Systematic Trader Index For February 2009 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 2009 Min Inv Inception 178 Insch Capital Management SA Interbank Currency Program - 3X Leverage -7.06 100k 1/1/2000 177 Heyden & Steindl GmbH TOMAC2 -6.24 5,000k 3/1/2003 176 Estlander & Partners Alpha Trend II - Class P -4.47 100k 12/1/2008 175 Southwest Managed Investments, LLC Global Diversified -4.33 200k 1/1/2002 174 Rhicon Currency Management Rhicon Systematic Currency Program -4.10 3,000k 1/1/2004 173 Dominion Capital Sapphire Program -4.00 3,000k 5/1/2005 172 Mobius Asset Management Custom Trading Program -3.62 100k 1/1/2002 171 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -3.60 5,000k 11/1/2012 170 Trigon Investment Advisors, LLC Foreign Exchange Program -3.50 5,000k 8/1/2000 169 Mark J. Walsh Company Standard Program -3.35 2,000k 9/1/1985 168 Romanesco Capital Management B.V Persistence Program -3.34 5,000k 9/1/2005 167 QCM Global Diversified Programme -3.12 500k 12/1/1995 166 Hawksbill Capital Management Global Diversified -3.08 5,000k 11/1/1988 165 Clarke Capital Management Global Basic -2.90 50k 2/1/1996 164 Rotella Capital Management Rotella Orion (Short-Term) Program -2.63 10,000k 3/1/2006 163 Futures Truth Company, FTC-CTA MS4 -2.41 250k 10/1/2007 162 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -2.40 200k 11/1/1999 161 Welton Investment Partners Welton Global -2.29 10,000k 6/1/2004 160 Shield Plus LLC Shield Plus Natural Gas -2.23 50k 1/1/2004 159 Gladius Asset Management Fulham Program -2.21 2,000k 1/1/2008 158 Conquest Capital Group Conquest Select -2.10 250k 6/1/2004 157 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -2.00 1,500k 1/1/2009 156 Clarke Capital Management Millennium -1.99 1,000k 1/1/1998 155 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -1.82 1,000k 9/1/1997 154 Strategic Capital Advisors LLC Contrarian 500 -1.81 250k 12/1/2003 153 Jaguar Investments Ltd Vario Capital Strategy -1.81 1,000k 5/1/2016 152 Rabar Market Research Diversified Program -1.72 2,000k 1/1/1989 151 Non Correlated Capital Positive Theta Fund -1.72 50k 10/1/2007 150 Manning & Napier MN Xenon Global Fixed Income Program -1.64 2,000k 8/1/2004 149 Eclipse Capital Management Global Monetary -1.58 5,000k 8/1/1990 148 Non Correlated Capital Positive Theta Program -1.54 250k 10/1/2007 147 Manning & Napier MN Xenon Managed Futures (2x) Program -1.51 5,000k 6/1/2006 146 John Locke Investments JL Commodity Long Flat Program -1.50 5,000k 12/1/2007 145 Conquest Capital Group Conquest Macro -1.49 250k 5/1/1999 144 Clarke Capital Management Global Magnum -1.41 100k 8/1/1997 143 Global Domain Partners, LLC Global Domain Vector Fund - Series A -1.41 500k 1/1/2006 142 Blackwater Capital Management Global Program -1.40 5,000k 7/1/2005 141 Estlander & Partners Alpha Trend -1.40 30,000k 10/1/1991 140 Future Trade AG Thales Swing Trading Programme -1.37 250k 6/1/2007 139 MERIT Alternative Investments GmbH Futures Portfolio -1.22 2,000k 6/1/1998 138 Tactical Investment Management Tactical Institutional Commodity Program -1.12 10,000k 4/1/1993 137 Liberty Funds Group, Inc Liberty Diversified Option Strategy -1.12 750k 1/1/2009 136 Somers