Systematic Trader Index For December 2009 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 2009 Min Inv Inception 203 Keck Capital Management LLC The Keck Program -23.71 2,000k 12/1/2003 202 Superfund Group Superfund Green Gold C (SPC) -21.59 100k 10/1/2005 201 Superfund Group Superfund Green Gold L.P. Series B-1 -20.62 5k 4/1/2009 200 Superfund Group Superfund Green Gold B (SPC) -18.96 50k 10/1/2005 199 Superfund Group Superfund Green Master -18.30 2,000k 5/1/2001 198 Purple Valley Capital, Inc. Diversified Trend 1 -17.32 100k 8/1/2008 197 Superfund Group Superfund Green Gold A (SPC) -15.67 5k 10/1/2005 196 Clarke Capital Management Global Magnum -15.37 100k 8/1/1997 195 Kelly Angle Inc. Genesis Program -15.21 2,000k 4/1/2000 194 Hawksbill Capital Management Global Diversified -14.45 5,000k 11/1/1988 193 Superfund Group Superfund Green L.P. Series B -14.18 5k 10/1/2002 192 Clarke Capital Management Jupiter -14.02 3,000k 5/1/2005 191 Superfund Group Superfund Green GCT USD -13.89 15k 1/1/2000 190 Clarke Capital Management Worldwide -13.74 250k 1/1/1996 189 Superfund Group Superfund Green Gold L.P. Series A-1 -13.49 5k 4/1/2009 188 Estlander & Partners Alpha Trend II - Class P -13.45 100k 12/1/2008 187 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -12.62 200k 11/1/1999 186 Clarke Capital Management FX Plus -12.20 1,000k 5/1/2004 185 DUNN Capital Management D'Best Futures Fund, L.P. -11.39 100k 6/1/1994 184 Somers Brothers Capital Diversified Futures Program #1 -11.35 100k 1/1/2005 183 Clarke Capital Management Global Basic -11.04 50k 2/1/1996 182 Briarwood Capital Management, Inc. Diversified 2XL -10.72 250k 11/1/2004 181 Clarke Capital Management Millennium -10.17 1,000k 1/1/1998 180 Superfund Group Superfund Green L.P. Series A -9.43 5k 10/1/2002 179 Heyden & Steindl GmbH TOMAC2 -9.37 5,000k 3/1/2003 178 Alee Capital Management, LLC Poniente Program -9.13 2,500k 1/1/1999 177 Future Trade AG Thales Swing Trading Programme -8.83 250k 6/1/2007 176 Superfund Group Superfund Green Q-AG -8.31 2k 3/1/1996 175 Gladius Asset Management Fulham Program -8.28 2,000k 1/1/2008 174 Conquest Capital Group Conquest Macro -8.26 250k 5/1/1999 173 DUNN Capital Management DUNN Combined Fund (DCF) -8.14 100k 5/1/1989 172 Mark J. Walsh Company Standard Program -8.04 2,000k 9/1/1985 171 Dreiss Research Corporation Diversified Program -7.83 1,000k 5/1/1991 170 FORT LP Fort Global Diversified -7.38 2,000k 10/1/1993 169 Lynx Asset Management AB Lynx Program -7.34 75k 5/1/2000 168 Southwest Managed Investments, LLC Global Diversified -7.26 200k 1/1/2002 167 QCM Global Diversified Programme -7.02 500k 12/1/1995 166 Eckhardt Trading Company Evolution Strategies 1.2X -6.78 10,000k 10/1/1991 165 Revolution Capital Management Mosaic Program -6.05 10,000k 10/1/2006 164 Rho Asset Management Rho Altius 1XL Program -5.99 5,000k 11/1/2007 163 Alee Capital Management, LLC Mistral Program -5.92 2,500k 1/1/1999 162 Briarwood Capital Management, Inc. Diversified Trading Program -5.84 3,000k 7/1/2001 161 DUNN Capital Management World Monetary and Agriculture Program (WMA) -5.84 100k 11/1/1984 160 Wavefront Global Asset Management IMFC Global Concentrated -5.78 500k 4/1/2009 159 Eckhardt Trading Company Evolution Strategies -5.64 20,000k 8/1/1991 158 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -5.57 1,000k 10/1/2006 157 AllMountain Capital AG Mount Denali Global Trends -5.57 160k 7/1/2007 156 Rabar Market Research Short-Term Program -5.45 2,000k 11/1/2009 155 FORT LP Fort Global Contrarian -5.07 2,000k 10/1/2002 154 Transtrend B.V. DTP – Enhanced Risk (JPY) -4.97 10,000k 8/1/2004 153 Transtrend B.V. DTP – Enhanced