Systematic Trader Index For October 2005 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 Oct 2005 Min Inv Inception 122 Superfund Group Superfund Green Master -15.12 2,000k 5/1/2001 121 Superfund Group Superfund Green GCT USD -13.00 15k 1/1/2000 120 Keck Capital Management LLC The Keck Program -11.98 2,000k 12/1/2003 119 Superfund Group Superfund Green L.P. Series B -10.77 5k 10/1/2002 118 Insch Capital Management SA Interbank Currency Program - 3X Leverage -9.80 100k 1/1/2000 117 QCM Global Diversified Programme -9.14 500k 12/1/1995 116 Clarke Capital Management FX Plus -8.76 1,000k 5/1/2004 115 Estlander & Partners Global XL -8.22 5,000k 8/1/1991 114 Superfund Group Superfund Green L.P. Series A -7.93 5k 10/1/2002 113 EMC Capital Advisors, LLC Classic -7.60 5,000k 1/1/1985 112 NuWave Investment Management, LLC Combined Futures Portfolio -7.18 5,000k 6/1/2001 111 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -7.02 10k 7/1/2005 110 NuWave Investment Management, LLC NuWave Investment Partners LP -6.50 250k 6/1/2001 109 Superfund Group Superfund Green Q-AG -6.29 2k 3/1/1996 108 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -6.18 5,000k 1/1/2005 107 Clarke Capital Management Jupiter -6.11 3,000k 5/1/2005 106 Abraham Trading Company Diversified Program -5.98 10,000k 1/1/1988 105 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -5.88 100k 1/1/2005 104 Rivoli Fund Management Rivoli International Fund (V9) -5.82 5,000k 1/1/2002 103 Robust Methods LLC Macro Managed Account -5.78 5,000k 1/1/2005 102 Mulvaney Capital Management The Mulvaney Global Markets Fund -5.64 100k 5/1/1999 101 Rivoli Fund Management Rivoli International Fund (E) -5.61 5,000k 10/1/1996 100 Eclipse Capital Management Global Monetary -5.28 5,000k 8/1/1990 99 Mobius Asset Management Energy Weighted Program -5.10 250k 1/1/2005 98 Hawksbill Capital Management Global Diversified -4.92 5,000k 11/1/1988 97 Chesapeake Capital Diversified (LV) -4.75 100k 2/1/1988 96 Quantica Capital AG Quantica Managed Futures -4.70 5,000k 1/1/2005 95 Estlander & Partners Global Markets -4.04 10,000k 8/1/1999 94 Clarke Capital Management Millennium -4.02 1,000k 1/1/1998 93 Tactical Investment Management Tactical Institutional Commodity Program -4.01 10,000k 4/1/1993 92 Mark J. Walsh Company Standard Program -3.91 2,000k 9/1/1985 91 Rabar Market Research Diversified Program -3.71 2,000k 1/1/1989 90 Molinero Capital Management LLP Global Markets Program -3.68 2,000k 7/1/2005 89 FORT LP Fort Global Diversified -3.52 2,000k 10/1/1993 88 Superfund Group Superfund Blue SPC Class A (EUR) -3.47 50k 4/1/2005 87 RAM Management Group MRTP Aggressive -3.39 1,000k 2/1/1998 86 FORT LP Fort Global Contrarian -3.35 2,000k 10/1/2002 85 Trigon Investment Advisors, LLC Foreign Exchange Program -3.31 5,000k 8/1/2000 84 Wimmer Horizon LLP Managed Account -3.10 5,000k 5/1/2005 83 Spectrum Asset Management LLC Global Diversified -3.06 2,000k 1/1/2001 82 Winton Capital Management Diversified -2.95 50,000k 10/1/1997 81 ISAM ISAM Systematic Trend Fund -2.87 1,000k 6/1/2001 80 Conquest Capital Group Conquest Select -2.85 250k 6/1/2004 79 Millburn Ridgefield Corporation Diversified Program -2.84 20,000k 2/1/1977 78 Welton Investment Partners Welton Global -2.23 10,000k 6/1/2004 77 Crabel Capital Management Crabel Multi-Product -2.21 1,000k 3/1/1998 76 Ancile Capital Management Global Markets Program -2.18 2,000k 4/1/2005 75 Millburn Ridgefield Corporation Multi-Markets Program -2.04 25,000k 10/1/2004 74 MERIT Alternative Investments GmbH Futures Portfolio -2.01 2,000k 6/1/1998 73 Heyden & Steindl GmbH TOMAC2 -1.84 5,000k 3/1/2003 72 Blackwater Capital Management Global Program -1.78 5,000k 7/1/2005 71 Clarke Capital Management Worldwide -1.48 250k 1/1/1996 70 Transtrend B.V. DTP – Enhanced Risk (JPY) -1.43 10,000k 8/1/2004 69 Southwest Managed Investments, LLC Global Diversified -1.35 200k 1/1/2002 68 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.22 200k 11/1/1999 67 RAM Management Group RAM MRTP 1X-Conservative -1.12 1,000k 9/1/1993 66 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.12 10,000k 8/1/1999 65 Conquest Capital Group Conquest Macro -1.07 250k 5/1/1999 64 DUNN Capital Management World Monetary and Agriculture Program (WMA) -0.94 100k 11/1/1984 63 Northfield Trading Diversified -0.90 2,000k 7/1/1989 62 Covenant Capital Management Aggressive Program -0.78 