Systematic Trader Index For April 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 Apr 2006 Min Inv Inception 128 Quantitative Investment Management Quantitative Global Program -2.15 20,000k 10/1/2003 127 Rivoli Fund Management Rivoli International Fund (V9) -1.44 5,000k 1/1/2002 126 Superfund Group Superfund Blue SPC Class A (EUR) -1.43 50k 4/1/2005 125 Revolution Capital Management Alpha Fund -1.21 50k 1/1/2005 124 IKOS The IKOS Hedge Fund -0.95 10,000k 7/1/1998 123 Mondiale Asset Management Mondiale Trading Program -0.84 0k 9/1/1997 122 RAM Management Group MRTP Aggressive -0.72 1,000k 2/1/1998 121 Dominion Capital Sapphire Program -0.24 3,000k 5/1/2005 120 RAM Management Group RAM MRTP 1X-Conservative -0.23 1,000k 9/1/1993 118 Auspice Capital Advisors Ltd Auspice Diversified Program 0.00 1,500k 4/1/2006 119 Parizek Capital Currency Program 0.00 1,000k 4/1/2006 117 Covenant Capital Management Aggressive Program 0.04 3,000k 2/1/2004 116 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.27 5,000k 1/1/2005 115 Manning & Napier MN Xenon Global Fixed Income Program 0.33 2,000k 8/1/2004 114 Quantmetrics Capital Management LLP Premier 12V Strategy 0.33 10,000k 4/1/2003 113 Covenant Capital Management Original Program 0.37 5,000k 9/1/1999 112 Witter & Lester, Inc. Redstone 0.44 500k 9/1/1994 111 Systematic Alpha Management Systematic Alpha Futures Program 0.45 100k 6/1/2004 110 Alder Capital DAC Alder Global 10 0.56 250k 10/1/2000 109 Crabel Capital Management Crabel Multi-Product 0.60 1,000k 3/1/1998 108 Estlander & Partners Global Markets 0.61 10,000k 8/1/1999 107 FORT LP Fort Global Contrarian 0.62 2,000k 10/1/2002 106 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.64 10,000k 4/1/2004 105 Mobius Asset Management Custom Trading Program 0.80 100k 1/1/2002 104 Transtrend B.V. DTP – Standard Risk (EUR) 1.06 10,000k 2/1/1999 103 FORT LP Fort Global Diversified 1.14 2,000k 10/1/1993 102 Alder Capital DAC Alder Global 20 1.23 250k 2/1/2001 101 Dendrich Ltd QEP 1.46 50k 12/1/2005 100 Shield Plus LLC Shield Plus Natural Gas 1.56 50k 1/1/2004 99 Parizek Capital Futures Trading Program 1.60 500k 4/1/2000 98 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.74 10,000k 8/1/1999 97 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.77 10,000k 8/1/2004 96 Estlander & Partners Global XL 1.88 5,000k 8/1/1991 95 Transtrend B.V. DTP – Enhanced Risk (USD) 1.94 10,000k 1/1/1995 94 Red Rock Capital, LLC Systematic Global Macro 1.98 500k 9/1/2003 93 Kaiser Trading Group Kaiser Global Diversified Program - Class B 2.05 1,000k 3/1/1998 92 Rhicon Currency Management Rhicon Systematic Currency Program 2.13 3,000k 1/1/2004 91 Ancile Capital Management Global Markets Program 2.33 2,000k 4/1/2005 90 Romanesco Capital Management B.V Persistence Program 2.36 5,000k 9/1/2005 89 Drury Capital Diversified Trend-Following Program 2.38 5,000k 5/1/1997 88 Witter & Lester, Inc. Stock Index Futures Trading Program 2.42 400k 1/1/1988 87 Jaguar Investments Ltd Vario Capital Strategy 2.58 1,000k 5/1/2016 86 Clarke Capital Management Global Basic 2.66 50k 2/1/1996 85 Abraham Trading Company Diversified Program 2.75 10,000k 1/1/1988 84 NuWave Investment Management, LLC NuWave Investment Partners LP 2.97 250k 6/1/2001 83 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.15 1,000k 9/1/1997 82 MERIT Alternative Investments GmbH Futures Portfolio 3.19 2,000k 6/1/1998 81 Chesapeake Capital Diversified (LV) 3.19 100k 2/1/1988 80 NuWave Investment Management, LLC Combined Futures Portfolio 3.23 5,000k 6/1/2001 79 Lynx Asset Management AB Lynx Program 3.24 75k 5/1/2000 78 Global Domain Partners, LLC Global Domain Vector Fund - Series A 3.32 500k 1/1/2006 77 Mobius Asset Management Energy Weighted Program 3.47 250k 1/1/2005 76 Superfund Group Superfund Green Q-AG 3.51 2k 3/1/1996 75 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 3.67 10,000k 1/1/2001 74 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 3.78 10k 7/1/2005 73 Rivoli Fund Management Rivoli International Fund (E) 3.89 5,000k 10/1/1996 72 Briarwood Capital Management, Inc. Diversified Trading Program 3.94 3,000k 7/1/2001 71 Millburn Ridgefield Corporation Diversified Program 4.08 20,000k 2/1/1977 70 Crescent Bay Capital Management Premium Stock Index Program 4.14 10k 10/1/2005 69 Robust Methods LLC Macro Managed Account 4.16 5,000k 1/1/2005 68 Millburn Ridgefield Corporation Multi-Markets Program 4.22 25,000k 10/1/2004 67 Spectrum Asset Management LLC Global Diversified 4.26 2,000k 1/1/2001 66 Amplitude Capital International Limited Dynamic Strategy 4.66 6/1/2005 