Risk (EUR) -4.90 10,000k 8/1/1999 152 Transtrend B.V. DTP – Enhanced Risk (USD) -4.79 10,000k 1/1/1995 151 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -4.33 5,000k 11/1/2012 150 Conquest Capital Group Conquest Select -4.29 250k 6/1/2004 149 Estlander & Partners Alpha Trend -4.14 30,000k 10/1/1991 148 Amplitude Capital International Limited Klassik Strategy -4.11 1,000k 9/1/2009 147 Crabel Capital Management WPD Crabel Futures Program -4.08 1,000k 7/1/2008 146 Wavefront Global Asset Management IMFC Global Investment Program -3.99 2,000k 2/1/2007 145 Abraham Trading Company Diversified Program -3.98 10,000k 1/1/1988 144 Auspice Capital Advisors Ltd Auspice Diversified Program -3.80 1,500k 4/1/2006 143 ISAM ISAM Systematic Trend Fund -3.77 1,000k 6/1/2001 142 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -3.76 1,000k 9/1/2009 141 Quantitative Investment Management Quantitative Global Program -3.70 20,000k 10/1/2003 140 John Locke Investments Cyril Systematic Program -3.53 8,000k 7/1/2000 139 Robinson-Langley Capital Management, LLC Managed Account Program -3.47 200k 1/1/2007 138 Quantica Capital AG Quantica Managed Futures -3.41 5,000k 1/1/2005 137 Romanesco Capital Management B.V Persistence Program -3.28 5,000k 9/1/2005 136 Manning & Napier MN Xenon Managed Futures (2x) Program -3.22 5,000k 6/1/2006 135 Mulvaney Capital Management The Mulvaney Global Markets Fund -3.19 100k 5/1/1999 134 Transtrend B.V. DTP – Standard Risk (EUR) -3.16 10,000k 2/1/1999 133 Northfield Trading Diversified -3.14 2,000k 7/1/1989 132 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -3.06 0k 11/1/1996 131 Kaiser Trading Group Kaiser Global Diversified Program - Class B -2.93 1,000k 3/1/1998 130 IKOS The IKOS Hedge Fund -2.87 10,000k 7/1/1998 129 Rotella Capital Management Rotella Polaris Program (Diversified) -2.82 10,000k 1/1/1991 128 Liberty Funds Group, Inc Liberty Wealth Protection Fund -2.77 250k 10/1/2009 127 Spectrum Asset Management LLC Global Diversified -2.77 2,000k 1/1/2001 126 Superfund Group Superfund Blue SPC Class A (Gold) -2.73 50k 12/1/2007 125 Welton Investment Partners Welton Global -2.71 10,000k 6/1/2004 124 Red Rock Capital, LLC Systematic Global Macro -2.71 500k 9/1/2003 123 Rotella Capital Management Rotella Orion (Short-Term) Program -2.66 10,000k 3/1/2006 122 Rivoli Fund Management Rivoli International Fund (E) -2.55 5,000k 10/1/1996 121 Revolution Capital Management Alpha Fund -2.53 50k 1/1/2005 120 Winton Capital Management Diversified -2.45 50,000k 10/1/1997 119 Wimmer Horizon LLP Managed Account -2.44 5,000k 5/1/2005 118 Xplor Capital Management, LLC Global CTA Program -2.41 1,500k 7/1/2004 117 Revolution Capital Management Alpha Program -2.37 5,000k 6/1/2007 116 Altradis Capital AG AlphAlgo -2.36 100k 5/1/2007 115 MERIT Alternative Investments GmbH Futures Portfolio -2.33 2,000k 6/1/1998 114 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.33 1k 10/1/2006 113 JLC Futures Management Company JLC Managed Futures Fund I, LP. -2.30 100k 8/1/2009 112 Endeavour Capital LLP Endeavour Pembroke -2.30 2,000k 7/1/2007 111 Revolution Capital Management Mosaic Institutional Program -2.27 25,000k 9/1/2009 110 IDS Capital IDS F&F Systematic Trading -2.23 50k 7/1/2013 109 Futures Truth Company, FTC-CTA MS4 -2.22 250k 10/1/2007 108 Molinero Capital Management LLP Global Markets Program -2.22 2,000k 7/1/2005 107 Blackwater Capital Management Global Program -2.21 5,000k 7/1/2005 106 Covenant Capital Management Aggressive Program -2.21 3,000k 2/1/2004 105 Millburn Ridgefield Corporation Diversified Program -2.05 20,000k 2/1/1977 104 Amplitude Capital International Limited Dynamic Strategy -2.00 6/1/2005 103 EMC Capital Advisors, LLC Classic -2.00 5,000k 1/1/1985 102 Tactical Investment Management Tactical Institutional Commodity Program -1.98 10,000k 4/1/1993 101 Parizek Capital Futures Trading Program -1.88 500k 4/1/2000 100 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.74 250k 10/1/2009 99 Eclipse Capital Management Global Monetary -1.71 5,000k 8/1/1990 98 Rivoli Fund Management Rivoli International Fund (V9) -1.63 5,000k 1/1/2002 97 Trigon Investment Advisors, LLC Foreign Exchange Program -1.62 5,000k 8/1/2000 96 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.54 100k 1/1/2000 95 Robust Methods LLC Macro Managed Account -1.52 5,000k 1/1/2005 94 Crabel Capital Management Crabel Multi-Product -1.42 1,000k 3/1/1998 93 Covenant Capital Management Original Program -1.31 5,000k 9/1/1999 92 Millburn Ridgefield Corporation Multi-Markets Program -1.19 25,000k 10/1/2004 91 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -1.09 1,500k 1/1/2009 90 Mondiale Asset Management Mondiale Trading Program -1.07 0k 9/1/1997 89 Hyman Beck and Company Global Portfolio -0.99 1,000k 3/1/1991 88 Seven Capital Management Seven Absolute Return -0.92 100k 6/1/2009 87 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.85 10,000k 8/1/2009 86 Estlander & Partners Global XL -0.83 5,000k 8/1/1991 85 Quantum Leap Capital Management Managed Account Program -0.82 300k 8/1/2006 84 M.S. Capital Management Global Diversified Program -0.77 2,000k 11/1/1998 83 NuWave Investment Management, LLC NuWave Investment Partners LP -0.74 250k 6/1/2001 82 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -0.71 75k 6/1/2007 81 NuWave Investment Management, LLC Combined Futures Portfolio -0.71 5,000k 6/1/2001 80 Quantmetrics Capital Management LLP Directional 10V Strategy -0.67 10,000k 1/1/2007 79 Rhicon Currency Management Rhicon Systematic Currency Program -0.63 3,000k 1/1/2004 78 Auctos Capital Management Auctos Global Diversified -0.61 3,000k 11/1/2007 77 Rabar Market Research Diversified Program -0.52 2,000k 1/1/1989 76 Manning & Napier MN Xenon Global Fixed Income Program -0.38 2,000k 8/1/2004 75 Estlander & Partners Global Markets -0.38 10,000k 8/1/1999 74 Saxon Investment Corporation Aggressive Diversified Program -0.34 2,000k 11/1/1993 73 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.32 100k 1/1/2005 72 Jaguar Investments Ltd Vario Capital Strategy -0.28 1,000k 5/1/2016 71 Mobius Asset Management Custom Trading Program -0.27 100k 1/1/2002 70 Saxon Investment Corporation Diversified Program -0.21 3,000k 9/1/1988 69 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.20 1,000k 9/1/1997 68 Parizek Capital Currency Program -0.18 1,000k 4/1/2006 67 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.09 1,000k 3/1/2003 66 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.06 10,000k 4/1/2004 65 Emil van Essen Spread Trading Program -0.05 5,000k 12/1/2006 64 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -0.02 10,000k 2/1/2008 63 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.01 10,000k 1/1/2001 62 Claughton Capital ARP Institutional Program -0.01 1,000k 10/1/2005 60 Futures Truth Company, FTC-CTA 200K Options Strategy 0.00 200k 12/1/2009 61 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 59 Neural Capital Ltd Sentinel Trading Program 0.01 2,000k 1/1/2006 58 Global Domain Partners, LLC Global Domain Vector Fund - Series A 0.02 500k 1/1/2006 57 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 0.06 500k 4/1/2009 56 Drury Capital Diversified Trend-Following Program 0.09 5,000k 5/1/1997 55 Quantmetrics Capital Management LLP Premier 12V Strategy 0.22 10,000k 4/1/2003 