Systematic Trader Index For February 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 Feb 2008 Min Inv Inception 160 Parizek Capital Currency Program -14.47 1,000k 4/1/2006 159 Claughton Capital ARP Institutional Program -7.19 1,000k 10/1/2005 158 Emil van Essen Spread Trading Program -5.85 5,000k 12/1/2006 157 Neural Capital Ltd Sentinel Trading Program -4.77 2,000k 1/1/2006 156 Revolution Capital Management Mosaic Program -2.86 10,000k 10/1/2006 155 Futures Truth Company, FTC-CTA MS4 -2.56 250k 10/1/2007 154 Insch Capital Management SA Interbank Currency Program - 3X Leverage -2.47 100k 1/1/2000 153 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -1.45 10,000k 4/1/2004 152 Jaguar Investments Ltd Vario Capital Strategy -0.99 1,000k 5/1/2016 151 Dominion Capital Sapphire Program -0.81 3,000k 5/1/2005 150 IKOS The IKOS Hedge Fund -0.72 10,000k 7/1/1998 149 Witter & Lester, Inc. Stock Index Futures Trading Program -0.64 400k 1/1/1988 148 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.00 10,000k 2/1/2008 147 Mondiale Asset Management Mondiale Trading Program 0.00 0k 9/1/1997 146 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 145 Crabel Capital Management Crabel Multi-Product 0.52 1,000k 3/1/1998 144 Quantmetrics Capital Management LLP Premier 12V Strategy 0.54 10,000k 4/1/2003 143 Rhicon Currency Management Rhicon Systematic Currency Program 0.55 3,000k 1/1/2004 142 Pacific Capital Advisors Vanguard Program 0.70 100k 4/1/2007 141 Quantica Capital AG Quantica Diversified FX 0.80 5,000k 3/1/2007 140 Mobius Asset Management Energy Weighted Program 0.86 250k 1/1/2005 139 Quantmetrics Capital Management LLP Directional 10V Strategy 0.86 10,000k 1/1/2007 138 Northfield Trading Diversified 0.87 2,000k 7/1/1989 137 Mobius Asset Management Diversified Program 0.92 250k 3/1/2004 136 Briarwood Capital Management, Inc. Diversified Trading Program 1.40 3,000k 7/1/2001 135 Witter & Lester, Inc. Redstone 1.43 500k 9/1/1994 134 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.55 1,000k 3/1/1998 133 Superfund Group Superfund Blue SPC Class A (EUR) 1.77 50k 4/1/2005 132 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 1.86 10,000k 1/1/2001 131 Clarke Capital Management FX Plus 2.00 1,000k 5/1/2004 130 Robust Methods LLC Macro Managed Account 2.12 5,000k 1/1/2005 129 Non Correlated Capital Positive Theta Program 2.52 250k 10/1/2007 128 Amplitude Capital International Limited Dynamic Strategy 2.63 6/1/2005 127 Briarwood Capital Management, Inc. Diversified 2XL 2.65 250k 11/1/2004 126 Non Correlated Capital Positive Theta Fund 2.69 50k 10/1/2007 125 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 2.78 1,000k 10/1/2006 124 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.78 1,000k 9/1/1997 123 Quantica Capital AG Quantica Managed Futures 2.80 10,000k 1/1/2005 122 RAM Management Group RAM MRTP 1X-Conservative 3.00 1,000k 9/1/1993 121 SEB Asset Management SEB Asset Selection Fund C (EUR) 3.08 1k 10/1/2006 120 Kinkopf Capital Management KCM S&P (Proprietary) 3.12 100k 1/1/1999 119 Superfund Group Superfund Blue SPC Class A (Gold) 3.15 50k 12/1/2007 118 Revolution Capital Management Alpha Fund 3.16 50k 1/1/2005 117 AllMountain Capital AG Mount Denali Global Trends 3.31 160k 7/1/2007 116 Global Domain Partners, LLC Global Domain Vector Fund - Series A 3.31 500k 1/1/2006 115 Revolution Capital Management Alpha Program 3.42 5,000k 6/1/2007 114 Ion Asset Architecture (Fund Program) Ion Fund 3.46 100k 11/1/2007 113 Alder Capital DAC Alder Global 10 3.50 250k 10/1/2000 112 Ion Asset Architecture Ion Fund Program 3.50 10,000k 11/1/2007 111 Transtrend B.V. DTP – Standard Risk (EUR) 3.51 10,000k 2/1/1999 110 Manning & Napier MN Xenon Global Fixed Income Program 3.64 2,000k 8/1/2004 109 Estlander & Partners Global Markets 3.65 10,000k 8/1/1999 108 