Systematic Trader Index For June 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 Jun 2007 Min Inv Inception 145 Emil van Essen Spread Trading Program -20.86 5,000k 12/1/2006 144 RAM Management Group MRTP Aggressive -7.13 1,000k 2/1/1998 143 Shield Plus LLC Shield Plus Natural Gas -5.52 50k 1/1/2004 142 Amplitude Capital International Limited Dynamic Strategy -3.79 6/1/2005 141 Quantum Leap Capital Management Managed Account Program -3.72 300k 8/1/2006 140 Mobius Asset Management Custom Trading Program -3.10 100k 1/1/2002 139 Clarke Capital Management Jupiter -3.07 3,000k 5/1/2005 138 Jaguar Investments Ltd Vario Capital Strategy -2.90 1,000k 5/1/2016 137 Mobius Asset Management Energy Weighted Program -2.26 250k 1/1/2005 136 Superfund Group Superfund Blue SPC Class A (EUR) -2.22 50k 4/1/2005 135 Southwest Managed Investments, LLC Global Diversified -2.02 200k 1/1/2002 134 Pacific Capital Advisors Vanguard Program -1.97 100k 4/1/2007 133 RAM Management Group RAM MRTP 1X-Conservative -1.88 1,000k 9/1/1993 132 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.67 200k 11/1/1999 131 Rivoli Fund Management Rivoli International Fund (E) -1.52 5,000k 10/1/1996 130 Clarke Capital Management Global Basic -1.51 50k 2/1/1996 129 Mobius Asset Management Diversified Program -1.50 250k 3/1/2004 128 Auspice Auspice Diversified Program -1.32 1,500k 6/1/2007 127 Clarke Capital Management Global Magnum -0.94 100k 8/1/1997 126 Manning & Napier MN Xenon Global Fixed Income Program -0.89 2,000k 8/1/2004 125 Millburn Ridgefield Corporation Commodity Program -0.77 25,000k 3/1/2005 124 Conquest Capital Group Conquest Macro -0.74 250k 5/1/1999 123 Alee Capital Management, LLC Mistral Program -0.72 2,500k 1/1/1999 122 Trigon Investment Advisors, LLC Foreign Exchange Program -0.68 5,000k 8/1/2000 121 Rivoli Fund Management Rivoli International Fund (V9) -0.64 5,000k 1/1/2002 120 Alder Capital DAC Alder Global 20 -0.40 250k 2/1/2001 119 Mondiale Asset Management Mondiale Trading Program -0.40 0k 9/1/1997 118 Covenant Capital Management Original Program -0.35 5,000k 9/1/1999 117 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.32 10,000k 1/1/2001 116 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -0.23 1,000k 10/1/2006 115 QCM Global Diversified Programme -0.22 500k 12/1/1995 114 FORT LP Fort Global Contrarian -0.14 2,000k 10/1/2002 112 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 0.00 75k 6/1/2007 111 Revolution Capital Management Alpha Program 0.00 5,000k 6/1/2007 110 Alder Capital DAC Alder Global 10 0.00 250k 10/1/2000 113 Future Trade AG Thales Swing Trading Programme 0.00 250k 6/1/2007 109 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.08 1,000k 3/1/1998 108 Estlander & Partners Alpha Trend 0.11 30,000k 10/1/1991 107 Clarke Capital Management FX Plus 0.13 1,000k 5/1/2004 106 Quantmetrics Capital Management LLP Directional 10V Strategy 0.16 10,000k 1/1/2007 105 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.21 10,000k 4/1/2004 104 IKOS The IKOS Hedge Fund 0.25 10,000k 7/1/1998 103 Spectrum Asset Management LLC Global Diversified 0.30 2,000k 1/1/2001 102 Red Rock Capital, LLC Systematic Global Macro 0.31 500k 9/1/2003 101 Covenant Capital Management Aggressive Program 0.45 3,000k 2/1/2004 100 Claughton Capital ARP Institutional Program 0.46 1,000k 10/1/2005 99 Rotella Capital Management Rotella Polaris Program (Diversified) 0.49 10,000k 1/1/1991 98 Crescent Bay Capital Management Premium