Systematic Trader Index For April 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 Apr 2007 Min Inv Inception 141 Clarke Capital Management Global Magnum -6.06 100k 8/1/1997 140 Romanesco Capital Management B.V Persistence Program -3.58 5,000k 9/1/2005 139 Mobius Asset Management Custom Trading Program -3.15 100k 1/1/2002 138 Crescent Bay Capital Management Premium Stock Index Program -2.73 10k 10/1/2005 137 Mobius Asset Management Diversified Program -2.45 250k 3/1/2004 136 Clarke Capital Management Global Basic -2.11 50k 2/1/1996 135 Saxon Investment Corporation Aggressive Diversified Program -1.41 2,000k 11/1/1993 134 Crabel Capital Management Crabel Multi-Product -1.34 1,000k 3/1/1998 133 Auspice Auspice Diversified Program -0.79 1,500k 6/1/2007 132 Clarke Capital Management Millennium -0.78 1,000k 1/1/1998 131 Strategic Capital Advisors LLC Contrarian 500 -0.72 250k 12/1/2003 130 Quantmetrics Capital Management LLP Directional 10V Strategy -0.30 10,000k 1/1/2007 129 Systematic Alpha Management Systematic Alpha Futures Program -0.17 100k 6/1/2004 128 Parizek Capital Currency Program -0.09 1,000k 4/1/2006 126 Pacific Capital Advisors Vanguard Program 0.00 100k 4/1/2007 127 Rhicon Currency Management Rhicon Systematic Currency Program 0.00 3,000k 1/1/2004 125 Dominion Capital Sapphire Program 0.02 3,000k 5/1/2005 124 Xplor Capital Management, LLC Global CTA Program 0.13 1,500k 7/1/2004 123 Alder Capital DAC Alder Global 20 0.20 250k 2/1/2001 122 Rotella Capital Management Rotella Orion (Short-Term) Program 0.20 10,000k 3/1/2006 121 Shield Plus LLC Shield Plus Natural Gas 0.22 50k 1/1/2004 120 Quantmetrics Capital Management LLP Premier 12V Strategy 0.23 10,000k 4/1/2003 119 Alder Capital DAC Alder Global 10 0.30 250k 10/1/2000 118 Jaguar Investments Ltd Vario Capital Strategy 0.34 1,000k 5/1/2016 117 Manning & Napier MN Xenon Global Fixed Income Program 0.48 2,000k 8/1/2004 116 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.53 10,000k 1/1/2001 115 Witter & Lester, Inc. Redstone 0.55 500k 9/1/1994 114 Trigon Investment Advisors, LLC Foreign Exchange Program 0.57 5,000k 8/1/2000 113 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.75 10,000k 4/1/2004 112 Saxon Investment Corporation Diversified Program 0.77 3,000k 9/1/1988 111 John Locke Investments Cyril Systematic Program 0.92 8,000k 7/1/2000 110 Mondiale Asset Management Mondiale Trading Program 0.97 0k 9/1/1997 109 Heyden & Steindl GmbH TOMAC2 0.98 5,000k 3/1/2003 108 Manning & Napier MN Xenon Managed Futures (2x) Program 1.09 5,000k 6/1/2006 107 Superfund Group Superfund Blue SPC Class A (EUR) 1.12 50k 4/1/2005 106 Quantitative Investment Management Quantitative Global Program 1.27 20,000k 10/1/2003 105 MERIT Alternative Investments GmbH Futures Portfolio 1.47 2,000k 6/1/1998 104 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.50 1,000k 5/1/2006 103 Ancile Capital Management Global Markets Program 1.60 2,000k 4/1/2005 102 Rotella Capital Management Rotella Polaris Program (Diversified) 1.74 10,000k 1/1/1991 101 RAM Management Group RAM MRTP 1X-Conservative 1.75 1,000k 9/1/1993 100 Millburn Ridgefield Corporation Commodity Program 1.83 25,000k 3/1/2005 99 IKOS The IKOS Hedge Fund 1.99 10,000k 7/1/1998 98 Briarwood Capital Management, Inc. Diversified Trading Program 2.04 3,000k 7/1/2001 97 Robust Methods LLC Macro Managed Account 2.18 5,000k 1/1/2005 