Brothers Capital Diversified Futures Program #1 -1.11 100k 1/1/2005 135 Robinson-Langley Capital Management, LLC Managed Account Program -1.03 200k 1/1/2007 134 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.00 10,000k 1/1/2001 133 Parizek Capital Currency Program -0.96 1,000k 4/1/2006 132 Emil van Essen EvE Systematic Global Opportunities -0.92 1,000k 9/1/2007 131 Chesapeake Capital Diversified (LV) -0.89 100k 2/1/1988 130 Crescent Bay Capital Management Premium Stock Index Program -0.88 10k 10/1/2005 129 Mondiale Asset Management Mondiale Trading Program -0.83 0k 9/1/1997 128 Pacific Capital Advisors Vanguard Program -0.79 100k 4/1/2007 127 Alee Capital Management, LLC Mistral Program -0.71 2,500k 1/1/1999 126 Hyman Beck and Company Global Portfolio -0.66 1,000k 3/1/1991 125 Cranwood Capital Management Fixed Income Arbitrage Fund -0.65 250k 4/1/2008 124 Cranwood Capital Management Cranwood International Fund -0.65 250k 4/1/2008 123 White Indian Trading Co. STAIRS - Futures Program (Client) -0.62 250k 10/1/2008 122 Neural Capital Ltd Sentinel Trading Program -0.60 2,000k 1/1/2006 121 Robust Methods LLC Macro Managed Account -0.57 5,000k 1/1/2005 120 Wavefront Global Asset Management IMFC Global Investment Program -0.47 2,000k 2/1/2007 119 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -0.45 75k 6/1/2007 118 Tyche Capital Advisors LLC TCA Energy Spreads -0.40 100k 8/1/2008 117 Rivoli Fund Management Rivoli International Fund (E) -0.38 5,000k 10/1/1996 116 IKOS IKOS FX Fund -0.35 1,000k 3/1/2008 115 Commodity Strategies AG CSAG Active Long Short Commodity Program -0.33 5,000k 10/1/2007 114 Eckhardt Trading Company Evolution Strategies 1.2X -0.28 10,000k 10/1/1991 113 Eckhardt Trading Company Evolution Strategies -0.23 20,000k 8/1/1991 112 Winton Capital Management Diversified -0.21 50,000k 10/1/1997 111 QQFund.com QQFund.com Alpha Beta Program -0.19 100k 9/1/2008 110 Altradis Capital AG AlphAlgo -0.16 100k 5/1/2007 109 Crabel Capital Management Crabel Multi-Product -0.15 1,000k 3/1/1998 108 Rivoli Fund Management Rivoli International Fund (V9) -0.12 5,000k 1/1/2002 107 NuWave Investment Management, LLC NuWave Investment Partners LP -0.12 250k 6/1/2001 106 John Locke Investments Cyril Systematic Program -0.11 8,000k 7/1/2000 105 Parizek Capital Futures Trading Program -0.11 500k 4/1/2000 104 Revolution Capital Management Alpha Fund -0.11 50k 1/1/2005 103 Quantitative Investment Management Quantitative Global Program -0.10 20,000k 10/1/2003 102 Rho Asset Management Rho Altius 1XL Program -0.10 5,000k 11/1/2007 101 Mobius Asset Management Diversified Program -0.10 250k 3/1/2004 100 NuWave Investment Management, LLC Combined Futures Portfolio -0.08 5,000k 6/1/2001 99 Briarwood Capital Management, Inc. Diversified 2XL -0.04 250k 11/1/2004 98 Mulvaney Capital Management The Mulvaney Global Markets Fund -0.03 100k 5/1/1999 92 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 93 Northfield Trading Diversified 0.00 2,000k 7/1/1989 96 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.00 10k 7/1/2005 94 Ion Asset Architecture Ion Fund Program 0.00 10,000k 11/1/2007 95 Ion Asset Architecture (Fund Program) Ion Fund 0.00 100k 11/1/2007 