Systematic Trader Index For January 2007 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 Jan 2007 Min Inv Inception 138 Tactical Investment Management Tactical Institutional Commodity Program -6.33 10,000k 4/1/1993 137 QCM Global Diversified Programme -5.89 500k 12/1/1995 136 Covenant Capital Management Aggressive Program -4.70 3,000k 2/1/2004 135 Superfund Group Superfund Green L.P. Series B -4.59 5k 10/1/2002 134 Saxon Investment Corporation Aggressive Diversified Program -4.35 2,000k 11/1/1993 133 Covenant Capital Management Original Program -4.02 5,000k 9/1/1999 132 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.92 100k 1/1/2000 131 Ancile Capital Management Global Markets Program -3.69 2,000k 4/1/2005 130 Heyden & Steindl GmbH TOMAC2 -3.33 5,000k 3/1/2003 129 Superfund Group Superfund Green L.P. Series A -3.09 5k 10/1/2002 128 Mobius Asset Management Custom Trading Program -3.03 100k 1/1/2002 127 Estlander & Partners Global XL -2.69 5,000k 8/1/1991 126 Saxon Investment Corporation Diversified Program -2.23 3,000k 9/1/1988 125 Kelly Angle Inc. Genesis Program -2.22 2,000k 4/1/2000 124 Trigon Investment Advisors, LLC Foreign Exchange Program -1.94 5,000k 8/1/2000 123 Southwest Managed Investments, LLC Global Diversified -1.75 200k 1/1/2002 122 Hawksbill Capital Management Global Diversified -1.72 5,000k 11/1/1988 121 Jaguar Investments Ltd Vario Capital Strategy -1.54 1,000k 5/1/2016 120 Witter & Lester, Inc. Stock Index Futures Trading Program -1.44 400k 1/1/1988 119 Auspice Capital Advisors Ltd Auspice Diversified Program -1.43 1,500k 4/1/2006 118 Estlander & Partners Global Markets -1.31 10,000k 8/1/1999 117 Rabar Market Research Diversified Program -1.30 2,000k 1/1/1989 116 Robust Methods LLC Macro Managed Account -1.09 5,000k 1/1/2005 115 Superfund Group Superfund Green Master -0.85 2,000k 5/1/2001 114 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -0.83 5,000k 1/1/2005 113 Superfund Group Superfund Blue SPC Class A (EUR) -0.69 50k 4/1/2005 112 Conquest Capital Group Conquest Macro -0.50 250k 5/1/1999 111 Clarke Capital Management Worldwide -0.46 250k 1/1/1996 110 Shield Plus LLC Shield Plus Natural Gas -0.42 50k 1/1/2004 109 Dominion Capital Sapphire Program -0.34 3,000k 5/1/2005 108 Quantmetrics Capital Management LLP Premier 12V Strategy -0.25 10,000k 4/1/2003 107 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.24 10,000k 4/1/2004 106 Witter & Lester, Inc. Redstone -0.20 500k 9/1/1994 105 Red Rock Capital, LLC Systematic Global Macro -0.16 500k 9/1/2003 104 Mobius Asset Management Diversified Program -0.10 250k 3/1/2004 103 M.S. Capital Management Global Diversified Program -0.04 2,000k 11/1/1998 102 Rotella Capital Management Rotella Polaris Program (Diversified) -0.02 10,000k 1/1/1991 101 Robinson-Langley Capital Management, LLC Managed Account Program 0.00 200k 1/1/2007 100 Quantmetrics Capital Management LLP Directional 10V Strategy 0.00 10,000k 1/1/2007 99 Emil van Essen Spread Trading Program 0.00 5,000k 12/1/2006 98 Systematic Alpha Management Systematic Alpha Futures Program 0.07 100k 6/1/2004 97 Estlander & Partners Alpha Trend 0.07 30,000k 10/1/1991 96 RAM Management Group MRTP Aggressive 0.10 1,000k 2/1/1998 95 Mondiale Asset Management Mondiale Trading Program 0.11 0k 9/1/1997 94 Superfund Group Superfund