Systematic Trader Index For October 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 Oct 2008 Min Inv Inception 172 Dendrich Ltd QEP -74.34 50k 12/1/2005 171 Arcanum Asset Management Equity Index Option Program (Prop) -47.17 500k 7/1/2006 170 Crescent Bay Capital Management Premium Stock Index Program -9.73 10k 10/1/2005 169 FORT LP Fort Global Contrarian -7.76 2,000k 10/1/2002 168 Non Correlated Capital Positive Theta Program -5.94 250k 10/1/2007 167 Non Correlated Capital Positive Theta Fund -4.73 50k 10/1/2007 166 Superfund Group Superfund Blue SPC Class A (Gold) -4.52 50k 12/1/2007 165 Quantica Capital AG Quantica Diversified FX -4.40 5,000k 3/1/2007 164 Witter & Lester, Inc. Redstone -3.69 500k 9/1/1994 163 Crabel Capital Management Crabel Multi-Product -3.48 1,000k 3/1/1998 162 FORT LP Fort Global Diversified -2.89 2,000k 3/1/2002 161 Mobius Asset Management Diversified Program -2.78 250k 3/1/2004 160 Strategic Capital Advisors LLC Contrarian 500 -2.71 250k 12/1/2003 159 Mobius Asset Management Energy Weighted Program -2.67 250k 1/1/2005 158 Quantitative Investment Management Quantitative Global Program -2.54 20,000k 10/1/2003 157 Witter & Lester, Inc. Stock Index Futures Trading Program -2.50 400k 1/1/1988 156 Mobius Asset Management Custom Trading Program -2.34 100k 1/1/2002 155 Amplitude Capital International Limited Dynamic Strategy -1.61 6/1/2005 154 Pacific Capital Advisors Vanguard Program -1.42 100k 4/1/2007 152 Cranwood Capital Management Cranwood International Fund -1.20 250k 4/1/2008 153 Cranwood Capital Management Fixed Income Arbitrage Fund -1.20 250k 4/1/2008 151 Quantmetrics Capital Management LLP Directional 10V Strategy -0.85 10,000k 1/1/2007 150 John Locke Investments JL Commodity Long Flat Program -0.63 5,000k 12/1/2007 149 Emil van Essen EvE Systematic Global Opportunities -0.55 1,000k 9/1/2007 148 Clarke Capital Management Global Basic -0.26 50k 2/1/1996 147 QQFund.com QQFund.com Alpha Beta Program -0.19 100k 9/1/2008 146 Robust Methods LLC Macro Managed Account -0.17 5,000k 1/1/2005 145 Briarwood Capital Management, Inc. Diversified Trading Program -0.16 3,000k 7/1/2001 144 Briarwood Capital Management, Inc. Diversified 2XL -0.10 250k 11/1/2004 138 Clarke Capital Management Global Magnum 0.00 100k 8/1/1997 142 White Indian Trading Co. STAIRS - Futures Program (Client) 0.00 250k 10/1/2008 140 Mondiale Asset Management Mondiale Trading Program 0.00 0k 9/1/1997 139 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 141 Diamond Peak Capital LLC Northstar (2x) program 0.00 250k 10/1/2008 143 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 137 Eckhardt Trading Company Evolution Strategies 1.2X 0.12 10,000k 10/1/1991 136 Eckhardt Trading Company Evolution Strategies 0.17 20,000k 8/1/1991 135 RAM Management Group RAM MRTP 1X-Conservative 0.26 1,000k 9/1/1993 134 Auctos Capital Management Auctos Global Diversified 0.51 3,000k 11/1/2007 133 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.61 1,000k 3/1/1998 132 Superfund Group Superfund Green Gold A (SPC) 0.67 5k 10/1/2005 131 Endeavour Capital