Systematic Trader Index For September 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 Sep 2008 Min Inv Inception 170 Dendrich Ltd QEP -29.04 50k 12/1/2005 169 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -11.64 10k 7/1/2005 168 Crescent Bay Capital Management Premium Stock Index Program -11.44 10k 10/1/2005 167 Rotella Capital Management Rotella Polaris Program (Diversified) -10.81 10,000k 1/1/1991 166 IKOS The IKOS Hedge Fund -9.17 10,000k 7/1/1998 165 QCM Global Diversified Programme -8.43 500k 12/1/1995 164 Heyden & Steindl GmbH TOMAC2 -7.90 5,000k 3/1/2003 163 Rotella Capital Management Rotella Orion (Short-Term) Program -7.70 10,000k 3/1/2006 162 Witter & Lester, Inc. Stock Index Futures Trading Program -7.50 400k 1/1/1988 161 Quantica Capital AG Quantica Diversified FX -7.30 5,000k 3/1/2007 160 Chesapeake Capital Diversified (LV) -7.20 100k 2/1/1988 159 Arcanum Asset Management Equity Index Option Program (Prop) -5.50 500k 7/1/2006 158 Non Correlated Capital Positive Theta Fund -5.01 50k 10/1/2007 157 Non Correlated Capital Positive Theta Program -4.18 250k 10/1/2007 156 Neural Capital Ltd Sentinel Trading Program -4.01 2,000k 1/1/2006 155 Estlander & Partners Alpha Trend -3.74 30,000k 10/1/1991 154 Endeavour Capital LLP Endeavour Pembroke -3.30 2,000k 7/1/2007 153 Witter & Lester, Inc. Redstone -3.20 500k 9/1/1994 152 Emil van Essen EvE Systematic Global Opportunities -3.08 1,000k 9/1/2007 151 Auctos Capital Management Auctos Global Diversified -2.97 3,000k 11/1/2007 150 Shield Plus LLC Shield Plus Natural Gas -2.48 50k 1/1/2004 149 Estlander & Partners Global XL -2.42 5,000k 8/1/1991 148 Quantmetrics Capital Management LLP Directional 10V Strategy -2.24 10,000k 1/1/2007 147 Rabar Market Research Diversified Program -2.03 2,000k 1/1/1989 146 Claughton Capital ARP Institutional Program -2.01 1,000k 10/1/2005 145 Altradis Capital AG AlphAlgo -1.96 100k 5/1/2007 144 Mark J. Walsh Company Standard Program -1.71 2,000k 9/1/1985 143 John Locke Investments JL Commodity Long Flat Program -1.65 5,000k 12/1/2007 142 Mobius Asset Management Diversified Program -1.56 250k 3/1/2004 141 Rho Asset Management Rho Altius 1XL Program -1.37 5,000k 11/1/2007 140 Ancile Capital Management Global Markets Program -1.26 2,000k 4/1/2005 139 Mobius Asset Management Custom Trading Program -1.24 100k 1/1/2002 138 Parizek Capital Currency Program -1.21 1,000k 4/1/2006 137 Kelly Angle Inc. Genesis Program -1.19 2,000k 4/1/2000 136 Tactical Investment Management Tactical Institutional Commodity Program -1.15 10,000k 4/1/1993 135 Estlander & Partners Global Markets -1.14 10,000k 8/1/1999 134 Manning & Napier MN Xenon Global Fixed Income Program -1.14 2,000k 8/1/2004 133 Spectrum Asset Management LLC Global Diversified -1.09 2,000k 1/1/2001 132 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -1.08 1,000k 10/1/2006 131 Jaguar Investments Ltd Vario Capital Strategy -1.03 1,000k 5/1/2016 130 Quantica Capital AG Quantica Managed Futures -1.00 10,000k 1/1/2005 129 Saxon Investment Corporation Aggressive Diversified Program -0.76 2,000k 11/1/1993 128 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.69 10,000k 4/1/2004 127 Conquest Capital Group Conquest Select -0.55 250k 6/1/2004 126 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.54 1,000k 3/1/1998 125 John Locke Investments Cyril Systematic Program -0.51 8,000k 7/1/2000 124 AllMountain Capital AG Mount Denali Global Trends -0.48 160k 7/1/2007 123 Winton Capital Management Diversified -0.41 50,000k 10/1/1997 122 Saxon Investment Corporation Diversified Program -0.34 3,000k 9/1/1988 121 Xplor Capital Management, LLC Global CTA Program -0.31 1,500k 7/1/2004 120 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.23 100k 1/1/2000 119 HB Capital Management Inc. Diversified Program -0.17 50k 3/1/2008 118 RAM Management Group MRTP Aggressive -0.13 1,000k 2/1/1998 117 Northfield Trading Diversified -0.10 2,000k 7/1/1989 116 RAM Management Group RAM MRTP 1X-Conservative -0.07 1,000k 9/1/1993 115 Superfund Group Superfund Green