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 3.90 1,000k 5/1/2006 107 Conquest Capital Group Conquest Macro 3.92 250k 5/1/1999 106 NuWave Investment Management, LLC NuWave Investment Partners LP 4.13 250k 6/1/2001 105 NuWave Investment Management, LLC Combined Futures Portfolio 4.35 5,000k 6/1/2001 104 Hyman Beck and Company Global Portfolio 4.35 1,000k 3/1/1991 103 Emil van Essen EvE Systematic Global Opportunities 4.45 1,000k 9/1/2007 102 Rotella Capital Management Rotella Orion (Short-Term) Program 4.49 10,000k 3/1/2006 101 Eclipse Capital Management Global Monetary 4.70 5,000k 8/1/1990 100 MERIT Alternative Investments GmbH Futures Portfolio 4.85 2,000k 6/1/1998 99 Transtrend B.V. DTP – Enhanced Risk (JPY) 5.11 10,000k 8/1/2004 98 Transtrend B.V. DTP – Enhanced Risk (EUR) 5.24 10,000k 8/1/1999 97 Quantitative Investment Management Quantitative Global Program 5.30 20,000k 10/1/2003 96 Mobius Asset Management Custom Trading Program 5.46 100k 1/1/2002 95 Transtrend B.V. DTP – Enhanced Risk (USD) 5.55 10,000k 1/1/1995 94 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 5.57 5,000k 1/1/2005 93 Rivoli Fund Management Rivoli International Fund (V9) 5.98 5,000k 1/1/2002 92 Trigon Investment Advisors, LLC Foreign Exchange Program 5.98 5,000k 8/1/2000 91 Lynx Asset Management AB Lynx Program 6.02 75k 5/1/2000 90 FORT LP Fort Global Diversified 6.08 2,000k 3/1/2002 89 Systematic Alpha Management Systematic Alpha Futures Program 6.14 100k 6/1/2004 88 Romanesco Capital Management B.V Persistence Program 6.18 5,000k 9/1/2005 87 Welton Investment Partners Welton Global 6.20 10,000k 6/1/2004 86 Molinero Capital Management LLP Global Markets Program 6.31 2,000k 7/1/2005 85 Abraham Trading Company Diversified Program 6.57 10,000k 1/1/1988 84 Millburn Ridgefield Corporation Diversified Program 6.57 20,000k 2/1/1977 83 FORT LP Fort Global Contrarian 6.64 2,000k 10/1/2002 82 Alder Capital DAC Alder Global 20 6.80 250k 2/1/2001 81 Crescent Bay Capital Management Premium Stock Index Program 6.88 10k 10/1/2005 80 John Locke Investments Cyril Systematic Program 6.89 8,000k 7/1/2000 79 ISAM ISAM Systematic Trend Fund 6.90 1,000k 6/1/2001 78 Arcanum Asset Management Equity Index Option Program (Prop) 7.00 500k 7/1/2006 77 Rotella Capital Management Rotella Polaris Program (Diversified) 7.08 10,000k 1/1/1991 76 Conquest Capital Group Conquest Select 7.31 250k 6/1/2004 75 Strategic Capital Advisors LLC Contrarian 500 7.34 250k 12/1/2003 74 Winton Capital Management Diversified 7.95 50,000k 10/1/1997 73 Estlander & Partners Global XL 8.19 5,000k 8/1/1991 72 RAM Management Group MRTP Aggressive 8.24 1,000k 2/1/1998 71 Endeavour Capital LLP Endeavour Pembroke 8.45 2,000k 7/1/2007 70 Clarke Capital Management Global Magnum 8.46 100k 8/1/1997 69 Millburn Ridgefield Corporation Multi-Markets Program 8.63 25,000k 10/1/2004 68 Rivoli Fund Management Rivoli International Fund (E) 9.03 5,000k 10/1/1996 67 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 9.81 200k 11/1/1999 66 Altradis Capital AG AlphAlgo 9.86 100k 5/1/2007 65 Manning & Napier MN Xenon Managed Futures (2x) Program 9.95 5,000k 6/1/2006 64 Shield Plus LLC Shield Plus Natural Gas 10.00 50k 1/1/2004 63 Eckhardt Trading Company Evolution Strategies 10.01 20,000k 8/1/1991 62 Saxon Investment Corporation Diversified Program 10.63 3,000k 9/1/1988 61 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 10.69 75k 6/1/2007 60 Blackwater Capital Management Global Program 10.98 5,000k 7/1/2005 59 Spectrum Asset Management LLC Global Diversified 11.02 2,000k 1/1/2001 58 Hawksbill Capital Management Global Diversified 11.12 5,000k 11/1/1988 57 Drury Capital Diversified Trend-Following Program 11.17 5,000k 5/1/1997 56 Eckhardt Trading Company Evolution Strategies 1.2X 11.42 10,000k 10/1/1991 55 John Locke Investments JL Commodity Long Flat Program 11.79 5,000k 