LLP Endeavour Pembroke 0.76 2,000k 7/1/2007 130 RAM Management Group MRTP Aggressive 0.80 1,000k 2/1/1998 129 Shield Plus LLC Shield Plus Natural Gas 0.86 50k 1/1/2004 128 IKOS The IKOS Hedge Fund 0.86 10,000k 7/1/1998 127 Heyden & Steindl GmbH TOMAC2 0.92 5,000k 3/1/2003 126 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.95 10,000k 4/1/2004 125 Dominion Capital Sapphire Program 1.02 3,000k 5/1/2005 124 HB Capital Management Inc. Diversified Program 1.07 50k 3/1/2008 123 Saxon Investment Corporation Diversified Program 1.15 3,000k 9/1/1988 122 Rabar Market Research Diversified Program 1.16 2,000k 1/1/1989 121 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 1.21 1,000k 10/1/2006 120 MERIT Alternative Investments GmbH Futures Portfolio 1.26 2,000k 6/1/1998 119 Emil van Essen Spread Trading Program 1.41 5,000k 12/1/2006 118 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 1.43 10,000k 1/1/2001 117 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 1.52 10,000k 2/1/2008 116 Jaguar Investments Ltd Vario Capital Strategy 1.73 1,000k 5/1/2016 115 Systematic Alpha Management Systematic Alpha Futures Program 1.75 100k 6/1/2004 114 Tyche Capital Advisors LLC TCA Energy Spreads 1.89 100k 8/1/2008 113 Saxon Investment Corporation Aggressive Diversified Program 2.10 2,000k 11/1/1993 112 Ancile Capital Management Global Markets Program 2.15 2,000k 4/1/2005 111 Trigon Investment Advisors, LLC Foreign Exchange Program 2.37 5,000k 8/1/2000 110 Alder Capital DAC Alder Global 10 2.40 250k 10/1/2000 109 Romanesco Capital Management B.V Persistence Program 2.81 5,000k 9/1/2005 108 Covenant Capital Management Original Program 3.01 5,000k 9/1/1999 107 Esulep LLC MAX Esulep LLC MAX 3.13 500k 5/1/2008 106 Covenant Capital Management Aggressive Program 3.40 3,000k 2/1/2004 105 Ion Asset Architecture Ion Fund Program 3.40 10,000k 11/1/2007 104 Ion Asset Architecture (Fund Program) Ion Fund 3.40 100k 11/1/2007 103 Northfield Trading Diversified 3.56 2,000k 7/1/1989 102 Quantmetrics Capital Management LLP Premier 12V Strategy 3.66 10,000k 4/1/2003 101 Alder Capital DAC Alder Global 20 3.70 250k 2/1/2001 100 Winton Capital Management Diversified 3.73 50,000k 10/1/1997 99 Conquest Capital Group Conquest Macro 3.80 250k 5/1/1999 98 Crabel Capital Management WPD Crabel Futures Program 3.95 1,000k 7/1/2008 97 Global Domain Partners, LLC Global Domain Vector Fund - Series A 3.95 500k 1/1/2006 96 Kinkopf Capital Management KCM S&P (Proprietary) 4.20 100k 1/1/1999 95 Welton Investment Partners Welton Global 4.27 10,000k 6/1/2004 94 Revolution Capital Management Alpha Fund 4.35 50k 1/1/2005 93 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 4.43 100k 1/1/2005 92 Superfund Group Superfund Blue SPC Class A (EUR) 4.44 50k 4/1/2005 91 Molinero Capital Management LLP Global Markets Program 4.70 2,000k 7/1/2005 90 Abraham Trading Company Diversified Program 4.73 10,000k 1/1/1988 89 Rho Asset Management Rho Altius 1XL Program 4.74 5,000k 11/1/2007 88 Rivoli Fund Management Rivoli International Fund (V9) 4.80 5,000k 1/1/2002 87 Quantica Capital AG