Systematic Trader Index For February 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 Feb 2005 Min Inv Inception 106 Rivoli Fund Management Rivoli International Fund (E) -9.35 5,000k 10/1/1996 105 Abraham Trading Company Diversified Program -8.95 10,000k 1/1/1988 104 DUNN Capital Management World Monetary and Agriculture Program (WMA) -6.72 100k 11/1/1984 103 DUNN Capital Management DUNN Combined Fund (DCF) -6.62 100k 5/1/1989 102 Keck Capital Management LLC The Keck Program -6.06 2,000k 12/1/2003 101 DUNN Capital Management D'Best Futures Fund, L.P. -5.27 100k 6/1/1994 100 Clarke Capital Management Millennium -4.66 1,000k 1/1/1998 99 Drury Capital Diversified Trend-Following Program -4.57 5,000k 5/1/1997 98 Revolution Capital Management Alpha Fund -4.31 50k 1/1/2005 97 Rivoli Fund Management Rivoli International Fund (V9) -3.90 5,000k 1/1/2002 96 Rhicon Currency Management Rhicon Systematic Currency Program -3.43 3,000k 1/1/2004 95 Trigon Investment Advisors, LLC Foreign Exchange Program -2.92 5,000k 8/1/2000 94 Estlander & Partners Global XL -2.44 5,000k 8/1/1991 93 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -2.41 0k 11/1/1996 92 Quantica Capital AG Quantica Managed Futures -2.40 5,000k 1/1/2005 91 Xplor Capital Management, LLC Global CTA Program -2.13 1,500k 7/1/2004 90 Saxon Investment Corporation Aggressive Diversified Program -1.69 2,000k 11/1/1993 89 Quantitative Investment Management Quantitative Global Program -1.65 20,000k 10/1/2003 88 Kelly Angle Inc. Genesis Program -1.65 2,000k 4/1/2000 87 Eclipse Capital Management Global Monetary -1.62 5,000k 8/1/1990 86 Estlander & Partners Global Markets -1.03 10,000k 8/1/1999 85 Conquest Capital Group Conquest Macro -1.02 250k 5/1/1999 84 Spectrum Asset Management LLC Global Diversified -0.98 2,000k 1/1/2001 83 Saxon Investment Corporation Diversified Program -0.97 3,000k 9/1/1988 82 ISAM ISAM Systematic Trend Fund -0.96 1,000k 6/1/2001 81 Red Rock Capital, LLC Systematic Global Macro -0.95 500k 9/1/2003 80 NuWave Investment Management, LLC NuWave Investment Partners LP -0.72 250k 6/1/2001 79 FORT LP Fort Global Diversified -0.63 2,000k 10/1/1993 78 Somers Brothers Capital Diversified Futures Program #1 -0.60 100k 1/1/2005 77 Hyman Beck and Company Global Portfolio -0.59 1,000k 3/1/1991 76 Superfund Group Superfund Green Master -0.53 2,000k 5/1/2001 75 NuWave Investment Management, LLC Combined Futures Portfolio -0.48 5,000k 6/1/2001 74 Alee Capital Management, LLC Poniente Program -0.47 2,500k 1/1/1999 73 FORT LP Fort Global Contrarian -0.44 2,000k 10/1/2002 72 M.S. Capital Management Global Diversified Program -0.35 2,000k 11/1/1998 71 Quantmetrics Capital Management LLP Premier 12V Strategy -0.33 10,000k 4/1/2003 70 Jaguar Investments Ltd Vario Capital Strategy -0.25 1,000k 5/1/2016 69 Clarke Capital Management Worldwide -0.18 250k 1/1/1996 68 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.13 1,000k 9/1/1997 67 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 66 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.13 10,000k 1/1/2001 65 Eckhardt Trading Company Evolution Strategies 0.23 20,000k 8/1/1991 64 Millburn Ridgefield Corporation Diversified Program 0.27 20,000k 2/1/1977 63 Eckhardt Trading Company Evolution Strategies 1.2X 0.29 10,000k 10/1/1991 62 Northfield Trading Diversified 0.30 2,000k 7/1/1989 61 Southwest Managed Investments, LLC Global Diversified 0.43 200k 1/1/2002 60 Chesapeake Capital Diversified (LV) 0.46 100k 2/1/1988 59 QCM Global Diversified Programme 0.49 500k 12/1/1995 58 Superfund Group Superfund Green Q-AG 0.49 2k 3/1/1996 57 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.54 100k 5/1/1999 56 Welton Investment Partners Welton Global 0.56 10,000k 6/1/2004 55 Clarke Capital Management Global Basic 0.65 