Systematic Trader Index For November 2008 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 Nov 2008 Min Inv Inception 173 Rhicon Currency Management Rhicon Systematic Currency Program -9.88 3,000k 1/1/2004 172 White Indian Trading Co. STAIRS - Futures Program (Client) -7.26 250k 10/1/2008 171 RAM Management Group MRTP Aggressive -6.80 1,000k 2/1/1998 170 Diamond Peak Capital LLC Northstar (2x) program -4.37 250k 10/1/2008 169 Kinkopf Capital Management KCM S&P (Proprietary) -4.31 100k 1/1/1999 168 Crabel Capital Management Crabel Multi-Product -2.57 1,000k 3/1/1998 167 Claughton Capital ARP Institutional Program -2.37 1,000k 10/1/2005 166 RAM Management Group RAM MRTP 1X-Conservative -2.24 1,000k 9/1/1993 165 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -2.17 1,000k 9/1/1997 164 Tyche Capital Advisors LLC TCA Energy Spreads -2.15 100k 8/1/2008 163 Crescent Bay Capital Management Premium Stock Index Program -2.09 10k 10/1/2005 162 Superfund Group Superfund Blue SPC Class A (EUR) -1.93 50k 4/1/2005 161 Mobius Asset Management Energy Weighted Program -1.80 250k 1/1/2005 160 Parizek Capital Currency Program -1.57 1,000k 4/1/2006 159 Emil van Essen Spread Trading Program -1.29 5,000k 12/1/2006 158 Alder Capital DAC Alder Global 20 -1.20 250k 2/1/2001 157 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.16 100k 1/1/2000 156 Dominion Capital Sapphire Program -0.83 3,000k 5/1/2005 154 Cranwood Capital Management Cranwood International Fund -0.75 250k 4/1/2008 155 Cranwood Capital Management Fixed Income Arbitrage Fund -0.75 250k 4/1/2008 153 Hawksbill Capital Management Global Diversified -0.61 5,000k 11/1/1988 152 John Locke Investments JL Commodity Long Flat Program -0.59 5,000k 12/1/2007 151 Altradis Capital AG AlphAlgo -0.55 100k 5/1/2007 150 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -0.38 10k 7/1/2005 149 Alder Capital DAC Alder Global 10 -0.30 250k 10/1/2000 148 Mobius Asset Management Diversified Program -0.29 250k 3/1/2004 147 QQFund.com QQFund.com Alpha Beta Program -0.19 100k 9/1/2008 146 Northfield Trading Diversified -0.10 2,000k 7/1/1989 145 Pacific Capital Advisors Vanguard Program -0.10 100k 4/1/2007 144 Commodity Strategies AG CSAG Active Long Short Commodity Program -0.02 5,000k 10/1/2007 143 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 142 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 0.00 4,000k 11/1/2008 140 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 141 Mondiale Asset Management Mondiale Trading Program 0.00 0k 9/1/1997 139 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.07 10,000k 1/1/2001 138 Trigon Investment Advisors, LLC Foreign Exchange Program 0.11 5,000k 8/1/2000 137 Amplitude Capital International Limited Dynamic Strategy 0.14 6/1/2005 136 Witter & Lester, Inc. Redstone 0.18 500k 9/1/1994 135 Robinson-Langley Capital Management, LLC Managed Account Program 0.21 200k 1/1/2007 134 Crabel Capital Management WPD Crabel Futures Program 0.28 1,000k 7/1/2008 133 Covenant Capital Management Original Program 0.32 5,000k 9/1/1999 132 Quantica Capital AG Quantica Diversified FX 0.40 5,000k 3/1/2007 131 MERIT Alternative Investments GmbH Futures Portfolio 0.45 2,000k 6/1/1998 130 Covenant Capital Management Aggressive Program 0.49 3,000k 2/1/2004 129 Jaguar Investments Ltd Vario Capital Strategy 0.53 1,000k 5/1/2016 128 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.55 10,000k 2/1/2008 127 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 0.66 100k 1/1/2005 126 Rabar Market Research Diversified Program 0.74 2,000k 1/1/1989 125 John Locke Investments Cyril Systematic Program 0.75 8,000k 7/1/2000 124 Estlander & Partners Global Markets 0.89 10,000k 8/1/1999 123 IKOS The IKOS Hedge Fund 0.95 10,000k 7/1/1998 122 HB Capital Management Inc. Diversified Program 0.95 50k 3/1/2008 121 Quantmetrics Capital Management LLP Premier 12V Strategy 1.02 10,000k 4/1/2003 120 Shield Plus LLC Shield Plus Natural Gas 1.14 50k 1/1/2004 119 Eckhardt Trading Company Evolution Strategies 1.20 20,000k 8/1/1991 118 Robust Methods LLC Macro Managed Account 1.26 5,000k 1/1/2005 117 HiProb Trading Technology