Systematic Trader Index For December 2006 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 Dec 2006 Min Inv Inception 135 Clarke Capital Management Global Basic -13.01 50k 2/1/1996 134 Kelly Angle Inc. Genesis Program -11.04 2,000k 4/1/2000 133 Mark J. Walsh Company Standard Program -10.93 2,000k 9/1/1985 132 Parizek Capital Currency Program -10.36 1,000k 4/1/2006 131 Saxon Investment Corporation Aggressive Diversified Program -10.15 2,000k 11/1/1993 130 Clarke Capital Management Worldwide -8.05 250k 1/1/1996 129 Clarke Capital Management Global Magnum -7.82 100k 8/1/1997 128 Clarke Capital Management FX Plus -7.34 1,000k 5/1/2004 127 Southwest Managed Investments, LLC Global Diversified -6.35 200k 1/1/2002 126 Heyden & Steindl GmbH TOMAC2 -6.14 5,000k 3/1/2003 125 Hawksbill Capital Management Global Diversified -6.11 5,000k 11/1/1988 124 Saxon Investment Corporation Diversified Program -5.52 3,000k 9/1/1988 123 John Locke Investments Cyril Systematic Program -5.39 8,000k 7/1/2000 122 Quantum Leap Capital Management Managed Account Program -5.18 300k 8/1/2006 121 Somers Brothers Capital Diversified Futures Program #1 -4.86 100k 1/1/2005 120 Mobius Asset Management Custom Trading Program -4.39 100k 1/1/2002 119 Tactical Investment Management Tactical Institutional Commodity Program -3.79 10,000k 4/1/1993 118 Auspice Capital Advisors Ltd Auspice Diversified Program -3.68 1,500k 4/1/2006 117 Briarwood Capital Management, Inc. Diversified 2XL -3.59 250k 11/1/2004 116 Kinkopf Capital Management KCM S&P (Proprietary) -3.47 100k 1/1/1999 115 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -3.13 1,000k 10/1/2006 114 Eckhardt Trading Company Evolution Strategies 1.2X -3.10 10,000k 10/1/1991 113 Amplitude Capital International Limited Dynamic Strategy -3.02 6/1/2005 112 Rhicon Currency Management Rhicon Systematic Currency Program -2.97 3,000k 1/1/2004 111 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -2.69 200k 11/1/1999 110 Estlander & Partners Global XL -2.67 5,000k 8/1/1991 109 Superfund Group Superfund Blue SPC Class A (EUR) -2.42 50k 4/1/2005 108 Eckhardt Trading Company Evolution Strategies -2.33 20,000k 8/1/1991 107 Briarwood Capital Management, Inc. Diversified Trading Program -2.26 3,000k 7/1/2001 106 Red Rock Capital, LLC Systematic Global Macro -1.69 500k 9/1/2003 105 Rabar Market Research Diversified Program -1.69 2,000k 1/1/1989 104 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.64 1,000k 3/1/1998 103 QCM Global Diversified Programme -1.54 500k 12/1/1995 102 Estlander & Partners Global Markets -1.27 10,000k 8/1/1999 101 Estlander & Partners Alpha Trend -1.21 30,000k 10/1/1991 100 Quantitative Investment Management Quantitative Global Program -1.16 20,000k 10/1/2003 99 MERIT Alternative Investments GmbH Futures Portfolio -1.04 2,000k 6/1/1998 98 DUNN Capital Management DUNN Combined Fund (DCF) -0.91 100k 5/1/1989 97 Welton Investment Partners Welton Global -0.85 10,000k 6/1/2004 96 Crabel Capital Management Crabel Multi-Product -0.72 1,000k 3/1/1998 95 Trigon Investment Advisors, LLC Foreign Exchange Program -0.62 5,000k 8/1/2000 94 Revolution Capital Management Mosaic Program -0.59 10,000k 10/1/2006 93 Witter & Lester, Inc. Stock Index Futures Trading Program -0.58 400k 1/1/1988 92 Dominion Capital Sapphire Program -0.55 3,000k 5/1/2005 91 Northfield Trading Diversified -0.50 2,000k 7/1/1989 90 Jaguar Investments Ltd Vario Capital Strategy -0.27 1,000k 5/1/2016 89 Witter & Lester, Inc. Redstone -0.26 500k 9/1/1994 88 Rotella Capital Management Rotella Orion (Short-Term) Program -0.21 10,000k 3/1/2006 87 Quantmetrics Capital Management LLP Premier 12V Strategy -0.06 10,000k 4/1/2003 86 DUNN Capital Management D'Best Futures Fund, L.P. -0.03 100k 6/1/1994 85 EMC Capital Advisors, LLC Classic 0.00 5,000k 1/1/1985 84 Mobius Asset Management Energy Weighted Program 0.01 250k 1/1/2005 83 Clarke Capital Management Jupiter 0.04 3,000k 5/1/2005 82 M.S. Capital Management Global Diversified Program 0.07 2,000k 11/1/1998 81 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.13 5,000k 1/1/2005 80 Alee Capital Management, LLC Mistral Program 0.23 2,500k 1/1/1999 79 ISAM ISAM Systematic Trend Fund 0.28 1,000k 6/1/2001 78 Millburn Ridgefield Corporation Commodity Program 0.29 25,000k 3/1/2005 77 Alee Capital Management, LLC Poniente Program 0.33 2,500k 1/1/1999 76 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 0.39 100k 1/1/2005 75 Shield Plus LLC Shield Plus Natural Gas 0.49 50k 1/1/2004 74 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.50 1k 10/1/2006 73 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 0.54 1,000k 5/1/2006 72 Quantica Capital AG Quantica Managed Futures 0.60 5,000k 1/1/2005 71 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.64 10,000k 4/1/2004 70 Conquest Capital Group Conquest Macro 0.64 250k 5/1/1999 69 Global Domain Partners, LLC Global Domain Vector Fund - Series A 0.68 500k 1/1/2006 68 Rotella Capital Management Rotella Polaris Program (Diversified) 0.77 10,000k 1/1/1991 67 Robust Methods LLC Macro Managed Account 0.85 5,000k 1/1/2005 66 Mondiale Asset Management Mondiale Trading Program 0.87 0k 9/1/1997 65 Hyman Beck and Company Global Portfolio 0.92 1,000k 3/1/1991 64 FORT LP Fort Global Contrarian 0.99 2,000k 10/1/2002 63 FORT LP Fort Global Diversified 1.01 2,000k 10/1/1993 62 Clarke Capital Management Millennium 1.06 1,000k 1/1/1998 61 Lynx Asset Management AB Lynx Program 1.19 75k 5/1/2000 60 Parizek Capital Futures Trading Program 1.21 500k 4/1/2000 59 RAM Management Group RAM MRTP 1X-Conservative 1.23 1,000k 9/1/1993 58 Strategic Capital Advisors LLC Contrarian 500 1.28 500k 12/1/2003 57 Conquest Capital Group Conquest Select 1.36 250k 6/1/2004 56 Spectrum Asset Management LLC Global Diversified 1.36 2,000k 1/1/2001 55 Covenant Capital Management Original Program 1.40 5,000k 9/1/1999 54 Abraham Trading Company Diversified Program 1.41 10,000k 1/1/1988 53 Claughton Capital ARP Institutional Program 1.50 1,000k 10/1/2005 52 Mulvaney Capital Management The Mulvaney Global Markets Fund 1.60 100k 5/1/1999 51 Romanesco Capital Management B.V Persistence Program 1.60 5,000k 9/1/2005 50 Systematic Alpha Management Systematic Alpha Futures Program 1.84 100k 6/1/2004 49 Mobius Asset Management Diversified Program 1.90 250k 3/1/2004 48 Manning & Napier MN Xenon Global Fixed Income Program 2.00 2,000k 8/1/2004 47 Wimmer Horizon LLP Managed Account 2.06 5,000k 5/1/2005 46 Winton Capital Management Diversified 