Systematic Trader Index For March 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 Mar 2009 Min Inv Inception 178 Clarke Capital Management Jupiter -21.44 3,000k 5/1/2005 177 Clarke Capital Management Millennium -21.15 1,000k 1/1/1998 176 Dendrich Ltd QEP -20.63 50k 12/1/2005 175 Clarke Capital Management FX Plus -18.96 1,000k 5/1/2004 174 Parizek Capital Futures Trading Program -11.24 500k 4/1/2000 173 Hawksbill Capital Management Global Diversified -9.51 5,000k 11/1/1988 172 Kelly Angle Inc. Genesis Program -9.16 2,000k 4/1/2000 171 Insch Capital Management SA Interbank Currency Program - 3X Leverage -9.07 100k 1/1/2000 170 Revolution Capital Management Mosaic Program -8.44 10,000k 10/1/2006 169 Tactical Investment Management Tactical Institutional Commodity Program -8.39 10,000k 4/1/1993 168 DUNN Capital Management D'Best Futures Fund, L.P. -8.37 100k 6/1/1994 167 Blackwater Capital Management Global Program -8.06 5,000k 7/1/2005 166 Estlander & Partners Alpha Trend II - Class P -8.03 100k 12/1/2008 165 Alee Capital Management, LLC Poniente Program -7.64 2,500k 1/1/1999 164 Superfund Group Superfund Green Gold C (SPC) -7.47 100k 10/1/2005 163 Crescent Bay Capital Management Premium Stock Index Program -7.33 10k 10/1/2005 162 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -7.19 100k 1/1/2005 161 Manning & Napier MN Xenon Managed Futures (2x) Program -6.91 5,000k 6/1/2006 160 DUNN Capital Management DUNN Combined Fund (DCF) -6.73 100k 5/1/1989 159 John Locke Investments Cyril Systematic Program -6.67 8,000k 7/1/2000 158 Superfund Group Superfund Green Master -6.65 2,000k 5/1/2001 157 Future Trade AG Thales Swing Trading Programme -6.64 250k 6/1/2007 156 EMC Capital Advisors, LLC Classic -6.60 5,000k 1/1/1985 155 Neural Capital Ltd Sentinel Trading Program -6.51 2,000k 1/1/2006 154 Superfund Group Superfund Blue SPC Class A (Gold) -6.43 50k 12/1/2007 153 Purple Valley Capital, Inc. Diversified Trend 1 -6.39 100k 8/1/2008 152 Alee Capital Management, LLC Mistral Program -6.39 2,500k 1/1/1999 151 Superfund Group Superfund Green Gold B (SPC) -6.30 50k 10/1/2005 150 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -6.19 0k 11/1/1996 149 Amplitude Capital International Limited Dynamic Strategy -6.17 6/1/2005 148 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -6.14 200k 11/1/1999 147 Clarke Capital Management Worldwide -6.02 250k 1/1/1996 146 Eclipse Capital Management Global Monetary -5.59 5,000k 8/1/1990 145 Robinson-Langley Capital Management, LLC Managed Account Program -5.36 200k 1/1/2007 144 FRP CAPITAL LLC FRP125+ -5.36 125k 1/1/2010 143 RAM Management Group MRTP Aggressive -5.32 1,000k 2/1/1998 142 Covenant Capital Management Aggressive Program -5.13 3,000k 2/1/2004 141 Superfund Group Superfund Green Gold A (SPC) -5.11 5k 10/1/2005 140 QCM Global Diversified Programme -4.63 500k 12/1/1995 139 Millburn Ridgefield Corporation Diversified Program -4.53 20,000k 2/1/1977 138 Rivoli Fund Management Rivoli International Fund (E) -4.51 5,000k 10/1/1996 137 Superfund Group Superfund Green L.P. Series B -4.49 5k 10/1/2002 136 Millburn Ridgefield Corporation Multi-Markets Program -4.42 25,000k 10/1/2004 135 Altradis Capital AG AlphAlgo -4.18 100k 5/1/2007 134 Millburn Ridgefield Corporation Commodity Program -4.11 25,000k 3/1/2005 133 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -4.11 1,000k 10/1/2006 132 Estlander & Partners Global XL -4.06 5,000k 8/1/1991 131 Xplor Capital Management, LLC Global CTA Program -3.95 1,500k 7/1/2004 130 Superfund Group Superfund Green GCT USD -3.94 15k 1/1/2000 129 Wimmer Horizon LLP Managed Account -3.73 5,000k 5/1/2005 128 Drury Capital Diversified Trend-Following Program -3.64 5,000k 5/1/1997 127 Wavefront Global Asset Management IMFC Global Investment Program -3.63 2,000k 2/1/2007 126 Keck Capital Management LLC The Keck Program -3.60 2,000k 12/1/2003 125 Transtrend B.V. DTP – Enhanced Risk (JPY) -3.50 10,000k 8/1/2004 124 SEB Asset Management SEB Asset Selection Fund C (EUR) -3.47 1k 10/1/2006 123 Hyman Beck and Company Global Portfolio -3.46 1,000k 3/1/1991 122 Somers Brothers Capital Diversified Futures Program #1 -3.45 100k 1/1/2005 121 Claughton Capital ARP Institutional Program -3.43 1,000k 10/1/2005 120 Transtrend B.V. DTP – Enhanced Risk (EUR) -3.41 10,000k 8/1/1999 119 Mulvaney Capital Management The Mulvaney Global Markets Fund -3.36 100k 5/1/1999 118 Transtrend B.V. DTP – Enhanced Risk (USD) -3.34 10,000k 1/1/1995 117 Romanesco Capital Management B.V Persistence Program -3.25 5,000k 9/1/2005 116 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -3.11 75k 6/1/2007 115 DUNN Capital Management World Monetary and Agriculture Program (WMA) -3.05 100k 11/1/1984 114 ISAM ISAM Systematic Trend Fund -3.03 1,000k 6/1/2001 113 Conquest Capital Group Conquest Select -3.03 250k 6/1/2004 112 Gladius Asset Management Fulham Program -2.92 2,000k 1/1/2008 111 Conquest Capital Group Conquest Macro -2.90 250k 5/1/1999 110 Rivoli Fund Management Rivoli International Fund (V9) -2.88 5,000k 1/1/2002 109 Covenant Capital Management Original Program -2.86 5,000k 9/1/1999 108 White Indian Trading Co. STAIRS - Futures Program (Client) -2.72 250k 10/1/2008 107 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -2.70 10,000k 4/1/2004 106 Rho Asset Management Rho Altius 1XL Program -2.59 5,000k 11/1/2007 105 Rotella Capital Management Rotella Orion (Short-Term) Program -2.57 10,000k 3/1/2006 104 Rotella Capital Management Rotella Polaris Program (Diversified) -2.52 10,000k 1/1/1991 103 Estlander & Partners Alpha Trend -2.49 30,000k 10/1/1991 102 Superfund Group Superfund Green Q-AG -2.42 2k 3/1/1996 101 Lynx Asset Management AB Lynx Program -2.40 75k 5/1/2000 100 Red Rock Capital, LLC Systematic Global Macro -2.37 500k 9/1/2003 99 Superfund Group Superfund Green L.P. Series A -2.33 5k 10/1/2002 98 Transtrend B.V. DTP – Standard Risk (EUR) -2.32 10,000k 2/1/1999 97 Quantitative Investment Management Quantitative Global Program -2.29 20,000k 10/1/2003 96 Auspice Auspice Diversified Program -2.27 1,500k 6/1/2007 95 Kaiser Trading Group Kaiser Global Diversified Program - Class B -2.07 1,000k 3/1/1998 94 Estlander & Partners Global Markets -2.01 10,000k 8/1/1999 93 Southwest Managed Investments, LLC Global Diversified -1.96 200k 1/1/2002 92 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -1.96 4,000k 11/1/2008 91 Manning & Napier MN Xenon Global Fixed