Systematic Trader Index For July 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 Jul 2006 Min Inv Inception 131 Superfund Group Superfund Green Gold C (SPC) -17.75 100k 10/1/2005 130 Superfund Group Superfund Green Master -17.56 2,000k 5/1/2001 129 Superfund Group Superfund Green L.P. Series B -14.11 5k 10/1/2002 128 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -13.80 10k 7/1/2005 127 Superfund Group Superfund Green GCT USD -13.75 15k 1/1/2000 126 Kelly Angle Inc. Genesis Program -13.44 2,000k 4/1/2000 125 Superfund Group Superfund Green Gold B (SPC) -12.29 50k 10/1/2005 124 Hawksbill Capital Management Global Diversified -11.36 5,000k 11/1/1988 123 Clarke Capital Management Jupiter -10.59 3,000k 5/1/2005 122 Clarke Capital Management Millennium -10.47 1,000k 1/1/1998 121 Superfund Group Superfund Green L.P. Series A -10.35 5k 10/1/2002 120 Tactical Investment Management Tactical Institutional Commodity Program -10.06 10,000k 4/1/1993 119 Keck Capital Management LLC The Keck Program -10.00 2,000k 12/1/2003 118 Superfund Group Superfund Green Q-AG -8.98 2k 3/1/1996 117 DUNN Capital Management D'Best Futures Fund, L.P. -8.73 100k 6/1/1994 116 RAM Management Group MRTP Aggressive -8.58 1,000k 2/1/1998 115 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -7.14 100k 1/1/2005 114 ISAM ISAM Systematic Trend Fund -6.99 1,000k 6/1/2001 113 Superfund Group Superfund Green Gold A (SPC) -6.87 5k 10/1/2005 112 Mark J. Walsh Company Standard Program -6.76 2,000k 9/1/1985 111 Clarke Capital Management Worldwide -6.76 250k 1/1/1996 110 Clarke Capital Management FX Plus -6.74 1,000k 5/1/2004 109 QCM Global Diversified Programme -6.63 500k 12/1/1995 108 Drury Capital Diversified Trend-Following Program -6.44 5,000k 5/1/1997 107 Parizek Capital Futures Trading Program -6.01 500k 4/1/2000 106 Manning & Napier MN Xenon Managed Futures (2x) Program -5.93 5,000k 6/1/2006 105 DUNN Capital Management World Monetary and Agriculture Program (WMA) -5.69 100k 11/1/1984 104 Wimmer Horizon LLP Managed Account -5.61 5,000k 5/1/2005 103 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -5.58 200k 11/1/1999 102 Heyden & Steindl GmbH TOMAC2 -5.36 5,000k 3/1/2003 101 Estlander & Partners Alpha Trend -5.35 30,000k 10/1/1991 100 Abraham Trading Company Diversified Program -5.26 10,000k 1/1/1988 99 Mulvaney Capital Management The Mulvaney Global Markets Fund -5.20 100k 5/1/1999 98 Saxon Investment Corporation Aggressive Diversified Program -5.15 2,000k 11/1/1993 97 Neural Capital Ltd Sentinel Trading Program -5.06 2,000k 1/1/2006 96 Spectrum Asset Management LLC Global Diversified -4.65 2,000k 1/1/2001 95 Rivoli Fund Management Rivoli International Fund (E) -4.64 5,000k 10/1/1996 94 Welton Investment Partners Welton Global -4.64 10,000k 6/1/2004 93 Lynx Asset Management AB Lynx Program -4.60 75k 5/1/2000 92 Kinkopf Capital Management KCM S&P (Proprietary) -4.59 100k 1/1/1999 91 Ancile Capital Management Global Markets Program -4.52 2,000k 4/1/2005 90 Southwest Managed Investments, LLC Global Diversified -4.32 200k 1/1/2002 89 Eckhardt Trading Company Evolution Strategies 1.2X -4.21 10,000k 10/1/1991 88 EMC Capital