Systematic Trader Index For August 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 Aug 2006 Min Inv Inception 132 DUNN Capital Management World Monetary and Agriculture Program (WMA) -8.76 100k 11/1/1984 131 Parizek Capital Currency Program -7.15 1,000k 4/1/2006 130 Amplitude Capital International Limited Dynamic Strategy -7.10 6/1/2005 129 Conquest Capital Group Conquest Macro -5.05 250k 5/1/1999 128 Rivoli Fund Management Rivoli International Fund (E) -4.96 5,000k 10/1/1996 127 Chesapeake Capital Diversified (LV) -4.66 100k 2/1/1988 126 Crabel Capital Management Crabel Multi-Product -4.43 1,000k 3/1/1998 125 Keck Capital Management LLC The Keck Program -3.87 2,000k 12/1/2003 124 Mobius Asset Management Energy Weighted Program -3.40 250k 1/1/2005 123 Romanesco Capital Management B.V Persistence Program -3.26 5,000k 9/1/2005 122 DUNN Capital Management DUNN Combined Fund (DCF) -3.22 100k 5/1/1989 121 Ancile Capital Management Global Markets Program -3.08 2,000k 4/1/2005 120 Clarke Capital Management Worldwide -3.03 250k 1/1/1996 119 Mobius Asset Management Diversified Program -2.95 250k 3/1/2004 118 DUNN Capital Management D'Best Futures Fund, L.P. -2.79 100k 6/1/1994 117 Superfund Group Superfund Green Gold B (SPC) -2.71 50k 10/1/2005 116 Superfund Group Superfund Green Gold C (SPC) -2.66 100k 10/1/2005 115 Superfund Group Superfund Green Gold A (SPC) -2.57 5k 10/1/2005 114 Rivoli Fund Management Rivoli International Fund (V9) -2.53 5,000k 1/1/2002 113 Red Rock Capital, LLC Systematic Global Macro -2.49 500k 9/1/2003 112 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -2.41 0k 11/1/1996 111 Clarke Capital Management Millennium -2.38 1,000k 1/1/1998 110 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -2.25 10,000k 1/1/2001 109 Superfund Group Superfund Blue SPC Class A (EUR) -2.24 50k 4/1/2005 108 Trigon Investment Advisors, LLC Foreign Exchange Program -2.00 5,000k 8/1/2000 107 Mobius Asset Management Custom Trading Program -1.94 100k 1/1/2002 106 Clarke Capital Management Global Magnum -1.85 100k 8/1/1997 105 Superfund Group Superfund Green GCT USD -1.73 15k 1/1/2000 104 Rhicon Currency Management Rhicon Systematic Currency Program -1.71 3,000k 1/1/2004 103 Saxon Investment Corporation Aggressive Diversified Program -1.54 2,000k 11/1/1993 102 Millburn Ridgefield Corporation Multi-Markets Program -1.51 25,000k 10/1/2004 101 Spectrum Asset Management LLC Global Diversified -1.50 2,000k 1/1/2001 100 Millburn Ridgefield Corporation Commodity Program -1.50 25,000k 3/1/2005 99 Shield Plus LLC Shield Plus Natural Gas -1.42 50k 1/1/2004 98 Parizek Capital Futures Trading Program -1.27 500k 4/1/2000 97 Dreiss Research Corporation Diversified Program -1.25 1,000k 5/1/1991 96 Dominion Capital Sapphire Program -1.24 3,000k 5/1/2005 95 Drury Capital Diversified Trend-Following Program -1.22 5,000k 5/1/1997 94 Heyden & Steindl GmbH TOMAC2 -1.17 5,000k 3/1/2003 93 Superfund Group Superfund Green Master -1.14 2,000k 5/1/2001 92 Clarke Capital Management Global Basic -1.08 50k 2/1/1996 91 Saxon Investment Corporation Diversified Program -1.06 3,000k 9/1/1988 90 Millburn Ridgefield Corporation Diversified