Systematic Trader Index For April 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 Apr 2005 Min Inv Inception 109 Superfund Group Superfund Green Master -19.41 2,000k 5/1/2001 108 Superfund Group Superfund Green L.P. Series B -16.86 5k 10/1/2002 107 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -16.07 200k 11/1/1999 106 Superfund Group Superfund Green GCT USD -15.46 15k 1/1/2000 105 DUNN Capital Management World Monetary and Agriculture Program (WMA) -15.01 100k 11/1/1984 104 Shield Plus LLC Shield Plus Natural Gas -14.19 50k 1/1/2004 103 Keck Capital Management LLC The Keck Program -13.06 2,000k 12/1/2003 102 Superfund Group Superfund Green L.P. Series A -12.22 5k 10/1/2002 101 DUNN Capital Management D'Best Futures Fund, L.P. -10.59 100k 6/1/1994 100 Hawksbill Capital Management Global Diversified -10.20 5,000k 11/1/1988 99 Abraham Trading Company Diversified Program -10.04 10,000k 1/1/1988 98 Saxon Investment Corporation Aggressive Diversified Program -9.55 2,000k 11/1/1993 97 Mulvaney Capital Management The Mulvaney Global Markets Fund -9.28 100k 5/1/1999 96 Superfund Group Superfund Green Q-AG -9.04 2k 3/1/1996 95 DUNN Capital Management DUNN Combined Fund (DCF) -8.45 100k 5/1/1989 94 Dreiss Research Corporation Diversified Program -8.14 1,000k 5/1/1991 93 RAM Management Group MRTP Aggressive -7.84 1,000k 2/1/1998 92 Rivoli Fund Management Rivoli International Fund (V9) -7.51 5,000k 1/1/2002 91 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -7.15 100k 1/1/2005 90 Kinkopf Capital Management KCM S&P (Proprietary) -6.73 100k 1/1/1999 89 Revolution Capital Management Alpha Fund -6.72 50k 1/1/2005 88 Hyman Beck and Company Global Portfolio -6.50 1,000k 3/1/1991 87 Briarwood Capital Management, Inc. Diversified 2XL -6.47 250k 11/1/2004 86 Millburn Ridgefield Corporation Commodity Program -6.27 25,000k 3/1/2005 85 Saxon Investment Corporation Diversified Program -5.70 3,000k 9/1/1988 84 Drury Capital Diversified Trend-Following Program -5.56 5,000k 5/1/1997 83 Red Rock Capital, LLC Systematic Global Macro -5.34 500k 9/1/2003 82 Rabar Market Research Diversified Program -5.33 2,000k 1/1/1989 81 Kelly Angle Inc. Genesis Program -5.28 2,000k 4/1/2000 80 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -5.18 0k 11/1/1996 79 NuWave Investment Management, LLC Combined Futures Portfolio -4.93 5,000k 6/1/2001 78 Millburn Ridgefield Corporation Multi-Markets Program -4.86 25,000k 10/1/2004 77 Southwest Managed Investments, LLC Global Diversified -4.76 200k 1/1/2002 76 Millburn Ridgefield Corporation Diversified Program -4.51 20,000k 2/1/1977 75 NuWave Investment Management, LLC NuWave Investment Partners LP -4.47 250k 6/1/2001 74 Mark J. Walsh Company Standard Program -4.27 2,000k 9/1/1985 73 Parizek Capital Futures Trading Program -4.27 500k 4/1/2000 72 Winton Capital Management Diversified -4.21 50,000k 10/1/1997 71 M.S. Capital Management Global Diversified Program -4.18 2,000k 11/1/1998 70 Estlander & Partners Alpha Trend -4.16 30,000k 10/1/1991 69 Alee Capital Management, LLC Mistral Program -4.10 2,500k 1/1/1999 68 EMC Capital Advisors, LLC Classic -4.00 5,000k 1/1/1985 67 Transtrend B.V. DTP – Enhanced Risk (EUR) -3.66 10,000k 8/1/1999 66 Transtrend B.V. DTP – Enhanced Risk (JPY) -3.63 10,000k 8/1/2004 65 Chesapeake Capital Diversified (LV) -3.62 100k 2/1/1988 64 Transtrend B.V. DTP – Enhanced Risk (USD) -3.48 10,000k 1/1/1995 63 Welton Investment Partners Welton Global -3.38 10,000k 6/1/2004 62 MERIT Alternative Investments GmbH Futures Portfolio -3.21 2,000k 6/1/1998 61 Tactical Investment Management Tactical Institutional Commodity Program -3.03 10,000k 4/1/1993 60 RAM Management Group RAM MRTP 1X-Conservative -2.90 1,000k 9/1/1993 59 Briarwood Capital Management, Inc. Diversified Trading Program -2.86 3,000k 7/1/2001 58 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -2.68 1,000k 9/1/1997 57 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -2.67 