Quantica Managed Futures 4.80 10,000k 1/1/2005 86 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 4.99 1,000k 5/1/2006 85 Manning & Napier MN Xenon Global Fixed Income Program 5.00 2,000k 8/1/2004 84 Revolution Capital Management Alpha Program 5.20 5,000k 6/1/2007 83 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 5.25 10k 7/1/2005 82 Rotella Capital Management Rotella Orion (Short-Term) Program 5.39 10,000k 3/1/2006 81 Transtrend B.V. DTP – Standard Risk (EUR) 5.49 10,000k 2/1/1999 80 John Locke Investments Cyril Systematic Program 5.95 8,000k 7/1/2000 79 IKOS IKOS FX Fund 6.13 1,000k 3/1/2008 78 Transtrend B.V. DTP – Enhanced Risk (JPY) 6.77 10,000k 8/1/2004 77 Futures Truth Company, FTC-CTA MS4 6.99 250k 10/1/2007 76 Estlander & Partners Alpha Trend 7.01 30,000k 10/1/1991 75 Transtrend B.V. DTP – Enhanced Risk (USD) 7.12 10,000k 1/1/1995 74 Chesapeake Capital Diversified (LV) 7.29 100k 2/1/1988 73 Spectrum Asset Management LLC Global Diversified 7.31 2,000k 1/1/2001 72 HiProb Trading Technology LLC HiProb-I 7.40 5,000k 7/1/2008 71 Commodity Strategies AG CSAG Active Long Short Commodity Program 7.46 5,000k 10/1/2007 70 Rotella Capital Management Rotella Polaris Program (Diversified) 7.59 10,000k 1/1/1991 69 Mark J. Walsh Company Standard Program 7.62 2,000k 9/1/1985 68 Rivoli Fund Management Rivoli International Fund (E) 7.69 5,000k 10/1/1996 67 Transtrend B.V. DTP – Enhanced Risk (EUR) 7.90 10,000k 8/1/1999 66 SEB Asset Management SEB Asset Selection Fund C (EUR) 7.99 1k 10/1/2006 65 Estlander & Partners Global Markets 8.01 10,000k 8/1/1999 64 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 8.09 1,000k 9/1/1997 63 Millburn Ridgefield Corporation Diversified Program 8.89 20,000k 2/1/1977 62 Rhicon Currency Management Rhicon Systematic Currency Program 8.91 3,000k 1/1/2004 61 Millburn Ridgefield Corporation Multi-Markets Program 9.11 25,000k 10/1/2004 60 Claughton Capital ARP Institutional Program 9.17 1,000k 10/1/2005 59 Millburn Ridgefield Corporation Commodity Program 9.22 25,000k 3/1/2005 58 Red Rock Capital, LLC Systematic Global Macro 10.32 500k 9/1/2003 57 Revolution Capital Management Mosaic Program 10.37 10,000k 10/1/2006 56 Blackwater Capital Management Global Program 10.77 5,000k 7/1/2005 55 Auspice Auspice Diversified Program 10.80 1,500k 6/1/2007 54 Clarke Capital Management Millennium 10.82 1,000k 1/1/1998 53 Superfund Group Superfund Green Gold B (SPC) 10.88 50k 10/1/2005 52 AllMountain Capital AG Mount Denali Global Trends 11.01 160k 7/1/2007 51 Eclipse Capital Management Global Monetary 11.03 5,000k 8/1/1990 50 Somers Brothers Capital Diversified Futures Program #1 11.48 100k 1/1/2005 49 Parizek Capital Currency Program 11.49 1,000k 4/1/2006 48 Clarke Capital Management Worldwide 11.53 250k 1/1/1996 47 EMC Capital Advisors, LLC Classic 11.90 5,000k 1/1/1985 46 Superfund Group Superfund Green L.P. Series A 12.19 5k 10/1/2002 45 Robinson-Langley Capital Management, LLC Managed Account Program 12.19 200k 1/1/2007 44 Neural Capital Ltd Sentinel Trading Program 13.56 2,000k 1/1/2006 43 QCM Global Diversified