Systematic Trader Index For November 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 Nov 2007 Min Inv Inception 156 Kinkopf Capital Management KCM S&P (Proprietary) -18.51 100k 1/1/1999 155 Xplor Capital Management, LLC Global CTA Program -13.63 1,500k 7/1/2004 154 Superfund Group Superfund Green Gold C (SPC) -13.09 100k 10/1/2005 153 Superfund Group Superfund Green Gold B (SPC) -9.98 50k 10/1/2005 152 Superfund Group Superfund Green Master -9.50 2,000k 5/1/2001 151 Witter & Lester, Inc. Stock Index Futures Trading Program -8.92 400k 1/1/1988 150 Mulvaney Capital Management The Mulvaney Global Markets Fund -8.59 100k 5/1/1999 149 Estlander & Partners Global XL -8.55 5,000k 8/1/1991 148 Superfund Group Superfund Green GCT USD -8.54 15k 1/1/2000 147 Revolution Capital Management Mosaic Program -8.37 10,000k 10/1/2006 146 Tactical Investment Management Tactical Institutional Commodity Program -7.52 10,000k 4/1/1993 145 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -7.32 75k 6/1/2007 144 Superfund Group Superfund Green Gold A (SPC) -7.10 5k 10/1/2005 143 Superfund Group Superfund Green L.P. Series B -6.79 5k 10/1/2002 142 Chesapeake Capital Diversified (LV) -6.73 100k 2/1/1988 141 Altradis Capital AG AlphAlgo -6.22 100k 5/1/2007 140 Rotella Capital Management Rotella Polaris Program (Diversified) -5.90 10,000k 1/1/1991 139 Superfund Group Superfund Green Q-AG -5.71 2k 3/1/1996 138 Clarke Capital Management FX Plus -5.33 1,000k 5/1/2004 137 Hyman Beck and Company Global Portfolio -5.00 1,000k 3/1/1991 136 Clarke Capital Management Jupiter -4.81 3,000k 5/1/2005 135 Superfund Group Superfund Green L.P. Series A -4.69 5k 10/1/2002 134 Mondiale Asset Management Mondiale Trading Program -4.12 0k 9/1/1997 133 Estlander & Partners Global Markets -4.11 10,000k 8/1/1999 132 Quantica Capital AG Quantica Diversified FX -3.90 5,000k 3/1/2007 131 Rabar Market Research Diversified Program -3.76 2,000k 1/1/1989 130 Spectrum Asset Management LLC Global Diversified -3.58 2,000k 1/1/2001 129 Keck Capital Management LLC The Keck Program -3.52 2,000k 12/1/2003 128 FORT LP Fort Global Contrarian -3.27 2,000k 10/1/2002 127 Millburn Ridgefield Corporation Diversified Program -3.23 20,000k 2/1/1977 126 Global Domain Partners, LLC Global Domain Vector Fund - Series A -3.22 500k 1/1/2006 125 Dreiss Research Corporation Diversified Program -3.17 1,000k 5/1/1991 124 Commodity Strategies AG CSAG Active Long Short Commodity Program -2.92 5,000k 10/1/2007 123 Millburn Ridgefield Corporation Multi-Markets Program -2.87 25,000k 10/1/2004 122 Transtrend B.V. DTP – Enhanced Risk (JPY) -2.86 10,000k 8/1/2004 121 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.39 10,000k 8/1/1999 120 Wimmer Horizon LLP Managed Account -2.36 5,000k 5/1/2005 119 Eclipse Capital Management Global Monetary -2.21 5,000k 8/1/1990 118 Shield Plus LLC Shield Plus Natural Gas -2.18 50k 1/1/2004 117 Transtrend B.V. DTP – Enhanced Risk (USD) -2.16 10,000k 1/1/1995 116 Robust Methods LLC Macro Managed Account -2.15 5,000k 1/1/2005 115 AllMountain Capital AG Mount Denali Global Trends -2.14 160k 7/1/2007 114 Auspice Capital Advisors Ltd Auspice Diversified Program -2.13 1,500k 4/1/2006 113 Blackwater Capital Management Global Program -1.84 5,000k 7/1/2005 112 Molinero Capital Management LLP Global Markets Program -1.78 2,000k 7/1/2005 111 Systematic Alpha Management Systematic Alpha Futures Program -1.74 100k 6/1/2004 110 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -1.68 5,000k 1/1/2005 109 Endeavour Capital LLP Endeavour Pembroke -1.56 2,000k 7/1/2007 108 Transtrend B.V. DTP – Standard Risk (EUR) -1.53 10,000k 2/1/1999 107 Welton Investment Partners Welton Global -1.43 10,000k 6/1/2004 106 Wavefront Global Asset Management