LLC HiProb-I 1.30 5,000k 7/1/2008 116 Endeavour Capital LLP Endeavour Pembroke 1.33 2,000k 7/1/2007 115 Emil van Essen EvE Systematic Global Opportunities 1.35 1,000k 9/1/2007 114 Eckhardt Trading Company Evolution Strategies 1.2X 1.38 10,000k 10/1/1991 113 Tactical Investment Management Tactical Institutional Commodity Program 1.38 10,000k 4/1/1993 112 Romanesco Capital Management B.V Persistence Program 1.38 5,000k 9/1/2005 111 Blackwater Capital Management Global Program 1.42 5,000k 7/1/2005 110 Superfund Group Superfund Green L.P. Series A 1.47 5k 10/1/2002 109 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.49 1,000k 3/1/1998 108 Spectrum Asset Management LLC Global Diversified 1.52 2,000k 1/1/2001 107 Southwest Managed Investments, LLC Global Diversified 1.52 200k 1/1/2002 106 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 1.52 75k 6/1/2007 105 Manning & Napier MN Xenon Global Fixed Income Program 1.53 2,000k 8/1/2004 104 Rotella Capital Management Rotella Orion (Short-Term) Program 1.55 10,000k 3/1/2006 103 Millburn Ridgefield Corporation Commodity Program 1.69 25,000k 3/1/2005 102 Transtrend B.V. DTP – Standard Risk (EUR) 1.73 10,000k 2/1/1999 101 Witter & Lester, Inc. Stock Index Futures Trading Program 1.73 400k 1/1/1988 100 Millburn Ridgefield Corporation Multi-Markets Program 1.82 25,000k 10/1/2004 99 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 1.83 10,000k 4/1/2004 98 Rivoli Fund Management Rivoli International Fund (V9) 1.89 5,000k 1/1/2002 97 Quantum Leap Capital Management Managed Account Program 1.94 300k 8/1/2006 96 Esulep LLC MAX Esulep LLC MAX 1.95 500k 5/1/2008 95 Alee Capital Management, LLC Mistral Program 1.97 2,500k 1/1/1999 94 Abraham Trading Company Diversified Program 2.01 10,000k 1/1/1988 93 Estlander & Partners Global XL 2.02 5,000k 8/1/1991 92 Saxon Investment Corporation Diversified Program 2.03 3,000k 9/1/1988 91 Red Rock Capital, LLC Systematic Global Macro 2.05 500k 9/1/2003 90 Conquest Capital Group Conquest Macro 2.08 250k 5/1/1999 89 Millburn Ridgefield Corporation Diversified Program 2.09 20,000k 2/1/1977 88 Quantmetrics Capital Management LLP Directional 10V Strategy 2.20 10,000k 1/1/2007 87 Transtrend B.V. DTP – Enhanced Risk (JPY) 2.21 10,000k 8/1/2004 86 Wavefront Global Asset Management IMFC Global Investment Program 2.26 2,000k 2/1/2007 85 Mark J. Walsh Company Standard Program 2.27 2,000k 9/1/1985 84 Quantitative Investment Management Quantitative Global Program 2.31 20,000k 10/1/2003 83 Superfund Group Superfund Green Q-AG 2.36 2k 3/1/1996 82 Global Domain Partners, LLC Global Domain Vector Fund - Series A 2.48 500k 1/1/2006 81 Futures Truth Company, FTC-CTA MS4 2.50 250k 10/1/2007 80 Hyman Beck and Company Global Portfolio 2.55 1,000k 3/1/1991 79 NuWave Investment Management, LLC NuWave Investment Partners LP 2.56 250k 6/1/2001 78 Rivoli Fund Management Rivoli International Fund (E) 2.57 5,000k 10/1/1996 77 Transtrend B.V. DTP – Enhanced Risk (USD) 2.57 10,000k 1/1/1995 76 NuWave Investment Management, LLC Combined Futures Portfolio 2.57 5,000k 6/1/2001 75 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.60 10,000k 8/1/1999 74 Systematic Alpha Management Systematic Alpha Futures Program 2.61 100k 6/1/2004 73 Clarke Capital Management Global Magnum 2.67 100k 8/1/1997 72 Revolution Capital Management Alpha Program 2.68 5,000k 6/1/2007 71 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 2.77 1,000k 10/1/2006 70 Superfund Group Superfund Green L.P. Series B 2.78 5k 10/1/2002 69 IKOS IKOS FX Fund 2.79 1,000k 3/1/2008 68 EMC Capital Advisors, LLC Classic 2.80 5,000k 1/1/1985 67 Manning & Napier MN Xenon Managed Futures (2x) Program 3.09 5,000k 6/1/2006 66 Rho Asset Management Rho Altius 1XL Program 3.12 5,000k 11/1/2007 65 Superfund Group Superfund Green GCT USD 3.17 15k 1/1/2000 64 Revolution Capital Management Alpha Fund 3.17 50k 1/1/2005 63 AllMountain Capital AG Mount Denali Global Trends 3.25 160k 7/1/2007 62 Strategic Capital Advisors LLC Contrarian 500 3.49 500k 12/1/2003 61 Somers Brothers Capital Diversified Futures Program #1 3.50 100k 1/1/2005 60 