Systematic Trader Index For November 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 Nov 2005 Min Inv Inception 122 Kaiser Trading Group Kaiser Global Diversified Program - Class B -3.32 1,000k 3/1/1998 121 Mobius Asset Management Diversified Program -2.75 250k 3/1/2004 120 Strategic Capital Advisors LLC Contrarian 500 -2.11 500k 12/1/2003 119 Mobius Asset Management Energy Weighted Program -1.60 250k 1/1/2005 118 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.89 1,000k 9/1/1997 117 Witter & Lester, Inc. Stock Index Futures Trading Program -0.59 400k 1/1/1988 116 Blackwater Capital Management Global Program -0.47 5,000k 7/1/2005 115 Rhicon Currency Management Rhicon Systematic Currency Program -0.33 3,000k 1/1/2004 114 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.18 10,000k 4/1/2004 113 Witter & Lester, Inc. Redstone -0.05 500k 9/1/1994 112 Manning & Napier MN Xenon Global Fixed Income Program 0.04 2,000k 8/1/2004 111 Quantmetrics Capital Management LLP Premier 12V Strategy 0.36 10,000k 4/1/2003 110 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.37 10,000k 1/1/2001 109 Amplitude Capital International Limited Dynamic Strategy 0.50 6/1/2005 108 Eckhardt Trading Company Evolution Strategies 0.64 20,000k 8/1/1991 107 Eckhardt Trading Company Evolution Strategies 1.2X 0.72 10,000k 10/1/1991 106 Dominion Capital Sapphire Program 0.88 3,000k 5/1/2005 105 Crescent Bay Capital Management Premium Stock Index Program 0.93 10k 10/1/2005 104 Mobius Asset Management Custom Trading Program 1.10 100k 1/1/2002 103 Romanesco Capital Management B.V Persistence Program 1.28 5,000k 9/1/2005 102 Clarke Capital Management Worldwide 1.40 250k 1/1/1996 101 IKOS The IKOS Hedge Fund 1.43 10,000k 7/1/1998 100 Hawksbill Capital Management Global Diversified 1.43 5,000k 11/1/1988 99 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 1.44 5,000k 1/1/2005 98 Southwest Managed Investments, LLC Global Diversified 1.55 200k 1/1/2002 97 Systematic Alpha Management Systematic Alpha Futures Program 1.56 100k 6/1/2004 96 Mondiale Asset Management Mondiale Trading Program 1.59 0k 9/1/1997 95 Clarke Capital Management Global Basic 1.61 50k 2/1/1996 94 Superfund Group Superfund Blue SPC Class A (EUR) 2.00 50k 4/1/2005 93 Quantitative Investment Management Quantitative Global Program 2.04 20,000k 10/1/2003 92 Rotella Capital Management Rotella Polaris Program (Diversified) 2.04 10,000k 1/1/1991 91 Transtrend B.V. DTP – Standard Risk (EUR) 2.25 10,000k 2/1/1999 90 Trigon Investment Advisors, LLC Foreign Exchange Program 2.35 5,000k 8/1/2000 89 Spectrum Asset Management LLC Global Diversified 2.50 2,000k 1/1/2001 88 Jaguar Investments Ltd Vario Capital Strategy 2.74 1,000k 5/1/2016 87 Heyden & Steindl GmbH TOMAC2 2.86 5,000k 3/1/2003 86 Molinero Capital Management LLP Global Markets Program 3.00 2,000k 7/1/2005 85 Alder Capital DAC Alder Global 10 3.00 250k 10/1/2000 84 Crabel Capital Management Crabel Multi-Product 3.06 1,000k 3/1/1998 83 Rabar Market Research Diversified Program 3.12 2,000k 1/1/1989 82 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.14 10,000k 8/1/2004 81 Transtrend B.V. DTP – Enhanced Risk (EUR) 3.26 10,000k 8/1/1999 80 Saxon Investment Corporation Diversified Program 3.30 3,000k 9/1/1988 79 Conquest Capital Group Conquest Select 3.38 250k 6/1/2004 78 Transtrend B.V. DTP – Enhanced Risk (USD) 3.40 10,000k 1/1/1995 77 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 3.46 200k 11/1/1999 76 Clarke Capital Management Global Magnum 3.76 100k 8/1/1997 75 FORT LP Fort Global Diversified 3.90 2,000k 10/1/1993 74 Northfield Trading Diversified 4.10 2,000k 7/1/1989 73 Parizek Capital Futures Trading Program 4.12 500k 4/1/2000 72 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 4.15 1,000k 3/1/2003 71 FORT LP Fort Global Contrarian 4.20 2,000k 10/1/2002 70 Insch Capital Management SA Interbank Currency Program - 3X Leverage 4.27 100k 1/1/2000 69 RAM Management Group RAM MRTP 1X-Conservative 4.27 1,000k 9/1/1993 68 Chesapeake Capital Diversified (LV) 4.33 100k 2/1/1988 67 Claughton Capital ARP Institutional Program 4.34 1,000k 10/1/2005 66 DUNN Capital Management DUNN Combined Fund (DCF) 4.36 100k 5/1/1989 65 Lynx Asset Management AB Lynx Program 4.48 75k 5/1/2000 64 Quantica Capital AG Quantica Managed Futures 4.50 5,000k 1/1/2005 63 Robust Methods LLC Macro Managed Account 4.63 5,000k 