Systematic Trader Index For October 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 Oct 2007 Min Inv Inception 152 RAM Management Group MRTP Aggressive -13.98 1,000k 2/1/1998 151 Clarke Capital Management Global Basic -12.26 50k 2/1/1996 150 Hawksbill Capital Management Global Diversified -11.74 5,000k 11/1/1988 149 Clarke Capital Management Global Magnum -11.06 100k 8/1/1997 148 Kinkopf Capital Management KCM S&P (Proprietary) -10.03 100k 1/1/1999 147 Heyden & Steindl GmbH TOMAC2 -9.65 5,000k 3/1/2003 146 Emil van Essen Spread Trading Program -6.67 5,000k 12/1/2006 145 Briarwood Capital Management, Inc. Diversified 2XL -5.81 250k 11/1/2004 144 Mark J. Walsh Company Standard Program -5.08 2,000k 9/1/1985 143 RAM Management Group RAM MRTP 1X-Conservative -4.93 1,000k 9/1/1993 142 Revolution Capital Management Mosaic Program -4.60 10,000k 10/1/2006 141 Neural Capital Ltd Sentinel Trading Program -4.47 2,000k 1/1/2006 140 Claughton Capital ARP Institutional Program -4.40 1,000k 10/1/2005 139 Briarwood Capital Management, Inc. Diversified Trading Program -2.90 3,000k 7/1/2001 138 Superfund Group Superfund Blue SPC Class A (EUR) -1.85 50k 4/1/2005 137 Strategic Capital Advisors LLC Contrarian 500 -1.29 500k 12/1/2003 136 Parizek Capital Futures Trading Program -1.08 500k 4/1/2000 135 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.88 10,000k 1/1/2001 134 Quantmetrics Capital Management LLP Directional 10V Strategy -0.77 10,000k 1/1/2007 133 Drury Capital Diversified Trend-Following Program -0.67 5,000k 5/1/1997 132 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.50 10,000k 4/1/2004 131 Witter & Lester, Inc. Stock Index Futures Trading Program -0.47 400k 1/1/1988 130 Rhicon Currency Management Rhicon Systematic Currency Program -0.41 3,000k 1/1/2004 129 Jaguar Investments Ltd Vario Capital Strategy -0.09 1,000k 5/1/2016 127 Non Correlated Capital Positive Theta Fund 0.00 50k 10/1/2007 128 Non Correlated Capital Positive Theta Program 0.00 250k 10/1/2007 125 Commodity Strategies AG CSAG Active Long Short Commodity Program 0.00 5,000k 10/1/2007 126 Futures Truth Company, FTC-CTA MS4 0.00 250k 10/1/2007 124 Witter & Lester, Inc. Redstone 0.01 500k 9/1/1994 123 Quantmetrics Capital Management LLP Premier 12V Strategy 0.32 10,000k 4/1/2003 122 Clarke Capital Management Worldwide 0.59 250k 1/1/1996 121 Alder Capital DAC Alder Global 10 0.70 250k 10/1/2000 120 Keck Capital Management LLC The Keck Program 0.85 2,000k 12/1/2003 119 Emil van Essen EvE Systematic Global Opportunities 0.87 1,000k 9/1/2007 118 Trigon Investment Advisors, LLC Foreign Exchange Program 1.16 5,000k 8/1/2000 117 Alder Capital DAC Alder Global 20 1.20 250k 2/1/2001 116 Hyman Beck and Company Global Portfolio 1.26 1,000k 3/1/1991 115 MERIT Alternative Investments GmbH Futures Portfolio 1.30 2,000k 6/1/1998 114 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.40 1,000k 3/1/1998 113 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 1.44 10k 7/1/2005 112 Mondiale Asset Management Mondiale Trading Program 1.47 0k 9/1/1997 111 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.54 100k 1/1/2000 110 Systematic Alpha Management Systematic Alpha Futures Program 1.70 100k 6/1/2004 109 Rivoli Fund Management Rivoli International Fund (V9) 1.78 5,000k 1/1/2002 108 DUNN Capital Management D'Best Futures Fund, L.P. 1.88 100k 6/1/1994 107 Manning & Napier MN Xenon Global Fixed Income Program 1.89 2,000k 8/1/2004 106 Kelly Angle Inc. Genesis Program 1.92 2,000k 4/1/2000 105 Northfield Trading Diversified 2.06 2,000k 7/1/1989 104 John Locke Investments Cyril Systematic Program 2.08 8,000k 7/1/2000 103 