Systematic Trader Index For December 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 Dec 2008 Min Inv Inception 175 Non Correlated Capital Positive Theta Fund -14.55 50k 10/1/2007 174 Non Correlated Capital Positive Theta Program -12.03 250k 10/1/2007 173 Amplitude Capital International Limited Dynamic Strategy -11.60 6/1/2005 172 RAM Management Group MRTP Aggressive -4.59 1,000k 2/1/1998 171 Kinkopf Capital Management KCM S&P (Proprietary) -4.45 100k 1/1/1999 170 Purple Valley Capital, Inc. Diversified Trend 1 -3.60 100k 8/1/2008 169 Crabel Capital Management Crabel Multi-Product -3.51 1,000k 3/1/1998 168 Quantum Leap Capital Management Managed Account Program -2.95 300k 8/1/2006 167 Claughton Capital ARP Institutional Program -2.87 1,000k 10/1/2005 166 Rotella Capital Management Rotella Orion (Short-Term) Program -1.49 10,000k 3/1/2006 165 Superfund Group Superfund Blue SPC Class A (Gold) -1.46 50k 12/1/2007 164 Northfield Trading Diversified -1.30 2,000k 7/1/1989 163 RAM Management Group RAM MRTP 1X-Conservative -1.28 1,000k 9/1/1993 162 Endeavour Capital LLP Endeavour Pembroke -1.13 2,000k 7/1/2007 161 Quantica Capital AG Quantica Diversified FX -1.00 5,000k 3/1/2007 160 Ion Asset Architecture Ion Fund Program -0.97 10,000k 11/1/2007 159 Ion Asset Architecture (Fund Program) Ion Fund -0.97 100k 11/1/2007 158 Shield Plus LLC Shield Plus Natural Gas -0.68 50k 1/1/2004 157 Altradis Capital AG AlphAlgo -0.57 100k 5/1/2007 156 John Locke Investments JL Commodity Long Flat Program -0.33 5,000k 12/1/2007 155 Covenant Capital Management Original Program -0.27 5,000k 9/1/1999 154 Covenant Capital Management Aggressive Program -0.24 3,000k 2/1/2004 153 Molinero Capital Management LLP Global Markets Program -0.23 2,000k 7/1/2005 152 QQFund.com QQFund.com Alpha Beta Program -0.21 100k 9/1/2008 150 Cranwood Capital Management Cranwood International Fund -0.20 250k 4/1/2008 151 Cranwood Capital Management Fixed Income Arbitrage Fund -0.20 250k 4/1/2008 149 HB Capital Management Inc. Diversified Program -0.18 50k 3/1/2008 148 Global Domain Partners, LLC Global Domain Vector Fund - Series A -0.17 500k 1/1/2006 147 Romanesco Capital Management B.V Persistence Program -0.04 5,000k 9/1/2005 146 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -0.02 10,000k 2/1/2008 145 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 143 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 0.00 5,000k 11/1/2012 144 Estlander & Partners Alpha Trend II - Class P 0.00 100k 12/1/2008 142 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.00 10k 7/1/2005 141 Mondiale Asset Management Mondiale Trading Program 0.00 0k 9/1/1997 140 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 139 Systematic Alpha Management Systematic Alpha Futures Program 0.11 100k 6/1/2004 138 Saxon Investment Corporation Diversified Program 0.18 3,000k 9/1/1988 137 Eckhardt Trading Company Evolution Strategies 1.2X 0.18 10,000k 10/1/1991 136 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 0.20 100k 1/1/2005 135 Estlander & Partners Global Markets 0.22 10,000k 8/1/1999 134 MERIT Alternative Investments GmbH Futures