Systematic Trader Index For January 2008 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 Jan 2008 Min Inv Inception 159 Non Correlated Capital Positive Theta Program -14.08 250k 10/1/2007 158 Non Correlated Capital Positive Theta Fund -13.92 50k 10/1/2007 157 Witter & Lester, Inc. Stock Index Futures Trading Program -12.05 400k 1/1/1988 156 Arcanum Asset Management Equity Index Option Program (Prop) -10.17 500k 7/1/2006 155 Endeavour Capital LLP Endeavour Pembroke -8.53 2,000k 7/1/2007 154 Strategic Capital Advisors LLC Contrarian 500 -8.41 250k 12/1/2003 153 Quantitative Investment Management Quantitative Global Program -7.59 20,000k 10/1/2003 152 Dendrich Ltd QEP -6.30 50k 12/1/2005 151 Witter & Lester, Inc. Redstone -5.00 500k 9/1/1994 150 Superfund Group Superfund Green Master -5.00 2,000k 5/1/2001 149 Mondiale Asset Management Mondiale Trading Program -4.57 0k 9/1/1997 148 Systematic Alpha Management Systematic Alpha Futures Program -4.47 100k 6/1/2004 147 Kinkopf Capital Management KCM S&P (Proprietary) -4.46 100k 1/1/1999 146 Superfund Group Superfund Green GCT USD -3.77 15k 1/1/2000 145 Superfund Group Superfund Green L.P. Series B -3.61 5k 10/1/2002 144 Superfund Group Superfund Green L.P. Series A -2.73 5k 10/1/2002 143 Shield Plus LLC Shield Plus Natural Gas -2.54 50k 1/1/2004 142 Global Domain Partners, LLC Global Domain Vector Fund - Series A -2.54 500k 1/1/2006 141 Crescent Bay Capital Management Premium Stock Index Program -2.50 10k 10/1/2005 140 Revolution Capital Management Mosaic Program -2.30 10,000k 10/1/2006 139 Superfund Group Superfund Green Q-AG -2.21 2k 3/1/1996 138 Dominion Capital Sapphire Program -1.99 3,000k 5/1/2005 137 Trigon Investment Advisors, LLC Foreign Exchange Program -1.08 5,000k 8/1/2000 136 Quantica Capital AG Quantica Diversified FX -0.90 5,000k 3/1/2007 135 Transtrend B.V. DTP – Enhanced Risk (JPY) -0.75 10,000k 8/1/2004 134 Eclipse Capital Management Global Monetary -0.66 5,000k 8/1/1990 133 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.63 10,000k 8/1/1999 132 Transtrend B.V. DTP – Enhanced Risk (USD) -0.48 10,000k 1/1/1995 131 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.46 10,000k 4/1/2004 130 Transtrend B.V. DTP – Standard Risk (EUR) -0.46 10,000k 2/1/1999 129 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.41 10,000k 1/1/2001 127 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 128 Gladius Asset Management Fulham Program 0.00 2,000k 1/1/2008 126 Jaguar Investments Ltd Vario Capital Strategy 0.10 1,000k 5/1/2016 125 Molinero Capital Management LLP Global Markets Program 0.14 2,000k 7/1/2005 124 Futures Truth Company, FTC-CTA MS4 0.18 250k 10/1/2007 123 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 0.26 75k 6/1/2007 122 Northfield Trading Diversified 0.57 2,000k 7/1/1989 121 John Locke Investments JL Commodity Long Flat Program 0.59 5,000k 12/1/2007 120 Quantum Leap Capital Management Managed Account Program 0.60 300k 8/1/2006 119 Amplitude Capital International Limited Dynamic Strategy 0.65 6/1/2005 118 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.85 1,000k 3/1/1998 117 Auctos Capital Management Auctos Global Diversified 0.91 3,000k 11/1/2007 116 Briarwood Capital Management, Inc. Diversified Trading Program 1.03 3,000k 7/1/2001 115 FORT LP Fort Global Contrarian 1.13 2,000k 10/1/2002 114 Alder Capital DAC Alder Global 10 1.20 250k 10/1/2000 113 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 1.32 1,000k 10/1/2006 112 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 1.57 1,000k 9/1/1997 111 Millburn Ridgefield Corporation Diversified Program 1.59 20,000k 2/1/1977 110 Quantmetrics Capital Management LLP Premier 12V Strategy 1.59 10,000k 4/1/2003 109 IKOS The IKOS Hedge Fund 1.66 10,000k 7/1/1998 108 Rabar Market Research Diversified Program 1.77 