Systematic Trader Index For March 2007 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 Mar 2007 Min Inv Inception 140 Superfund Group Superfund Green L.P. Series B -12.65 5k 10/1/2002 139 Kelly Angle Inc. Genesis Program -10.46 2,000k 4/1/2000 138 Quantum Leap Capital Management Managed Account Program -10.02 300k 8/1/2006 137 Covenant Capital Management Aggressive Program -9.69 3,000k 2/1/2004 136 RAM Management Group MRTP Aggressive -9.33 1,000k 2/1/1998 135 Crescent Bay Capital Management Premium Stock Index Program -9.18 10k 10/1/2005 134 Mulvaney Capital Management The Mulvaney Global Markets Fund -8.82 100k 5/1/1999 133 Superfund Group Superfund Green L.P. Series A -8.73 5k 10/1/2002 132 Dreiss Research Corporation Diversified Program -8.58 1,000k 5/1/1991 131 Superfund Group Superfund Green Gold C (SPC) -8.34 100k 10/1/2005 130 Superfund Group Superfund Green Master -8.32 2,000k 5/1/2001 129 Somers Brothers Capital Diversified Futures Program #1 -7.45 100k 1/1/2005 128 Hawksbill Capital Management Global Diversified -7.26 5,000k 11/1/1988 127 Welton Investment Partners Welton Global -7.24 10,000k 6/1/2004 126 Tactical Investment Management Tactical Institutional Commodity Program -7.15 10,000k 4/1/1993 125 Xplor Capital Management, LLC Global CTA Program -7.14 1,500k 7/1/2004 124 M.S. Capital Management Global Diversified Program -6.53 2,000k 11/1/1998 123 Superfund Group Superfund Green Gold B (SPC) -6.41 50k 10/1/2005 122 DUNN Capital Management D'Best Futures Fund, L.P. -6.40 100k 6/1/1994 121 DUNN Capital Management DUNN Combined Fund (DCF) -6.07 100k 5/1/1989 120 Covenant Capital Management Original Program -6.02 5,000k 9/1/1999 119 Superfund Group Superfund Green GCT USD -5.69 15k 1/1/2000 118 Heyden & Steindl GmbH TOMAC2 -5.45 5,000k 3/1/2003 117 QCM Global Diversified Programme -5.16 500k 12/1/1995 116 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -4.80 0k 11/1/1996 115 Superfund Group Superfund Green Gold A (SPC) -4.60 5k 10/1/2005 114 Eckhardt Trading Company Evolution Strategies 1.2X -4.54 10,000k 10/1/1991 113 Millburn Ridgefield Corporation Commodity Program -4.53 25,000k 3/1/2005 112 Mark J. Walsh Company Standard Program -4.42 2,000k 9/1/1985 111 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -4.28 10k 7/1/2005 110 Neural Capital Ltd Sentinel Trading Program -4.08 2,000k 1/1/2006 109 Eckhardt Trading Company Evolution Strategies -4.07 20,000k 8/1/1991 108 Northfield Trading Diversified -4.03 2,000k 7/1/1989 107 Winton Capital Management Diversified -3.95 50,000k 10/1/1997 106 Lynx Asset Management AB Lynx Program -3.89 75k 5/1/2000 105 Transtrend B.V. DTP – Enhanced Risk (JPY) -3.75 10,000k 8/1/2004 104 Transtrend B.V. DTP – Enhanced Risk (EUR) -3.59 10,000k 8/1/1999 103 Superfund Group Superfund Green Q-AG -3.46 2k 3/1/1996 102 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -3.36 200k 11/1/1999 101 DUNN Capital Management World Monetary and Agriculture Program (WMA) -3.36 100k 11/1/1984 100 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -3.35 1,000k 10/1/2006 99 Transtrend B.V. DTP – Enhanced Risk (USD) -3.24 10,000k 1/1/1995 98 EMC Capital Advisors, LLC Classic -3.20 5,000k 1/1/1985 97 Clarke Capital Management Millennium -3.14 1,000k 1/1/1998 96 Strategic Capital Advisors LLC Contrarian 500 -3.09 500k 12/1/2003 95 Alee Capital Management, LLC Poniente Program -3.09 