Systematic Trader Index For August 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 Aug 2007 Min Inv Inception 147 Somers Brothers Capital Diversified Futures Program #1 -27.70 100k 1/1/2005 146 DUNN Capital Management DUNN Combined Fund (DCF) -24.39 100k 5/1/1989 145 DUNN Capital Management World Monetary and Agriculture Program (WMA) -22.63 100k 11/1/1984 144 Estlander & Partners Global XL -20.17 5,000k 8/1/1991 143 Xplor Capital Management, LLC Global CTA Program -20.02 1,500k 7/1/2004 142 Mulvaney Capital Management The Mulvaney Global Markets Fund -19.40 100k 5/1/1999 141 Superfund Group Superfund Green Gold C (SPC) -17.98 100k 10/1/2005 140 Chesapeake Capital Diversified (LV) -16.42 100k 2/1/1988 139 DUNN Capital Management D'Best Futures Fund, L.P. -15.78 100k 6/1/1994 138 Superfund Group Superfund Green Master -14.70 2,000k 5/1/2001 137 Keck Capital Management LLC The Keck Program -14.52 2,000k 12/1/2003 136 Superfund Group Superfund Green GCT USD -13.80 15k 1/1/2000 135 Superfund Group Superfund Green Gold B (SPC) -13.35 50k 10/1/2005 134 Quantum Leap Capital Management Managed Account Program -13.32 300k 8/1/2006 133 NuWave Investment Management, LLC Combined Futures Portfolio -11.72 5,000k 6/1/2001 132 NuWave Investment Management, LLC NuWave Investment Partners LP -11.38 250k 6/1/2001 131 Kelly Angle Inc. Genesis Program -11.05 2,000k 4/1/2000 130 Saxon Investment Corporation Aggressive Diversified Program -10.73 2,000k 11/1/1993 129 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -10.56 200k 11/1/1999 128 Tactical Investment Management Tactical Institutional Commodity Program -10.49 10,000k 4/1/1993 127 Estlander & Partners Global Markets -10.23 10,000k 8/1/1999 126 Covenant Capital Management Aggressive Program -9.69 3,000k 2/1/2004 125 Blackwater Capital Management Global Program -9.41 5,000k 7/1/2005 124 Millburn Ridgefield Corporation Diversified Program -9.31 20,000k 2/1/1977 123 Wimmer Horizon LLP Managed Account -9.28 5,000k 5/1/2005 122 Welton Investment Partners Welton Global -9.15 10,000k 6/1/2004 121 Millburn Ridgefield Corporation Multi-Markets Program -8.96 25,000k 10/1/2004 120 Superfund Group Superfund Green Gold A (SPC) -8.95 5k 10/1/2005 119 Spectrum Asset Management LLC Global Diversified -8.94 2,000k 1/1/2001 118 Superfund Group Superfund Green Q-AG -8.71 2k 3/1/1996 117 Manning & Napier MN Xenon Managed Futures (2x) Program -8.14 5,000k 6/1/2006 116 M.S. Capital Management Global Diversified Program -7.91 2,000k 11/1/1998 115 Dendrich Ltd QEP -7.40 50k 12/1/2005 114 Clarke Capital Management Millennium -7.16 1,000k 1/1/1998 113 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -6.90 75k 6/1/2007 112 QCM Global Diversified Programme -6.53 500k 12/1/1995 111 Alee Capital Management, LLC Poniente Program -6.48 2,500k 1/1/1999 110 Hyman Beck and Company Global Portfolio -6.35 1,000k 3/1/1991 109 Covenant Capital Management Original Program -6.07 5,000k 9/1/1999 108 Estlander & Partners Alpha Trend -6.04 30,000k 10/1/1991 107 Saxon Investment Corporation Diversified Program -5.93 3,000k 9/1/1988 106 FORT LP Fort Global Contrarian -5.87 2,000k 10/1/2002 105 Lynx Asset Management AB Lynx Program -5.81 75k 5/1/2000 104 Shield Plus LLC Shield Plus Natural Gas -5.67 50k 1/1/2004 103 Ancile Capital Management Global Markets Program -5.67 2,000k 4/1/2005 102 Southwest Managed Investments, LLC Global Diversified -5.51 200k 1/1/2002 101 Drury Capital Diversified Trend-Following Program -5.31 5,000k 5/1/1997 100 ISAM ISAM Systematic Trend Fund -5.23 