2,000k 1/1/1989 107 Eckhardt Trading Company Evolution Strategies 1.85 20,000k 8/1/1991 106 MERIT Alternative Investments GmbH Futures Portfolio 1.90 2,000k 6/1/1998 105 Southwest Managed Investments, LLC Global Diversified 1.99 200k 1/1/2002 104 Rhicon Currency Management Rhicon Systematic Currency Program 1.99 3,000k 1/1/2004 103 Briarwood Capital Management, Inc. Diversified 2XL 2.05 250k 11/1/2004 102 Mobius Asset Management Diversified Program 2.07 250k 3/1/2004 101 Mobius Asset Management Energy Weighted Program 2.14 250k 1/1/2005 100 Eckhardt Trading Company Evolution Strategies 1.2X 2.16 10,000k 10/1/1991 99 Ion Asset Architecture (Fund Program) Ion Fund 2.20 100k 11/1/2007 98 Alder Capital DAC Alder Global 20 2.20 250k 2/1/2001 97 Ion Asset Architecture Ion Fund Program 2.20 10,000k 11/1/2007 96 Chesapeake Capital Diversified (LV) 2.35 100k 2/1/1988 95 Robust Methods LLC Macro Managed Account 2.41 5,000k 1/1/2005 94 Quantmetrics Capital Management LLP Directional 10V Strategy 2.43 10,000k 1/1/2007 93 Covenant Capital Management Original Program 2.51 5,000k 9/1/1999 92 Commodity Strategies AG CSAG Active Long Short Commodity Program 2.69 5,000k 10/1/2007 91 Crabel Capital Management Crabel Multi-Product 2.72 1,000k 3/1/1998 90 Estlander & Partners Global Markets 2.79 10,000k 8/1/1999 89 NuWave Investment Management, LLC Combined Futures Portfolio 3.06 5,000k 6/1/2001 88 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.43 10,000k 3/1/2003 87 NuWave Investment Management, LLC NuWave Investment Partners LP 3.45 250k 6/1/2001 86 Welton Investment Partners Welton Global 3.46 10,000k 6/1/2004 85 EMC Capital Advisors, LLC Classic 3.50 5,000k 1/1/1985 84 Ancile Capital Management Global Markets Program 3.50 2,000k 4/1/2005 83 Pacific Capital Advisors Vanguard Program 3.60 100k 4/1/2007 82 Millburn Ridgefield Corporation Commodity Program 3.69 25,000k 3/1/2005 81 Winton Capital Management Diversified 3.85 50,000k 10/1/1997 80 SEB Asset Management SEB Asset Selection Fund C (EUR) 3.89 1k 10/1/2006 79 Rotella Capital Management Rotella Polaris Program (Diversified) 3.92 10,000k 1/1/1991 78 Emil van Essen EvE Systematic Global Opportunities 4.00 1,000k 9/1/2007 77 Xplor Capital Management, LLC Global CTA Program 4.10 1,500k 7/1/2004 76 FORT LP Fort Global Diversified 4.21 2,000k 3/1/2002 75 Romanesco Capital Management B.V Persistence Program 4.35 5,000k 9/1/2005 74 John Locke Investments Cyril Systematic Program 4.59 8,000k 7/1/2000 73 Wavefront Global Asset Management IMFC Global Investment Program 4.60 2,000k 2/1/2007 72 Superfund Group Superfund Green Gold C (SPC) 4.60 100k 10/1/2005 71 Rivoli Fund Management Rivoli International Fund (V9) 4.69 5,000k 1/1/2002 70 Conquest Capital Group Conquest Select 4.86 250k 6/1/2004 69 Clarke Capital Management Worldwide 4.88 250k 1/1/1996 68 Mobius Asset Management Custom Trading Program 4.91 100k 1/1/2002 67 Saxon Investment Corporation Diversified Program 4.97 3,000k 9/1/1988 66 Rho Asset Management Rho Altius 1XL Program 5.24 5,000k 11/1/2007 65 Covenant Capital Management Aggressive Program 5.26 3,000k 2/1/2004 64 Revolution Capital Management Alpha Program 5.33 5,000k 6/1/2007 63 Estlander & Partners Global XL 5.44 5,000k 8/1/1991 62 Superfund Group Superfund Blue SPC Class A (EUR) 5.51 50k 4/1/2005 61 Manning & Napier MN Xenon Global Fixed Income Program 5.51 2,000k 8/1/2004 60 Revolution Capital Management Alpha Fund 5.56 50k 1/1/2005 59 Auspice Capital Advisors Ltd Auspice Diversified Program 5.60 1,500k 6/1/2007 58 Spectrum Asset Management LLC Global Diversified 5.60 2,000k 1/1/2001 57 Rotella Capital Management Rotella Orion (Short-Term) Program 5.62 10,000k 3/1/2006 56 Millburn Ridgefield Corporation Multi-Markets Program 5.72 25,000k 10/1/2004 55 Clarke Capital Management Global Magnum 5.77 100k 