Systematic Trader Index For March 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 Mar 2006 Min Inv Inception 126 Alder Capital DAC Alder Global 20 -7.20 250k 2/1/2001 125 Clarke Capital Management Global Basic -7.06 50k 2/1/1996 124 Eckhardt Trading Company Evolution Strategies 1.2X -5.29 10,000k 10/1/1991 123 Briarwood Capital Management, Inc. Diversified 2XL -4.43 250k 11/1/2004 122 Eckhardt Trading Company Evolution Strategies -4.36 20,000k 8/1/1991 121 Alee Capital Management, LLC Poniente Program -4.32 2,500k 1/1/1999 120 Hawksbill Capital Management Global Diversified -3.63 5,000k 11/1/1988 119 Alder Capital DAC Alder Global 10 -3.40 250k 10/1/2000 118 Estlander & Partners Global XL -3.22 5,000k 8/1/1991 117 Conquest Capital Group Conquest Macro -3.01 250k 5/1/1999 116 Briarwood Capital Management, Inc. Diversified Trading Program -2.62 3,000k 7/1/2001 115 Trigon Investment Advisors, LLC Foreign Exchange Program -2.32 5,000k 8/1/2000 114 Kinkopf Capital Management KCM S&P (Proprietary) -2.22 100k 1/1/1999 113 Insch Capital Management SA Interbank Currency Program - 3X Leverage -2.15 100k 1/1/2000 112 Jaguar Investments Ltd Vario Capital Strategy -1.86 1,000k 5/1/2016 111 John Locke Investments Cyril Systematic Program -1.30 8,000k 7/1/2000 110 Estlander & Partners Global Markets -1.30 10,000k 8/1/1999 109 Mobius Asset Management Energy Weighted Program -1.09 250k 1/1/2005 108 Blackwater Capital Management Global Program -0.97 5,000k 7/1/2005 107 RAM Management Group MRTP Aggressive -0.90 1,000k 2/1/1998 106 Saxon Investment Corporation Diversified Program -0.77 3,000k 9/1/1988 105 Clarke Capital Management Global Magnum -0.75 100k 8/1/1997 104 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.63 10,000k 1/1/2001 103 Mobius Asset Management Custom Trading Program -0.58 100k 1/1/2002 102 Saxon Investment Corporation Aggressive Diversified Program -0.54 2,000k 11/1/1993 101 Alee Capital Management, LLC Mistral Program -0.53 2,500k 1/1/1999 100 RAM Management Group RAM MRTP 1X-Conservative -0.25 1,000k 9/1/1993 99 Southwest Managed Investments, LLC Global Diversified -0.22 200k 1/1/2002 98 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -0.21 5,000k 1/1/2005 97 Quantmetrics Capital Management LLP Premier 12V Strategy -0.03 10,000k 4/1/2003 96 Rotella Capital Management Rotella Orion (Short-Term) Program 0.00 10,000k 3/1/2006 95 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.09 1,000k 3/1/1998 94 FORT LP Fort Global Contrarian 0.10 2,000k 10/1/2002 93 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.26 10,000k 4/1/2004 92 Parizek Capital Futures Trading Program 0.34 500k 4/1/2000 91 Drury Capital Diversified Trend-Following Program 0.37 5,000k 5/1/1997 90 Covenant Capital Management Original Program 0.52 5,000k 9/1/1999 89 Witter & Lester, Inc. Redstone 0.54 500k 9/1/1994 88 Covenant Capital Management Aggressive Program 0.57 3,000k 2/1/2004 87 Clarke Capital Management Millennium 0.64 1,000k 1/1/1998 86 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.66 10,000k 8/1/2004 85 Transtrend B.V. DTP – Standard Risk (EUR) 0.72 10,000k 2/1/1999 84 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.76 10,000k 8/1/1999 83 NuWave Investment Management, LLC NuWave Investment Partners LP 0.84 250k 6/1/2001 82 NuWave Investment Management, LLC Combined Futures Portfolio 0.85 5,000k 6/1/2001 81 Transtrend B.V. DTP – Enhanced Risk (USD) 0.89 10,000k 1/1/1995 80 Clarke Capital Management Jupiter 0.91 3,000k 5/1/2005 79 Dominion Capital Sapphire Program 0.96 3,000k 5/1/2005 78 Mobius Asset Management Diversified Program 1.01 250k 3/1/2004 77 Northfield Trading Diversified 1.10 2,000k 7/1/1989 76 Somers Brothers Capital Diversified Futures Program #1 1.20 100k 1/1/2005 75 Systematic Alpha Management Systematic Alpha Futures Program 1.20 100k 6/1/2004 74 Red Rock Capital, LLC Systematic Global Macro 1.32 500k 9/1/2003 73 Amplitude Capital International Limited Dynamic Strategy 1.37 6/1/2005 72 FORT LP Fort Global Diversified 1.39 2,000k 10/1/1993 71 Mondiale Asset Management Mondiale Trading Program 1.41 0k 9/1/1997 70 Quantitative Investment Management Quantitative Global Program 1.48 20,000k 10/1/2003 69 Manning & Napier MN Xenon Global Fixed Income Program 1.50 2,000k 8/1/2004 68 Claughton Capital ARP Institutional Program 1.60 1,000k 10/1/2005 67 Rotella Capital Management Rotella Polaris Program (Diversified) 1.75 10,000k 1/1/1991 66 Robust Methods LLC Macro Managed Account 1.83 5,000k 1/1/2005 65 IKOS The IKOS Hedge