2.14 50,000k 10/1/1997 45 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.16 1,000k 9/1/1997 44 IKOS The IKOS Hedge Fund 2.18 10,000k 7/1/1998 43 Dreiss Research Corporation Diversified Program 2.21 1,000k 5/1/1991 42 Crescent Bay Capital Management Premium Stock Index Program 2.25 10k 10/1/2005 41 Xplor Capital Management, LLC Global CTA Program 2.31 1,500k 7/1/2004 40 Alder Capital DAC Alder Global 10 2.40 250k 10/1/2000 39 Arcanum Asset Management Equity Index Option Program (Prop) 2.67 500k 7/1/2006 38 Insch Capital Management SA Interbank Currency Program - 3X Leverage 2.95 100k 1/1/2000 37 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 3.03 10k 7/1/2005 36 Transtrend B.V. DTP – Standard Risk (EUR) 3.09 10,000k 2/1/1999 35 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 3.33 10,000k 1/1/2001 34 Chesapeake Capital Diversified (LV) 3.35 100k 2/1/1988 33 Drury Capital Diversified Trend-Following Program 3.38 5,000k 5/1/1997 32 Alder Capital DAC Alder Global 20 3.40 250k 2/1/2001 31 Manning & Napier MN Xenon Managed Futures (2x) Program 3.45 5,000k 6/1/2006 30 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.49 1,000k 3/1/2003 29 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 3.70 0k 11/1/1996 28 Rivoli Fund Management Rivoli International Fund (E) 3.73 5,000k 10/1/1996 27 Blackwater Capital Management Global Program 3.85 5,000k 7/1/2005 26 Covenant Capital Management Aggressive Program 4.15 3,000k 2/1/2004 25 Keck Capital Management LLC The Keck Program 4.55 2,000k 12/1/2003 24 RAM Management Group MRTP Aggressive 4.67 1,000k 2/1/1998 23 Millburn Ridgefield Corporation Multi-Markets Program 4.71 25,000k 10/1/2004 22 NuWave Investment Management, LLC Combined Futures Portfolio 4.74 5,000k 6/1/2001 21 NuWave Investment Management, LLC NuWave Investment Partners LP 4.93 250k 6/1/2001 20 Transtrend B.V. DTP – Enhanced Risk (USD) 5.29 10,000k 1/1/1995 19 Millburn Ridgefield Corporation Diversified Program 5.30 20,000k 2/1/1977 18 Revolution Capital Management Alpha Fund 5.34 50k 1/1/2005 17 Transtrend B.V. DTP – Enhanced Risk (EUR) 5.46 10,000k 8/1/1999 16 Transtrend B.V. DTP – Enhanced Risk (JPY) 5.53 10,000k 8/1/2004 15 Eclipse Capital Management Global Monetary 6.13 5,000k 8/1/1990 14 Molinero Capital Management LLP Global Markets Program 6.28 2,000k 7/1/2005 13 Ancile Capital Management Global Markets Program 6.59 2,000k 4/1/2005 12 Rivoli Fund Management Rivoli International Fund (V9) 6.60 5,000k 1/1/2002 11 Neural Capital Ltd Sentinel Trading Program 6.73 2,000k 1/1/2006 10 DUNN Capital Management World Monetary and Agriculture Program (WMA) 8.41 100k 11/1/1984 9 Superfund Group Superfund Green Gold A (SPC) 8.45 5k 10/1/2005 8 Superfund Group Superfund Green Q-AG 9.43 2k 3/1/1996 7 Dendrich Ltd QEP 10.12 50k 12/1/2005 6 Superfund Group Superfund Green L.P. Series A 11.36 5k 10/1/2002 5 Superfund Group Superfund Green Gold B (SPC) 12.94 50k 10/1/2005 4 Superfund Group Superfund Green L.P. Series B 16.14 5k 10/1/2002 3 Superfund Group Superfund Green GCT USD 16.36 15k 1/1/2000 2 Superfund Group Superfund Green Master 18.91 2,000k 5/1/2001 1 Superfund Group Superfund Green Gold C (SPC) 18.95 100k 10/1/2005 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.