1,000k 6/1/2001 99 Claughton Capital ARP Institutional Program -5.19 1,000k 10/1/2005 98 Clarke Capital Management Jupiter -5.12 3,000k 5/1/2005 97 FORT LP Fort Global Diversified -5.09 2,000k 10/1/1993 96 Red Rock Capital, LLC Systematic Global Macro -4.93 500k 9/1/2003 95 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -4.90 1,000k 3/1/2003 94 Quantica Capital AG Quantica Managed Futures -4.70 5,000k 1/1/2005 93 Superfund Group Superfund Green L.P. Series B -4.66 5k 10/1/2002 92 Global Domain Partners, LLC Global Domain Vector Fund - Series A -4.51 500k 1/1/2006 91 Robinson-Langley Capital Management, LLC Managed Account Program -4.46 200k 1/1/2007 90 Parizek Capital Futures Trading Program -4.45 500k 4/1/2000 89 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -3.93 100k 1/1/2005 88 Conquest Capital Group Conquest Select -3.83 250k 6/1/2004 87 Abraham Trading Company Diversified Program -3.73 10,000k 1/1/1988 86 Wavefront Global Asset Management IMFC Global Investment Program -3.72 2,000k 2/1/2007 85 Alee Capital Management, LLC Mistral Program -3.71 2,500k 1/1/1999 84 Quantica Capital AG Quantica Diversified FX -3.70 5,000k 3/1/2007 83 Clarke Capital Management Worldwide -3.57 250k 1/1/1996 82 Dreiss Research Corporation Diversified Program -3.39 1,000k 5/1/1991 81 Superfund Group Superfund Green L.P. Series A -3.27 5k 10/1/2002 80 Millburn Ridgefield Corporation Commodity Program -3.13 25,000k 3/1/2005 79 Auspice Capital Advisors Ltd Auspice Diversified Program -3.07 1,500k 4/1/2006 78 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -2.92 5,000k 1/1/2005 77 Molinero Capital Management LLP Global Markets Program -2.91 2,000k 7/1/2005 76 Manning & Napier MN Xenon Global Fixed Income Program -2.90 2,000k 8/1/2004 75 Transtrend B.V. DTP – Enhanced Risk (JPY) -2.90 10,000k 8/1/2004 74 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.77 10,000k 8/1/1999 73 Hawksbill Capital Management Global Diversified -2.59 5,000k 11/1/1988 72 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -2.55 10,000k 1/1/2001 71 Mark J. Walsh Company Standard Program -2.54 2,000k 9/1/1985 70 Transtrend B.V. DTP – Enhanced Risk (USD) -2.44 10,000k 1/1/1995 69 Rotella Capital Management Rotella Polaris Program (Diversified) -2.43 10,000k 1/1/1991 68 Rabar Market Research Diversified Program -2.32 2,000k 1/1/1989 67 Robust Methods LLC Macro Managed Account -2.28 5,000k 1/1/2005 66 Eclipse Capital Management Global Monetary -2.21 5,000k 8/1/1990 65 Eckhardt Trading Company Evolution Strategies 1.2X -2.00 10,000k 10/1/1991 64 MERIT Alternative Investments GmbH Futures Portfolio -1.97 2,000k 6/1/1998 63 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -1.93 0k 11/1/1996 62 Trigon Investment Advisors, LLC Foreign Exchange Program -1.83 5,000k 8/1/2000 61 Eckhardt Trading Company Evolution Strategies -1.76 20,000k 8/1/1991 60 Transtrend B.V. DTP – Standard Risk (EUR) -1.59 10,000k 2/1/1999 59 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.44 1k 10/1/2006 58 Revolution Capital Management Alpha Fund -1.42 50k 1/1/2005 57 EMC Capital Advisors, LLC Classic -1.10 5,000k 1/1/1985 56 Winton Capital Management Diversified -0.88 50,000k 10/1/1997 55 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.77 100k 1/1/2000 54 Clarke Capital Management FX Plus -0.71 1,000k 5/1/2004 53 Northfield Trading Diversified -0.70 2,000k 7/1/1989 52 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.63 1,000k 9/1/1997 51 Quantmetrics Capital Management LLP Directional 10V Strategy -0.61 10,000k 1/1/2007 50 