Advisors, LLC Classic -4.20 5,000k 1/1/1985 87 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -4.19 5,000k 1/1/2005 86 Auspice Capital Advisors Ltd Auspice Diversified Program -4.12 1,500k 4/1/2006 85 DUNN Capital Management DUNN Combined Fund (DCF) -3.92 100k 5/1/1989 84 Claughton Capital ARP Institutional Program -3.87 1,000k 10/1/2005 83 Transtrend B.V. DTP – Enhanced Risk (JPY) -3.75 10,000k 8/1/2004 82 Transtrend B.V. DTP – Enhanced Risk (USD) -3.69 10,000k 1/1/1995 81 Transtrend B.V. DTP – Enhanced Risk (EUR) -3.66 10,000k 8/1/1999 80 Rabar Market Research Diversified Program -3.56 2,000k 1/1/1989 79 M.S. Capital Management Global Diversified Program -3.56 2,000k 11/1/1998 78 Eckhardt Trading Company Evolution Strategies -3.54 20,000k 8/1/1991 77 Red Rock Capital, LLC Systematic Global Macro -3.52 500k 9/1/2003 76 Blackwater Capital Management Global Program -3.51 5,000k 7/1/2005 75 Clarke Capital Management Global Magnum -3.46 100k 8/1/1997 74 Somers Brothers Capital Diversified Futures Program #1 -3.30 100k 1/1/2005 73 Millburn Ridgefield Corporation Multi-Markets Program -3.30 25,000k 10/1/2004 72 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.29 100k 1/1/2000 71 Crescent Bay Capital Management Premium Stock Index Program -3.23 10k 10/1/2005 70 Rivoli Fund Management Rivoli International Fund (V9) -3.21 5,000k 1/1/2002 69 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -3.15 0k 11/1/1996 68 Rotella Capital Management Rotella Polaris Program (Diversified) -3.04 10,000k 1/1/1991 67 Saxon Investment Corporation Diversified Program -3.02 3,000k 9/1/1988 66 Eclipse Capital Management Global Monetary -3.02 5,000k 8/1/1990 65 John Locke Investments Cyril Systematic Program -3.01 8,000k 7/1/2000 64 Northfield Trading Diversified -3.00 2,000k 7/1/1989 63 Molinero Capital Management LLP Global Markets Program -2.89 2,000k 7/1/2005 62 Millburn Ridgefield Corporation Diversified Program -2.81 20,000k 2/1/1977 61 Alder Capital DAC Alder Global 20 -2.73 250k 2/1/2001 60 RAM Management Group RAM MRTP 1X-Conservative -2.71 1,000k 9/1/1993 59 Manning & Napier MN Xenon Global Fixed Income Program -2.68 2,000k 8/1/2004 58 Revolution Capital Management Alpha Fund -2.68 50k 1/1/2005 57 Transtrend B.V. DTP – Standard Risk (EUR) -2.62 10,000k 2/1/1999 56 Trigon Investment Advisors, LLC Foreign Exchange Program -2.51 5,000k 8/1/2000 55 Chesapeake Capital Diversified (LV) -2.13 100k 2/1/1988 54 Covenant Capital Management Original Program -2.03 5,000k 9/1/1999 53 Parizek Capital Currency Program -2.01 1,000k 4/1/2006 52 Hyman Beck and Company Global Portfolio -2.01 1,000k 3/1/1991 51 Covenant Capital Management Aggressive Program -1.94 3,000k 2/1/2004 50 Alee Capital Management, LLC Poniente Program -1.94 2,500k 1/1/1999 49 Briarwood Capital Management, Inc. Diversified 2XL -1.94 250k 11/1/2004 48 Conquest Capital Group Conquest Macro -1.67 250k 5/1/1999 47 MERIT Alternative Investments GmbH Futures Portfolio -1.65 2,000k 6/1/1998 46 Clarke Capital Management Global Basic -1.58 50k 2/1/1996 45 NuWave Investment Management, LLC Combined Futures Portfolio -1.53 5,000k 6/1/2001 44 Conquest Capital