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 2.09 1,000k 5/1/2006 102 Quantica Capital AG Quantica Managed Futures 2.30 5,000k 1/1/2005 101 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 2.42 1,000k 10/1/2006 100 Crescent Bay Capital Management Premium Stock Index Program 2.50 10k 10/1/2005 99 Shield Plus LLC Shield Plus Natural Gas 2.52 50k 1/1/2004 98 Winton Capital Management Diversified 2.52 50,000k 10/1/1997 97 Rivoli Fund Management Rivoli International Fund (E) 2.53 5,000k 10/1/1996 96 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 2.64 5,000k 1/1/2005 95 Dominion Capital Sapphire Program 2.66 3,000k 5/1/2005 94 Estlander & Partners Alpha Trend 2.66 30,000k 10/1/1991 93 NuWave Investment Management, LLC NuWave Investment Partners LP 2.75 250k 6/1/2001 92 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.78 1,000k 9/1/1997 91 NuWave Investment Management, LLC Combined Futures Portfolio 2.80 5,000k 6/1/2001 90 DUNN Capital Management World Monetary and Agriculture Program (WMA) 3.00 100k 11/1/1984 89 Crabel Capital Management Crabel Multi-Product 3.16 1,000k 3/1/1998 88 Amplitude Capital International Limited Dynamic Strategy 3.16 6/1/2005 87 Arcanum Asset Management Equity Index Option Program (Prop) 3.33 500k 7/1/2006 86 Pacific Capital Advisors Vanguard Program 3.44 100k 4/1/2007 85 Global Domain Partners, LLC Global Domain Vector Fund - Series A 3.46 500k 1/1/2006 84 ISAM ISAM Systematic Trend Fund 3.57 1,000k 6/1/2001 83 Manning & Napier MN Xenon Managed Futures (2x) Program 3.63 5,000k 6/1/2006 82 Tactical Investment Management Tactical Institutional Commodity Program 3.69 10,000k 4/1/1993 81 M.S. Capital Management Global Diversified Program 3.69 2,000k 11/1/1998 80 SEB Asset Management SEB Asset Selection Fund C (EUR) 3.77 1k 10/1/2006 79 Endeavour Capital LLP Endeavour Pembroke 3.82 2,000k 7/1/2007 78 Conquest Capital Group Conquest Select 3.85 250k 6/1/2004 77 Revolution Capital Management Alpha Program 4.06 5,000k 6/1/2007 76 Quantica Capital AG Quantica Diversified FX 4.10 5,000k 3/1/2007 75 Quantum Leap Capital Management Managed Account Program 4.19 300k 8/1/2006 74 Quantitative Investment Management Quantitative Global Program 4.27 20,000k 10/1/2003 73 Abraham Trading Company Diversified Program 4.32 10,000k 1/1/1988 72 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 4.38 100k 1/1/2005 71 Romanesco Capital Management B.V Persistence Program 4.41 5,000k 9/1/2005 70 Conquest Capital Group Conquest Macro 4.45 250k 5/1/1999 69 Auspice Capital Advisors Ltd Auspice Diversified Program 4.53 1,500k 4/1/2006 68 Mobius Asset Management Energy Weighted Program 4.56 250k 1/1/2005 67 Saxon Investment Corporation Diversified Program 4.62 3,000k 9/1/1988 66 Revolution Capital Management Alpha Fund 4.67 50k 1/1/2005 65 DUNN Capital Management DUNN Combined Fund (DCF) 4.76 100k 5/1/1989 64 Covenant Capital Management Original Program 4.76 5,000k 9/1/1999 63 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 4.81 75k 6/1/2007 62 Southwest Managed Investments, LLC Global Diversified 4.92 200k 1/1/2002 61 Molinero Capital Management LLP Global Markets Program 5.01 2,000k 7/1/2005 60 Millburn Ridgefield Corporation Commodity Program 5.09 25,000k 3/1/2005 59 Estlander & Partners Global Markets 5.10 10,000k 8/1/1999 58 FORT LP Fort Global Diversified 5.14 2,000k 10/1/1993 57 Mobius Asset Management Diversified Program 5.21 250k 3/1/2004 56 FORT LP Fort Global Contrarian 5.24 2,000k 10/1/2002 55 Robust Methods LLC Macro Managed Account 5.25 5,000k 1/1/2005 54 Red Rock Capital, LLC Systematic Global Macro 5.34 500k 9/1/2003 53 Eckhardt Trading Company