IMFC Global Investment Program -1.25 2,000k 2/1/2007 105 Emil van Essen EvE Systematic Global Opportunities -1.10 1,000k 9/1/2007 104 Covenant Capital Management Original Program -0.67 5,000k 9/1/1999 103 Quantmetrics Capital Management LLP Premier 12V Strategy -0.61 10,000k 4/1/2003 102 Estlander & Partners Alpha Trend -0.59 30,000k 10/1/1991 101 Rotella Capital Management Rotella Orion (Short-Term) Program -0.41 10,000k 3/1/2006 100 Red Rock Capital, LLC Systematic Global Macro -0.37 500k 9/1/2003 99 EMC Capital Advisors, LLC Classic -0.30 5,000k 1/1/1985 98 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.22 1,000k 9/1/1997 97 Witter & Lester, Inc. Redstone -0.17 500k 9/1/1994 96 Millburn Ridgefield Corporation Commodity Program -0.08 25,000k 3/1/2005 95 Covenant Capital Management Aggressive Program -0.03 3,000k 2/1/2004 91 Rho Asset Management Rho Altius 1XL Program 0.00 5,000k 11/1/2007 92 Auctos Capital Management Auctos Global Diversified 0.00 3,000k 11/1/2007 93 Ion Asset Architecture Ion Fund Program 0.00 10,000k 11/1/2007 94 Ion Asset Architecture (Fund Program) Ion Fund 0.00 100k 11/1/2007 90 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 89 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 0.01 0k 11/1/1996 88 Briarwood Capital Management, Inc. Diversified Trading Program 0.40 3,000k 7/1/2001 87 QCM Global Diversified Programme 0.40 500k 12/1/1995 86 Mobius Asset Management Energy Weighted Program 0.42 250k 1/1/2005 85 Southwest Managed Investments, LLC Global Diversified 0.42 200k 1/1/2002 84 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.44 1k 10/1/2006 83 Conquest Capital Group Conquest Select 0.52 250k 6/1/2004 82 Somers Brothers Capital Diversified Futures Program #1 0.58 100k 1/1/2005 81 FORT LP Fort Global Diversified 0.62 2,000k 10/1/1993 80 MERIT Alternative Investments GmbH Futures Portfolio 0.64 2,000k 6/1/1998 79 Briarwood Capital Management, Inc. Diversified 2XL 0.88 250k 11/1/2004 78 Alder Capital DAC Alder Global 10 0.90 250k 10/1/2000 77 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.13 100k 1/1/2000 76 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 1.14 10,000k 4/1/2004 75 Abraham Trading Company Diversified Program 1.16 10,000k 1/1/1988 74 Dominion Capital Sapphire Program 1.19 3,000k 5/1/2005 73 Quantica Capital AG Quantica Managed Futures 1.20 5,000k 1/1/2005 72 Future Trade AG Thales Swing Trading Programme 1.22 250k 6/1/2007 71 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.23 1,000k 3/1/1998 70 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 1.25 10,000k 1/1/2001 69 Revolution Capital Management Alpha Program 1.39 5,000k 6/1/2007 68 Alder Capital DAC Alder Global 20 1.40 250k 2/1/2001 67 DUNN Capital Management DUNN Combined Fund (DCF) 1.48 100k 5/1/1989 66 Rivoli Fund Management Rivoli International Fund (V9) 1.53 5,000k 1/1/2002 65 Jaguar Investments Ltd Vario Capital Strategy 1.77 1,000k 5/1/2016 64 Neural Capital Ltd Sentinel Trading Program 1.83 2,000k 1/1/2006 63 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 2.09 1,000k 10/1/2006 62 Ancile Capital Management Global Markets Program 2.17 2,000k 4/1/2005 61 Rivoli Fund Management Rivoli International Fund (E) 2.23 5,000k 10/1/1996 60 Pacific Capital Advisors Vanguard Program 2.32 100k 4/1/2007 59 Trigon Investment Advisors, LLC Foreign Exchange Program 2.33 5,000k 8/1/2000 58 Winton Capital Management Diversified 2.42 50,000k 10/1/1997 57 DUNN Capital Management D'Best Futures Fund, L.P. 2.50 100k 6/1/1994 56 Revolution Capital Management Alpha Fund 2.56 50k 1/1/2005 55 Clarke Capital Management Worldwide 2.61 250k 1/1/1996 54 Robinson-Langley Capital Management, LLC Managed Account Program 2.62 200k 1/1/2007 53 IKOS The IKOS