L.P. Series A -0.07 5k 10/1/2002 114 Gladius Asset Management Fulham Program -0.02 2,000k 1/1/2008 113 Clarke Capital Management FX Plus -0.02 1,000k 5/1/2004 111 QQFund.com QQFund.com Alpha Beta Program 0.00 100k 9/1/2008 109 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 110 Mondiale Asset Management Mondiale Trading Program 0.00 0k 9/1/1997 112 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 108 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.08 10,000k 2/1/2008 107 Covenant Capital Management Original Program 0.09 5,000k 9/1/1999 106 Briarwood Capital Management, Inc. Diversified Trading Program 0.25 3,000k 7/1/2001 105 Robust Methods LLC Macro Managed Account 0.42 5,000k 1/1/2005 104 Superfund Group Superfund Green L.P. Series B 0.46 5k 10/1/2002 103 Molinero Capital Management LLP Global Markets Program 0.51 2,000k 7/1/2005 102 Briarwood Capital Management, Inc. Diversified 2XL 0.58 250k 11/1/2004 101 Tyche Capital Advisors LLC TCA Energy Spreads 0.60 100k 8/1/2008 100 FORT LP Fort Global Diversified 0.63 2,000k 3/1/2002 99 Purple Valley Capital, Inc. Diversified Trend 1 0.78 100k 8/1/2008 98 Covenant Capital Management Aggressive Program 0.80 3,000k 2/1/2004 97 Superfund Group Superfund Blue SPC Class A (EUR) 0.81 50k 4/1/2005 96 Robinson-Langley Capital Management, LLC Managed Account Program 0.90 200k 1/1/2007 95 DUNN Capital Management World Monetary and Agriculture Program (WMA) 1.02 100k 11/1/1984 94 Welton Investment Partners Welton Global 1.05 10,000k 6/1/2004 93 Alder Capital DAC Alder Global 10 1.10 250k 10/1/2000 92 IKOS IKOS FX Fund 1.35 1,000k 3/1/2008 91 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 1.49 10,000k 1/1/2001 90 Clarke Capital Management Global Magnum 1.53 100k 8/1/1997 89 Trigon Investment Advisors, LLC Foreign Exchange Program 1.54 5,000k 8/1/2000 88 FORT LP Fort Global Contrarian 1.62 2,000k 10/1/2002 87 Quantmetrics Capital Management LLP Premier 12V Strategy 1.70 10,000k 4/1/2003 86 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.71 0k 11/1/1996 85 Esulep LLC MAX Esulep LLC MAX 1.72 500k 5/1/2008 84 Rivoli Fund Management Rivoli International Fund (V9) 1.78 5,000k 1/1/2002 83 Manning & Napier MN Xenon Managed Futures (2x) Program 1.84 5,000k 6/1/2006 82 Ion Asset Architecture Ion Fund Program 1.90 10,000k 11/1/2007 81 Ion Asset Architecture (Fund Program) Ion Fund 1.93 100k 11/1/2007 80 Millburn Ridgefield Corporation Commodity Program 1.93 25,000k 3/1/2005 79 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.97 1,000k 5/1/2006 78 HiProb Trading Technology LLC HiProb-I 2.00 5,000k 7/1/2008 77 Alder Capital DAC Alder Global 20 2.20 250k 2/1/2001 76 Mobius Asset Management Energy Weighted Program 2.22 250k 1/1/2005 75 Rivoli Fund Management Rivoli International Fund (E) 2.24 5,000k 10/1/1996 74 MERIT Alternative Investments GmbH Futures Portfolio 2.45 2,000k 6/1/1998 73 Revolution Capital Management Alpha Program 2.51 5,000k 6/1/2007 72 Dominion Capital Sapphire Program 2.51 3,000k 5/1/2005 71 Revolution Capital Management Alpha Fund 2.58 50k 1/1/2005 70 Superfund Group Superfund Green Q-AG 2.59 2k 3/1/1996 69 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.68 1k 10/1/2006 68 Eckhardt Trading Company Evolution Strategies 2.69 20,000k 8/1/1991 67 Lynx Asset Management AB Lynx Program 2.71 75k 5/1/2000 66 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.74 1,000k 9/1/1997 64 Cranwood Capital Management Cranwood International Fund 2.80 250k 4/1/2008 65 Cranwood Capital Management Fixed Income Arbitrage Fund 2.80 250k 4/1/2008 63 Global Domain Partners, LLC Global Domain Vector Fund - Series A 2.94 500k 1/1/2006 62 Romanesco Capital Management B.V Persistence Program 2.98 5,000k 9/1/2005 61 Eckhardt Trading Company Evolution Strategies 1.2X 3.09 10,000k 10/1/1991 60 Quantitative Investment Management Quantitative Global Program 3.10 20,000k 10/1/2003 59 Millburn Ridgefield Corporation Diversified Program 3.20 20,000k 2/1/1977 58 Red Rock Capital, LLC Systematic Global Macro 3.23 500k 9/1/2003 57 