3,000k 2/1/2004 61 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -0.76 0k 11/1/1996 60 Transtrend B.V. DTP – Enhanced Risk (USD) -0.67 10,000k 1/1/1995 59 Jaguar Investments Ltd Vario Capital Strategy -0.50 1,000k 5/1/2016 58 Transtrend B.V. DTP – Standard Risk (EUR) -0.43 10,000k 2/1/1999 57 Clarke Capital Management Global Basic -0.28 50k 2/1/1996 56 Clarke Capital Management Global Magnum -0.21 100k 8/1/1997 55 Dreiss Research Corporation Diversified Program -0.21 1,000k 5/1/1991 54 Covenant Capital Management Original Program -0.21 5,000k 9/1/1999 53 Millburn Ridgefield Corporation Commodity Program -0.16 25,000k 3/1/2005 52 Strategic Capital Advisors LLC Contrarian 500 -0.08 500k 12/1/2003 48 Crescent Bay Capital Management Premium Stock Index Program 0.00 10k 10/1/2005 47 Claughton Capital ARP Institutional Program 0.00 1,000k 10/1/2005 49 Superfund Group Superfund Green Gold A (SPC) 0.00 5k 10/1/2005 50 Superfund Group Superfund Green Gold B (SPC) 0.00 50k 10/1/2005 51 Superfund Group Superfund Green Gold C (SPC) 0.00 100k 10/1/2005 46 Shield Plus LLC Shield Plus Natural Gas 0.02 50k 1/1/2004 45 Mondiale Asset Management Mondiale Trading Program 0.06 0k 9/1/1997 44 Alee Capital Management, LLC Poniente Program 0.06 2,500k 1/1/1999 43 IKOS The IKOS Hedge Fund 0.20 10,000k 7/1/1998 42 Eckhardt Trading Company Evolution Strategies 1.2X 0.31 10,000k 10/1/1991 41 Eckhardt Trading Company Evolution Strategies 0.31 20,000k 8/1/1991 40 Witter & Lester, Inc. Redstone 0.35 500k 9/1/1994 39 Quantmetrics Capital Management LLP Premier 12V Strategy 0.35 10,000k 4/1/2003 38 Rotella Capital Management Rotella Polaris Program (Diversified) 0.44 10,000k 1/1/1991 37 M.S. Capital Management Global Diversified Program 0.49 2,000k 11/1/1998 36 Quantitative Investment Management Quantitative Global Program 0.56 20,000k 10/1/2003 35 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.58 1,000k 9/1/1997 34 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.64 10,000k 4/1/2004 33 Rhicon Currency Management Rhicon Systematic Currency Program 0.75 3,000k 1/1/2004 32 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.76 10,000k 1/1/2001 31 Xplor Capital Management, LLC Global CTA Program 0.81 1,500k 7/1/2004 30 Saxon Investment Corporation Diversified Program 0.89 3,000k 9/1/1988 29 Drury Capital Diversified Trend-Following Program 0.95 5,000k 5/1/1997 28 Dominion Capital Sapphire Program 1.03 3,000k 5/1/2005 27 Romanesco Capital Management B.V Persistence Program 1.15 5,000k 9/1/2005 26 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.21 1,000k 3/1/1998 25 Estlander & Partners Alpha Trend 1.22 30,000k 10/1/1991 24 Saxon Investment Corporation Aggressive Diversified Program 1.49 2,000k 11/1/1993 23 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.63 1,000k 3/1/2003 22 Manning & Napier MN Xenon Global Fixed Income Program 1.75 2,000k 8/1/2004 21 Lynx Asset Management AB Lynx Program 1.96 75k 5/1/2000 20 John Locke Investments Cyril Systematic Program 2.04 8,000k 7/1/2000 19 Briarwood Capital Management, Inc. Diversified Trading Program 2.19 3,000k 7/1/2001 18 DUNN Capital Management DUNN Combined Fund (DCF) 2.38 100k 5/1/1989 17 Revolution Capital Management Alpha Fund 2.53 50k 1/1/2005 16 Parizek Capital Futures Trading Program 2.55 500k 4/1/2000 15 Systematic Alpha Management Systematic Alpha Futures Program 2.56 100k 6/1/2004 14 Somers Brothers Capital Diversified Futures Program #1 2.60 100k 1/1/2005 13 Alee Capital Management, LLC Mistral Program 2.61 2,500k 1/1/1999 12 Hyman Beck and Company Global Portfolio 2.94 1,000k 3/1/1991 11 Alder Capital DAC Alder Global 10 3.00 250k 10/1/2000 10 DUNN Capital Management D'Best Futures Fund, L.P. 3.10 100k 6/1/1994 9 Mobius Asset Management Custom Trading Program 3.15 100k 1/1/2002 8 Witter & Lester, Inc. Stock Index Futures Trading Program 3.37 400k 1/1/1988 7 Mobius Asset Management Diversified Program 3.38 250k 3/1/2004 6 Briarwood Capital Management, Inc. Diversified 2XL 4.57 250k 11/1/2004 5 Red Rock Capital, LLC Systematic Global Macro 4.69 500k 9/1/2003 4 Alder Capital DAC Alder Global 20 5.80 250k 2/1/2001 3 Kinkopf Capital Management KCM S&P (Proprietary) 6.28 100k 1/1/1999 2 Amplitude Capital International Limited Dynamic Strategy 6.91 6/1/2005 1 Kelly Angle Inc. Genesis Program 11.56 2,000k 4/1/2000 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.