12/1/2007 54 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 12.10 10k 7/1/2005 53 Clarke Capital Management Worldwide 12.24 250k 1/1/1996 52 Clarke Capital Management Global Basic 12.54 50k 2/1/1996 51 Rabar Market Research Diversified Program 12.91 2,000k 1/1/1989 50 Gladius Asset Management Fulham Program 13.13 2,000k 1/1/2008 49 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 13.67 10,000k 3/1/2003 48 Estlander & Partners Alpha Trend 13.86 30,000k 10/1/1991 47 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 13.93 0k 11/1/1996 46 Auctos Capital Management Auctos Global Diversified 14.16 3,000k 11/1/2007 45 Superfund Group Superfund Green Q-AG 14.17 2k 3/1/1996 44 Southwest Managed Investments, LLC Global Diversified 14.30 200k 1/1/2002 43 Auspice Auspice Diversified Program 14.53 1,500k 6/1/2007 42 EMC Capital Advisors, LLC Classic 14.90 5,000k 1/1/1985 41 Covenant Capital Management Original Program 15.41 5,000k 9/1/1999 40 Xplor Capital Management, LLC Global CTA Program 15.42 1,500k 7/1/2004 39 Heyden & Steindl GmbH TOMAC2 15.51 5,000k 3/1/2003 38 Commodity Strategies AG CSAG Active Long Short Commodity Program 16.06 5,000k 10/1/2007 37 Clarke Capital Management Jupiter 16.32 3,000k 5/1/2005 36 Robinson-Langley Capital Management, LLC Managed Account Program 16.63 200k 1/1/2007 35 Millburn Ridgefield Corporation Commodity Program 16.65 25,000k 3/1/2005 34 Chesapeake Capital Diversified (LV) 17.15 100k 2/1/1988 33 Ancile Capital Management Global Markets Program 17.36 2,000k 4/1/2005 32 Kelly Angle Inc. Genesis Program 17.59 2,000k 4/1/2000 31 Superfund Group Superfund Green L.P. Series A 17.93 5k 10/1/2002 30 Saxon Investment Corporation Aggressive Diversified Program 18.10 2,000k 11/1/1993 29 Quantum Leap Capital Management Managed Account Program 18.58 300k 8/1/2006 28 Red Rock Capital, LLC Systematic Global Macro 18.66 500k 9/1/2003 27 Rho Asset Management Rho Altius 1XL Program 18.87 5,000k 11/1/2007 26 Wavefront Global Asset Management IMFC Global Investment Program 18.88 2,000k 2/1/2007 25 Keck Capital Management LLC The Keck Program 19.01 2,000k 12/1/2003 24 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 19.09 100k 1/1/2005 23 Mark J. Walsh Company Standard Program 19.55 2,000k 9/1/1985 22 QCM Global Diversified Programme 20.02 500k 12/1/1995 21 Wimmer Horizon LLP Managed Account 20.07 5,000k 5/1/2005 20 Alee Capital Management, LLC Mistral Program 21.19 2,500k 1/1/1999 19 Superfund Group Superfund Green Gold A (SPC) 21.31 5k 10/1/2005 18 Tactical Investment Management Tactical Institutional Commodity Program 21.39 10,000k 4/1/1993 17 Covenant Capital Management Aggressive Program 21.53 3,000k 2/1/2004 16 Somers Brothers Capital Diversified Futures Program #1 21.90 100k 1/1/2005 15 Superfund Group Superfund Green GCT USD 22.39 15k 1/1/2000 14 Parizek Capital Futures Trading Program 22.84 500k 4/1/2000 13 Dendrich Ltd QEP 23.33 50k 12/1/2005 12 DUNN Capital Management D'Best Futures Fund, L.P. 24.52 100k 6/1/1994 11 Superfund Group Superfund Green L.P. Series B 24.60 5k 10/1/2002 10 Alee Capital Management, LLC Poniente Program 26.15 2,500k 1/1/1999 9 Clarke Capital Management Millennium 27.36 1,000k 1/1/1998 8 Future Trade AG Thales Swing Trading Programme 27.83 250k 6/1/2007 7 Superfund Group Superfund Green Gold B (SPC) 28.68 50k 10/1/2005 6 Mulvaney Capital Management The Mulvaney Global Markets Fund 28.86 100k 5/1/1999 5 Dreiss Research Corporation Diversified Program 29.19 1,000k 5/1/1991 4 DUNN Capital Management World Monetary and Agriculture Program (WMA) 29.55 100k 11/1/1984 3 DUNN Capital Management DUNN Combined Fund (DCF) 31.63 100k 5/1/1989 2 Superfund Group Superfund Green Master 32.16 2,000k 5/1/2001 1 Superfund Group Superfund Green Gold C (SPC) 37.36 100k 10/1/2005 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.