96 Global Domain Partners, LLC Global Domain Vector Fund - Series A 2.21 500k 1/1/2006 95 Witter & Lester, Inc. Stock Index Futures Trading Program 2.29 400k 1/1/1988 94 Spectrum Asset Management LLC Global Diversified 2.30 2,000k 1/1/2001 93 Insch Capital Management SA Interbank Currency Program - 3X Leverage 2.31 100k 1/1/2000 92 Conquest Capital Group Conquest Macro 2.34 250k 5/1/1999 91 Kaiser Trading Group Kaiser Global Diversified Program - Class B 2.35 1,000k 3/1/1998 90 NuWave Investment Management, LLC Combined Futures Portfolio 2.39 5,000k 6/1/2001 89 M.S. Capital Management Global Diversified Program 2.43 2,000k 11/1/1998 88 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.43 1,000k 9/1/1997 87 Northfield Trading Diversified 2.56 2,000k 7/1/1989 86 Mulvaney Capital Management The Mulvaney Global Markets Fund 2.59 100k 5/1/1999 85 Mobius Asset Management Energy Weighted Program 2.65 250k 1/1/2005 84 Quantica Capital AG Quantica Diversified FX 2.70 5,000k 3/1/2007 83 NuWave Investment Management, LLC NuWave Investment Partners LP 2.70 250k 6/1/2001 82 Conquest Capital Group Conquest Select 2.73 250k 6/1/2004 81 Hawksbill Capital Management Global Diversified 2.74 5,000k 11/1/1988 80 Estlander & Partners Alpha Trend 3.00 30,000k 10/1/1991 79 Eckhardt Trading Company Evolution Strategies 3.19 20,000k 8/1/1991 78 Drury Capital Diversified Trend-Following Program 3.21 5,000k 5/1/1997 77 Arcanum Asset Management Equity Index Option Program (Prop) 3.33 500k 7/1/2006 76 Lynx Asset Management AB Lynx Program 3.38 75k 5/1/2000 75 Parizek Capital Futures Trading Program 3.43 500k 4/1/2000 74 Kinkopf Capital Management KCM S&P (Proprietary) 3.49 100k 1/1/1999 73 Transtrend B.V. DTP – Standard Risk (EUR) 3.51 10,000k 2/1/1999 72 Clarke Capital Management Worldwide 3.69 250k 1/1/1996 71 Eckhardt Trading Company Evolution Strategies 1.2X 3.71 10,000k 10/1/1991 70 SEB Asset Management SEB Asset Selection Fund C (EUR) 3.76 1k 10/1/2006 69 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 3.78 100k 1/1/2005 68 Quantica Capital AG Quantica Managed Futures 3.80 10,000k 1/1/2005 67 Blackwater Capital Management Global Program 3.82 5,000k 7/1/2005 66 FORT LP Fort Global Contrarian 3.84 2,000k 10/1/2002 65 Southwest Managed Investments, LLC Global Diversified 3.87 200k 1/1/2002 64 ISAM ISAM Systematic Trend Fund 3.98 1,000k 6/1/2001 63 Alee Capital Management, LLC Poniente Program 4.03 2,500k 1/1/1999 62 Kelly Angle Inc. Genesis Program 4.05 2,000k 4/1/2000 61 DUNN Capital Management DUNN Combined Fund (DCF) 4.10 100k 5/1/1989 60 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 4.14 10,000k 3/1/2003 59 EMC Capital Advisors, LLC Classic 4.20 5,000k 1/1/1985 58 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 4.21 10k 7/1/2005 57 Briarwood Capital Management, Inc. Diversified 2XL 4.27 250k 11/1/2004 56 Mark J. Walsh Company Standard Program 4.27 2,000k 9/1/1985 55 Rivoli Fund Management Rivoli International Fund (V9) 4.36 5,000k 1/1/2002 54 FORT LP Fort Global Diversified 4.46 2,000k 3/1/2002 53 Red Rock Capital, LLC Systematic Global Macro 4.50 500k 9/1/2003 52 Chesapeake Capital Diversified (LV) 4.53 100k 2/1/1988 51 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 4.55 1,000k 10/1/2006 50 Dreiss Research Corporation Diversified Program 4.58 1,000k 5/1/1991 49 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 