Systematic Trader Index For May 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 May 2006 Min Inv Inception 129 Superfund Group Superfund Green Gold C (SPC) -13.83 100k 10/1/2005 128 Superfund Group Superfund Green Gold B (SPC) -10.94 50k 10/1/2005 127 Superfund Group Superfund Green L.P. Series B -10.37 5k 10/1/2002 126 Dendrich Ltd QEP -9.74 50k 12/1/2005 125 Estlander & Partners Global XL -9.62 5,000k 8/1/1991 124 Superfund Group Superfund Green GCT USD -9.42 15k 1/1/2000 123 Covenant Capital Management Aggressive Program -8.71 3,000k 2/1/2004 122 Superfund Group Superfund Green Gold A (SPC) -7.87 5k 10/1/2005 121 DUNN Capital Management World Monetary and Agriculture Program (WMA) -7.78 100k 11/1/1984 120 Kinkopf Capital Management KCM S&P (Proprietary) -7.66 100k 1/1/1999 119 Superfund Group Superfund Green Master -7.64 2,000k 5/1/2001 118 Superfund Group Superfund Green L.P. Series A -7.57 5k 10/1/2002 117 Robust Methods LLC Macro Managed Account -7.52 5,000k 1/1/2005 116 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -6.37 0k 11/1/1996 115 DUNN Capital Management DUNN Combined Fund (DCF) -5.94 100k 5/1/1989 114 Millburn Ridgefield Corporation Diversified Program -5.78 20,000k 2/1/1977 113 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -5.78 10k 7/1/2005 112 Ancile Capital Management Global Markets Program -5.78 2,000k 4/1/2005 111 Superfund Group Superfund Green Q-AG -5.27 2k 3/1/1996 110 Estlander & Partners Global Markets -5.24 10,000k 8/1/1999 109 Amplitude Capital International Limited Dynamic Strategy -5.22 6/1/2005 108 Covenant Capital Management Original Program -5.15 5,000k 9/1/1999 107 Global Domain Partners, LLC Global Domain Vector Fund - Series A -4.98 500k 1/1/2006 106 RAM Management Group MRTP Aggressive -4.87 1,000k 2/1/1998 105 DUNN Capital Management D'Best Futures Fund, L.P. -4.86 100k 6/1/1994 104 Millburn Ridgefield Corporation Multi-Markets Program -4.79 25,000k 10/1/2004 103 Mulvaney Capital Management The Mulvaney Global Markets Fund -4.27 100k 5/1/1999 102 Rivoli Fund Management Rivoli International Fund (V9) -4.18 5,000k 1/1/2002 101 Quantica Capital AG Quantica Managed Futures -4.00 5,000k 1/1/2005 100 Transtrend B.V. DTP – Enhanced Risk (JPY) -3.96 10,000k 8/1/2004 99 Strategic Capital Advisors LLC Contrarian 500 -3.95 500k 12/1/2003 98 Transtrend B.V. DTP – Enhanced Risk (EUR) -3.92 10,000k 8/1/1999 97 ISAM ISAM Systematic Trend Fund -3.81 1,000k 6/1/2001 96 Transtrend B.V. DTP – Enhanced Risk (USD) -3.78 10,000k 1/1/1995 95 Eclipse Capital Management Global Monetary -3.56 5,000k 8/1/1990 94 FORT LP Fort Global Contrarian -3.51 2,000k 10/1/2002 93 Molinero Capital Management LLP Global Markets Program -3.36 2,000k 7/1/2005 92 Romanesco Capital Management B.V Persistence Program -3.24 5,000k 9/1/2005 91 Winton Capital Management Diversified -2.94 50,000k 10/1/1997 90 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -2.93 5,000k 1/1/2005 89 Kelly Angle Inc. Genesis Program -2.85 2,000k 4/1/2000 88 Neural Capital Ltd Sentinel Trading Program -2.74 2,000k 1/1/2006 87 Transtrend B.V. DTP – Standard Risk (EUR) -2.62 10,000k 2/1/1999 86 FORT LP Fort Global Diversified -2.48 2,000k 10/1/1993 85 QCM Global Diversified Programme -2.46 500k 12/1/1995 84 Mark J. Walsh Company Standard Program -2.26 2,000k 9/1/1985 83 Alee Capital Management, LLC Poniente Program -2.26 2,500k 1/1/1999 82 Rivoli Fund Management Rivoli International Fund (E) -2.16 5,000k 10/1/1996 81 Drury Capital Diversified Trend-Following Program -2.15 5,000k 5/1/1997 80 Wimmer Horizon LLP Managed Account -1.87 5,000k 5/1/2005 79 Shield Plus LLC Shield Plus Natural Gas -1.77 50k 1/1/2004 78 Crescent Bay Capital Management Premium Stock Index Program -1.75 10k 10/1/2005 77 Abraham Trading Company Diversified Program -1.70 10,000k 1/1/1988 76 RAM Management Group RAM MRTP 1X-Conservative -1.67 1,000k 9/1/1993 75 Dominion Capital Sapphire Program -1.62 3,000k 5/1/2005 74 Clarke Capital Management FX Plus -1.55 1,000k 5/1/2004 73 Chesapeake Capital Diversified (LV) -1.50 100k 2/1/1988 72 Northfield Trading Diversified -1.50 2,000k 7/1/1989 71 Hawksbill Capital Management Global Diversified -1.36 5,000k 11/1/1988 70 Rhicon Currency Management Rhicon Systematic Currency Program -1.27 3,000k 1/1/2004 69 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.00 1,000k 3/1/2003 68 Manning & Napier MN Xenon Global Fixed Income Program -0.92 2,000k 8/1/2004 67 Welton Investment Partners Welton Global -0.83 10,000k 6/1/2004 66 Rabar Market Research Diversified Program -0.82 2,000k 1/1/1989 65 IKOS The IKOS Hedge Fund -0.76 10,000k 7/1/1998 64 