Portfolio 0.23 2,000k 6/1/1998 133 Quantmetrics Capital Management LLP Premier 12V Strategy 0.24 10,000k 4/1/2003 132 NuWave Investment Management, LLC Combined Futures Portfolio 0.26 5,000k 6/1/2001 131 Eckhardt Trading Company Evolution Strategies 0.26 20,000k 8/1/1991 130 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.26 10,000k 4/1/2004 129 Superfund Group Superfund Blue SPC Class A (EUR) 0.31 50k 4/1/2005 128 NuWave Investment Management, LLC NuWave Investment Partners LP 0.31 250k 6/1/2001 127 Saxon Investment Corporation Aggressive Diversified Program 0.33 2,000k 11/1/1993 126 Emil van Essen EvE Systematic Global Opportunities 0.37 1,000k 9/1/2007 125 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.40 1,000k 3/1/2003 124 Quantmetrics Capital Management LLP Directional 10V Strategy 0.44 10,000k 1/1/2007 123 Estlander & Partners Global XL 0.48 5,000k 8/1/1991 122 EMC Capital Advisors, LLC Classic 0.50 5,000k 1/1/1985 121 Jaguar Investments Ltd Vario Capital Strategy 0.53 1,000k 5/1/2016 120 Esulep LLC MAX Esulep LLC MAX 0.57 500k 5/1/2008 119 Alder Capital DAC Alder Global 20 0.70 250k 2/1/2001 118 Alder Capital DAC Alder Global 10 0.70 250k 10/1/2000 117 Crescent Bay Capital Management Premium Stock Index Program 0.75 10k 10/1/2005 116 Conquest Capital Group Conquest Macro 0.78 250k 5/1/1999 115 Red Rock Capital, LLC Systematic Global Macro 0.90 500k 9/1/2003 114 Quantitative Investment Management Quantitative Global Program 0.90 20,000k 10/1/2003 113 Hyman Beck and Company Global Portfolio 0.91 1,000k 3/1/1991 112 Spectrum Asset Management LLC Global Diversified 1.01 2,000k 1/1/2001 111 Blackwater Capital Management Global Program 1.02 5,000k 7/1/2005 110 Commodity Strategies AG CSAG Active Long Short Commodity Program 1.02 5,000k 10/1/2007 109 Robinson-Langley Capital Management, LLC Managed Account Program 1.07 200k 1/1/2007 108 Rivoli Fund Management Rivoli International Fund (V9) 1.10 5,000k 1/1/2002 107 Xplor Capital Management, LLC Global CTA Program 1.12 1,500k 7/1/2004 106 Millburn Ridgefield Corporation Diversified Program 1.20 20,000k 2/1/1977 105 Millburn Ridgefield Corporation Multi-Markets Program 1.21 25,000k 10/1/2004 104 Rotella Capital Management Rotella Polaris Program (Diversified) 1.23 10,000k 1/1/1991 103 Transtrend B.V. DTP – Standard Risk (EUR) 1.28 10,000k 2/1/1999 102 Superfund Group Superfund Green L.P. Series A 1.32 5k 10/1/2002 101 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.33 1k 10/1/2006 100 Millburn Ridgefield Corporation Commodity Program 1.36 25,000k 3/1/2005 99 Clarke Capital Management Global Magnum 1.36 100k 8/1/1997 98 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.37 1,000k 5/1/2006 97 Mobius Asset Management Energy Weighted Program 1.49 250k 1/1/2005 96 Clarke Capital Management Global Basic 1.51 50k 2/1/1996 95 Rivoli Fund Management Rivoli International Fund (E) 1.53 5,000k 10/1/1996 94 Crabel Capital Management WPD Crabel Futures Program 1.53 1,000k 7/1/2008 93 Briarwood Capital Management, Inc. Diversified Trading Program 1.57 3,000k 7/1/2001 92 Southwest Managed Investments, LLC Global Diversified 1.59 