Green GCT USD 0.19 15k 1/1/2000 93 RAM Management Group RAM MRTP 1X-Conservative 0.20 1,000k 9/1/1993 92 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.24 10,000k 1/1/2001 91 Manning & Napier MN Xenon Global Fixed Income Program 0.24 2,000k 8/1/2004 90 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 0.25 100k 1/1/2005 89 Conquest Capital Group Conquest Select 0.32 250k 6/1/2004 88 Manning & Napier MN Xenon Managed Futures (2x) Program 0.33 5,000k 6/1/2006 87 Eckhardt Trading Company Evolution Strategies 1.2X 0.35 10,000k 10/1/1991 86 Eckhardt Trading Company Evolution Strategies 0.37 20,000k 8/1/1991 85 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 0.41 200k 11/1/1999 84 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.42 1k 10/1/2006 83 ISAM ISAM Systematic Trend Fund 0.43 1,000k 6/1/2001 82 Parizek Capital Futures Trading Program 0.52 500k 4/1/2000 81 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.56 100k 5/1/1999 80 Superfund Group Superfund Green Q-AG 0.62 2k 3/1/1996 79 Briarwood Capital Management, Inc. Diversified Trading Program 0.70 3,000k 7/1/2001 78 Transtrend B.V. DTP – Standard Risk (EUR) 0.73 10,000k 2/1/1999 77 NuWave Investment Management, LLC NuWave Investment Partners LP 0.79 250k 6/1/2001 76 Mobius Asset Management Energy Weighted Program 0.82 250k 1/1/2005 75 Rotella Capital Management Rotella Orion (Short-Term) Program 0.85 10,000k 3/1/2006 74 NuWave Investment Management, LLC Combined Futures Portfolio 0.93 5,000k 6/1/2001 73 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.03 1,000k 3/1/1998 72 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.03 0k 11/1/1996 71 Hyman Beck and Company Global Portfolio 1.04 1,000k 3/1/1991 70 Millburn Ridgefield Corporation Commodity Program 1.07 25,000k 3/1/2005 69 Abraham Trading Company Diversified Program 1.08 10,000k 1/1/1988 68 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.10 1,000k 5/1/2006 67 John Locke Investments Cyril Systematic Program 1.23 8,000k 7/1/2000 66 Global Domain Partners, LLC Global Domain Vector Fund - Series A 1.28 500k 1/1/2006 65 Briarwood Capital Management, Inc. Diversified 2XL 1.30 250k 11/1/2004 64 Quantica Capital AG Quantica Managed Futures 1.30 5,000k 1/1/2005 63 Northfield Trading Diversified 1.38 2,000k 7/1/1989 62 Dreiss Research Corporation Diversified Program 1.41 1,000k 5/1/1991 61 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 1.43 1,000k 9/1/1997 60 Blackwater Capital Management Global Program 1.43 5,000k 7/1/2005 59 Superfund Group Superfund Green Gold A (SPC) 1.47 5k 10/1/2005 58 Clarke Capital Management Global Basic 1.51 50k 2/1/1996 57 Amplitude Capital International Limited Dynamic Strategy 1.56 6/1/2005 56 Somers Brothers Capital Diversified Futures Program #1 1.60 100k 1/1/2005 55 Alder Capital DAC Alder Global 10 1.60 250k 10/1/2000 54 Transtrend B.V. DTP – Enhanced Risk (USD) 1.64 10,000k 1/1/1995 53 Claughton Capital ARP Institutional Program 1.64 1,000k 10/1/2005 52 Quantitative Investment Management Quantitative Global Program 1.67 20,000k 10/1/2003 51 Millburn Ridgefield Corporation Diversified Program 1.70 20,000k 2/1/1977 50 Millburn Ridgefield Corporation Multi-Markets Program 1.70 25,000k 10/1/2004 49 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.75 10,000k 8/1/1999 48 