Manning & Napier MN Xenon Global Fixed Income Program 0.04 2,000k 8/1/2004 63 Rhicon Currency Management Rhicon Systematic Currency Program 0.05 3,000k 1/1/2004 62 MERIT Alternative Investments GmbH Futures Portfolio 0.08 2,000k 6/1/1998 61 Heyden & Steindl GmbH TOMAC2 0.11 5,000k 3/1/2003 60 Crabel Capital Management Crabel Multi-Product 0.16 1,000k 3/1/1998 59 Spectrum Asset Management LLC Global Diversified 0.23 2,000k 1/1/2001 58 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.46 10,000k 3/1/2003 57 Rotella Capital Management Rotella Polaris Program (Diversified) 0.74 10,000k 1/1/1991 56 Eckhardt Trading Company Evolution Strategies 0.86 20,000k 8/1/1991 55 Rabar Market Research Diversified Program 0.92 2,000k 1/1/1989 54 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.96 1,000k 9/1/1997 53 Transtrend B.V. DTP – Standard Risk (EUR) 1.07 10,000k 2/1/1999 52 Eckhardt Trading Company Evolution Strategies 1.2X 1.08 10,000k 10/1/1991 51 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.09 1,000k 3/1/1998 50 Quantmetrics Capital Management LLP Premier 12V Strategy 1.25 10,000k 4/1/2003 49 Millburn Ridgefield Corporation Diversified Program 1.26 20,000k 2/1/1977 48 Estlander & Partners Global Markets 1.42 10,000k 8/1/1999 47 DUNN Capital Management World Monetary and Agriculture Program (WMA) 1.58 100k 11/1/1984 46 Transtrend B.V. DTP – Enhanced Risk (USD) 1.63 10,000k 1/1/1995 45 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.68 10,000k 8/1/1999 44 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.80 10,000k 8/1/2004 43 Mobius Asset Management Custom Trading Program 2.00 100k 1/1/2002 42 Mark J. Walsh Company Standard Program 2.12 2,000k 9/1/1985 41 Welton Investment Partners Welton Global 2.18 10,000k 6/1/2004 40 Saxon Investment Corporation Diversified Program 2.41 3,000k 9/1/1988 38 NuWave Investment Management, LLC NuWave Investment Partners LP 2.42 250k 6/1/2001 39 NuWave Investment Management, LLC Combined Futures Portfolio 2.42 5,000k 6/1/2001 37 Parizek Capital Futures Trading Program 2.54 500k 4/1/2000 36 Hyman Beck and Company Global Portfolio 2.69 1,000k 3/1/1991 35 FORT LP Fort Global Contrarian 2.72 2,000k 10/1/2002 34 Covenant Capital Management Original Program 2.81 5,000k 9/1/1999 33 Eclipse Capital Management Global Monetary 2.90 5,000k 8/1/1990 32 Insch Capital Management SA Interbank Currency Program - 3X Leverage 2.92 100k 1/1/2000 31 Conquest Capital Group Conquest Select 3.01 250k 6/1/2004 30 Systematic Alpha Management Systematic Alpha Futures Program 3.18 100k 6/1/2004 29 IKOS The IKOS Hedge Fund 3.21 10,000k 7/1/1998 28 Estlander & Partners Global XL 3.47 5,000k 8/1/1991 27 Chesapeake Capital Diversified (LV) 3.50 100k 2/1/1988 26 Alee Capital Management, LLC Mistral Program 3.73 2,500k 1/1/1999 25 M.S. Capital Management Global Diversified Program 3.75 2,000k 11/1/1998 24 ISAM ISAM Systematic Trend Fund 3.94 1,000k 6/1/2001 23 FORT LP Fort Global Diversified 3.98 2,000k 3/1/2002 22 Superfund Group Superfund Green Q-AG 4.04 2k 3/1/1996 21 Saxon Investment Corporation Aggressive Diversified Program 4.11 2,000k 11/1/1993 20 Covenant Capital Management Aggressive Program 4.13 3,000k 2/1/2004 19 Red Rock Capital, LLC Systematic Global Macro 4.13 500k 9/1/2003 18 Clarke Capital Management Worldwide 4.73 250k 1/1/1996 17 Keck Capital Management LLC The Keck Program 5.04 2,000k 12/1/2003 16 Winton Capital Management Diversified 5.14 50,000k 10/1/1997 15 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 5.14 0k 11/1/1996 14 Rivoli Fund Management Rivoli International Fund (V9) 5.86 5,000k 1/1/2002 13 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 5.94 10,000k 4/1/2004 12 Tactical Investment Management Tactical Institutional Commodity Program 5.98 10,000k 4/1/1993 11 Quantitative Investment Management Quantitative Global Program 6.05 20,000k 10/1/2003 10 Mulvaney Capital Management The Mulvaney Global Markets Fund 7.76 100k 5/1/1999 9 Drury Capital Diversified Trend-Following Program 7.78 5,000k 5/1/1997 8 Abraham Trading Company Diversified Program 7.84 10,000k 1/1/1988 7 Superfund Group Superfund Green GCT USD 8.19 15k 1/1/2000 6 Superfund Group Superfund Green Master 9.39 2,000k 5/1/2001 5 Superfund Group Superfund Green L.P. Series A 10.44 5k 10/1/2002 4 Clarke Capital Management Millennium 11.60 1,000k 1/1/1998 3 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 11.72 200k 11/1/1999 2 Shield Plus LLC Shield Plus Natural Gas 12.32 50k 1/1/2004 1 Superfund Group Superfund Green L.P. Series B 14.75 5k 10/1/2002 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.