50k 2/1/1996 54 Mondiale Asset Management Mondiale Trading Program 0.80 0k 9/1/1997 53 IKOS The IKOS Hedge Fund 0.86 10,000k 7/1/1998 52 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 0.96 200k 11/1/1999 51 Rotella Capital Management Rotella Polaris Program (Diversified) 1.05 10,000k 1/1/1991 50 Robust Methods LLC Macro Managed Account 1.06 5,000k 1/1/2005 49 Manning & Napier MN Xenon Global Fixed Income Program 1.12 2,000k 8/1/2004 48 Tactical Investment Management Tactical Institutional Commodity Program 1.12 10,000k 4/1/1993 47 Witter & Lester, Inc. Redstone 1.16 500k 9/1/1994 46 Mobius Asset Management Energy Weighted Program 1.27 250k 1/1/2005 45 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.29 1,000k 3/1/2003 44 Alder Capital DAC Alder Global 10 1.30 250k 10/1/2000 43 Crabel Capital Management Crabel Multi-Product 1.40 1,000k 3/1/1998 42 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.49 100k 1/1/2005 41 MERIT Alternative Investments GmbH Futures Portfolio 1.52 2,000k 6/1/1998 40 Lynx Asset Management AB Lynx Program 1.61 75k 5/1/2000 39 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.66 100k 1/1/2000 38 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.72 1,000k 3/1/1998 37 Superfund Group Superfund Green L.P. Series A 1.78 5k 10/1/2002 36 Transtrend B.V. DTP – Standard Risk (EUR) 1.79 10,000k 2/1/1999 35 RAM Management Group RAM MRTP 1X-Conservative 1.90 1,000k 9/1/1993 34 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 1.94 10,000k 4/1/2004 33 Mobius Asset Management Custom Trading Program 2.21 100k 1/1/2002 32 Millburn Ridgefield Corporation Multi-Markets Program 2.31 25,000k 10/1/2004 31 Superfund Group Superfund Green GCT USD 2.54 15k 1/1/2000 30 Clarke Capital Management FX Plus 2.57 1,000k 5/1/2004 29 Alder Capital DAC Alder Global 20 2.60 250k 2/1/2001 28 Transtrend B.V. DTP – Enhanced Risk (USD) 2.74 10,000k 1/1/1995 27 Conquest Capital Group Conquest Select 2.88 250k 6/1/2004 26 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.97 10,000k 8/1/1999 25 Transtrend B.V. DTP – Enhanced Risk (JPY) 2.99 10,000k 8/1/2004 24 Briarwood Capital Management, Inc. Diversified Trading Program 3.06 3,000k 7/1/2001 23 Heyden & Steindl GmbH TOMAC2 3.28 5,000k 3/1/2003 22 Strategic Capital Advisors LLC Contrarian 500 3.32 500k 12/1/2003 21 Witter & Lester, Inc. Stock Index Futures Trading Program 3.65 400k 1/1/1988 20 Systematic Alpha Management Systematic Alpha Futures Program 3.69 100k 6/1/2004 19 Parizek Capital Futures Trading Program 3.88 500k 4/1/2000 18 Superfund Group Superfund Green L.P. Series B 3.94 5k 10/1/2002 17 Kinkopf Capital Management KCM S&P (Proprietary) 4.64 100k 1/1/1999 16 Dreiss Research Corporation Diversified Program 5.13 1,000k 5/1/1991 15 Clarke Capital Management Global Magnum 5.14 100k 8/1/1997 14 Rabar Market Research Diversified Program 5.18 2,000k 1/1/1989 13 RAM Management Group MRTP Aggressive 5.79 1,000k 2/1/1998 12 Briarwood Capital Management, Inc. Diversified 2XL 6.26 250k 11/1/2004 11 Winton Capital Management Diversified 6.58 50,000k 10/1/1997 10 Mark J. Walsh Company Standard Program 6.73 2,000k 9/1/1985 9 John Locke Investments Cyril Systematic Program 6.90 8,000k 7/1/2000 8 EMC Capital Advisors, LLC Classic 7.30 5,000k 1/1/1985 7 Estlander & Partners Alpha Trend 7.53 30,000k 10/1/1991 6 Alee Capital Management, LLC Mistral Program 7.57 2,500k 1/1/1999 5 Mobius Asset Management Diversified Program 8.49 250k 3/1/2004 4 Covenant Capital Management Original Program 11.14 5,000k 9/1/1999 3 Shield Plus LLC Shield Plus Natural Gas 13.34 50k 1/1/2004 2 Hawksbill Capital Management Global Diversified 15.63 5,000k 11/1/1988 1 Covenant Capital Management Aggressive Program 17.12 3,000k 2/1/2004 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.