Program -0.97 20,000k 2/1/1977 89 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -0.86 10k 7/1/2005 88 Briarwood Capital Management, Inc. Diversified 2XL -0.75 250k 11/1/2004 87 IKOS The IKOS Hedge Fund -0.73 10,000k 7/1/1998 86 Blackwater Capital Management Global Program -0.60 5,000k 7/1/2005 85 QCM Global Diversified Programme -0.45 500k 12/1/1995 84 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.43 1,000k 9/1/1997 83 Jaguar Investments Ltd Vario Capital Strategy -0.37 1,000k 5/1/2016 82 Manning & Napier MN Xenon Global Fixed Income Program -0.36 2,000k 8/1/2004 81 Briarwood Capital Management, Inc. Diversified Trading Program -0.33 3,000k 7/1/2001 80 Eclipse Capital Management Global Monetary -0.21 5,000k 8/1/1990 79 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.20 10,000k 4/1/2004 78 Superfund Group Superfund Green Q-AG -0.18 2k 3/1/1996 77 Clarke Capital Management Jupiter -0.16 3,000k 5/1/2005 76 Alee Capital Management, LLC Mistral Program -0.11 2,500k 1/1/1999 75 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -0.06 200k 11/1/1999 74 Quantitative Investment Management Quantitative Global Program -0.02 20,000k 10/1/2003 73 Mondiale Asset Management Mondiale Trading Program -0.01 0k 9/1/1997 72 Quantum Leap Capital Management Managed Account Program 0.00 300k 8/1/2006 71 Manning & Napier MN Xenon Managed Futures (2x) Program 0.02 5,000k 6/1/2006 70 RAM Management Group RAM MRTP 1X-Conservative 0.21 1,000k 9/1/1993 69 Quantmetrics Capital Management LLP Premier 12V Strategy 0.32 10,000k 4/1/2003 68 Covenant Capital Management Original Program 0.32 5,000k 9/1/1999 67 MERIT Alternative Investments GmbH Futures Portfolio 0.37 2,000k 6/1/1998 66 Xplor Capital Management, LLC Global CTA Program 0.37 1,500k 7/1/2004 65 Superfund Group Superfund Green L.P. Series A 0.38 5k 10/1/2002 64 Covenant Capital Management Aggressive Program 0.40 3,000k 2/1/2004 63 Systematic Alpha Management Systematic Alpha Futures Program 0.43 100k 6/1/2004 62 Rotella Capital Management Rotella Orion (Short-Term) Program 0.49 10,000k 3/1/2006 61 Witter & Lester, Inc. Redstone 0.50 500k 9/1/1994 60 Robust Methods LLC Macro Managed Account 0.52 5,000k 1/1/2005 59 Superfund Group Superfund Green L.P. Series B 0.55 5k 10/1/2002 58 Alee Capital Management, LLC Poniente Program 0.65 2,500k 1/1/1999 57 Mark J. Walsh Company Standard Program 0.66 2,000k 9/1/1985 56 Hyman Beck and Company Global Portfolio 0.72 1,000k 3/1/1991 55 Rotella Capital Management Rotella Polaris Program (Diversified) 0.76 10,000k 1/1/1991 54 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.89 1,000k 3/1/2003 53 Wimmer Horizon LLP Managed Account 0.98 5,000k 5/1/2005 52 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.05 1,000k 5/1/2006 51 M.S. Capital Management Global Diversified Program 1.05 2,000k 11/1/1998 50 Conquest Capital Group Conquest Select 1.12 250k 6/1/2004 49 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 1.19 5,000k 1/1/2005 48 John Locke Investments Cyril Systematic Program 1.22 8,000k 7/1/2000 47 EMC Capital Advisors, LLC Classic 1.30 5,000k 1/1/1985 46 RAM Management Group MRTP Aggressive 1.45 1,000k 