Systematic Trader Index For May 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 May 2005 Min Inv Inception 112 Mulvaney Capital Management The Mulvaney Global Markets Fund -4.08 100k 5/1/1999 111 Drury Capital Diversified Trend-Following Program -4.02 5,000k 5/1/1997 110 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.59 100k 1/1/2000 109 Eclipse Capital Management Global Monetary -2.16 5,000k 8/1/1990 108 Millburn Ridgefield Corporation Commodity Program -2.01 25,000k 3/1/2005 107 Mobius Asset Management Diversified Program -1.97 250k 3/1/2004 106 Chesapeake Capital Diversified (LV) -1.25 100k 2/1/1988 105 Mobius Asset Management Energy Weighted Program -1.15 250k 1/1/2005 104 Superfund Group Superfund Blue SPC Class A (EUR) -0.91 50k 4/1/2005 103 Dreiss Research Corporation Diversified Program -0.83 1,000k 5/1/1991 102 Quantmetrics Capital Management LLP Premier 12V Strategy -0.33 10,000k 4/1/2003 101 Red Rock Capital, LLC Systematic Global Macro -0.31 500k 9/1/2003 100 ISAM ISAM Systematic Trend Fund -0.30 1,000k 6/1/2001 99 Manning & Napier MN Xenon Global Fixed Income Program -0.03 2,000k 8/1/2004 96 Wimmer Horizon LLP Managed Account 0.00 5,000k 5/1/2005 97 Clarke Capital Management Jupiter 0.00 3,000k 5/1/2005 98 Dominion Capital Sapphire Program 0.00 3,000k 5/1/2005 95 Parizek Capital Futures Trading Program 0.03 500k 4/1/2000 94 Revolution Capital Management Alpha Fund 0.15 50k 1/1/2005 93 Witter & Lester, Inc. Redstone 0.24 500k 9/1/1994 92 Superfund Group Superfund Green L.P. Series A 0.30 5k 10/1/2002 91 Superfund Group Superfund Green L.P. Series B 0.48 5k 10/1/2002 90 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.50 1,000k 9/1/1997 89 Alder Capital DAC Alder Global 10 0.55 250k 10/1/2000 88 Conquest Capital Group Conquest Select 0.59 250k 6/1/2004 87 Transtrend B.V. DTP – Standard Risk (EUR) 0.61 10,000k 2/1/1999 86 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.66 10,000k 1/1/2001 85 Mobius Asset Management Custom Trading Program 0.76 100k 1/1/2002 84 Jaguar Investments Ltd Vario Capital Strategy 0.82 1,000k 5/1/2016 83 Witter & Lester, Inc. Stock Index Futures Trading Program 0.85 400k 1/1/1988 82 Xplor Capital Management, LLC Global CTA Program 0.99 1,500k 7/1/2004 81 Transtrend B.V. DTP – Enhanced Risk (USD) 1.03 10,000k 1/1/1995 80 Alder Capital DAC Alder Global 20 1.05 250k 2/1/2001 79 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.07 10,000k 8/1/2004 78 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.17 10,000k 8/1/1999 77 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.25 0k 11/1/1996 76 IKOS The IKOS Hedge Fund 1.36 10,000k 7/1/1998 75 Mondiale Asset Management Mondiale Trading Program 1.41 0k 9/1/1997 74 Robust Methods LLC Macro Managed Account 1.47 5,000k 1/1/2005 73 RAM Management Group RAM MRTP 1X-Conservative 1.48 1,000k 9/1/1993 72 Hyman Beck and Company Global Portfolio 1.50 1,000k 3/1/1991 71 Spectrum Asset Management LLC Global Diversified 1.56 2,000k 1/1/2001 70 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.58 1,000k 3/1/1998 69 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 1.63 10,000k 4/1/2004 68 Superfund Group Superfund Green GCT USD 1.65 15k 1/1/2000 67 Rhicon Currency Management Rhicon Systematic Currency Program 1.74 3,000k 1/1/2004 66 M.S. Capital Management Global Diversified Program 1.75 2,000k 11/1/1998 65 FORT LP Fort Global Contrarian 1.78 2,000k 10/1/2002 64 Abraham Trading Company Diversified Program 1.93 10,000k 1/1/1988 63 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 1.96 5,000k 1/1/2005 62 Crabel Capital Management Crabel Multi-Product 1.96 1,000k 3/1/1998 61 Briarwood Capital Management, Inc. Diversified Trading Program 2.16 3,000k 7/1/2001 60 Covenant Capital Management Original Program 2.20 5,000k 9/1/1999 59 Conquest Capital Group Conquest Macro 2.27 250k 5/1/1999 58 Rotella Capital Management Rotella Polaris Program (Diversified) 2.29 10,000k 1/1/1991 57 Rivoli Fund Management Rivoli International