Hedge Fund 2.65 10,000k 7/1/1998 52 Quantmetrics Capital Management LLP Directional 10V Strategy 2.67 10,000k 1/1/2007 51 Superfund Group Superfund Blue SPC Class A (EUR) 2.68 50k 4/1/2005 50 Rhicon Currency Management Rhicon Systematic Currency Program 2.69 3,000k 1/1/2004 49 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.83 10,000k 3/1/2003 48 Lynx Asset Management AB Lynx Program 2.83 75k 5/1/2000 47 Northfield Trading Diversified 2.90 2,000k 7/1/1989 46 Clarke Capital Management Millennium 2.97 1,000k 1/1/1998 45 NuWave Investment Management, LLC Combined Futures Portfolio 3.04 5,000k 6/1/2001 44 Eckhardt Trading Company Evolution Strategies 3.06 20,000k 8/1/1991 43 Alee Capital Management, LLC Mistral Program 3.17 2,500k 1/1/1999 42 NuWave Investment Management, LLC NuWave Investment Partners LP 3.18 250k 6/1/2001 41 Eckhardt Trading Company Evolution Strategies 1.2X 3.36 10,000k 10/1/1991 40 Quantitative Investment Management Quantitative Global Program 3.40 20,000k 10/1/2003 39 ISAM ISAM Systematic Trend Fund 3.45 1,000k 6/1/2001 38 Drury Capital Diversified Trend-Following Program 3.56 5,000k 5/1/1997 37 Mobius Asset Management Diversified Program 3.62 250k 3/1/2004 36 Non Correlated Capital Positive Theta Fund 3.65 50k 10/1/2007 35 John Locke Investments Cyril Systematic Program 3.73 8,000k 7/1/2000 34 Manning & Napier MN Xenon Global Fixed Income Program 3.77 2,000k 8/1/2004 33 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 3.87 200k 11/1/1999 32 Crabel Capital Management Crabel Multi-Product 3.98 1,000k 3/1/1998 31 RAM Management Group RAM MRTP 1X-Conservative 4.15 1,000k 9/1/1993 30 Romanesco Capital Management B.V Persistence Program 4.23 5,000k 9/1/2005 29 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 4.26 1,000k 5/1/2006 28 Dendrich Ltd QEP 4.39 50k 12/1/2005 27 Non Correlated Capital Positive Theta Program 4.49 250k 10/1/2007 26 Manning & Napier MN Xenon Managed Futures (2x) Program 4.68 5,000k 6/1/2006 25 Alee Capital Management, LLC Poniente Program 4.73 2,500k 1/1/1999 24 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 4.82 100k 1/1/2005 23 Hawksbill Capital Management Global Diversified 4.86 5,000k 11/1/1988 22 Mobius Asset Management Custom Trading Program 5.01 100k 1/1/2002 21 Mark J. Walsh Company Standard Program 5.38 2,000k 9/1/1985 20 Saxon Investment Corporation Diversified Program 5.48 3,000k 9/1/1988 19 Futures Truth Company, FTC-CTA MS4 5.48 250k 10/1/2007 18 Crescent Bay Capital Management Premium Stock Index Program 5.50 10k 10/1/2005 17 Conquest Capital Group Conquest Macro 6.70 250k 5/1/1999 16 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 6.73 10k 7/1/2005 15 Kelly Angle Inc. Genesis Program 6.75 2,000k 4/1/2000 14 Parizek Capital Futures Trading Program 6.87 500k 4/1/2000 13 Amplitude Capital International Limited Dynamic Strategy 7.01 6/1/2005 12 Strategic Capital Advisors LLC Contrarian 500 7.17 500k 12/1/2003 11 DUNN Capital Management World Monetary and Agriculture Program (WMA) 7.78 100k 11/1/1984 10 Clarke Capital Management Global Magnum 7.86 100k 8/1/1997 9 Arcanum Asset Management Equity Index Option Program (Prop) 8.00 500k 7/1/2006 8 Saxon Investment Corporation Aggressive Diversified Program 9.06 2,000k 11/1/1993 7 Parizek Capital Currency Program 9.70 1,000k 4/1/2006 6 Heyden & Steindl GmbH TOMAC2 11.98 5,000k 3/1/2003 5 Claughton Capital ARP Institutional Program 12.11 1,000k 10/1/2005 4 RAM Management Group MRTP Aggressive 14.32 1,000k 2/1/1998 3 Clarke Capital Management Global Basic 17.81 50k 2/1/1996 2 Emil van Essen Spread Trading Program 22.94 5,000k 12/1/2006 1 Quantum Leap Capital Management Managed Account Program 25.29 300k 8/1/2006 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.