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.68 100k 1/1/2005 63 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.64 10,000k 4/1/2004 62 Revolution Capital Management Alpha Fund -0.33 50k 1/1/2005 61 Witter & Lester, Inc. Redstone -0.18 500k 9/1/1994 60 Mondiale Asset Management Mondiale Trading Program -0.13 0k 9/1/1997 59 Xplor Capital Management, LLC Global CTA Program -0.08 1,500k 7/1/2004 58 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 0.00 1,000k 5/1/2006 57 Blackwater Capital Management Global Program 0.04 5,000k 7/1/2005 56 Estlander & Partners Alpha Trend 0.05 30,000k 10/1/1991 55 Dreiss Research Corporation Diversified Program 0.06 1,000k 5/1/1991 54 Clarke Capital Management Global Basic 0.36 50k 2/1/1996 53 Spectrum Asset Management LLC Global Diversified 0.56 2,000k 1/1/2001 52 Millburn Ridgefield Corporation Commodity Program 0.58 25,000k 3/1/2005 51 Conquest Capital Group Conquest Select 0.74 250k 6/1/2004 50 Auspice Capital Advisors Ltd Auspice Diversified Program 0.75 1,500k 4/1/2006 49 Heyden & Steindl GmbH TOMAC2 0.76 5,000k 3/1/2003 48 Southwest Managed Investments, LLC Global Diversified 0.78 200k 1/1/2002 47 Rotella Capital Management Rotella Polaris Program (Diversified) 0.86 10,000k 1/1/1991 46 Clarke Capital Management Jupiter 0.89 3,000k 5/1/2005 45 NuWave Investment Management, LLC NuWave Investment Partners LP 0.97 250k 6/1/2001 44 NuWave Investment Management, LLC Combined Futures Portfolio 0.99 5,000k 6/1/2001 43 Tactical Investment Management Tactical Institutional Commodity Program 1.00 10,000k 4/1/1993 42 Quantmetrics Capital Management LLP Premier 12V Strategy 1.08 10,000k 4/1/2003 41 MERIT Alternative Investments GmbH Futures Portfolio 1.09 2,000k 6/1/1998 40 Alder Capital DAC Alder Global 10 1.10 250k 10/1/2000 39 EMC Capital Advisors, LLC Classic 1.20 5,000k 1/1/1985 38 Eckhardt Trading Company Evolution Strategies 1.2X 1.29 10,000k 10/1/1991 37 Eckhardt Trading Company Evolution Strategies 1.34 20,000k 8/1/1991 36 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.38 100k 1/1/2000 35 Red Rock Capital, LLC Systematic Global Macro 1.49 500k 9/1/2003 34 Rotella Capital Management Rotella Orion (Short-Term) Program 1.52 10,000k 3/1/2006 33 Superfund Group Superfund Blue SPC Class A (EUR) 1.55 50k 4/1/2005 32 Keck Capital Management LLC The Keck Program 1.69 2,000k 12/1/2003 31 Hyman Beck and Company Global Portfolio 1.73 1,000k 3/1/1991 30 Alder Capital DAC Alder Global 20 1.80 250k 2/1/2001 29 Mobius Asset Management Energy Weighted Program 1.91 250k 1/1/2005 28 Lynx Asset Management AB Lynx Program 1.92 75k 5/1/2000 27 John Locke Investments Cyril Systematic Program 1.97 8,000k 7/1/2000 26 Claughton Capital ARP Institutional Program 2.14 1,000k 10/1/2005 25 Clarke Capital Management Millennium 2.15 1,000k 1/1/1998 24 Parizek Capital Futures Trading Program 2.21 500k 4/1/2000 23 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.29 1,000k 9/1/1997 22 Saxon Investment Corporation Diversified Program 2.35 3,000k 9/1/1988 21 Clarke Capital Management Worldwide 2.62 250k 1/1/1996 20 Witter & Lester, Inc. Stock Index Futures Trading Program 2.65 400k 1/1/1988 19 Crabel Capital Management Crabel Multi-Product 2.70 1,000k 3/1/1998 18 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 2.78 10,000k 1/1/2001 17 Kaiser Trading Group Kaiser Global Diversified Program - Class B 3.23 1,000k 3/1/1998 16 Systematic Alpha Management Systematic Alpha Futures Program 3.37 100k 6/1/2004 15 Trigon Investment Advisors, LLC Foreign Exchange Program 3.38 5,000k 8/1/2000 14 Parizek Capital Currency Program 3.64 1,000k 4/1/2006 13 Saxon Investment Corporation Aggressive Diversified Program 3.79 2,000k 11/1/1993 12 Briarwood Capital Management, Inc. Diversified Trading Program 3.93 3,000k 7/1/2001 11 M.S. Capital Management Global Diversified Program 4.30 2,000k 11/1/1998 10 Mobius Asset Management Custom Trading Program 5.00 100k 1/1/2002 9 Quantitative Investment Management Quantitative Global Program 5.02 20,000k 10/1/2003 8 Conquest Capital Group Conquest Macro 5.35 250k 5/1/1999 7 Alee Capital Management, LLC Mistral Program 5.44 2,500k 1/1/1999 6 Somers Brothers Capital Diversified Futures Program #1 5.90 100k 1/1/2005 5 Mobius Asset Management Diversified Program 6.68 250k 3/1/2004 4 Clarke Capital Management Global Magnum 6.69 100k 8/1/1997 3 Briarwood Capital Management, Inc. Diversified 2XL 6.69 250k 11/1/2004 2 Jaguar Investments Ltd Vario Capital Strategy 9.58 1,000k 5/1/2016 1 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 17.18 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.