Fund 2.01 10,000k 7/1/1998 64 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.14 1,000k 9/1/1997 63 Superfund Group Superfund Green Q-AG 2.32 2k 3/1/1996 62 Millburn Ridgefield Corporation Diversified Program 2.47 20,000k 2/1/1977 61 Crabel Capital Management Crabel Multi-Product 2.72 1,000k 3/1/1998 60 Conquest Capital Group Conquest Select 2.76 250k 6/1/2004 59 Superfund Group Superfund Blue SPC Class A (EUR) 2.95 50k 4/1/2005 58 Crescent Bay Capital Management Premium Stock Index Program 3.15 10k 10/1/2005 57 MERIT Alternative Investments GmbH Futures Portfolio 3.29 2,000k 6/1/1998 56 Lynx Asset Management AB Lynx Program 3.44 75k 5/1/2000 55 Rhicon Currency Management Rhicon Systematic Currency Program 3.48 3,000k 1/1/2004 54 Shield Plus LLC Shield Plus Natural Gas 3.51 50k 1/1/2004 53 Molinero Capital Management LLP Global Markets Program 3.57 2,000k 7/1/2005 52 Witter & Lester, Inc. Stock Index Futures Trading Program 3.61 400k 1/1/1988 51 Clarke Capital Management Worldwide 3.64 250k 1/1/1996 50 Dendrich Ltd QEP 3.71 50k 12/1/2005 49 Clarke Capital Management FX Plus 3.78 1,000k 5/1/2004 48 Rabar Market Research Diversified Program 3.82 2,000k 1/1/1989 47 Millburn Ridgefield Corporation Multi-Markets Program 3.85 25,000k 10/1/2004 46 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.85 10,000k 3/1/2003 45 Romanesco Capital Management B.V Persistence Program 4.00 5,000k 9/1/2005 44 Winton Capital Management Diversified 4.01 50,000k 10/1/1997 43 Superfund Group Superfund Green Master 4.14 2,000k 5/1/2001 42 Rivoli Fund Management Rivoli International Fund (V9) 4.21 5,000k 1/1/2002 41 Millburn Ridgefield Corporation Commodity Program 4.24 25,000k 3/1/2005 40 Superfund Group Superfund Green GCT USD 4.33 15k 1/1/2000 39 Mark J. Walsh Company Standard Program 4.43 2,000k 9/1/1985 38 Superfund Group Superfund Green L.P. Series A 4.48 5k 10/1/2002 37 Rivoli Fund Management Rivoli International Fund (E) 4.81 5,000k 10/1/1996 36 Strategic Capital Advisors LLC Contrarian 500 4.85 500k 12/1/2003 35 Global Domain Partners, LLC Global Domain Vector Fund - Series A 4.99 500k 1/1/2006 34 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 5.01 100k 1/1/2005 33 Estlander & Partners Alpha Trend 5.07 30,000k 10/1/1991 32 QCM Global Diversified Programme 5.11 500k 12/1/1995 31 Ancile Capital Management Global Markets Program 5.16 2,000k 4/1/2005 30 Revolution Capital Management Alpha Fund 5.19 50k 1/1/2005 29 Quantica Capital AG Quantica Managed Futures 5.20 5,000k 1/1/2005 28 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 5.30 0k 11/1/1996 27 Chesapeake Capital Diversified (LV) 5.37 100k 2/1/1988 26 Eclipse Capital Management Global Monetary 5.47 5,000k 8/1/1990 25 Abraham Trading Company Diversified Program 5.71 10,000k 1/1/1988 24 Heyden & Steindl GmbH TOMAC2 5.98 5,000k 3/1/2003 23 Spectrum Asset Management LLC Global Diversified 6.02 2,000k 1/1/2001 22 Superfund Group Superfund Green L.P. Series B 6.32 5k 10/1/2002 21 Superfund Group Superfund Green Gold A (SPC) 6.56 5k 10/1/2005 20 Wimmer Horizon LLP Managed Account 6.73 5,000k 5/1/2005 19 Tactical Investment Management Tactical Institutional Commodity Program 6.94 10,000k 4/1/1993 18 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 7.04 10k 7/1/2005 17 Welton Investment Partners Welton Global 7.30 10,000k 6/1/2004 16 EMC Capital Advisors, LLC Classic 7.60 5,000k 1/1/1985 15 Superfund Group Superfund Green Gold B (SPC) 8.13 50k 10/1/2005 14 Keck Capital Management LLC The Keck Program 8.83 2,000k 12/1/2003 13 Superfund Group Superfund Green Gold C (SPC) 9.34 100k 10/1/2005 12 DUNN Capital Management D'Best Futures Fund, L.P. 9.49 100k 6/1/1994 11 ISAM ISAM Systematic Trend Fund 9.51 1,000k 6/1/2001 10 Neural Capital Ltd Sentinel Trading Program 9.70 2,000k 1/1/2006 9 Kelly Angle Inc. Genesis Program 10.69 2,000k 4/1/2000 8 Hyman Beck and Company Global Portfolio 10.77 1,000k 3/1/1991 7 Xplor Capital Management, LLC Global CTA Program 10.92 1,500k 7/1/2004 6 DUNN Capital Management DUNN Combined Fund (DCF) 11.41 100k 5/1/1989 5 DUNN Capital Management World Monetary and Agriculture Program (WMA) 12.42 100k 11/1/1984 4 Dreiss Research Corporation Diversified Program 12.65 1,000k 5/1/1991 3 Mulvaney Capital Management The Mulvaney Global Markets Fund 13.05 100k 5/1/1999 2 M.S. Capital Management Global Diversified Program 13.84 2,000k 11/1/1998 1 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 17.30 200k 11/1/1999 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.