Rivoli Fund Management Rivoli International Fund (E) -0.43 5,000k 10/1/1996 49 Revolution Capital Management Alpha Program -0.42 5,000k 6/1/2007 48 Arcanum Asset Management Equity Index Option Program (Prop) -0.33 500k 7/1/2006 47 Clarke Capital Management Global Basic -0.27 50k 2/1/1996 46 Rotella Capital Management Rotella Orion (Short-Term) Program -0.25 10,000k 3/1/2006 45 Witter & Lester, Inc. Redstone -0.24 500k 9/1/1994 44 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.14 10,000k 4/1/2004 43 Clarke Capital Management Global Magnum -0.14 100k 8/1/1997 42 Rivoli Fund Management Rivoli International Fund (V9) -0.11 5,000k 1/1/2002 41 John Locke Investments Cyril Systematic Program -0.10 8,000k 7/1/2000 40 Crescent Bay Capital Management Premium Stock Index Program -0.10 10k 10/1/2005 39 Mondiale Asset Management Mondiale Trading Program -0.04 0k 9/1/1997 38 Briarwood Capital Management, Inc. Diversified Trading Program 0.18 3,000k 7/1/2001 37 Dominion Capital Sapphire Program 0.35 3,000k 5/1/2005 36 Briarwood Capital Management, Inc. Diversified 2XL 0.43 250k 11/1/2004 35 Conquest Capital Group Conquest Macro 0.53 250k 5/1/1999 34 Altradis Capital AG AlphAlgo 0.63 100k 5/1/2007 33 Alder Capital DAC Alder Global 10 0.70 250k 10/1/2000 32 Alder Capital DAC Alder Global 20 1.00 250k 2/1/2001 31 Witter & Lester, Inc. Stock Index Futures Trading Program 1.07 400k 1/1/1988 30 Quantmetrics Capital Management LLP Premier 12V Strategy 1.11 10,000k 4/1/2003 29 Future Trade AG Thales Swing Trading Programme 1.13 250k 6/1/2007 28 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.14 1,000k 5/1/2006 27 Romanesco Capital Management B.V Persistence Program 1.38 5,000k 9/1/2005 26 Mobius Asset Management Custom Trading Program 1.62 100k 1/1/2002 25 Jaguar Investments Ltd Vario Capital Strategy 1.77 1,000k 5/1/2016 24 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 1.85 10k 7/1/2005 23 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.90 1,000k 3/1/1998 22 Mobius Asset Management Energy Weighted Program 1.90 250k 1/1/2005 21 AllMountain Capital AG Mount Denali Global Trends 1.99 160k 7/1/2007 20 Endeavour Capital LLP Endeavour Pembroke 2.48 2,000k 7/1/2007 19 Neural Capital Ltd Sentinel Trading Program 2.92 2,000k 1/1/2006 18 IKOS The IKOS Hedge Fund 3.04 10,000k 7/1/1998 17 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 3.12 1,000k 10/1/2006 16 Rhicon Currency Management Rhicon Systematic Currency Program 3.23 3,000k 1/1/2004 15 Crabel Capital Management Crabel Multi-Product 3.58 1,000k 3/1/1998 14 Systematic Alpha Management Systematic Alpha Futures Program 3.72 100k 6/1/2004 13 Amplitude Capital International Limited Dynamic Strategy 4.13 6/1/2005 12 Parizek Capital Currency Program 4.17 1,000k 4/1/2006 11 RAM Management Group RAM MRTP 1X-Conservative 4.48 1,000k 9/1/1993 10 Superfund Group Superfund Blue SPC Class A (EUR) 4.77 50k 4/1/2005 9 Pacific Capital Advisors Vanguard Program 6.08 100k 4/1/2007 8 Quantitative Investment Management Quantitative Global Program 7.56 20,000k 10/1/2003 7 Heyden & Steindl GmbH TOMAC2 8.51 5,000k 3/1/2003 6 Mobius Asset Management Diversified Program 8.99 250k 3/1/2004 5 Kinkopf Capital Management KCM S&P (Proprietary) 9.10 100k 1/1/1999 4 Revolution Capital Management Mosaic Program 13.13 10,000k 10/1/2006 3 RAM Management Group MRTP Aggressive 16.78 1,000k 2/1/1998 2 Strategic Capital Advisors LLC Contrarian 500 22.86 500k 12/1/2003 1 Emil van Essen Spread Trading Program 28.01 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.