2,500k 1/1/1999 94 Wavefront Global Asset Management IMFC Global Investment Program -3.03 2,000k 2/1/2007 93 RAM Management Group RAM MRTP 1X-Conservative -2.92 1,000k 9/1/1993 92 Saxon Investment Corporation Aggressive Diversified Program -2.87 2,000k 11/1/1993 91 Alee Capital Management, LLC Mistral Program -2.85 2,500k 1/1/1999 90 Witter & Lester, Inc. Stock Index Futures Trading Program -2.77 400k 1/1/1988 89 Rabar Market Research Diversified Program -2.73 2,000k 1/1/1989 88 Clarke Capital Management FX Plus -2.68 1,000k 5/1/2004 87 Mobius Asset Management Diversified Program -2.64 250k 3/1/2004 86 Conquest Capital Group Conquest Select -2.51 250k 6/1/2004 85 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -2.44 100k 1/1/2005 84 Auspice Capital Advisors Ltd Auspice Diversified Program -2.42 1,500k 4/1/2006 83 Wimmer Horizon LLP Managed Account -2.41 5,000k 5/1/2005 82 Mobius Asset Management Custom Trading Program -2.34 100k 1/1/2002 81 Estlander & Partners Global XL -2.33 5,000k 8/1/1991 80 Clarke Capital Management Worldwide -2.33 250k 1/1/1996 79 Abraham Trading Company Diversified Program -2.32 10,000k 1/1/1988 78 Romanesco Capital Management B.V Persistence Program -2.24 5,000k 9/1/2005 77 Transtrend B.V. DTP – Standard Risk (EUR) -2.20 10,000k 2/1/1999 76 Clarke Capital Management Jupiter -1.98 3,000k 5/1/2005 75 NuWave Investment Management, LLC Combined Futures Portfolio -1.95 5,000k 6/1/2001 74 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.91 10,000k 1/1/2001 73 NuWave Investment Management, LLC NuWave Investment Partners LP -1.68 250k 6/1/2001 72 Rivoli Fund Management Rivoli International Fund (E) -1.57 5,000k 10/1/1996 71 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.52 1,000k 3/1/1998 70 Spectrum Asset Management LLC Global Diversified -1.50 2,000k 1/1/2001 69 ISAM ISAM Systematic Trend Fund -1.42 1,000k 6/1/2001 68 Saxon Investment Corporation Diversified Program -1.42 3,000k 9/1/1988 67 Estlander & Partners Alpha Trend -1.33 30,000k 10/1/1991 66 Chesapeake Capital Diversified (LV) -1.27 100k 2/1/1988 65 Clarke Capital Management Global Magnum -1.24 100k 8/1/1997 64 Briarwood Capital Management, Inc. Diversified 2XL -1.20 250k 11/1/2004 63 Manning & Napier MN Xenon Managed Futures (2x) Program -1.14 5,000k 6/1/2006 62 Rivoli Fund Management Rivoli International Fund (V9) -1.10 5,000k 1/1/2002 61 Claughton Capital ARP Institutional Program -1.08 1,000k 10/1/2005 60 Estlander & Partners Global Markets -0.98 10,000k 8/1/1999 59 John Locke Investments Cyril Systematic Program -0.92 8,000k 7/1/2000 58 Trigon Investment Advisors, LLC Foreign Exchange Program -0.91 5,000k 8/1/2000 57 MERIT Alternative Investments GmbH Futures Portfolio -0.90 2,000k 6/1/1998 56 Manning & Napier MN Xenon Global Fixed Income Program -0.89 2,000k 8/1/2004 55 Briarwood Capital Management, Inc. Diversified Trading Program -0.79 3,000k 7/1/2001 54 Amplitude Capital International Limited Dynamic Strategy -0.77 6/1/2005 53 Quantica Capital AG Quantica Managed Futures -0.70 5,000k 1/1/2005 52 Clarke Capital Management Global Basic -0.66 50k 2/1/1996 51 Ancile Capital Management Global Markets Program -0.65 2,000k 4/1/2005 50 Robinson-Langley Capital Management, LLC Managed Account Program -0.49 200k 1/1/2007 49 Molinero Capital Management LLP Global Markets Program -0.45 2,000k 7/1/2005 48 Crabel Capital Management Crabel