Programme 13.77 500k 12/1/1995 42 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 14.03 75k 6/1/2007 41 Xplor Capital Management, LLC Global CTA Program 14.77 1,500k 7/1/2004 40 Lynx Asset Management AB Lynx Program 14.90 75k 5/1/2000 39 Hyman Beck and Company Global Portfolio 14.94 1,000k 3/1/1991 38 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 15.54 10,000k 3/1/2003 37 Hawksbill Capital Management Global Diversified 15.54 5,000k 11/1/1988 36 Gladius Asset Management Fulham Program 16.59 2,000k 1/1/2008 35 NuWave Investment Management, LLC NuWave Investment Partners LP 17.15 250k 6/1/2001 34 NuWave Investment Management, LLC Combined Futures Portfolio 17.20 5,000k 6/1/2001 33 Estlander & Partners Global XL 17.37 5,000k 8/1/1991 32 Superfund Group Superfund Green Q-AG 17.48 2k 3/1/1996 31 Wimmer Horizon LLP Managed Account 17.50 5,000k 5/1/2005 30 Manning & Napier MN Xenon Managed Futures (2x) Program 19.44 5,000k 6/1/2006 29 Wavefront Global Asset Management IMFC Global Investment Program 19.66 2,000k 2/1/2007 28 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 19.70 0k 11/1/1996 27 Altradis Capital AG AlphAlgo 19.82 100k 5/1/2007 26 Superfund Group Superfund Green L.P. Series B 20.14 5k 10/1/2002 25 DUNN Capital Management World Monetary and Agriculture Program (WMA) 21.09 100k 11/1/1984 24 Insch Capital Management SA Interbank Currency Program - 3X Leverage 21.32 100k 1/1/2000 23 Superfund Group Superfund Green Gold C (SPC) 21.42 100k 10/1/2005 22 Southwest Managed Investments, LLC Global Diversified 21.89 200k 1/1/2002 21 Clarke Capital Management Jupiter 22.09 3,000k 5/1/2005 20 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 23.30 200k 11/1/1999 19 Drury Capital Diversified Trend-Following Program 23.37 5,000k 5/1/1997 18 ISAM ISAM Systematic Trend Fund 24.70 1,000k 6/1/2001 17 Superfund Group Superfund Green GCT USD 24.83 15k 1/1/2000 16 Conquest Capital Group Conquest Select 24.86 250k 6/1/2004 15 DUNN Capital Management DUNN Combined Fund (DCF) 25.13 100k 5/1/1989 14 Alee Capital Management, LLC Poniente Program 25.68 2,500k 1/1/1999 13 Alee Capital Management, LLC Mistral Program 26.02 2,500k 1/1/1999 12 Clarke Capital Management FX Plus 26.30 1,000k 5/1/2004 11 DUNN Capital Management D'Best Futures Fund, L.P. 26.55 100k 6/1/1994 10 Tactical Investment Management Tactical Institutional Commodity Program 26.62 10,000k 4/1/1993 9 Keck Capital Management LLC The Keck Program 32.74 2,000k 12/1/2003 8 Quantum Leap Capital Management Managed Account Program 33.51 300k 8/1/2006 7 Future Trade AG Thales Swing Trading Programme 33.62 250k 6/1/2007 6 Parizek Capital Futures Trading Program 34.13 500k 4/1/2000 5 Superfund Group Superfund Green Master 36.21 2,000k 5/1/2001 4 Kelly Angle Inc. Genesis Program 38.45 2,000k 4/1/2000 3 Dreiss Research Corporation Diversified Program 45.42 1,000k 5/1/1991 2 Mulvaney Capital Management The Mulvaney Global Markets Fund 45.49 100k 5/1/1999 1 Purple Valley Capital, Inc. Diversified Trend 1 46.94 100k 8/1/2008 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.