Stock Index Program 0.60 10k 10/1/2005 97 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 0.67 100k 1/1/2005 96 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.76 100k 1/1/2000 95 Chesapeake Capital Diversified (LV) 0.80 100k 2/1/1988 94 FORT LP Fort Global Diversified 0.97 2,000k 3/1/2002 93 Global Domain Partners, LLC Global Domain Vector Fund - Series A 0.98 500k 1/1/2006 92 Witter & Lester, Inc. Redstone 1.11 500k 9/1/1994 91 Superfund Group Superfund Green Gold A (SPC) 1.13 5k 10/1/2005 90 Quantitative Investment Management Quantitative Global Program 1.18 20,000k 10/1/2003 89 Eclipse Capital Management Global Monetary 1.20 5,000k 8/1/1990 88 Quantica Capital AG Quantica Managed Futures 1.20 10,000k 1/1/2005 87 Robust Methods LLC Macro Managed Account 1.38 5,000k 1/1/2005 86 Manning & Napier MN Xenon Managed Futures (2x) Program 1.39 5,000k 6/1/2006 85 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 1.41 1,000k 9/1/1997 84 Alee Capital Management, LLC Poniente Program 1.80 2,500k 1/1/1999 83 Winton Capital Management Diversified 1.91 50,000k 10/1/1997 82 Molinero Capital Management LLP Global Markets Program 1.94 2,000k 7/1/2005 81 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.02 1k 10/1/2006 80 Hawksbill Capital Management Global Diversified 2.05 5,000k 11/1/1988 79 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 2.06 5,000k 1/1/2005 78 Quantmetrics Capital Management LLP Premier 12V Strategy 2.10 10,000k 4/1/2003 77 Dominion Capital Sapphire Program 2.12 3,000k 5/1/2005 76 Superfund Group Superfund Green Gold B (SPC) 2.15 50k 10/1/2005 75 Rhicon Currency Management Rhicon Systematic Currency Program 2.17 3,000k 1/1/2004 74 Briarwood Capital Management, Inc. Diversified Trading Program 2.23 3,000k 7/1/2001 73 Altradis Capital AG AlphAlgo 2.30 100k 5/1/2007 72 Rotella Capital Management Rotella Orion (Short-Term) Program 2.41 10,000k 3/1/2006 71 Superfund Group Superfund Green Q-AG 2.45 2k 3/1/1996 70 Transtrend B.V. DTP – Standard Risk (EUR) 2.47 10,000k 2/1/1999 69 Robinson-Langley Capital Management, LLC Managed Account Program 2.47 200k 1/1/2007 68 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.50 10k 7/1/2005 67 Xplor Capital Management, LLC Global CTA Program 2.52 1,500k 7/1/2004 66 Superfund Group Superfund Green Gold C (SPC) 2.60 100k 10/1/2005 65 Estlander & Partners Global Markets 2.62 10,000k 8/1/1999 64 Hyman Beck and Company Global Portfolio 2.65 1,000k 3/1/1991 63 Systematic Alpha Management Systematic Alpha Futures Program 2.65 100k 6/1/2004 62 Somers Brothers Capital Diversified Futures Program #1 2.90 100k 1/1/2005 61 Saxon Investment Corporation Diversified Program 2.96 3,000k 9/1/1988 60 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 3.04 1,000k 5/1/2006 59 Quantica Capital AG Quantica Diversified FX 3.20 5,000k 3/1/2007 58 MERIT Alternative Investments GmbH Futures Portfolio 3.25 2,000k 6/1/1998 57 Arcanum Asset Management Equity Index Option Program (Prop) 3.33 500k 7/1/2006 56 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.38 10,000k 8/1/2004 55 Mark J. Walsh Company Standard Program 3.39 2,000k 9/1/1985 54 Millburn Ridgefield Corporation Diversified Program 3.41 20,000k 2/1/1977 53 Rabar Market Research Diversified Program 3.41 2,000k 1/1/1989 52 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.43 10,000k 3/1/2003 51 Conquest Capital Group Conquest Select 3.52 250k 6/1/2004 50 Clarke Capital Management Worldwide 3.61 250k 