8/1/1997 54 Alee Capital Management, LLC Mistral Program 5.89 2,500k 1/1/1999 53 Clarke Capital Management Millennium 5.94 1,000k 1/1/1998 52 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 6.06 5,000k 1/1/2005 51 Superfund Group Superfund Green Gold B (SPC) 6.08 50k 10/1/2005 50 Lynx Asset Management AB Lynx Program 6.19 75k 5/1/2000 49 Abraham Trading Company Diversified Program 6.44 10,000k 1/1/1988 48 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 6.45 0k 11/1/1996 47 Quantica Capital AG Quantica Managed Futures 6.60 10,000k 1/1/2005 46 Drury Capital Diversified Trend-Following Program 6.78 5,000k 5/1/1997 45 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 6.81 200k 11/1/1999 44 Parizek Capital Currency Program 6.99 1,000k 4/1/2006 43 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 7.06 1,000k 5/1/2006 42 Rivoli Fund Management Rivoli International Fund (E) 7.06 5,000k 10/1/1996 41 AllMountain Capital AG Mount Denali Global Trends 7.58 160k 7/1/2007 40 Heyden & Steindl GmbH TOMAC2 7.59 5,000k 3/1/2003 39 Superfund Group Superfund Green Gold A (SPC) 7.64 5k 10/1/2005 38 Robinson-Langley Capital Management, LLC Managed Account Program 7.80 200k 1/1/2007 37 Parizek Capital Futures Trading Program 7.82 500k 4/1/2000 36 Clarke Capital Management Global Basic 8.02 50k 2/1/1996 35 Tactical Investment Management Tactical Institutional Commodity Program 8.09 10,000k 4/1/1993 34 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 8.16 100k 1/1/2005 33 Clarke Capital Management Jupiter 8.24 3,000k 5/1/2005 32 Saxon Investment Corporation Aggressive Diversified Program 8.27 2,000k 11/1/1993 31 Estlander & Partners Alpha Trend 8.35 30,000k 10/1/1991 30 Insch Capital Management SA Interbank Currency Program - 3X Leverage 8.37 100k 1/1/2000 29 Future Trade AG Thales Swing Trading Programme 8.55 250k 6/1/2007 28 Alee Capital Management, LLC Poniente Program 9.07 2,500k 1/1/1999 27 Neural Capital Ltd Sentinel Trading Program 9.20 2,000k 1/1/2006 26 QCM Global Diversified Programme 9.21 500k 12/1/1995 25 Blackwater Capital Management Global Program 9.29 5,000k 7/1/2005 24 Wimmer Horizon LLP Managed Account 9.67 5,000k 5/1/2005 23 Superfund Group Superfund Blue SPC Class A (Gold) 9.99 50k 12/1/2007 22 RAM Management Group RAM MRTP 1X-Conservative 11.10 1,000k 9/1/1993 21 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 11.76 10k 7/1/2005 20 Altradis Capital AG AlphAlgo 12.18 100k 5/1/2007 19 Manning & Napier MN Xenon Managed Futures (2x) Program 12.35 5,000k 6/1/2006 18 Clarke Capital Management FX Plus 12.65 1,000k 5/1/2004 17 Conquest Capital Group Conquest Macro 13.05 250k 5/1/1999 16 Hyman Beck and Company Global Portfolio 13.43 1,000k 3/1/1991 15 ISAM ISAM Systematic Trend Fund 13.85 1,000k 6/1/2001 14 Mark J. Walsh Company Standard Program 13.86 2,000k 9/1/1985 13 DUNN Capital Management DUNN Combined Fund (DCF) 14.75 100k 5/1/1989 12 DUNN Capital Management D'Best Futures Fund, L.P. 16.15 100k 6/1/1994 11 Dreiss Research Corporation Diversified Program 16.24 1,000k 5/1/1991 10 Red Rock Capital, LLC Systematic Global Macro 16.44 500k 9/1/2003 9 Keck Capital Management LLC The Keck Program 18.94 2,000k 12/1/2003 8 Claughton Capital ARP Institutional Program 19.01 1,000k 10/1/2005 7 DUNN Capital Management World Monetary and Agriculture Program (WMA) 19.94 100k 11/1/1984 6 Mulvaney Capital Management The Mulvaney Global Markets Fund 21.65 100k 5/1/1999 5 Hawksbill Capital Management Global Diversified 23.53 5,000k 11/1/1988 4 Somers Brothers Capital Diversified Futures Program #1 24.60 100k 1/1/2005 3 Kelly Angle Inc. Genesis Program 30.48 2,000k 4/1/2000 2 Emil van Essen Spread Trading Program 31.43 5,000k 12/1/2006 1 RAM Management Group MRTP Aggressive 34.37 1,000k 2/1/1998 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.