Group Conquest Select -1.48 250k 6/1/2004 43 NuWave Investment Management, LLC NuWave Investment Partners LP -1.41 250k 6/1/2001 42 Dreiss Research Corporation Diversified Program -1.32 1,000k 5/1/1991 41 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.29 10,000k 1/1/2001 40 Xplor Capital Management, LLC Global CTA Program -1.27 1,500k 7/1/2004 39 Alder Capital DAC Alder Global 10 -1.19 250k 10/1/2000 38 Alee Capital Management, LLC Mistral Program -1.13 2,500k 1/1/1999 37 Rotella Capital Management Rotella Orion (Short-Term) Program -1.03 10,000k 3/1/2006 36 Millburn Ridgefield Corporation Commodity Program -1.02 25,000k 3/1/2005 35 Superfund Group Superfund Blue SPC Class A (EUR) -0.87 50k 4/1/2005 34 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.75 1,000k 3/1/2003 33 Quantica Capital AG Quantica Managed Futures -0.70 5,000k 1/1/2005 32 Winton Capital Management Diversified -0.47 50,000k 10/1/1997 31 FORT LP Fort Global Diversified -0.40 2,000k 10/1/1993 30 Briarwood Capital Management, Inc. Diversified Trading Program -0.40 3,000k 7/1/2001 29 IKOS The IKOS Hedge Fund -0.35 10,000k 7/1/1998 28 Dominion Capital Sapphire Program -0.26 3,000k 5/1/2005 27 Arcanum Asset Management Equity Index Option Program (Prop) 0.00 500k 7/1/2006 26 Witter & Lester, Inc. Stock Index Futures Trading Program 0.15 400k 1/1/1988 25 Jaguar Investments Ltd Vario Capital Strategy 0.17 1,000k 5/1/2016 24 Mondiale Asset Management Mondiale Trading Program 0.31 0k 9/1/1997 23 Witter & Lester, Inc. Redstone 0.34 500k 9/1/1994 22 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.39 10,000k 4/1/2004 21 Amplitude Capital International Limited Dynamic Strategy 0.45 6/1/2005 20 Crabel Capital Management Crabel Multi-Product 0.54 1,000k 3/1/1998 19 Estlander & Partners Global Markets 0.62 10,000k 8/1/1999 18 FORT LP Fort Global Contrarian 0.66 2,000k 10/1/2002 17 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.84 1,000k 3/1/1998 16 Quantmetrics Capital Management LLP Premier 12V Strategy 1.00 10,000k 4/1/2003 15 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 1.03 1,000k 9/1/1997 14 Estlander & Partners Global XL 1.03 5,000k 8/1/1991 13 Global Domain Partners, LLC Global Domain Vector Fund - Series A 1.05 500k 1/1/2006 12 Systematic Alpha Management Systematic Alpha Futures Program 1.22 100k 6/1/2004 11 Mobius Asset Management Custom Trading Program 1.41 100k 1/1/2002 10 Mobius Asset Management Diversified Program 1.78 250k 3/1/2004 9 Rhicon Currency Management Rhicon Systematic Currency Program 1.81 3,000k 1/1/2004 8 Robust Methods LLC Macro Managed Account 2.05 5,000k 1/1/2005 7 Quantitative Investment Management Quantitative Global Program 2.34 20,000k 10/1/2003 6 Strategic Capital Advisors LLC Contrarian 500 2.84 500k 12/1/2003 5 Romanesco Capital Management B.V Persistence Program 3.03 5,000k 9/1/2005 4 Shield Plus LLC Shield Plus Natural Gas 3.98 50k 1/1/2004 3 Mobius Asset Management Energy Weighted Program 4.03 250k 1/1/2005 2 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 4.11 1,000k 5/1/2006 1 Dendrich Ltd QEP 25.07 50k 12/1/2005 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.