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.57 1,000k 3/1/2003 59 Rotella Capital Management Rotella Polaris Program (Diversified) 3.79 10,000k 1/1/1991 58 Saxon Investment Corporation Aggressive Diversified Program 3.80 2,000k 11/1/1993 57 Lynx Asset Management AB Lynx Program 3.86 75k 5/1/2000 56 Clarke Capital Management Global Basic 4.02 50k 2/1/1996 55 Ion Asset Architecture Ion Fund Program 4.11 10,000k 11/1/2007 54 Ion Asset Architecture (Fund Program) Ion Fund 4.11 100k 11/1/2007 53 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 4.18 1,000k 5/1/2006 52 Quantica Capital AG Quantica Managed Futures 4.20 5,000k 1/1/2005 51 Molinero Capital Management LLP Global Markets Program 4.23 2,000k 7/1/2005 50 Arcanum Asset Management Equity Index Option Program (Prop) 4.33 500k 7/1/2006 49 Xplor Capital Management, LLC Global CTA Program 4.34 1,500k 7/1/2004 48 Winton Capital Management Diversified 4.97 50,000k 10/1/1997 47 Clarke Capital Management Millennium 4.98 1,000k 1/1/1998 46 Ancile Capital Management Global Markets Program 5.13 2,000k 4/1/2005 45 Estlander & Partners Alpha Trend 5.30 30,000k 10/1/1991 44 Gladius Asset Management Fulham Program 5.35 2,000k 1/1/2008 43 Purple Valley Capital, Inc. Diversified Trend 1 5.64 100k 8/1/2008 42 Auspice Capital Advisors Ltd Auspice Diversified Program 5.77 1,500k 4/1/2006 41 Briarwood Capital Management, Inc. Diversified Trading Program 5.80 3,000k 7/1/2001 40 Superfund Group Superfund Green Master 5.82 2,000k 5/1/2001 39 Neural Capital Ltd Sentinel Trading Program 5.85 2,000k 1/1/2006 38 Eclipse Capital Management Global Monetary 6.16 5,000k 8/1/1990 37 SEB Asset Management SEB Asset Selection Fund C (EUR) 6.22 1k 10/1/2006 36 Welton Investment Partners Welton Global 6.27 10,000k 6/1/2004 35 Wimmer Horizon LLP Managed Account 6.30 5,000k 5/1/2005 34 Chesapeake Capital Diversified (LV) 6.44 100k 2/1/1988 33 Drury Capital Diversified Trend-Following Program 6.56 5,000k 5/1/1997 32 Future Trade AG Thales Swing Trading Programme 6.81 250k 6/1/2007 31 Keck Capital Management LLC The Keck Program 6.82 2,000k 12/1/2003 30 Mobius Asset Management Custom Trading Program 6.83 100k 1/1/2002 29 Alee Capital Management, LLC Poniente Program 6.96 2,500k 1/1/1999 28 Mulvaney Capital Management The Mulvaney Global Markets Fund 6.97 100k 5/1/1999 27 Clarke Capital Management Jupiter 6.98 3,000k 5/1/2005 26 FORT LP Fort Global Contrarian 7.22 2,000k 10/1/2002 25 Auctos Capital Management Auctos Global Diversified 7.31 3,000k 11/1/2007 24 Parizek Capital Futures Trading Program 7.32 500k 4/1/2000 23 DUNN Capital Management World Monetary and Agriculture Program (WMA) 7.77 100k 11/1/1984 22 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 7.91 0k 11/1/1996 21 Conquest Capital Group Conquest Select 8.36 250k 6/1/2004 20 Clarke Capital Management Worldwide 9.46 250k 1/1/1996 19 Heyden & Steindl GmbH TOMAC2 9.58 5,000k 3/1/2003 18 FORT LP Fort Global Diversified 10.28 2,000k 10/1/1993 17 Revolution Capital Management Mosaic Program 10.93 10,000k 10/1/2006 16 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 11.50 200k 11/1/1999 15 Superfund Group Superfund Blue SPC Class A (Gold) 11.66 50k 12/1/2007 14 Dendrich Ltd QEP 13.07 50k 12/1/2005 13 ISAM ISAM Systematic Trend Fund 13.16 1,000k 6/1/2001 12 Clarke Capital Management FX Plus 13.24 1,000k 5/1/2004 11 Dreiss Research Corporation Diversified Program 13.42 1,000k 5/1/1991 10 DUNN Capital Management DUNN Combined Fund (DCF) 13.42 100k 5/1/1989 9 Briarwood Capital Management, Inc. Diversified 2XL 13.48 250k 11/1/2004 8 DUNN Capital Management D'Best Futures Fund, L.P. 14.06 100k 6/1/1994 7 Superfund Group Superfund Green Gold A (SPC) 14.76 5k 10/1/2005 6 Superfund Group Superfund Green Gold B (SPC) 15.42 50k 10/1/2005 5 QCM Global Diversified Programme 16.10 500k 12/1/1995 4 Superfund Group Superfund Green Gold C (SPC) 16.36 100k 10/1/2005 3 Kelly Angle Inc. Genesis Program 16.42 2,000k 4/1/2000 2 Non Correlated Capital Positive Theta Program 17.83 250k 10/1/2007 1 Non Correlated Capital Positive Theta Fund 21.25 50k 10/1/2007 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.