97 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 91 Briarwood Capital Management, Inc. Diversified Trading Program 0.01 3,000k 7/1/2001 90 Revolution Capital Management Alpha Program 0.04 5,000k 6/1/2007 89 Superfund Group Superfund Green L.P. Series A 0.04 5k 10/1/2002 88 Keck Capital Management LLC The Keck Program 0.07 2,000k 12/1/2003 87 Abraham Trading Company Diversified Program 0.12 10,000k 1/1/1988 86 Saxon Investment Corporation Diversified Program 0.13 3,000k 9/1/1988 85 Superfund Group Superfund Blue SPC Class A (EUR) 0.16 50k 4/1/2005 84 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 0.16 4,000k 11/1/2008 83 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.17 10,000k 3/1/2003 82 Lynx Asset Management AB Lynx Program 0.23 75k 5/1/2000 81 Quantica Capital AG Quantica Diversified FX 0.24 5,000k 3/1/2007 80 Saxon Investment Corporation Aggressive Diversified Program 0.25 2,000k 11/1/1993 79 Quantmetrics Capital Management LLP Premier 12V Strategy 0.30 10,000k 4/1/2003 78 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.32 1,000k 3/1/1998 77 Spectrum Asset Management LLC Global Diversified 0.36 2,000k 1/1/2001 76 Red Rock Capital, LLC Systematic Global Macro 0.39 500k 9/1/2003 75 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.40 10,000k 4/1/2004 74 EMC Capital Advisors, LLC Classic 0.40 5,000k 1/1/1985 73 Transtrend B.V. DTP – Standard Risk (EUR) 0.43 10,000k 2/1/1999 72 Quantica Capital AG Quantica Managed Futures 0.45 10,000k 1/1/2005 71 Esulep LLC MAX Esulep LLC MAX 0.47 500k 5/1/2008 70 RAM Management Group RAM MRTP 1X-Conservative 0.56 1,000k 9/1/1993 69 IKOS The IKOS Hedge Fund 0.60 10,000k 7/1/1998 68 Superfund Group Superfund Green Q-AG 0.62 2k 3/1/1996 67 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 0.63 1,000k 10/1/2006 66 Estlander & Partners Global Markets 0.64 10,000k 8/1/1999 65 Superfund Group Superfund Green L.P. Series B 0.68 5k 10/1/2002 64 Alder Capital DAC Alder Global 20 0.70 250k 2/1/2001 63 Alder Capital DAC Alder Global 10 0.70 250k 10/1/2000 62 Covenant Capital Management Original Program 0.76 5,000k 9/1/1999 61 Transtrend B.V. DTP – Enhanced Risk (USD) 0.76 10,000k 1/1/1995 60 Wimmer Horizon LLP Managed Account 0.78 5,000k 5/1/2005 59 Dreiss Research Corporation Diversified Program 0.80 1,000k 5/1/1991 58 Rotella Capital Management Rotella Polaris Program (Diversified) 0.81 10,000k 1/1/1991 57 Clarke Capital Management Worldwide 0.81 250k 1/1/1996 56 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 0.86 1,000k 5/1/2006 55 Crabel Capital Management WPD Crabel Futures Program 0.86 1,000k 7/1/2008 54 Quantmetrics Capital Management LLP Directional 10V Strategy 0.86 10,000k 1/1/2007 53 Millburn Ridgefield Corporation Commodity Program 0.88 25,000k 3/1/2005 52 RAM Management Group MRTP Aggressive 0.88 1,000k 2/1/1998 51 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.91 10,000k 8/1/1999 50 Auctos Capital Management Auctos Global Diversified 0.91 3,000k 11/1/2007 49 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.93 10,000k 8/1/2004 48 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.99 10,000k 2/1/2008 47 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.01 