Multi-Product -0.45 1,000k 3/1/1998 47 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.45 1,000k 9/1/1997 46 Eclipse Capital Management Global Monetary -0.40 5,000k 8/1/1990 45 Rotella Capital Management Rotella Polaris Program (Diversified) -0.33 10,000k 1/1/1991 44 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.30 1k 10/1/2006 43 Jaguar Investments Ltd Vario Capital Strategy -0.28 1,000k 5/1/2016 42 Kinkopf Capital Management KCM S&P (Proprietary) -0.17 100k 1/1/1999 41 Mondiale Asset Management Mondiale Trading Program -0.11 0k 9/1/1997 40 Global Domain Partners, LLC Global Domain Vector Fund - Series A -0.10 500k 1/1/2006 39 Mobius Asset Management Energy Weighted Program -0.07 250k 1/1/2005 38 Rotella Capital Management Rotella Orion (Short-Term) Program -0.01 10,000k 3/1/2006 37 Parizek Capital Currency Program -0.01 1,000k 4/1/2006 36 Quantica Capital AG Quantica Diversified FX 0.00 5,000k 3/1/2007 35 Drury Capital Diversified Trend-Following Program 0.08 5,000k 5/1/1997 34 Red Rock Capital, LLC Systematic Global Macro 0.15 500k 9/1/2003 33 Witter & Lester, Inc. Redstone 0.17 500k 9/1/1994 32 Quantmetrics Capital Management LLP Premier 12V Strategy 0.28 10,000k 4/1/2003 31 Superfund Group Superfund Blue SPC Class A (EUR) 0.31 50k 4/1/2005 30 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.37 10,000k 4/1/2004 29 Dominion Capital Sapphire Program 0.46 3,000k 5/1/2005 28 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.53 10,000k 3/1/2003 27 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.54 5,000k 1/1/2005 26 IKOS The IKOS Hedge Fund 0.78 10,000k 7/1/1998 25 FORT LP Fort Global Diversified 0.83 2,000k 10/1/1993 24 Alder Capital DAC Alder Global 10 0.90 250k 10/1/2000 23 Robust Methods LLC Macro Managed Account 1.27 5,000k 1/1/2005 22 Conquest Capital Group Conquest Macro 1.29 250k 5/1/1999 21 Revolution Capital Management Alpha Fund 1.33 50k 1/1/2005 20 Systematic Alpha Management Systematic Alpha Futures Program 1.34 100k 6/1/2004 19 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.46 100k 1/1/2000 18 Alder Capital DAC Alder Global 20 1.50 250k 2/1/2001 17 FORT LP Fort Global Contrarian 1.52 2,000k 10/1/2002 16 Hyman Beck and Company Global Portfolio 1.75 1,000k 3/1/1991 15 Rhicon Currency Management Rhicon Systematic Currency Program 1.98 3,000k 1/1/2004 14 Blackwater Capital Management Global Program 2.14 5,000k 7/1/2005 13 Millburn Ridgefield Corporation Multi-Markets Program 2.43 25,000k 10/1/2004 12 Millburn Ridgefield Corporation Diversified Program 2.72 20,000k 2/1/1977 11 Quantmetrics Capital Management LLP Directional 10V Strategy 2.89 10,000k 1/1/2007 10 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 2.97 1,000k 5/1/2006 9 Keck Capital Management LLC The Keck Program 3.29 2,000k 12/1/2003 8 Parizek Capital Futures Trading Program 3.35 500k 4/1/2000 7 Southwest Managed Investments, LLC Global Diversified 3.97 200k 1/1/2002 6 Shield Plus LLC Shield Plus Natural Gas 4.14 50k 1/1/2004 5 Emil van Essen Spread Trading Program 4.19 5,000k 12/1/2006 4 Dendrich Ltd QEP 4.82 50k 12/1/2005 3 Quantitative Investment Management Quantitative Global Program 5.40 20,000k 10/1/2003 2 Arcanum Asset Management Equity Index Option Program (Prop) 5.67 500k 7/1/2006 1 Revolution Capital Management Mosaic Program 8.87 10,000k 10/1/2006 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.