Fund (E) 2.31 5,000k 10/1/1996 56 Alee Capital Management, LLC Mistral Program 2.33 2,500k 1/1/1999 55 Millburn Ridgefield Corporation Diversified Program 2.46 20,000k 2/1/1977 54 QCM Global Diversified Programme 2.58 500k 12/1/1995 53 Superfund Group Superfund Green Q-AG 2.62 2k 3/1/1996 52 Millburn Ridgefield Corporation Multi-Markets Program 2.70 25,000k 10/1/2004 51 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.73 1,000k 3/1/2003 50 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 2.81 100k 1/1/2005 49 FORT LP Fort Global Diversified 2.85 2,000k 10/1/1993 48 Quantitative Investment Management Quantitative Global Program 2.85 20,000k 10/1/2003 47 Strategic Capital Advisors LLC Contrarian 500 2.88 500k 12/1/2003 46 John Locke Investments Cyril Systematic Program 2.95 8,000k 7/1/2000 45 Systematic Alpha Management Systematic Alpha Futures Program 2.98 100k 6/1/2004 44 Estlander & Partners Alpha Trend 3.16 30,000k 10/1/1991 43 Estlander & Partners Global Markets 3.20 10,000k 8/1/1999 42 Saxon Investment Corporation Diversified Program 3.39 3,000k 9/1/1988 41 RAM Management Group MRTP Aggressive 3.48 1,000k 2/1/1998 40 EMC Capital Advisors, LLC Classic 3.70 5,000k 1/1/1985 39 Southwest Managed Investments, LLC Global Diversified 3.86 200k 1/1/2002 38 Mark J. Walsh Company Standard Program 3.98 2,000k 9/1/1985 37 NuWave Investment Management, LLC NuWave Investment Partners LP 4.01 250k 6/1/2001 36 NuWave Investment Management, LLC Combined Futures Portfolio 4.15 5,000k 6/1/2001 35 Tactical Investment Management Tactical Institutional Commodity Program 4.16 10,000k 4/1/1993 34 Welton Investment Partners Welton Global 4.33 10,000k 6/1/2004 33 Rabar Market Research Diversified Program 4.37 2,000k 1/1/1989 32 Alee Capital Management, LLC Poniente Program 4.37 2,500k 1/1/1999 31 Trigon Investment Advisors, LLC Foreign Exchange Program 4.50 5,000k 8/1/2000 30 Northfield Trading Diversified 4.60 2,000k 7/1/1989 29 Briarwood Capital Management, Inc. Diversified 2XL 4.65 250k 11/1/2004 28 Superfund Group Superfund Green Master 4.99 2,000k 5/1/2001 27 Quantica Capital AG Quantica Managed Futures 5.00 5,000k 1/1/2005 26 MERIT Alternative Investments GmbH Futures Portfolio 5.47 2,000k 6/1/1998 25 Lynx Asset Management AB Lynx Program 5.60 75k 5/1/2000 24 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 5.85 200k 11/1/1999 23 Eckhardt Trading Company Evolution Strategies 6.16 20,000k 8/1/1991 22 Covenant Capital Management Aggressive Program 6.19 3,000k 2/1/2004 21 Ancile Capital Management Global Markets Program 6.42 2,000k 4/1/2005 20 Estlander & Partners Global XL 6.47 5,000k 8/1/1991 19 Saxon Investment Corporation Aggressive Diversified Program 6.54 2,000k 11/1/1993 18 Winton Capital Management Diversified 6.62 50,000k 10/1/1997 17 Shield Plus LLC Shield Plus Natural Gas 6.93 50k 1/1/2004 16 Hawksbill Capital Management Global Diversified 7.11 5,000k 11/1/1988 15 Eckhardt Trading Company Evolution Strategies 1.2X 7.22 10,000k 10/1/1991 14 Clarke Capital Management Worldwide 7.40 250k 1/1/1996 13 Somers Brothers Capital Diversified Futures Program #1 7.90 100k 1/1/2005 12 Rivoli Fund Management Rivoli International Fund (V9) 9.79 5,000k 1/1/2002 11 Kinkopf Capital Management KCM S&P (Proprietary) 9.91 100k 1/1/1999 10 Keck Capital Management LLC The Keck Program 10.02 2,000k 12/1/2003 9 Clarke Capital Management FX Plus 10.18 1,000k 5/1/2004 8 Clarke Capital Management Millennium 10.77 1,000k 1/1/1998 7 Heyden & Steindl GmbH TOMAC2 11.63 5,000k 3/1/2003 6 DUNN Capital Management D'Best Futures Fund, L.P. 12.26 100k 6/1/1994 5 Kelly Angle Inc. Genesis Program 12.51 2,000k 4/1/2000 4 DUNN Capital Management DUNN Combined Fund (DCF) 12.51 100k 5/1/1989 3 DUNN Capital Management World Monetary and Agriculture Program (WMA) 13.03 100k 11/1/1984 2 Clarke Capital Management Global Magnum 13.95 100k 8/1/1997 1 Clarke Capital Management Global Basic 20.95 50k 2/1/1996 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.