1k 10/1/2006 46 Ancile Capital Management Global Markets Program 1.03 2,000k 4/1/2005 45 FORT LP Fort Global Diversified 1.06 2,000k 3/1/2002 44 Auspice Auspice Diversified Program 1.08 1,500k 6/1/2007 43 FORT LP Fort Global Contrarian 1.21 2,000k 10/1/2002 42 Estlander & Partners Global XL 1.24 5,000k 8/1/1991 41 Superfund Group Superfund Green GCT USD 1.27 15k 1/1/2000 40 HB Capital Management Inc. Diversified Program 1.31 50k 3/1/2008 39 Amplitude Capital International Limited Dynamic Strategy 1.31 6/1/2005 38 Revolution Capital Management Mosaic Program 1.34 10,000k 10/1/2006 37 Emil van Essen Spread Trading Program 1.35 5,000k 12/1/2006 36 Covenant Capital Management Aggressive Program 1.40 3,000k 2/1/2004 35 Mobius Asset Management Energy Weighted Program 1.51 250k 1/1/2005 34 DUNN Capital Management D'Best Futures Fund, L.P. 1.65 100k 6/1/1994 33 Alee Capital Management, LLC Poniente Program 1.70 2,500k 1/1/1999 32 Superfund Group Superfund Green Master 1.81 2,000k 5/1/2001 31 Witter & Lester, Inc. Redstone 1.96 500k 9/1/1994 30 Superfund Group Superfund Green Gold A (SPC) 2.00 5k 10/1/2005 29 Systematic Alpha Management Systematic Alpha Futures Program 2.07 100k 6/1/2004 28 Drury Capital Diversified Trend-Following Program 2.10 5,000k 5/1/1997 27 Quantum Leap Capital Management Managed Account Program 2.14 300k 8/1/2006 26 Diamond Peak Capital LLC Northstar (2x) program 2.21 250k 10/1/2008 25 Millburn Ridgefield Corporation Multi-Markets Program 2.24 25,000k 10/1/2004 24 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 2.30 100k 1/1/2005 23 Millburn Ridgefield Corporation Diversified Program 2.35 20,000k 2/1/1977 22 Endeavour Capital LLP Endeavour Pembroke 2.35 2,000k 7/1/2007 21 Kinkopf Capital Management KCM S&P (Proprietary) 2.40 100k 1/1/1999 20 Claughton Capital ARP Institutional Program 2.44 1,000k 10/1/2005 19 Superfund Group Superfund Blue SPC Class A (Gold) 2.47 50k 12/1/2007 18 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 2.47 0k 11/1/1996 17 Xplor Capital Management, LLC Global CTA Program 2.52 1,500k 7/1/2004 16 Superfund Group Superfund Green Gold B (SPC) 2.53 50k 10/1/2005 15 DUNN Capital Management DUNN Combined Fund (DCF) 2.61 100k 5/1/1989 14 AllMountain Capital AG Mount Denali Global Trends 2.83 160k 7/1/2007 13 Purple Valley Capital, Inc. Diversified Trend 1 2.88 100k 8/1/2008 12 Dendrich Ltd QEP 2.93 50k 12/1/2005 11 DUNN Capital Management World Monetary and Agriculture Program (WMA) 3.07 100k 11/1/1984 10 Superfund Group Superfund Green Gold C (SPC) 3.16 100k 10/1/2005 9 ISAM ISAM Systematic Trend Fund 3.48 1,000k 6/1/2001 8 Kelly Angle Inc. Genesis Program 4.09 2,000k 4/1/2000 7 Molinero Capital Management LLP Global Markets Program 4.11 2,000k 7/1/2005 6 Clarke Capital Management Jupiter 4.37 3,000k 5/1/2005 5 Witter & Lester, Inc. Stock Index Futures Trading Program 4.64 400k 1/1/1988 4 Arcanum Asset Management Equity Index Option Program (Prop) 5.00 500k 7/1/2006 3 HiProb Trading Technology LLC HiProb-I 6.40 5,000k 7/1/2008 2 Clarke Capital Management FX Plus 6.50 1,000k 5/1/2004 1 FRP CAPITAL LLC FRP125+ 11.23 125k 1/1/2010 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.