Income Program -1.82 2,000k 8/1/2004 90 Abraham Trading Company Diversified Program -1.82 10,000k 1/1/1988 89 RAM Management Group RAM MRTP 1X-Conservative -1.77 1,000k 9/1/1993 88 Shield Plus LLC Shield Plus Natural Gas -1.76 50k 1/1/2004 87 Quantica Capital AG Quantica Diversified FX -1.68 5,000k 3/1/2007 86 Molinero Capital Management LLP Global Markets Program -1.67 2,000k 7/1/2005 85 Dreiss Research Corporation Diversified Program -1.65 1,000k 5/1/1991 84 Winton Capital Management Diversified -1.64 50,000k 10/1/1997 83 Rabar Market Research Diversified Program -1.63 2,000k 1/1/1989 81 Cranwood Capital Management Cranwood International Fund -1.55 250k 4/1/2008 82 Cranwood Capital Management Fixed Income Arbitrage Fund -1.55 250k 4/1/2008 80 Clarke Capital Management Global Magnum -1.55 100k 8/1/1997 79 Mobius Asset Management Custom Trading Program -1.48 100k 1/1/2002 78 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -1.43 1,000k 9/1/1997 77 Commodity Strategies AG CSAG Active Long Short Commodity Program -1.40 5,000k 10/1/2007 76 MERIT Alternative Investments GmbH Futures Portfolio -1.28 2,000k 6/1/1998 75 Revolution Capital Management Alpha Program -1.26 5,000k 6/1/2007 74 Heyden & Steindl GmbH TOMAC2 -1.15 5,000k 3/1/2003 73 Mobius Asset Management Energy Weighted Program -1.11 250k 1/1/2005 72 Chesapeake Capital Diversified (LV) -1.04 100k 2/1/1988 71 Spectrum Asset Management LLC Global Diversified -1.01 2,000k 1/1/2001 70 Arcanum Asset Management Equity Index Option Program (Prop) -1.00 500k 7/1/2006 69 Northfield Trading Diversified -0.90 2,000k 7/1/1989 68 Welton Investment Partners Welton Global -0.87 10,000k 6/1/2004 67 Futures Truth Company, FTC-CTA MS4 -0.80 250k 10/1/2007 66 Mark J. Walsh Company Standard Program -0.78 2,000k 9/1/1985 65 Saxon Investment Corporation Aggressive Diversified Program -0.75 2,000k 11/1/1993 64 Strategic Capital Advisors LLC Contrarian 500 -0.63 250k 12/1/2003 63 Emil van Essen EvE Systematic Global Opportunities -0.63 1,000k 9/1/2007 62 Clarke Capital Management Global Basic -0.57 50k 2/1/1996 61 Revolution Capital Management Alpha Fund -0.49 50k 1/1/2005 60 Diamond Peak Capital LLC Northstar (2x) program -0.44 250k 10/1/2008 59 Briarwood Capital Management, Inc. Diversified 2XL -0.44 250k 11/1/2004 58 Saxon Investment Corporation Diversified Program -0.42 3,000k 9/1/1988 57 Dominion Capital Sapphire Program -0.40 3,000k 5/1/2005 56 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -0.38 5,000k 11/1/2012 55 Trigon Investment Advisors, LLC Foreign Exchange Program -0.31 5,000k 8/1/2000 54 Superfund Group Superfund Blue SPC Class A (EUR) -0.24 50k 4/1/2005 53 QQFund.com QQFund.com Alpha Beta Program -0.21 100k 9/1/2008 52 Briarwood Capital Management, Inc. Diversified Trading Program -0.09 3,000k 7/1/2001 51 Crabel Capital Management Crabel Multi-Product -0.02 1,000k 3/1/1998 50 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 48 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 49 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.00 10k 7/1/2005 47 Quantum Leap Capital Management Managed Account Program 0.14 300k 8/1/2006 46 Systematic Alpha Management Systematic Alpha Futures Program 