Systematic Trader Index For September 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 Sep 2006 Min Inv Inception 132 Neural Capital Ltd Sentinel Trading Program -9.51 2,000k 1/1/2006 131 Hawksbill Capital Management Global Diversified -9.35 5,000k 11/1/1988 130 Clarke Capital Management Global Basic -8.91 50k 2/1/1996 129 Trigon Investment Advisors, LLC Foreign Exchange Program -7.36 5,000k 8/1/2000 128 Rivoli Fund Management Rivoli International Fund (V9) -6.19 5,000k 1/1/2002 127 Alder Capital DAC Alder Global 20 -6.10 250k 2/1/2001 126 Clarke Capital Management Global Magnum -6.05 100k 8/1/1997 125 Conquest Capital Group Conquest Macro -5.95 250k 5/1/1999 124 RAM Management Group MRTP Aggressive -5.30 1,000k 2/1/1998 123 DUNN Capital Management World Monetary and Agriculture Program (WMA) -5.22 100k 11/1/1984 122 Insch Capital Management SA Interbank Currency Program - 3X Leverage -4.63 100k 1/1/2000 121 Tactical Investment Management Tactical Institutional Commodity Program -4.15 10,000k 4/1/1993 120 Shield Plus LLC Shield Plus Natural Gas -4.05 50k 1/1/2004 119 Mark J. Walsh Company Standard Program -3.96 2,000k 9/1/1985 118 Estlander & Partners Alpha Trend -3.87 30,000k 10/1/1991 117 Clarke Capital Management Worldwide -3.76 250k 1/1/1996 116 Quantum Leap Capital Management Managed Account Program -3.15 300k 8/1/2006 115 Lynx Asset Management AB Lynx Program -3.15 75k 5/1/2000 114 Wimmer Horizon LLP Managed Account -2.99 5,000k 5/1/2005 113 Xplor Capital Management, LLC Global CTA Program -2.78 1,500k 7/1/2004 112 Mobius Asset Management Custom Trading Program -2.78 100k 1/1/2002 111 Alder Capital DAC Alder Global 10 -2.70 250k 10/1/2000 110 Crabel Capital Management Crabel Multi-Product -2.58 1,000k 3/1/1998 109 DUNN Capital Management DUNN Combined Fund (DCF) -2.47 100k 5/1/1989 108 Eckhardt Trading Company Evolution Strategies 1.2X -2.22 10,000k 10/1/1991 107 Kelly Angle Inc. Genesis Program -2.10 2,000k 4/1/2000 106 Mobius Asset Management Diversified Program -2.09 250k 3/1/2004 105 Conquest Capital Group Conquest Select -2.08 250k 6/1/2004 104 EMC Capital Advisors, LLC Classic -2.00 5,000k 1/1/1985 103 Eclipse Capital Management Global Monetary -1.84 5,000k 8/1/1990 102 Eckhardt Trading Company Evolution Strategies -1.79 20,000k 8/1/1991 101 RAM Management Group RAM MRTP 1X-Conservative -1.71 1,000k 9/1/1993 100 Mobius Asset Management Energy Weighted Program -1.70 250k 1/1/2005 99 Chesapeake Capital Diversified (LV) -1.53 100k 2/1/1988 98 Abraham Trading Company Diversified Program -1.51 10,000k 1/1/1988 97 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -1.35 100k 1/1/2005 96 Spectrum Asset Management LLC Global Diversified -1.23 2,000k 1/1/2001 95 Rhicon Currency Management Rhicon Systematic Currency Program -1.22 3,000k 1/1/2004 94 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -1.20 5,000k 1/1/2005 93 Quantitative Investment Management Quantitative Global Program -1.19 20,000k 10/1/2003 92 Claughton Capital ARP Institutional Program -1.16 1,000k 10/1/2005 91 Global Domain Partners, LLC Global Domain Vector Fund - Series A -1.12 500k 1/1/2006 90 Winton Capital Management Diversified -1.10 50,000k 10/1/1997 89 Rivoli Fund Management Rivoli International Fund (E) -0.96 5,000k 10/1/1996 88 DUNN Capital Management D'Best Futures Fund, L.P. -0.90 100k 6/1/1994 87 FORT LP Fort Global Diversified -0.85 2,000k 10/1/1993 86 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.82 10,000k 1/1/2001 85 Superfund Group Superfund Blue SPC Class A (EUR) -0.80 50k 4/1/2005 84 Robust Methods LLC Macro Managed Account -0.74 5,000k 1/1/2005 83 MERIT Alternative Investments GmbH Futures Portfolio -0.65 2,000k 6/1/1998 82 Rabar Market Research Diversified Program -0.65 2,000k 1/1/1989 81 Parizek Capital Currency Program -0.64 1,000k 4/1/2006 80 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -0.63 0k 11/1/1996 79 Clarke Capital Management FX Plus -0.62 1,000k 5/1/2004 78 M.S. Capital Management Global Diversified Program -0.60 2,000k 11/1/1998 77 IKOS The IKOS Hedge Fund -0.47 10,000k 7/1/1998 76 Millburn Ridgefield Corporation Multi-Markets Program -0.42 25,000k 10/1/2004 75 Dominion Capital Sapphire Program -0.28 3,000k 5/1/2005 74 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.20 10,000k 4/1/2004 73 Hyman Beck and Company Global Portfolio -0.04 1,000k 3/1/1991 72 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.00 10,000k 8/1/2004 71 Molinero Capital Management LLP Global Markets Program 0.03 2,000k 7/1/2005 70 Millburn Ridgefield Corporation Diversified Program 0.04 20,000k 2/1/1977 69 Red Rock Capital, LLC Systematic Global Macro 0.06 500k 9/1/2003 68 Transtrend B.V. DTP – Standard Risk (EUR) 0.07 10,000k 2/1/1999 67 Covenant Capital Management Original Program 0.08 5,000k 9/1/1999 66 Welton Investment Partners Welton Global 0.11 10,000k 6/1/2004 65 Estlander & Partners Global XL 0.12 5,000k 8/1/1991 64 Transtrend B.V. DTP – Enhanced Risk (USD) 0.12 10,000k 1/1/1995 63 Manning & Napier MN Xenon Global Fixed Income Program 0.13 2,000k 8/1/2004 62 Witter & Lester, Inc. Redstone 0.17 500k 9/1/1994 61 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.17 10,000k 8/1/1999 60 Quantmetrics Capital Management LLP Premier 12V Strategy 0.22 10,000k 4/1/2003 59 Revolution Capital Management Alpha Fund 0.24 50k 1/1/2005 58 Saxon Investment Corporation Diversified Program 0.25 3,000k 9/1/1988 57 Estlander & Partners Global Markets 0.25 10,000k 8/1/1999 56 ISAM ISAM Systematic Trend Fund 0.26 1,000k 6/1/2001 55 Dreiss Research Corporation Diversified Program 0.30 1,000k 5/1/1991 54 Alee Capital Management, LLC Poniente Program 0.32 2,500k 1/1/1999 53 QCM Global Diversified Programme 0.42 500k 12/1/1995 52 Millburn Ridgefield Corporation Commodity Program 0.42 25,000k 3/1/2005 51 FORT LP Fort Global Contrarian 0.52 2,000k 10/1/2002 50 Mondiale Asset Management Mondiale Trading Program 0.54 0k 9/1/1997 49 Covenant Capital Management Aggressive Program 0.65 3,000k 2/1/2004 48 John Locke Investments Cyril Systematic Program 0.68 8,000k 7/1/2000 47 Saxon Investment Corporation Aggressive Diversified Program 0.68 2,000k 11/1/1993 46 Quantica Capital AG Quantica Managed Futures 0.70 5,000k 1/1/2005 45 Auspice Capital Advisors Ltd Auspice Diversified Program 0.73 1,500k 4/1/2006 44 Manning & Napier MN Xenon Managed