Systematic Trader Index For May 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 May 2007 Min Inv Inception 142 Conquest Capital Group Conquest Macro -8.44 250k 5/1/1999 141 Romanesco Capital Management B.V Persistence Program -6.23 5,000k 9/1/2005 140 Robinson-Langley Capital Management, LLC Managed Account Program -5.52 200k 1/1/2007 139 Parizek Capital Currency Program -5.08 1,000k 4/1/2006 138 Somers Brothers Capital Diversified Futures Program #1 -4.90 100k 1/1/2005 137 Trigon Investment Advisors, LLC Foreign Exchange Program -4.35 5,000k 8/1/2000 136 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -4.21 200k 11/1/1999 135 Quantitative Investment Management Quantitative Global Program -3.80 20,000k 10/1/2003 134 Rhicon Currency Management Rhicon Systematic Currency Program -3.48 3,000k 1/1/2004 133 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.21 100k 1/1/2000 132 Clarke Capital Management Millennium -2.96 1,000k 1/1/1998 131 Quantum Leap Capital Management Managed Account Program -2.73 300k 8/1/2006 130 Pacific Capital Advisors Vanguard Program -2.72 100k 4/1/2007 129 Crabel Capital Management Crabel Multi-Product -2.70 1,000k 3/1/1998 128 Rotella Capital Management Rotella Orion (Short-Term) Program -2.63 10,000k 3/1/2006 127 Parizek Capital Futures Trading Program -2.59 500k 4/1/2000 126 Dominion Capital Sapphire Program -2.14 3,000k 5/1/2005 125 John Locke Investments Cyril Systematic Program -2.01 8,000k 7/1/2000 124 Mark J. Walsh Company Standard Program -1.42 2,000k 9/1/1985 123 Red Rock Capital, LLC Systematic Global Macro -1.24 500k 9/1/2003 122 Mobius Asset Management Energy Weighted Program -1.00 250k 1/1/2005 121 Mobius Asset Management Custom Trading Program -0.95 100k 1/1/2002 120 Rotella Capital Management Rotella Polaris Program (Diversified) -0.77 10,000k 1/1/1991 119 Clarke Capital Management Global Basic -0.76 50k 2/1/1996 118 Tactical Investment Management Tactical Institutional Commodity Program -0.61 10,000k 4/1/1993 117 Superfund Group Superfund Blue SPC Class A (EUR) -0.40 50k 4/1/2005 116 Clarke Capital Management Global Magnum -0.33 100k 8/1/1997 115 Briarwood Capital Management, Inc. Diversified 2XL -0.22 250k 11/1/2004 114 Briarwood Capital Management, Inc. Diversified Trading Program -0.22 3,000k 7/1/2001 113 Saxon Investment Corporation Diversified Program -0.22 3,000k 9/1/1988 112 Shield Plus LLC Shield Plus Natural Gas -0.20 50k 1/1/2004 111 QCM Global Diversified Programme -0.12 500k 12/1/1995 110 Jaguar Investments Ltd Vario Capital Strategy -0.10 1,000k 5/1/2016 109 Mobius Asset Management Diversified Program -0.05 250k 3/1/2004 108 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.04 10,000k 4/1/2004 107 Altradis Capital AG AlphAlgo 0.00 100k 5/1/2007 106 Amplitude Capital International Limited Dynamic Strategy 0.06 6/1/2005 105 Saxon Investment Corporation Aggressive Diversified Program 0.08 2,000k 11/1/1993 104 Dendrich Ltd QEP 0.12 50k 12/1/2005 103 NuWave Investment Management, LLC NuWave Investment Partners LP 0.33 250k 6/1/2001 102 NuWave Investment Management, LLC Combined Futures Portfolio 0.34 5,000k 6/1/2001 101 Neural Capital Ltd Sentinel Trading Program 0.42 2,000k 1/1/2006 100 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.44 5,000k 1/1/2005 99 Covenant Capital Management Original Program 0.49 5,000k 9/1/1999 98 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.51 