Systematic Trader Index For March 2005 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 Mar 2005 Min Inv Inception 107 Kinkopf Capital Management KCM S&P (Proprietary) -7.58 100k 1/1/1999 106 Dreiss Research Corporation Diversified Program -6.40 1,000k 5/1/1991 105 Eclipse Capital Management Global Monetary -4.75 5,000k 8/1/1990 104 Red Rock Capital, LLC Systematic Global Macro -4.72 500k 9/1/2003 103 John Locke Investments Cyril Systematic Program -4.65 8,000k 7/1/2000 102 Clarke Capital Management Worldwide -4.26 250k 1/1/1996 101 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.04 100k 11/1/1984 100 ISAM ISAM Systematic Trend Fund -4.04 1,000k 6/1/2001 99 Rabar Market Research Diversified Program -3.80 2,000k 1/1/1989 98 Tactical Investment Management Tactical Institutional Commodity Program -3.78 10,000k 4/1/1993 97 Mark J. Walsh Company Standard Program -3.61 2,000k 9/1/1985 96 DUNN Capital Management DUNN Combined Fund (DCF) -3.44 100k 5/1/1989 95 Millburn Ridgefield Corporation Multi-Markets Program -3.42 25,000k 10/1/2004 94 Millburn Ridgefield Corporation Diversified Program -3.16 20,000k 2/1/1977 93 RAM Management Group MRTP Aggressive -2.88 1,000k 2/1/1998 92 Robust Methods LLC Macro Managed Account -2.82 5,000k 1/1/2005 91 Revolution Capital Management Alpha Fund -2.79 50k 1/1/2005 90 Spectrum Asset Management LLC Global Diversified -2.56 2,000k 1/1/2001 89 Hyman Beck and Company Global Portfolio -2.45 1,000k 3/1/1991 88 Somers Brothers Capital Diversified Futures Program #1 -2.40 100k 1/1/2005 87 Clarke Capital Management FX Plus -2.10 1,000k 5/1/2004 86 Lynx Asset Management AB Lynx Program -2.10 75k 5/1/2000 85 Hawksbill Capital Management Global Diversified -2.09 5,000k 11/1/1988 84 Xplor Capital Management, LLC Global CTA Program -2.03 1,500k 7/1/2004 83 Parizek Capital Futures Trading Program -2.00 500k 4/1/2000 82 EMC Capital Advisors, LLC Classic -1.80 5,000k 1/1/1985 81 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -1.76 0k 11/1/1996 80 Clarke Capital Management Global Basic -1.55 50k 2/1/1996 79 MERIT Alternative Investments GmbH Futures Portfolio -1.31 2,000k 6/1/1998 78 Mondiale Asset Management Mondiale Trading Program -1.28 0k 9/1/1997 77 Strategic Capital Advisors LLC Contrarian 500 -1.23 500k 12/1/2003 76 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -1.20 1,000k 9/1/1997 75 Quantica Capital AG Quantica Managed Futures -1.10 5,000k 1/1/2005 74 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.10 10,000k 1/1/2001 73 Southwest Managed Investments, LLC Global Diversified -1.07 200k 1/1/2002 72 Abraham Trading Company Diversified Program -1.00 10,000k 1/1/1988 71 Estlander & Partners Global XL -0.96 5,000k 8/1/1991 70 Conquest Capital Group Conquest Select -0.86 250k 6/1/2004 69 Rotella Capital Management Rotella Polaris Program (Diversified) -0.77 10,000k 1/1/1991 68 Estlander & Partners Alpha Trend -0.52 30,000k 10/1/1991 67 RAM Management Group RAM MRTP 1X-Conservative -0.50 1,000k 9/1/1993 66 Estlander & Partners Global Markets -0.43 10,000k 8/1/1999 65 M.S. Capital Management Global Diversified Program -0.22 2,000k 11/1/1998 64 Northfield Trading Diversified -0.20 2,000k 7/1/1989 63 FORT LP Fort Global Contrarian -0.16 2,000k 10/1/2002 62 Alee Capital Management, LLC Mistral Program -0.10 2,500k 1/1/1999 61 Conquest Capital Group Conquest Macro -0.01 250k 5/1/1999 59 Millburn Ridgefield Corporation Commodity Program 0.00 25,000k 3/1/2005 60 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 58 DUNN Capital Management D'Best Futures Fund, L.P. 0.03 100k 6/1/1994 57 Rivoli Fund Management Rivoli International Fund (E) 0.08 5,000k 10/1/1996 56 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.10 100k 1/1/2000 55 Witter & Lester, Inc. Redstone 0.13 500k 9/1/1994 54 Systematic Alpha Management Systematic