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 3.38 75k 6/1/2007 56 Systematic Alpha Management Systematic Alpha Futures Program 3.50 100k 6/1/2004 55 Alee Capital Management, LLC Mistral Program 3.73 2,500k 1/1/1999 54 Emil van Essen Spread Trading Program 3.75 5,000k 12/1/2006 53 Commodity Strategies AG CSAG Active Long Short Commodity Program 3.80 5,000k 10/1/2007 52 Transtrend B.V. DTP – Standard Risk (EUR) 3.82 10,000k 2/1/1999 51 Pacific Capital Advisors Vanguard Program 3.83 100k 4/1/2007 50 Futures Truth Company, FTC-CTA MS4 4.07 250k 10/1/2007 49 Wavefront Global Asset Management IMFC Global Investment Program 4.26 2,000k 2/1/2007 48 Clarke Capital Management Global Basic 4.26 50k 2/1/1996 47 Kinkopf Capital Management KCM S&P (Proprietary) 4.31 100k 1/1/1999 46 Millburn Ridgefield Corporation Multi-Markets Program 4.35 25,000k 10/1/2004 45 Eclipse Capital Management Global Monetary 4.38 5,000k 8/1/1990 44 Crabel Capital Management Crabel Multi-Product 4.75 1,000k 3/1/1998 43 Rhicon Currency Management Rhicon Systematic Currency Program 4.76 3,000k 1/1/2004 42 Transtrend B.V. DTP – Enhanced Risk (JPY) 4.77 10,000k 8/1/2004 41 DUNN Capital Management D'Best Futures Fund, L.P. 4.85 100k 6/1/1994 40 Superfund Group Superfund Green GCT USD 4.87 15k 1/1/2000 39 Transtrend B.V. DTP – Enhanced Risk (USD) 4.95 10,000k 1/1/1995 38 Dreiss Research Corporation Diversified Program 5.00 1,000k 5/1/1991 37 Clarke Capital Management Millennium 5.01 1,000k 1/1/1998 36 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 5.11 100k 1/1/2005 35 Transtrend B.V. DTP – Enhanced Risk (EUR) 5.35 10,000k 8/1/1999 34 Clarke Capital Management Jupiter 5.53 3,000k 5/1/2005 33 Abraham Trading Company Diversified Program 5.55 10,000k 1/1/1988 32 Superfund Group Superfund Green Gold A (SPC) 5.58 5k 10/1/2005 31 Alee Capital Management, LLC Poniente Program 5.74 2,500k 1/1/1999 30 EMC Capital Advisors, LLC Classic 5.80 5,000k 1/1/1985 29 Superfund Group Superfund Green Gold B (SPC) 6.06 50k 10/1/2005 28 Hawksbill Capital Management Global Diversified 6.11 5,000k 11/1/1988 27 DUNN Capital Management DUNN Combined Fund (DCF) 6.31 100k 5/1/1989 26 Superfund Group Superfund Green Gold C (SPC) 6.70 100k 10/1/2005 25 Wimmer Horizon LLP Managed Account 6.84 5,000k 5/1/2005 24 Auspice Auspice Diversified Program 6.86 1,500k 6/1/2007 23 Revolution Capital Management Mosaic Program 6.97 10,000k 10/1/2006 22 Blackwater Capital Management Global Program 8.23 5,000k 7/1/2005 21 Conquest Capital Group Conquest Macro 8.50 250k 5/1/1999 20 Superfund Group Superfund Green Master 8.93 2,000k 5/1/2001 19 Superfund Group Superfund Blue SPC Class A (Gold) 8.97 50k 12/1/2007 18 Clarke Capital Management Worldwide 9.15 250k 1/1/1996 17 ISAM ISAM Systematic Trend Fund 9.63 1,000k 6/1/2001 16 Southwest Managed Investments, LLC Global Diversified 9.74 200k 1/1/2002 15 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 9.96 200k 11/1/1999 14 Strategic Capital Advisors LLC Contrarian 500 9.99 250k 12/1/2003 13 Keck Capital Management LLC The Keck Program 10.26 2,000k 12/1/2003 12 NuWave Investment Management, LLC NuWave Investment Partners LP 10.75 250k 6/1/2001 11 NuWave Investment Management, LLC Combined Futures Portfolio 10.87 5,000k 6/1/2001 10 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 10.99 10,000k 3/1/2003 9 Quantum Leap Capital Management Managed Account Program 11.19 300k 8/1/2006 8 Hyman Beck and Company Global Portfolio 11.52 1,000k 3/1/1991 7 Mulvaney Capital Management The Mulvaney Global Markets Fund 11.58 100k 5/1/1999 6 Crabel Capital Management WPD Crabel Futures Program 12.93 1,000k 7/1/2008 5 Amplitude Capital International Limited Dynamic Strategy 14.48 6/1/2005 4 Parizek Capital Futures Trading Program 14.68 500k 4/1/2000 3 Somers Brothers Capital Diversified Futures Program #1 15.01 100k 1/1/2005 2 Future Trade AG Thales Swing Trading Programme 15.41 250k 6/1/2007 1 Drury Capital Diversified Trend-Following Program 16.95 5,000k 5/1/1997 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.