1/1/1996 49 Transtrend B.V. DTP – Enhanced Risk (EUR) 3.62 10,000k 8/1/1999 48 Transtrend B.V. DTP – Enhanced Risk (USD) 3.65 10,000k 1/1/1995 47 Abraham Trading Company Diversified Program 3.66 10,000k 1/1/1988 46 Superfund Group Superfund Green GCT USD 3.76 15k 1/1/2000 45 Clarke Capital Management Millennium 3.94 1,000k 1/1/1998 44 Ancile Capital Management Global Markets Program 4.11 2,000k 4/1/2005 43 Millburn Ridgefield Corporation Multi-Markets Program 4.18 25,000k 10/1/2004 42 Northfield Trading Diversified 4.20 2,000k 7/1/1989 41 Wimmer Horizon LLP Managed Account 4.20 5,000k 5/1/2005 40 Crabel Capital Management Crabel Multi-Product 4.33 1,000k 3/1/1998 39 Dreiss Research Corporation Diversified Program 4.41 1,000k 5/1/1991 38 Wavefront Global Asset Management IMFC Global Investment Program 4.44 2,000k 2/1/2007 37 Neural Capital Ltd Sentinel Trading Program 4.45 2,000k 1/1/2006 36 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 4.47 0k 11/1/1996 35 Revolution Capital Management Alpha Fund 4.54 50k 1/1/2005 34 Romanesco Capital Management B.V Persistence Program 4.61 5,000k 9/1/2005 33 EMC Capital Advisors, LLC Classic 4.70 5,000k 1/1/1985 32 Briarwood Capital Management, Inc. Diversified 2XL 4.79 250k 11/1/2004 31 Mulvaney Capital Management The Mulvaney Global Markets Fund 4.85 100k 5/1/1999 30 DUNN Capital Management DUNN Combined Fund (DCF) 4.88 100k 5/1/1989 29 Lynx Asset Management AB Lynx Program 4.96 75k 5/1/2000 28 Parizek Capital Currency Program 4.96 1,000k 4/1/2006 27 Saxon Investment Corporation Aggressive Diversified Program 5.15 2,000k 11/1/1993 26 Eckhardt Trading Company Evolution Strategies 5.21 20,000k 8/1/1991 25 Welton Investment Partners Welton Global 5.21 10,000k 6/1/2004 24 NuWave Investment Management, LLC NuWave Investment Partners LP 5.30 250k 6/1/2001 23 John Locke Investments Cyril Systematic Program 5.42 8,000k 7/1/2000 22 NuWave Investment Management, LLC Combined Futures Portfolio 5.52 5,000k 6/1/2001 21 Estlander & Partners Global XL 5.68 5,000k 8/1/1991 20 Strategic Capital Advisors LLC Contrarian 500 5.73 250k 12/1/2003 19 Eckhardt Trading Company Evolution Strategies 1.2X 5.81 10,000k 10/1/1991 18 Witter & Lester, Inc. Stock Index Futures Trading Program 6.22 400k 1/1/1988 17 Blackwater Capital Management Global Program 6.67 5,000k 7/1/2005 16 Tactical Investment Management Tactical Institutional Commodity Program 6.76 10,000k 4/1/1993 15 Superfund Group Superfund Green L.P. Series A 6.84 5k 10/1/2002 14 Parizek Capital Futures Trading Program 6.93 500k 4/1/2000 13 M.S. Capital Management Global Diversified Program 7.23 2,000k 11/1/1998 12 DUNN Capital Management D'Best Futures Fund, L.P. 7.36 100k 6/1/1994 11 DUNN Capital Management World Monetary and Agriculture Program (WMA) 7.39 100k 11/1/1984 10 Superfund Group Superfund Green Master 7.51 2,000k 5/1/2001 9 Keck Capital Management LLC The Keck Program 7.72 2,000k 12/1/2003 8 Drury Capital Diversified Trend-Following Program 7.79 5,000k 5/1/1997 7 ISAM ISAM Systematic Trend Fund 9.05 1,000k 6/1/2001 6 Kinkopf Capital Management KCM S&P (Proprietary) 9.06 100k 1/1/1999 5 Superfund Group Superfund Green L.P. Series B 9.77 5k 10/1/2002 4 Heyden & Steindl GmbH TOMAC2 11.42 5,000k 3/1/2003 3 Kelly Angle Inc. Genesis Program 12.30 2,000k 4/1/2000 2 Revolution Capital Management Mosaic Program 13.16 10,000k 10/1/2006 1 Dendrich Ltd QEP 16.94 50k 12/1/2005 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.