10,000k 1/1/2001 97 Covenant Capital Management Aggressive Program 0.60 3,000k 2/1/2004 96 Superfund Group Superfund Green Gold A (SPC) 0.63 5k 10/1/2005 95 Quantmetrics Capital Management LLP Directional 10V Strategy 0.68 10,000k 1/1/2007 94 Auspice Capital Advisors Ltd Auspice Diversified Program 0.71 1,500k 4/1/2006 93 Millburn Ridgefield Corporation Commodity Program 0.73 25,000k 3/1/2005 92 Quantmetrics Capital Management LLP Premier 12V Strategy 0.74 10,000k 4/1/2003 91 Global Domain Partners, LLC Global Domain Vector Fund - Series A 0.78 500k 1/1/2006 90 MERIT Alternative Investments GmbH Futures Portfolio 0.95 2,000k 6/1/1998 89 Alee Capital Management, LLC Poniente Program 0.96 2,500k 1/1/1999 88 Southwest Managed Investments, LLC Global Diversified 0.97 200k 1/1/2002 87 Witter & Lester, Inc. Redstone 1.16 500k 9/1/1994 86 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 1.33 10k 7/1/2005 85 Mondiale Asset Management Mondiale Trading Program 1.36 0k 9/1/1997 84 Clarke Capital Management Worldwide 1.40 250k 1/1/1996 83 Systematic Alpha Management Systematic Alpha Futures Program 1.55 100k 6/1/2004 82 M.S. Capital Management Global Diversified Program 1.69 2,000k 11/1/1998 81 IKOS The IKOS Hedge Fund 1.70 10,000k 7/1/1998 80 Eckhardt Trading Company Evolution Strategies 1.70 20,000k 8/1/1991 79 FORT LP Fort Global Contrarian 1.86 2,000k 10/1/2002 78 Rivoli Fund Management Rivoli International Fund (V9) 2.05 5,000k 1/1/2002 77 Eckhardt Trading Company Evolution Strategies 1.2X 2.10 10,000k 10/1/1991 76 Kaiser Trading Group Kaiser Global Diversified Program - Class B 2.14 1,000k 3/1/1998 75 Alder Capital DAC Alder Global 10 2.20 250k 10/1/2000 74 Spectrum Asset Management LLC Global Diversified 2.24 2,000k 1/1/2001 73 RAM Management Group RAM MRTP 1X-Conservative 2.28 1,000k 9/1/1993 72 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.34 1k 10/1/2006 71 Superfund Group Superfund Green L.P. Series A 2.39 5k 10/1/2002 70 Quantica Capital AG Quantica Diversified FX 2.50 5,000k 3/1/2007 69 Conquest Capital Group Conquest Select 2.55 250k 6/1/2004 68 FORT LP Fort Global Diversified 2.61 2,000k 10/1/1993 67 Manning & Napier MN Xenon Global Fixed Income Program 2.71 2,000k 8/1/2004 66 Superfund Group Superfund Green Gold B (SPC) 2.76 50k 10/1/2005 65 Hawksbill Capital Management Global Diversified 2.77 5,000k 11/1/1988 64 Alee Capital Management, LLC Mistral Program 2.84 2,500k 1/1/1999 63 Quantica Capital AG Quantica Managed Futures 2.90 5,000k 1/1/2005 62 Arcanum Asset Management Equity Index Option Program (Prop) 3.00 500k 7/1/2006 61 Estlander & Partners Global Markets 3.28 10,000k 8/1/1999 60 Hyman Beck and Company Global Portfolio 3.35 1,000k 3/1/1991 59 Robust Methods LLC Macro Managed Account 3.38 5,000k 1/1/2005 58 Drury Capital Diversified Trend-Following Program 3.39 5,000k 5/1/1997 57 Superfund Group Superfund Green L.P. Series B 3.41 5k 10/1/2002 56 Superfund Group Superfund Green Q-AG 3.52 2k 3/1/1996 55 Welton Investment Partners Welton Global 3.53 10,000k 6/1/2004 54 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.57 1,000k 9/1/1997 53 EMC Capital Advisors, LLC Classic 3.60 5,000k 1/1/1985 52 Rivoli Fund Management Rivoli International Fund (E) 3.65 5,000k 10/1/1996 51 Estlander & Partners Alpha Trend 3.78 30,000k 10/1/1991 50 Blackwater Capital Management Global Program 3.86 5,000k 7/1/2005 49 Alder