54 Cranwood Capital Management Fixed Income Arbitrage Fund 0.25 250k 4/1/2008 53 Cranwood Capital Management Cranwood International Fund 0.25 250k 4/1/2008 52 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 0.28 50k 9/1/2009 51 Systematic Alpha Management Systematic Alpha Futures Program 0.29 100k 6/1/2004 50 IKOS IKOS FX Fund 0.31 1,000k 3/1/2008 49 Witter & Lester, Inc. Redstone 0.37 500k 9/1/1994 48 Superfund Group Superfund Blue SPC Class A (EUR) 0.38 50k 4/1/2005 47 Quantis Asset Management Ulysses Futures 0.44 1,000k 7/1/2009 46 Liberty Funds Group, Inc Liberty Diversified Option Strategy 0.47 750k 1/1/2009 45 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 0.50 1,000k 5/1/2006 44 Pinstripe Trading, LLC Standard 0.50 125k 8/1/2009 43 Diamond Peak Capital LLC Northstar (2x) program 0.53 250k 10/1/2008 42 Shield Plus LLC Shield Plus Natural Gas 0.72 50k 1/1/2004 41 Millburn Ridgefield Corporation Commodity Program 0.76 25,000k 3/1/2005 40 Ion Asset Architecture (Fund Program) Ion Fund 0.82 100k 11/1/2007 39 Ion Asset Architecture Ion Fund Program 0.82 10,000k 11/1/2007 38 Mobius Asset Management Diversified Program 0.87 250k 3/1/2004 37 Witter & Lester, Inc. Stock Index Futures Trading Program 1.00 400k 1/1/1988 36 Commodity Strategies AG CSAG Active Long Short Commodity Program 1.01 5,000k 10/1/2007 35 RAM Management Group RAM MRTP 1X-Conservative 1.11 1,000k 9/1/1993 34 Dominion Capital Sapphire Program 1.21 3,000k 5/1/2005 33 Global Sigma Group, LLC AGSF 1.41 3,000k 4/1/2013 32 Esulep LLC MAX Esulep LLC MAX 1.43 500k 5/1/2008 31 Strategic Capital Advisors LLC Contrarian 500 1.59 500k 12/1/2003 30 John Locke Investments JL Commodity Long Flat Program 1.59 5,000k 12/1/2007 29 Crescent Bay Capital Management Premium Stock Index Program 1.74 10k 10/1/2005 28 Emil van Essen EvE Systematic Global Opportunities 1.76 1,000k 9/1/2007 27 Diamond Capital Management Enhanced S&P Program 1.77 100k 10/1/2009 26 Cauldron Investments, LLC Stock Index Plus 1.86 1,000k 10/1/2009 25 Quantica Capital AG Quantica Diversified FX 1.87 5,000k 3/1/2007 24 Alder Capital DAC Alder Global 10 2.00 250k 10/1/2000 23 Tyche Capital Advisors LLC TCA Energy Spreads 2.05 100k 8/1/2008 22 Mobius Asset Management Energy Weighted Program 2.06 250k 1/1/2005 21 Ancile Capital Management Global Markets Program 2.08 2,000k 4/1/2005 20 Pacific Capital Advisors Vanguard Program 2.20 100k 4/1/2007 19 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.21 10k 7/1/2005 18 HB Capital Management Inc. Diversified Program 2.59 50k 3/1/2008 17 Gap Partners LLC Gap 2.66 250k 11/1/2009 16 Chesapeake Capital Diversified (LV) 2.81 100k 2/1/1988 15 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 3.08 10,000k 8/1/2009 14 White Indian Trading Co. STAIRS - Futures Program (Client) 3.26 250k 10/1/2008 13 HiProb Trading Technology LLC HiProb-I 3.30 5,000k 7/1/2008 12 RAM Management Group MRTP Aggressive 3.58 1,000k 2/1/1998 11 GLOBIVEST LLC Alpha Program 3.66 50k 4/1/2009 10 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 3.69 4,000k 11/1/2008 9 FRP CAPITAL LLC FRP125+ 3.82 125k 1/1/2010 8 Alder Capital DAC Alder Global 20 4.00 250k 2/1/2001 7 White Indian Trading Co. STAIRS (Client) 4.51 250k 5/1/2009 6 Arcanum Asset Management Equity Index Option Program (Prop) 4.67 500k 7/1/2006 5 Kinkopf Capital Management KCM S&P (Proprietary) 8.48 100k 1/1/1999 4 QQFund.com QQFund.com Alpha Beta Program 12.55 100k 9/1/2008 3 Dendrich Ltd QEP 13.81 50k 12/1/2005 2 Non Correlated Capital Positive Theta Program 14.81 250k 10/1/2007 1 Non Correlated Capital Positive Theta Fund 18.75 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.