Futures (2x) Program 0.88 5,000k 6/1/2006 43 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.89 1,000k 9/1/1997 42 Drury Capital Diversified Trend-Following Program 0.91 5,000k 5/1/1997 41 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.98 1,000k 3/1/1998 40 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.99 1,000k 3/1/2003 39 Mulvaney Capital Management The Mulvaney Global Markets Fund 1.00 100k 5/1/1999 38 Blackwater Capital Management Global Program 1.03 5,000k 7/1/2005 37 Witter & Lester, Inc. Stock Index Futures Trading Program 1.07 400k 1/1/1988 36 Rotella Capital Management Rotella Polaris Program (Diversified) 1.11 10,000k 1/1/1991 35 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.35 1,000k 5/1/2006 34 Northfield Trading Diversified 1.40 2,000k 7/1/1989 33 Rotella Capital Management Rotella Orion (Short-Term) Program 1.62 10,000k 3/1/2006 32 Superfund Group Superfund Green Gold A (SPC) 1.69 5k 10/1/2005 31 Crescent Bay Capital Management Premium Stock Index Program 1.76 10k 10/1/2005 30 Keck Capital Management LLC The Keck Program 1.82 2,000k 12/1/2003 29 NuWave Investment Management, LLC Combined Futures Portfolio 1.92 5,000k 6/1/2001 28 NuWave Investment Management, LLC NuWave Investment Partners LP 2.00 250k 6/1/2001 27 Somers Brothers Capital Diversified Futures Program #1 2.10 100k 1/1/2005 26 Briarwood Capital Management, Inc. Diversified Trading Program 2.18 3,000k 7/1/2001 25 Parizek Capital Futures Trading Program 2.45 500k 4/1/2000 24 Systematic Alpha Management Systematic Alpha Futures Program 2.61 100k 6/1/2004 23 Arcanum Asset Management Equity Index Option Program (Prop) 2.67 500k 7/1/2006 22 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.94 10k 7/1/2005 21 Amplitude Capital International Limited Dynamic Strategy 3.13 6/1/2005 20 Superfund Group Superfund Green L.P. Series A 3.20 5k 10/1/2002 19 Ancile Capital Management Global Markets Program 3.52 2,000k 4/1/2005 18 Southwest Managed Investments, LLC Global Diversified 3.55 200k 1/1/2002 17 Alee Capital Management, LLC Mistral Program 3.60 2,500k 1/1/1999 16 Jaguar Investments Ltd Vario Capital Strategy 4.14 1,000k 5/1/2016 15 Superfund Group Superfund Green L.P. Series B 4.45 5k 10/1/2002 14 Clarke Capital Management Jupiter 4.74 3,000k 5/1/2005 13 Strategic Capital Advisors LLC Contrarian 500 5.29 500k 12/1/2003 12 Superfund Group Superfund Green Gold B (SPC) 5.33 50k 10/1/2005 11 Briarwood Capital Management, Inc. Diversified 2XL 5.64 250k 11/1/2004 10 Superfund Group Superfund Green Q-AG 6.01 2k 3/1/1996 9 Romanesco Capital Management B.V Persistence Program 6.21 5,000k 9/1/2005 8 Kinkopf Capital Management KCM S&P (Proprietary) 6.27 100k 1/1/1999 7 Dendrich Ltd QEP 6.63 50k 12/1/2005 6 Superfund Group Superfund Green GCT USD 8.73 15k 1/1/2000 5 Clarke Capital Management Millennium 8.92 1,000k 1/1/1998 4 Superfund Group Superfund Green Gold C (SPC) 9.15 100k 10/1/2005 3 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 10.86 200k 11/1/1999 2 Superfund Group Superfund Green Master 11.12 2,000k 5/1/2001 1 Heyden & Steindl GmbH TOMAC2 20.27 5,000k 3/1/2003 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.