10,000k 1/1/2001 56 Alder Capital DAC Alder Global 20 -2.50 250k 2/1/2001 55 Spectrum Asset Management LLC Global Diversified -2.49 2,000k 1/1/2001 54 Mobius Asset Management Diversified Program -2.41 250k 3/1/2004 53 Transtrend B.V. DTP – Standard Risk (EUR) -2.36 10,000k 2/1/1999 52 Eckhardt Trading Company Evolution Strategies 1.2X -2.16 10,000k 10/1/1991 51 Conquest Capital Group Conquest Select -2.06 250k 6/1/2004 50 Witter & Lester, Inc. Stock Index Futures Trading Program -2.01 400k 1/1/1988 49 Robust Methods LLC Macro Managed Account -1.88 5,000k 1/1/2005 48 Rivoli Fund Management Rivoli International Fund (E) -1.86 5,000k 10/1/1996 47 Clarke Capital Management Millennium -1.84 1,000k 1/1/1998 46 Eckhardt Trading Company Evolution Strategies -1.79 20,000k 8/1/1991 45 Mobius Asset Management Custom Trading Program -1.77 100k 1/1/2002 44 Eclipse Capital Management Global Monetary -1.53 5,000k 8/1/1990 43 John Locke Investments Cyril Systematic Program -1.29 8,000k 7/1/2000 42 Lynx Asset Management AB Lynx Program -1.20 75k 5/1/2000 41 Alder Capital DAC Alder Global 10 -1.10 250k 10/1/2000 40 Clarke Capital Management Worldwide -1.06 250k 1/1/1996 39 Somers Brothers Capital Diversified Futures Program #1 -0.80 100k 1/1/2005 38 ISAM ISAM Systematic Trend Fund -0.64 1,000k 6/1/2001 37 Witter & Lester, Inc. Redstone -0.56 500k 9/1/1994 36 Estlander & Partners Global Markets -0.43 10,000k 8/1/1999 35 Estlander & Partners Global XL -0.37 5,000k 8/1/1991 34 Jaguar Investments Ltd Vario Capital Strategy -0.33 1,000k 5/1/2016 33 Rhicon Currency Management Rhicon Systematic Currency Program -0.31 3,000k 1/1/2004 32 Mondiale Asset Management Mondiale Trading Program -0.26 0k 9/1/1997 31 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.16 10,000k 4/1/2004 30 Superfund Group Superfund Blue SPC Class A (EUR) 0.00 50k 4/1/2005 29 Ancile Capital Management Global Markets Program 0.00 2,000k 4/1/2005 28 Northfield Trading Diversified 0.10 2,000k 7/1/1989 27 Clarke Capital Management Global Magnum 0.49 100k 8/1/1997 26 Trigon Investment Advisors, LLC Foreign Exchange Program 0.69 5,000k 8/1/2000 25 Rotella Capital Management Rotella Polaris Program (Diversified) 0.72 10,000k 1/1/1991 24 Quantica Capital AG Quantica Managed Futures 1.00 10,000k 1/1/2005 23 Covenant Capital Management Original Program 1.09 5,000k 9/1/1999 22 FORT LP Fort Global Diversified 1.13 2,000k 3/1/2002 21 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.17 10,000k 3/1/2003 20 IKOS The IKOS Hedge Fund 1.17 10,000k 7/1/1998 19 Strategic Capital Advisors LLC Contrarian 500 1.24 250k 12/1/2003 18 Conquest Capital Group Conquest Macro 1.25 250k 5/1/1999 17 Manning & Napier MN Xenon Global Fixed Income Program 1.38 2,000k 8/1/2004 16 Quantmetrics Capital Management LLP Premier 12V Strategy 1.48 10,000k 4/1/2003 15 FORT LP Fort Global Contrarian 1.52 2,000k 10/1/2002 14 Xplor Capital Management, LLC Global CTA Program 1.58 1,500k 7/1/2004 13 Systematic Alpha Management Systematic Alpha Futures Program 1.65 100k 6/1/2004 12 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 1.96 5,000k 1/1/2005 11 Heyden & Steindl GmbH TOMAC2 2.11 5,000k 3/1/2003 10 Alee Capital Management, LLC Poniente Program 2.17 2,500k 1/1/1999 9 Mobius Asset Management Energy Weighted Program 2.22 250k 1/1/2005 8 QCM Global Diversified Programme 2.34 500k 12/1/1995 7 Covenant Capital Management Aggressive Program 2.85 3,000k 2/1/2004 6 Insch Capital Management SA Interbank Currency Program - 3X Leverage 2.95 100k 1/1/2000 5 Crabel Capital Management Crabel Multi-Product 3.25 1,000k 3/1/1998 4 Clarke Capital Management FX Plus 4.04 1,000k 5/1/2004 3 Kaiser Trading Group Kaiser Global Diversified Program - Class B 4.10 1,000k 3/1/1998 2 Clarke Capital Management Global Basic 4.15 50k 2/1/1996 1 Quantitative Investment Management Quantitative Global Program 5.77 20,000k 10/1/2003 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.