200k 1/1/2002 91 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.60 1,000k 3/1/1998 90 Superfund Group Superfund Green Q-AG 1.81 2k 3/1/1996 89 Superfund Group Superfund Green GCT USD 1.90 15k 1/1/2000 88 Rho Asset Management Rho Altius 1XL Program 1.94 5,000k 11/1/2007 87 John Locke Investments Cyril Systematic Program 1.94 8,000k 7/1/2000 86 Rabar Market Research Diversified Program 1.95 2,000k 1/1/1989 85 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.95 10,000k 8/1/2004 84 Manning & Napier MN Xenon Global Fixed Income Program 1.96 2,000k 8/1/2004 83 Tactical Investment Management Tactical Institutional Commodity Program 1.98 10,000k 4/1/1993 82 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 2.00 75k 6/1/2007 81 Quantica Capital AG Quantica Managed Futures 2.00 5,000k 1/1/2005 80 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 2.01 10,000k 1/1/2001 79 Pacific Capital Advisors Vanguard Program 2.03 100k 4/1/2007 78 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.04 10,000k 8/1/1999 77 Winton Capital Management Diversified 2.10 50,000k 10/1/1997 76 Clarke Capital Management Millennium 2.23 1,000k 1/1/1998 75 Wavefront Global Asset Management IMFC Global Investment Program 2.24 2,000k 2/1/2007 74 Auctos Capital Management Auctos Global Diversified 2.28 3,000k 11/1/2007 73 Transtrend B.V. DTP – Enhanced Risk (USD) 2.29 10,000k 1/1/1995 72 Dominion Capital Sapphire Program 2.34 3,000k 5/1/2005 71 Mark J. Walsh Company Standard Program 2.35 2,000k 9/1/1985 70 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.41 1,000k 9/1/1997 69 Eclipse Capital Management Global Monetary 2.44 5,000k 8/1/1990 68 Lynx Asset Management AB Lynx Program 2.48 75k 5/1/2000 67 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 2.52 4,000k 11/1/2008 66 Superfund Group Superfund Green L.P. Series B 2.60 5k 10/1/2002 65 DUNN Capital Management World Monetary and Agriculture Program (WMA) 2.60 100k 11/1/1984 64 Somers Brothers Capital Diversified Futures Program #1 2.61 100k 1/1/2005 63 HiProb Trading Technology LLC HiProb-I 2.70 5,000k 7/1/2008 62 Auspice Capital Advisors Ltd Auspice Diversified Program 2.73 1,500k 4/1/2006 61 Welton Investment Partners Welton Global 2.76 10,000k 6/1/2004 60 Mobius Asset Management Diversified Program 2.81 250k 3/1/2004 59 Briarwood Capital Management, Inc. Diversified 2XL 2.85 250k 11/1/2004 58 Trigon Investment Advisors, LLC Foreign Exchange Program 2.86 5,000k 8/1/2000 57 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 3.04 1,000k 10/1/2006 56 Robust Methods LLC Macro Managed Account 3.14 5,000k 1/1/2005 55 Neural Capital Ltd Sentinel Trading Program 3.20 2,000k 1/1/2006 54 IKOS The IKOS Hedge Fund 3.33 10,000k 7/1/1998 53 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 3.39 0k 11/1/1996 52 Alee Capital Management, LLC Mistral Program 3.46 2,500k 1/1/1999 51 Keck Capital Management LLC The Keck Program 3.58 2,000k 12/1/2003 50 Manning & Napier MN Xenon Managed Futures (2x) Program 3.63 5,000k 6/1/2006 49 IKOS IKOS FX Fund 3.75 1,000k 3/1/2008 48 Abraham Trading Company Diversified Program 3.76 10,000k 1/1/1988 47 Conquest