Alpha Futures Program 0.26 100k 6/1/2004 53 Drury Capital Diversified Trend-Following Program 0.27 5,000k 5/1/1997 52 Quantmetrics Capital Management LLP Premier 12V Strategy 0.33 10,000k 4/1/2003 51 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.50 10,000k 4/1/2004 50 Covenant Capital Management Original Program 0.57 5,000k 9/1/1999 49 Mobius Asset Management Custom Trading Program 0.58 100k 1/1/2002 48 Crabel Capital Management Crabel Multi-Product 0.79 1,000k 3/1/1998 47 Manning & Napier MN Xenon Global Fixed Income Program 0.86 2,000k 8/1/2004 46 Briarwood Capital Management, Inc. Diversified Trading Program 0.86 3,000k 7/1/2001 45 Chesapeake Capital Diversified (LV) 0.92 100k 2/1/1988 44 FORT LP Fort Global Diversified 1.00 2,000k 10/1/1993 43 NuWave Investment Management, LLC NuWave Investment Partners LP 1.06 250k 6/1/2001 42 NuWave Investment Management, LLC Combined Futures Portfolio 1.10 5,000k 6/1/2001 41 Rhicon Currency Management Rhicon Systematic Currency Program 1.21 3,000k 1/1/2004 40 Transtrend B.V. DTP – Standard Risk (EUR) 1.29 10,000k 2/1/1999 39 Eckhardt Trading Company Evolution Strategies 1.33 20,000k 8/1/1991 38 Witter & Lester, Inc. Stock Index Futures Trading Program 1.35 400k 1/1/1988 37 Trigon Investment Advisors, LLC Foreign Exchange Program 1.39 5,000k 8/1/2000 36 Briarwood Capital Management, Inc. Diversified 2XL 1.49 250k 11/1/2004 35 Eckhardt Trading Company Evolution Strategies 1.2X 1.54 10,000k 10/1/1991 34 IKOS The IKOS Hedge Fund 1.65 10,000k 7/1/1998 33 Clarke Capital Management Global Magnum 1.66 100k 8/1/1997 32 Superfund Group Superfund Green Q-AG 1.94 2k 3/1/1996 31 Rivoli Fund Management Rivoli International Fund (V9) 1.94 5,000k 1/1/2002 30 Alee Capital Management, LLC Poniente Program 2.01 2,500k 1/1/1999 29 Transtrend B.V. DTP – Enhanced Risk (USD) 2.03 10,000k 1/1/1995 28 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.11 10,000k 8/1/1999 27 Covenant Capital Management Aggressive Program 2.19 3,000k 2/1/2004 26 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.25 10,000k 3/1/2003 25 Mulvaney Capital Management The Mulvaney Global Markets Fund 2.30 100k 5/1/1999 24 Welton Investment Partners Welton Global 2.32 10,000k 6/1/2004 23 Transtrend B.V. DTP – Enhanced Risk (JPY) 2.37 10,000k 8/1/2004 22 Alder Capital DAC Alder Global 10 2.40 250k 10/1/2000 21 Saxon Investment Corporation Diversified Program 2.47 3,000k 9/1/1988 20 QCM Global Diversified Programme 2.85 500k 12/1/1995 19 Kaiser Trading Group Kaiser Global Diversified Program - Class B 3.20 1,000k 3/1/1998 18 Clarke Capital Management Millennium 3.25 1,000k 1/1/1998 17 Mobius Asset Management Diversified Program 3.67 250k 3/1/2004 16 Shield Plus LLC Shield Plus Natural Gas 3.76 50k 1/1/2004 15 Saxon Investment Corporation Aggressive Diversified Program 3.85 2,000k 11/1/1993 14 Mobius Asset Management Energy Weighted Program 4.01 250k 1/1/2005 13 Jaguar Investments Ltd Vario Capital Strategy 4.20 1,000k 5/1/2016 12 Quantitative Investment Management Quantitative Global Program 4.26 20,000k 10/1/2003 11 Superfund Group Superfund Green GCT USD 4.26 15k 1/1/2000 10 Alder Capital DAC Alder Global 20 4.50 250k 2/1/2001 9 Winton Capital Management Diversified 4.64 50,000k 10/1/1997 8 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 5.16 100k 1/1/2005 7 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 5.39 200k 11/1/1999 6 Superfund Group Superfund Green L.P. Series A 6.15 5k 10/1/2002 5 Heyden & Steindl GmbH TOMAC2 6.17 5,000k 3/1/2003 4 Superfund Group Superfund Green Master 6.60 2,000k 5/1/2001 3 Superfund Group Superfund Green L.P. Series B 8.49 5k 10/1/2002 2 Kelly Angle Inc. Genesis Program 9.00 2,000k 4/1/2000 1 Keck Capital Management LLC The Keck Program 13.17 2,000k 12/1/2003 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.