Evolution Strategies 5.39 20,000k 8/1/1991 52 Mobius Asset Management Custom Trading Program 5.40 100k 1/1/2002 51 Transtrend B.V. DTP – Standard Risk (EUR) 5.66 10,000k 2/1/1999 50 Rabar Market Research Diversified Program 5.99 2,000k 1/1/1989 49 Eckhardt Trading Company Evolution Strategies 1.2X 6.04 10,000k 10/1/1991 48 Future Trade AG Thales Swing Trading Programme 6.08 250k 6/1/2007 47 Alee Capital Management, LLC Poniente Program 6.12 2,500k 1/1/1999 46 Altradis Capital AG AlphAlgo 6.15 100k 5/1/2007 45 Covenant Capital Management Aggressive Program 6.15 3,000k 2/1/2004 44 Rotella Capital Management Rotella Orion (Short-Term) Program 6.26 10,000k 3/1/2006 43 Millburn Ridgefield Corporation Diversified Program 6.37 20,000k 2/1/1977 42 Millburn Ridgefield Corporation Multi-Markets Program 6.38 25,000k 10/1/2004 41 Eclipse Capital Management Global Monetary 6.39 5,000k 8/1/1990 40 EMC Capital Advisors, LLC Classic 6.60 5,000k 1/1/1985 39 AllMountain Capital AG Mount Denali Global Trends 6.74 160k 7/1/2007 38 Ancile Capital Management Global Markets Program 6.82 2,000k 4/1/2005 37 Lynx Asset Management AB Lynx Program 6.82 75k 5/1/2000 36 IKOS The IKOS Hedge Fund 7.05 10,000k 7/1/1998 35 Wavefront Global Asset Management IMFC Global Investment Program 7.13 2,000k 2/1/2007 34 Blackwater Capital Management Global Program 7.17 5,000k 7/1/2005 33 Welton Investment Partners Welton Global 7.23 10,000k 6/1/2004 32 Robinson-Langley Capital Management, LLC Managed Account Program 7.31 200k 1/1/2007 31 QCM Global Diversified Programme 7.33 500k 12/1/1995 30 Clarke Capital Management Millennium 7.95 1,000k 1/1/1998 29 Rotella Capital Management Rotella Polaris Program (Diversified) 8.09 10,000k 1/1/1991 28 Superfund Group Superfund Green Q-AG 8.32 2k 3/1/1996 27 Saxon Investment Corporation Aggressive Diversified Program 8.32 2,000k 11/1/1993 26 Transtrend B.V. DTP – Enhanced Risk (JPY) 8.45 10,000k 8/1/2004 25 Clarke Capital Management FX Plus 8.67 1,000k 5/1/2004 24 Transtrend B.V. DTP – Enhanced Risk (EUR) 8.75 10,000k 8/1/1999 23 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 8.82 0k 11/1/1996 22 Transtrend B.V. DTP – Enhanced Risk (USD) 9.02 10,000k 1/1/1995 21 Alee Capital Management, LLC Mistral Program 9.14 2,500k 1/1/1999 20 Dreiss Research Corporation Diversified Program 9.40 1,000k 5/1/1991 19 Spectrum Asset Management LLC Global Diversified 9.52 2,000k 1/1/2001 18 Wimmer Horizon LLP Managed Account 9.62 5,000k 5/1/2005 17 Superfund Group Superfund Green L.P. Series A 9.92 5k 10/1/2002 16 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 10.33 200k 11/1/1999 15 Estlander & Partners Global XL 10.49 5,000k 8/1/1991 14 Chesapeake Capital Diversified (LV) 10.64 100k 2/1/1988 13 Xplor Capital Management, LLC Global CTA Program 11.72 1,500k 7/1/2004 12 Clarke Capital Management Jupiter 12.58 3,000k 5/1/2005 11 Superfund Group Superfund Green GCT USD 12.77 15k 1/1/2000 10 Dendrich Ltd QEP 13.30 50k 12/1/2005 9 Mulvaney Capital Management The Mulvaney Global Markets Fund 13.72 100k 5/1/1999 8 Somers Brothers Capital Diversified Futures Program #1 13.74 100k 1/1/2005 7 Parizek Capital Currency Program 13.89 1,000k 4/1/2006 6 Superfund Group Superfund Green Gold A (SPC) 14.24 5k 10/1/2005 5 Superfund Group Superfund Green L.P. Series B 14.57 5k 10/1/2002 4 Superfund Group Superfund Green Gold B (SPC) 18.19 50k 10/1/2005 3 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 18.68 1,000k 3/1/2003 2 Superfund Group Superfund Green Master 19.98 2,000k 5/1/2001 1 Superfund Group Superfund Green Gold C (SPC) 22.56 100k 10/1/2005 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.