4.67 5,000k 1/1/2005 48 Claughton Capital ARP Institutional Program 4.72 1,000k 10/1/2005 47 Molinero Capital Management LLP Global Markets Program 5.00 2,000k 7/1/2005 46 Wimmer Horizon LLP Managed Account 5.03 5,000k 5/1/2005 45 Covenant Capital Management Original Program 5.07 5,000k 9/1/1999 44 Hyman Beck and Company Global Portfolio 5.19 1,000k 3/1/1991 43 Alee Capital Management, LLC Mistral Program 5.33 2,500k 1/1/1999 42 DUNN Capital Management D'Best Futures Fund, L.P. 5.59 100k 6/1/1994 41 Transtrend B.V. DTP – Enhanced Risk (USD) 5.69 10,000k 1/1/1995 40 Millburn Ridgefield Corporation Multi-Markets Program 5.73 25,000k 10/1/2004 39 Transtrend B.V. DTP – Enhanced Risk (EUR) 5.73 10,000k 8/1/1999 38 Clarke Capital Management Jupiter 5.75 3,000k 5/1/2005 37 Transtrend B.V. DTP – Enhanced Risk (JPY) 5.85 10,000k 8/1/2004 36 Eclipse Capital Management Global Monetary 5.90 5,000k 8/1/1990 35 Rabar Market Research Diversified Program 5.94 2,000k 1/1/1989 34 RAM Management Group MRTP Aggressive 6.01 1,000k 2/1/1998 33 Millburn Ridgefield Corporation Diversified Program 6.26 20,000k 2/1/1977 32 Neural Capital Ltd Sentinel Trading Program 6.42 2,000k 1/1/2006 31 Winton Capital Management Diversified 6.46 50,000k 10/1/1997 30 Abraham Trading Company Diversified Program 6.50 10,000k 1/1/1988 29 Welton Investment Partners Welton Global 6.62 10,000k 6/1/2004 28 Estlander & Partners Global Markets 6.64 10,000k 8/1/1999 27 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 6.71 0k 11/1/1996 26 Amplitude Capital International Limited Dynamic Strategy 6.78 6/1/2005 25 Rivoli Fund Management Rivoli International Fund (E) 7.01 5,000k 10/1/1996 24 Superfund Group Superfund Green Q-AG 7.61 2k 3/1/1996 23 Quantum Leap Capital Management Managed Account Program 7.84 300k 8/1/2006 22 Clarke Capital Management FX Plus 7.89 1,000k 5/1/2004 21 Superfund Group Superfund Green L.P. Series A 7.99 5k 10/1/2002 20 QCM Global Diversified Programme 8.13 500k 12/1/1995 19 DUNN Capital Management World Monetary and Agriculture Program (WMA) 8.22 100k 11/1/1984 18 Covenant Capital Management Aggressive Program 8.50 3,000k 2/1/2004 17 Tactical Investment Management Tactical Institutional Commodity Program 8.58 10,000k 4/1/1993 16 Wavefront Global Asset Management IMFC Global Investment Program 9.05 2,000k 2/1/2007 15 Keck Capital Management LLC The Keck Program 9.59 2,000k 12/1/2003 14 Superfund Group Superfund Green Gold A (SPC) 10.21 5k 10/1/2005 13 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 10.66 200k 11/1/1999 12 Superfund Group Superfund Green GCT USD 10.93 15k 1/1/2000 11 Superfund Group Superfund Green L.P. Series B 11.38 5k 10/1/2002 10 Revolution Capital Management Alpha Fund 12.99 50k 1/1/2005 9 Somers Brothers Capital Diversified Futures Program #1 13.42 100k 1/1/2005 8 Superfund Group Superfund Green Gold B (SPC) 13.44 50k 10/1/2005 7 Revolution Capital Management Mosaic Program 13.52 10,000k 10/1/2006 6 Estlander & Partners Global XL 13.60 5,000k 8/1/1991 5 Robinson-Langley Capital Management, LLC Managed Account Program 13.70 200k 1/1/2007 4 Dendrich Ltd QEP 15.43 50k 12/1/2005 3 Superfund Group Superfund Green Master 16.84 2,000k 5/1/2001 2 Superfund Group Superfund Green Gold C (SPC) 18.86 100k 10/1/2005 1 Emil van Essen Spread Trading Program 25.23 5,000k 12/1/2006 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.