MERIT Alternative Investments GmbH Futures Portfolio 1.76 2,000k 6/1/1998 47 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 1.79 1,000k 10/1/2006 46 Spectrum Asset Management LLC Global Diversified 1.81 2,000k 1/1/2001 45 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.82 10,000k 8/1/2004 44 IKOS The IKOS Hedge Fund 1.83 10,000k 7/1/1998 43 Wimmer Horizon LLP Managed Account 1.85 5,000k 5/1/2005 42 DUNN Capital Management DUNN Combined Fund (DCF) 1.87 100k 5/1/1989 41 FORT LP Fort Global Contrarian 1.87 2,000k 10/1/2002 40 Romanesco Capital Management B.V Persistence Program 1.93 5,000k 9/1/2005 39 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.10 10k 7/1/2005 38 Superfund Group Superfund Green Gold B (SPC) 2.15 50k 10/1/2005 37 Superfund Group Superfund Green Gold C (SPC) 2.24 100k 10/1/2005 36 Mark J. Walsh Company Standard Program 2.42 2,000k 9/1/1985 35 FORT LP Fort Global Diversified 2.42 2,000k 10/1/1993 34 Clarke Capital Management Millennium 2.45 1,000k 1/1/1998 33 Chesapeake Capital Diversified (LV) 2.63 100k 2/1/1988 32 Alee Capital Management, LLC Mistral Program 2.76 2,500k 1/1/1999 31 Welton Investment Partners Welton Global 2.87 10,000k 6/1/2004 30 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.87 1,000k 3/1/2003 29 Crabel Capital Management Crabel Multi-Product 2.91 1,000k 3/1/1998 28 Neural Capital Ltd Sentinel Trading Program 2.96 2,000k 1/1/2006 27 Eclipse Capital Management Global Monetary 2.97 5,000k 8/1/1990 26 Arcanum Asset Management Equity Index Option Program (Prop) 3.00 500k 7/1/2006 25 Rhicon Currency Management Rhicon Systematic Currency Program 3.02 3,000k 1/1/2004 24 Drury Capital Diversified Trend-Following Program 3.33 5,000k 5/1/1997 23 Alder Capital DAC Alder Global 20 3.40 250k 2/1/2001 22 Rivoli Fund Management Rivoli International Fund (V9) 3.57 5,000k 1/1/2002 21 Alee Capital Management, LLC Poniente Program 3.60 2,500k 1/1/1999 20 EMC Capital Advisors, LLC Classic 3.80 5,000k 1/1/1985 19 Winton Capital Management Diversified 3.86 50,000k 10/1/1997 18 Lynx Asset Management AB Lynx Program 3.97 75k 5/1/2000 17 Rivoli Fund Management Rivoli International Fund (E) 4.55 5,000k 10/1/1996 16 Strategic Capital Advisors LLC Contrarian 500 4.56 500k 12/1/2003 15 Clarke Capital Management Global Magnum 4.66 100k 8/1/1997 14 Molinero Capital Management LLP Global Markets Program 5.07 2,000k 7/1/2005 13 Kinkopf Capital Management KCM S&P (Proprietary) 5.71 100k 1/1/1999 12 DUNN Capital Management D'Best Futures Fund, L.P. 5.87 100k 6/1/1994 11 Clarke Capital Management FX Plus 5.96 1,000k 5/1/2004 10 Revolution Capital Management Mosaic Program 5.96 10,000k 10/1/2006 9 DUNN Capital Management World Monetary and Agriculture Program (WMA) 6.21 100k 11/1/1984 8 Crescent Bay Capital Management Premium Stock Index Program 6.35 10k 10/1/2005 7 Revolution Capital Management Alpha Fund 8.33 50k 1/1/2005 6 Xplor Capital Management, LLC Global CTA Program 8.38 1,500k 7/1/2004 5 Clarke Capital Management Jupiter 8.98 3,000k 5/1/2005 4 Quantum Leap Capital Management Managed Account Program 9.31 300k 8/1/2006 3 Keck Capital Management LLC The Keck Program 10.04 2,000k 12/1/2003 2 Parizek Capital Currency Program 14.26 1,000k 4/1/2006 1 Dendrich Ltd QEP 26.03 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.