65 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 4.66 1,000k 3/1/2003 64 Superfund Group Superfund Green GCT USD 4.66 15k 1/1/2000 63 Rotella Capital Management Rotella Orion (Short-Term) Program 4.69 10,000k 3/1/2006 62 Molinero Capital Management LLP Global Markets Program 4.86 2,000k 7/1/2005 61 Eckhardt Trading Company Evolution Strategies 4.92 20,000k 8/1/1991 60 Kinkopf Capital Management KCM S&P (Proprietary) 4.95 100k 1/1/1999 59 Quantica Capital AG Quantica Managed Futures 5.50 5,000k 1/1/2005 58 Eckhardt Trading Company Evolution Strategies 1.2X 5.63 10,000k 10/1/1991 57 Winton Capital Management Diversified 5.66 50,000k 10/1/1997 56 Insch Capital Management SA Interbank Currency Program - 3X Leverage 5.71 100k 1/1/2000 55 Superfund Group Superfund Green L.P. Series A 5.79 5k 10/1/2002 54 Trigon Investment Advisors, LLC Foreign Exchange Program 6.10 5,000k 8/1/2000 53 Alee Capital Management, LLC Poniente Program 6.22 2,500k 1/1/1999 52 Northfield Trading Diversified 6.30 2,000k 7/1/1989 51 Briarwood Capital Management, Inc. Diversified 2XL 6.44 250k 11/1/2004 50 Eclipse Capital Management Global Monetary 6.52 5,000k 8/1/1990 49 Clarke Capital Management FX Plus 6.72 1,000k 5/1/2004 48 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 6.77 0k 11/1/1996 47 Rotella Capital Management Rotella Polaris Program (Diversified) 6.99 10,000k 1/1/1991 46 Millburn Ridgefield Corporation Commodity Program 7.37 25,000k 3/1/2005 45 Mobius Asset Management Diversified Program 7.50 250k 3/1/2004 44 Saxon Investment Corporation Diversified Program 7.74 3,000k 9/1/1988 43 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 7.79 100k 1/1/2005 42 Estlander & Partners Alpha Trend 7.86 30,000k 10/1/1991 41 Keck Capital Management LLC The Keck Program 7.94 2,000k 12/1/2003 40 Neural Capital Ltd Sentinel Trading Program 8.00 2,000k 1/1/2006 39 Superfund Group Superfund Green L.P. Series B 8.31 5k 10/1/2002 38 Claughton Capital ARP Institutional Program 8.34 1,000k 10/1/2005 37 Strategic Capital Advisors LLC Contrarian 500 8.59 500k 12/1/2003 36 Rabar Market Research Diversified Program 8.85 2,000k 1/1/1989 35 Hyman Beck and Company Global Portfolio 8.99 1,000k 3/1/1991 34 ISAM ISAM Systematic Trend Fund 9.08 1,000k 6/1/2001 33 Xplor Capital Management, LLC Global CTA Program 9.21 1,500k 7/1/2004 32 DUNN Capital Management World Monetary and Agriculture Program (WMA) 9.38 100k 11/1/1984 31 M.S. Capital Management Global Diversified Program 9.51 2,000k 11/1/1998 30 Wimmer Horizon LLP Managed Account 9.63 5,000k 5/1/2005 29 Superfund Group Superfund Green Master 9.66 2,000k 5/1/2001 28 Clarke Capital Management Global Magnum 10.19 100k 8/1/1997 27 Conquest Capital Group Conquest Select 10.36 250k 6/1/2004 26 Welton Investment Partners Welton Global 10.77 10,000k 6/1/2004 25 Clarke Capital Management Jupiter 11.38 3,000k 5/1/2005 24 Somers Brothers Capital Diversified Futures Program #1 11.40 100k 1/1/2005 23 Mulvaney Capital Management The Mulvaney Global Markets Fund 11.46 100k 5/1/1999 22 Blackwater Capital Management Global Program 11.60 5,000k 7/1/2005 21 Conquest Capital Group Conquest Macro 11.64 250k 5/1/1999 20 Dreiss Research Corporation Diversified Program 12.86 1,000k 5/1/1991 19 DUNN Capital Management DUNN Combined Fund (DCF) 13.25 100k 5/1/1989 18 Kelly Angle Inc. Genesis Program 14.73 2,000k 4/1/2000 17 DUNN Capital Management D'Best Futures Fund, L.P. 15.20 100k 6/1/1994 16 Saxon Investment Corporation Aggressive Diversified Program 15.27 2,000k 11/1/1993 15 Southwest Managed Investments, LLC Global Diversified 15.73 200k 1/1/2002 14 Tactical Investment Management Tactical Institutional Commodity Program 15.83 10,000k 4/1/1993 13 EMC Capital Advisors, LLC Classic 16.10 5,000k 1/1/1985 12 Heyden & Steindl GmbH TOMAC2 16.15 5,000k 3/1/2003 11 John Locke Investments Cyril Systematic Program 16.63 8,000k 7/1/2000 10 QCM Global Diversified Programme 16.83 500k 12/1/1995 9 Superfund Group Superfund Green Gold A (SPC) 17.13 5k 10/1/2005 8 Alee Capital Management, LLC Mistral Program 17.18 2,500k 1/1/1999 7 Superfund Group Superfund Green Gold B (SPC) 18.53 50k 10/1/2005 6 Clarke Capital Management Worldwide 18.95 250k 1/1/1996 5 Superfund Group Superfund Green Gold C (SPC) 19.33 100k 10/1/2005 4 Clarke Capital Management Millennium 20.25 1,000k 1/1/1998 3 Mark J. Walsh Company Standard Program 23.68 2,000k 9/1/1985 2 Hawksbill Capital Management Global Diversified 26.13 5,000k 11/1/1988 1 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 35.72 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.