Capital Group Conquest Select 3.78 250k 6/1/2004 46 Ancile Capital Management Global Markets Program 3.98 2,000k 4/1/2005 45 Witter & Lester, Inc. Redstone 4.13 500k 9/1/1994 44 Emil van Essen Spread Trading Program 4.14 5,000k 12/1/2006 43 Chesapeake Capital Diversified (LV) 4.14 100k 2/1/1988 42 Parizek Capital Currency Program 4.20 1,000k 4/1/2006 41 Revolution Capital Management Alpha Program 4.35 5,000k 6/1/2007 40 Revolution Capital Management Alpha Fund 4.53 50k 1/1/2005 39 Estlander & Partners Alpha Trend 4.55 30,000k 10/1/1991 38 Witter & Lester, Inc. Stock Index Futures Trading Program 4.56 400k 1/1/1988 37 Wimmer Horizon LLP Managed Account 4.67 5,000k 5/1/2005 36 Gladius Asset Management Fulham Program 4.83 2,000k 1/1/2008 35 Strategic Capital Advisors LLC Contrarian 500 4.88 500k 12/1/2003 34 Dreiss Research Corporation Diversified Program 4.93 1,000k 5/1/1991 33 Superfund Group Superfund Green Master 4.96 2,000k 5/1/2001 32 Arcanum Asset Management Equity Index Option Program (Prop) 5.00 500k 7/1/2006 31 Insch Capital Management SA Interbank Currency Program - 3X Leverage 5.05 100k 1/1/2000 30 Drury Capital Diversified Trend-Following Program 5.15 5,000k 5/1/1997 29 Parizek Capital Futures Trading Program 5.23 500k 4/1/2000 28 Mulvaney Capital Management The Mulvaney Global Markets Fund 5.30 100k 5/1/1999 27 FORT LP Fort Global Contrarian 5.36 2,000k 10/1/2002 26 Rhicon Currency Management Rhicon Systematic Currency Program 5.44 3,000k 1/1/2004 25 Clarke Capital Management Jupiter 5.44 3,000k 5/1/2005 24 Hawksbill Capital Management Global Diversified 6.03 5,000k 11/1/1988 23 ISAM ISAM Systematic Trend Fund 6.11 1,000k 6/1/2001 22 Tyche Capital Advisors LLC TCA Energy Spreads 6.15 100k 8/1/2008 21 Revolution Capital Management Mosaic Program 6.19 10,000k 10/1/2006 20 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 6.20 200k 11/1/1999 19 DUNN Capital Management DUNN Combined Fund (DCF) 6.60 100k 5/1/1989 18 Clarke Capital Management Worldwide 7.04 250k 1/1/1996 17 DUNN Capital Management D'Best Futures Fund, L.P. 7.28 100k 6/1/1994 16 Future Trade AG Thales Swing Trading Programme 7.69 250k 6/1/2007 15 White Indian Trading Co. STAIRS - Futures Program (Client) 7.76 250k 10/1/2008 14 Alee Capital Management, LLC Poniente Program 7.82 2,500k 1/1/1999 13 Diamond Peak Capital LLC Northstar (2x) program 8.02 250k 10/1/2008 12 AllMountain Capital AG Mount Denali Global Trends 8.47 160k 7/1/2007 11 Mobius Asset Management Custom Trading Program 9.15 100k 1/1/2002 10 Heyden & Steindl GmbH TOMAC2 9.24 5,000k 3/1/2003 9 FORT LP Fort Global Diversified 9.25 2,000k 10/1/1993 8 Superfund Group Superfund Green Gold A (SPC) 9.45 5k 10/1/2005 7 Superfund Group Superfund Green Gold B (SPC) 10.81 50k 10/1/2005 6 Superfund Group Superfund Green Gold C (SPC) 11.80 100k 10/1/2005 5 Kelly Angle Inc. Genesis Program 12.37 2,000k 4/1/2000 4 QCM Global Diversified Programme 12.76 500k 12/1/1995 3 Clarke Capital Management FX Plus 13.34 1,000k 5/1/2004 2 Dendrich Ltd QEP 13.97 50k 12/1/2005 1 Futures Truth Company, FTC-CTA MS4 15.60 250k 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.