Capital DAC Alder Global 20 3.90 250k 2/1/2001 48 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 4.05 1,000k 10/1/2006 47 Kinkopf Capital Management KCM S&P (Proprietary) 4.18 100k 1/1/1999 46 Transtrend B.V. DTP – Standard Risk (EUR) 4.32 10,000k 2/1/1999 45 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 4.33 1,000k 5/1/2006 44 Witter & Lester, Inc. Stock Index Futures Trading Program 4.48 400k 1/1/1988 43 Clarke Capital Management Jupiter 4.65 3,000k 5/1/2005 42 Mulvaney Capital Management The Mulvaney Global Markets Fund 4.70 100k 5/1/1999 41 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 4.87 100k 1/1/2005 40 Abraham Trading Company Diversified Program 4.96 10,000k 1/1/1988 39 Wimmer Horizon LLP Managed Account 4.98 5,000k 5/1/2005 38 Winton Capital Management Diversified 5.05 50,000k 10/1/1997 37 Heyden & Steindl GmbH TOMAC2 5.06 5,000k 3/1/2003 36 Superfund Group Superfund Green Gold C (SPC) 5.12 100k 10/1/2005 35 Xplor Capital Management, LLC Global CTA Program 5.15 1,500k 7/1/2004 34 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 5.30 1,000k 3/1/2003 33 Eclipse Capital Management Global Monetary 5.45 5,000k 8/1/1990 32 Chesapeake Capital Diversified (LV) 5.48 100k 2/1/1988 31 Molinero Capital Management LLP Global Markets Program 5.48 2,000k 7/1/2005 30 Wavefront Global Asset Management IMFC Global Investment Program 5.56 2,000k 2/1/2007 29 Ancile Capital Management Global Markets Program 5.86 2,000k 4/1/2005 28 Rabar Market Research Diversified Program 5.88 2,000k 1/1/1989 27 Superfund Group Superfund Green GCT USD 5.99 15k 1/1/2000 26 Lynx Asset Management AB Lynx Program 6.09 75k 5/1/2000 25 RAM Management Group MRTP Aggressive 6.15 1,000k 2/1/1998 24 Claughton Capital ARP Institutional Program 6.46 1,000k 10/1/2005 23 Millburn Ridgefield Corporation Multi-Markets Program 6.53 25,000k 10/1/2004 22 ISAM ISAM Systematic Trend Fund 6.61 1,000k 6/1/2001 21 Revolution Capital Management Mosaic Program 6.68 10,000k 10/1/2006 20 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 6.75 0k 11/1/1996 19 Clarke Capital Management FX Plus 6.76 1,000k 5/1/2004 18 Crescent Bay Capital Management Premium Stock Index Program 6.77 10k 10/1/2005 17 Millburn Ridgefield Corporation Diversified Program 6.78 20,000k 2/1/1977 16 Estlander & Partners Global XL 6.79 5,000k 8/1/1991 15 Transtrend B.V. DTP – Enhanced Risk (USD) 6.84 10,000k 1/1/1995 14 Manning & Napier MN Xenon Managed Futures (2x) Program 6.91 5,000k 6/1/2006 13 Transtrend B.V. DTP – Enhanced Risk (JPY) 7.25 10,000k 8/1/2004 12 Transtrend B.V. DTP – Enhanced Risk (EUR) 7.42 10,000k 8/1/1999 11 Kelly Angle Inc. Genesis Program 7.47 2,000k 4/1/2000 10 DUNN Capital Management DUNN Combined Fund (DCF) 7.47 100k 5/1/1989 9 Strategic Capital Advisors LLC Contrarian 500 8.41 500k 12/1/2003 8 Superfund Group Superfund Green Master 8.98 2,000k 5/1/2001 7 Dreiss Research Corporation Diversified Program 9.10 1,000k 5/1/1991 6 Northfield Trading Diversified 9.10 2,000k 7/1/1989 5 DUNN Capital Management D'Best Futures Fund, L.P. 11.28 100k 6/1/1994 4 DUNN Capital Management World Monetary and Agriculture Program (WMA) 11.77 100k 11/1/1984 3 Revolution Capital Management Alpha Fund 12.82 50k 1/1/2005 2 Keck Capital Management LLC The Keck Program 12.98 2,000k 12/1/2003 1 Emil van Essen Spread Trading Program 15.83 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.