0.21 100k 6/1/2004 45 NuWave Investment Management, LLC Combined Futures Portfolio 0.21 5,000k 6/1/2001 44 Ion Asset Architecture (Fund Program) Ion Fund 0.24 100k 11/1/2007 43 Ion Asset Architecture Ion Fund Program 0.24 10,000k 11/1/2007 42 NuWave Investment Management, LLC NuWave Investment Partners LP 0.25 250k 6/1/2001 41 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.25 10,000k 3/1/2003 40 Auctos Capital Management Auctos Global Diversified 0.26 3,000k 11/1/2007 39 Mobius Asset Management Diversified Program 0.30 250k 3/1/2004 38 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 0.47 1,500k 1/1/2009 37 Quantmetrics Capital Management LLP Directional 10V Strategy 0.50 10,000k 1/1/2007 36 Kinkopf Capital Management KCM S&P (Proprietary) 0.51 100k 1/1/1999 35 Quantmetrics Capital Management LLP Premier 12V Strategy 0.53 10,000k 4/1/2003 34 Pacific Capital Advisors Vanguard Program 0.54 100k 4/1/2007 33 IKOS IKOS FX Fund 0.61 1,000k 3/1/2008 32 John Locke Investments JL Commodity Long Flat Program 0.63 5,000k 12/1/2007 31 Global Domain Partners, LLC Global Domain Vector Fund - Series A 0.67 500k 1/1/2006 30 FORT LP Fort Global Diversified 0.69 2,000k 3/1/2002 29 Eckhardt Trading Company Evolution Strategies 0.86 20,000k 8/1/1991 28 Quantica Capital AG Quantica Managed Futures 0.93 10,000k 1/1/2005 27 Jaguar Investments Ltd Vario Capital Strategy 0.95 1,000k 5/1/2016 26 Eckhardt Trading Company Evolution Strategies 1.2X 1.01 10,000k 10/1/1991 25 Liberty Funds Group, Inc Liberty Diversified Option Strategy 1.19 750k 1/1/2009 24 Mondiale Asset Management Mondiale Trading Program 1.24 0k 9/1/1997 23 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 1.26 10,000k 1/1/2001 22 Alder Capital DAC Alder Global 10 1.40 250k 10/1/2000 21 HB Capital Management Inc. Diversified Program 1.42 50k 3/1/2008 20 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.48 1,000k 5/1/2006 19 Robust Methods LLC Macro Managed Account 1.60 5,000k 1/1/2005 18 Esulep LLC MAX Esulep LLC MAX 1.65 500k 5/1/2008 17 AllMountain Capital AG Mount Denali Global Trends 1.70 160k 7/1/2007 16 Endeavour Capital LLP Endeavour Pembroke 1.84 2,000k 7/1/2007 15 Witter & Lester, Inc. Redstone 2.06 500k 9/1/1994 14 Parizek Capital Currency Program 2.14 1,000k 4/1/2006 13 IKOS The IKOS Hedge Fund 2.44 10,000k 7/1/1998 12 Alder Capital DAC Alder Global 20 2.50 250k 2/1/2001 11 Ancile Capital Management Global Markets Program 2.90 2,000k 4/1/2005 10 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 3.07 10,000k 2/1/2008 9 FORT LP Fort Global Contrarian 3.15 2,000k 10/1/2002 8 Non Correlated Capital Positive Theta Program 3.97 250k 10/1/2007 7 HiProb Trading Technology LLC HiProb-I 4.10 5,000k 7/1/2008 6 Crabel Capital Management WPD Crabel Futures Program 4.57 1,000k 7/1/2008 5 Rhicon Currency Management Rhicon Systematic Currency Program 5.11 3,000k 1/1/2004 4 Non Correlated Capital Positive Theta Fund 5.18 50k 10/1/2007 3 Tyche Capital Advisors LLC TCA Energy Spreads 5.66 100k 8/1/2008 2 Emil van Essen Spread Trading Program 6.06 5,000k 12/1/2006 1 Witter & Lester, Inc. Stock Index Futures Trading Program 11.07 400k 1/1/1988 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.