2/1/1998 45 ISAM ISAM Systematic Trend Fund 1.48 1,000k 6/1/2001 44 Northfield Trading Diversified 1.50 2,000k 7/1/1989 43 Southwest Managed Investments, LLC Global Diversified 1.57 200k 1/1/2002 42 Quantica Capital AG Quantica Managed Futures 1.60 5,000k 1/1/2005 41 Eckhardt Trading Company Evolution Strategies 1.86 20,000k 8/1/1991 40 Mulvaney Capital Management The Mulvaney Global Markets Fund 1.95 100k 5/1/1999 39 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.95 100k 1/1/2000 38 Rabar Market Research Diversified Program 2.07 2,000k 1/1/1989 37 Eckhardt Trading Company Evolution Strategies 1.2X 2.09 10,000k 10/1/1991 36 Hawksbill Capital Management Global Diversified 2.14 5,000k 11/1/1988 35 Global Domain Partners, LLC Global Domain Vector Fund - Series A 2.29 500k 1/1/2006 34 Witter & Lester, Inc. Stock Index Futures Trading Program 2.44 400k 1/1/1988 33 Molinero Capital Management LLP Global Markets Program 2.64 2,000k 7/1/2005 32 Kaiser Trading Group Kaiser Global Diversified Program - Class B 2.67 1,000k 3/1/1998 31 NuWave Investment Management, LLC Combined Futures Portfolio 2.68 5,000k 6/1/2001 30 Abraham Trading Company Diversified Program 2.72 10,000k 1/1/1988 29 Auspice Capital Advisors Ltd Auspice Diversified Program 2.73 1,500k 4/1/2006 28 NuWave Investment Management, LLC NuWave Investment Partners LP 2.80 250k 6/1/2001 27 Revolution Capital Management Alpha Fund 2.81 50k 1/1/2005 26 Transtrend B.V. DTP – Standard Risk (EUR) 2.88 10,000k 2/1/1999 25 Neural Capital Ltd Sentinel Trading Program 3.06 2,000k 1/1/2006 24 Strategic Capital Advisors LLC Contrarian 500 3.08 500k 12/1/2003 23 Alder Capital DAC Alder Global 10 3.40 250k 10/1/2000 22 Arcanum Asset Management Equity Index Option Program (Prop) 3.67 500k 7/1/2006 21 Estlander & Partners Alpha Trend 3.70 30,000k 10/1/1991 20 Crescent Bay Capital Management Premium Stock Index Program 3.82 10k 10/1/2005 19 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 3.83 100k 1/1/2005 18 Lynx Asset Management AB Lynx Program 3.97 75k 5/1/2000 17 Somers Brothers Capital Diversified Futures Program #1 4.10 100k 1/1/2005 16 Clarke Capital Management FX Plus 4.24 1,000k 5/1/2004 15 Tactical Investment Management Tactical Institutional Commodity Program 4.52 10,000k 4/1/1993 14 Winton Capital Management Diversified 4.54 50,000k 10/1/1997 13 FORT LP Fort Global Contrarian 4.63 2,000k 10/1/2002 12 Claughton Capital ARP Institutional Program 4.66 1,000k 10/1/2005 11 Transtrend B.V. DTP – Enhanced Risk (USD) 4.72 10,000k 1/1/1995 10 FORT LP Fort Global Diversified 4.76 2,000k 10/1/1993 9 Estlander & Partners Global Markets 4.84 10,000k 8/1/1999 8 Transtrend B.V. DTP – Enhanced Risk (EUR) 4.86 10,000k 8/1/1999 7 Transtrend B.V. DTP – Enhanced Risk (JPY) 4.86 10,000k 8/1/2004 6 Welton Investment Partners Welton Global 4.90 10,000k 6/1/2004 5 Kelly Angle Inc. Genesis Program 6.21 2,000k 4/1/2000 4 Alder Capital DAC Alder Global 20 7.80 250k 2/1/2001 3 Kinkopf Capital Management KCM S&P (Proprietary) 9.01 100k 1/1/1999 2 Estlander & Partners Global XL 9.43 5,000k 8/1/1991 1 Dendrich Ltd QEP 32.78 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.