1/1/2005 62 Eclipse Capital Management Global Monetary 4.66 5,000k 8/1/1990 61 Alee Capital Management, LLC Poniente Program 4.94 2,500k 1/1/1999 60 Briarwood Capital Management, Inc. Diversified Trading Program 5.01 3,000k 7/1/2001 59 NuWave Investment Management, LLC Combined Futures Portfolio 5.06 5,000k 6/1/2001 58 M.S. Capital Management Global Diversified Program 5.21 2,000k 11/1/1998 57 NuWave Investment Management, LLC NuWave Investment Partners LP 5.22 250k 6/1/2001 56 Millburn Ridgefield Corporation Multi-Markets Program 5.41 25,000k 10/1/2004 55 MERIT Alternative Investments GmbH Futures Portfolio 5.48 2,000k 6/1/1998 54 Ancile Capital Management Global Markets Program 5.58 2,000k 4/1/2005 53 John Locke Investments Cyril Systematic Program 5.69 8,000k 7/1/2000 52 Conquest Capital Group Conquest Macro 5.71 250k 5/1/1999 51 Clarke Capital Management Millennium 5.76 1,000k 1/1/1998 50 Shield Plus LLC Shield Plus Natural Gas 5.81 50k 1/1/2004 49 DUNN Capital Management World Monetary and Agriculture Program (WMA) 6.00 100k 11/1/1984 48 Saxon Investment Corporation Aggressive Diversified Program 6.06 2,000k 11/1/1993 47 Millburn Ridgefield Corporation Diversified Program 6.30 20,000k 2/1/1977 46 Estlander & Partners Alpha Trend 6.36 30,000k 10/1/1991 45 Covenant Capital Management Original Program 6.46 5,000k 9/1/1999 44 Estlander & Partners Global Markets 6.49 10,000k 8/1/1999 43 Alder Capital DAC Alder Global 20 6.60 250k 2/1/2001 42 Millburn Ridgefield Corporation Commodity Program 6.73 25,000k 3/1/2005 41 Red Rock Capital, LLC Systematic Global Macro 6.74 500k 9/1/2003 40 ISAM ISAM Systematic Trend Fund 6.80 1,000k 6/1/2001 39 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 6.98 10k 7/1/2005 38 Welton Investment Partners Welton Global 7.14 10,000k 6/1/2004 37 DUNN Capital Management D'Best Futures Fund, L.P. 7.22 100k 6/1/1994 36 Mark J. Walsh Company Standard Program 7.26 2,000k 9/1/1985 35 Winton Capital Management Diversified 7.32 50,000k 10/1/1997 34 QCM Global Diversified Programme 7.36 500k 12/1/1995 33 Clarke Capital Management FX Plus 7.40 1,000k 5/1/2004 32 Drury Capital Diversified Trend-Following Program 7.85 5,000k 5/1/1997 31 Keck Capital Management LLC The Keck Program 8.05 2,000k 12/1/2003 30 EMC Capital Advisors, LLC Classic 8.20 5,000k 1/1/1985 29 Xplor Capital Management, LLC Global CTA Program 8.43 1,500k 7/1/2004 28 Rivoli Fund Management Rivoli International Fund (V9) 8.78 5,000k 1/1/2002 27 Superfund Group Superfund Green L.P. Series A 8.81 5k 10/1/2002 26 Briarwood Capital Management, Inc. Diversified 2XL 8.88 250k 11/1/2004 25 Kelly Angle Inc. Genesis Program 8.94 2,000k 4/1/2000 24 Tactical Investment Management Tactical Institutional Commodity Program 9.14 10,000k 4/1/1993 23 Revolution Capital Management Alpha Fund 9.14 50k 1/1/2005 22 Superfund Group Superfund Green Q-AG 9.53 2k 3/1/1996 21 Rivoli Fund Management Rivoli International Fund (E) 9.88 5,000k 10/1/1996 20 Hyman Beck and Company Global Portfolio 9.92 1,000k 3/1/1991 19 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 10.21 100k 1/1/2005 18 Wimmer Horizon LLP Managed Account 10.27 5,000k 5/1/2005 17 Kinkopf Capital Management KCM S&P (Proprietary) 10.34 100k 1/1/1999 16 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 10.37 0k 11/1/1996 15 Clarke Capital Management Jupiter 10.75 3,000k 5/1/2005 14 Superfund Group Superfund Green L.P. Series B 12.93 5k 10/1/2002 13 Alee Capital Management, LLC Mistral Program 13.07 2,500k 1/1/1999 12 Estlander & Partners Global XL 13.09 5,000k 8/1/1991 11 Superfund Group Superfund Green Gold A (SPC) 13.21 5k 10/1/2005 10 Dreiss Research Corporation Diversified Program 13.39 1,000k 5/1/1991 9 Abraham Trading Company Diversified Program 14.15 10,000k 1/1/1988 8 Covenant Capital Management Aggressive Program 14.15 3,000k 2/1/2004 7 Superfund Group Superfund Green GCT USD 14.20 15k 1/1/2000 6 RAM Management Group MRTP Aggressive 14.44 1,000k 2/1/1998 5 Mulvaney Capital Management The Mulvaney Global Markets Fund 15.27 100k 5/1/1999 4 Superfund Group Superfund Green Gold B (SPC) 16.58 50k 10/1/2005 3 Superfund Group Superfund Green Master 17.29 2,000k 5/1/2001 2 Superfund Group Superfund Green Gold C (SPC) 19.63 100k 10/1/2005 1 Somers Brothers Capital Diversified Futures Program #1 19.70 100k 1/1/2005 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.