Systematic Trader Index For April 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 Apr 2009 Min Inv Inception 183 FRP CAPITAL LLC FRP125+ -20.08 125k 1/1/2010 182 Superfund Group Superfund Green Gold C (SPC) -19.36 100k 10/1/2005 181 Superfund Group Superfund Green Gold B (SPC) -15.52 50k 10/1/2005 180 Hawksbill Capital Management Global Diversified -13.64 5,000k 11/1/1988 179 Superfund Group Superfund Green Master -13.59 2,000k 5/1/2001 178 Superfund Group Superfund Green Gold A (SPC) -11.75 5k 10/1/2005 177 Superfund Group Superfund Green GCT USD -11.34 15k 1/1/2000 176 Superfund Group Superfund Green L.P. Series B -10.83 5k 10/1/2002 175 Clarke Capital Management Jupiter -9.57 3,000k 5/1/2005 174 RAM Management Group MRTP Aggressive -9.56 1,000k 2/1/1998 173 Clarke Capital Management Millennium -8.99 1,000k 1/1/1998 172 Clarke Capital Management FX Plus -8.77 1,000k 5/1/2004 171 Briarwood Capital Management, Inc. Diversified 2XL -8.00 250k 11/1/2004 170 Superfund Group Superfund Green Q-AG -7.82 2k 3/1/1996 169 Rivoli Fund Management Rivoli International Fund (E) -7.68 5,000k 10/1/1996 168 Superfund Group Superfund Green L.P. Series A -6.92 5k 10/1/2002 167 Xplor Capital Management, LLC Global CTA Program -6.86 1,500k 7/1/2004 166 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -6.68 0k 11/1/1996 165 Kelly Angle Inc. Genesis Program -6.62 2,000k 4/1/2000 164 Molinero Capital Management LLP Global Markets Program -6.18 2,000k 7/1/2005 163 John Locke Investments Cyril Systematic Program -6.17 8,000k 7/1/2000 162 ISAM ISAM Systematic Trend Fund -5.90 1,000k 6/1/2001 161 Somers Brothers Capital Diversified Futures Program #1 -5.78 100k 1/1/2005 160 Mulvaney Capital Management The Mulvaney Global Markets Fund -5.51 100k 5/1/1999 159 Future Trade AG Thales Swing Trading Programme -5.03 250k 6/1/2007 158 Rivoli Fund Management Rivoli International Fund (V9) -5.00 5,000k 1/1/2002 157 Neural Capital Ltd Sentinel Trading Program -4.92 2,000k 1/1/2006 156 FORT LP Fort Global Diversified -4.89 2,000k 3/1/2002 155 Pacific Capital Advisors Vanguard Program -4.85 100k 4/1/2007 154 Clarke Capital Management Worldwide -4.84 250k 1/1/1996 153 Parizek Capital Futures Trading Program -4.68 500k 4/1/2000 152 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.65 100k 11/1/1984 151 Dominion Capital Sapphire Program -4.52 3,000k 5/1/2005 150 AllMountain Capital AG Mount Denali Global Trends -4.42 160k 7/1/2007 149 Millburn Ridgefield Corporation Multi-Markets Program -4.41 25,000k 10/1/2004 148 QCM Global Diversified Programme -4.34 500k 12/1/1995 147 Conquest Capital Group Conquest Select -4.33 250k 6/1/2004 146 Futures Truth Company, FTC-CTA MS4 -4.26 250k 10/1/2007 145 Millburn Ridgefield Corporation Diversified Program -4.19 20,000k 2/1/1977 144 Emil van Essen EvE Systematic Global Opportunities -4.16 1,000k 9/1/2007 143 Keck Capital Management LLC The Keck Program -4.11 2,000k 12/1/2003 142 Ancile Capital Management Global Markets Program -4.10 2,000k 4/1/2005 141 Manning & Napier MN Xenon Managed Futures (2x) Program -4.03 5,000k 6/1/2006 140 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -3.82 75k 6/1/2007 139 Eclipse Capital Management Global Monetary -3.63 5,000k 8/1/1990 138 Quantum Leap Capital Management Managed Account Program -3.54 300k 8/1/2006 137 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -3.46 1,000k 5/1/2006 136 Conquest Capital Group Conquest Macro -3.44 250k 5/1/1999 135 Auspice Auspice Diversified Program -3.32 1,500k 6/1/2007 134 Briarwood Capital Management, Inc. Diversified Trading Program -3.25 3,000k 7/1/2001 133 Estlander & Partners Alpha Trend II - Class P -3.25 100k 12/1/2008 132 Estlander & Partners Global XL -3.22 5,000k 8/1/1991 131 Chesapeake Capital Diversified (LV) -3.13 100k 2/1/1988 130 Abraham Trading Company Diversified Program -3.12 10,000k 1/1/1988 129 Winton Capital Management Diversified -3.01 50,000k 10/1/1997 128 Welton Investment Partners Welton Global -2.99 10,000k 6/1/2004 127 Rabar Market Research Diversified Program -2.97 2,000k 1/1/1989 126 Spectrum Asset Management LLC Global Diversified -2.95 2,000k 1/1/2001 125 Wimmer Horizon LLP Managed Account -2.93 5,000k 5/1/2005 124 Romanesco Capital Management B.V Persistence Program -2.92 5,000k 9/1/2005 123 Superfund Group Superfund Blue SPC Class A (Gold) -2.88 50k 12/1/2007 122 RAM Management Group RAM MRTP 1X-Conservative -2.85 1,000k 9/1/1993 121 Drury Capital Diversified Trend-Following Program -2.72 5,000k 5/1/1997 120 EMC Capital Advisors, LLC Classic -2.70 5,000k 1/1/1985 119 Tactical Investment Management Tactical Institutional Commodity Program -2.65 10,000k 4/1/1993 118 Jaguar Investments Ltd Vario Capital Strategy -2.62 1,000k 5/1/2016 117 Rotella Capital Management Rotella Polaris Program (Diversified) -2.54 10,000k 1/1/1991 116 Auctos Capital Management Auctos Global Diversified -2.53 3,000k 11/1/2007 115 FORT LP Fort Global Contrarian -2.53 2,000k 10/1/2002 114 Altradis Capital AG AlphAlgo -2.48 100k 5/1/2007 113 Alee Capital Management, LLC Poniente Program -2.46 2,500k 1/1/1999 112 Lynx Asset Management AB Lynx Program -2.36 75k 5/1/2000 111 IKOS IKOS FX Fund -2.34 1,000k 3/1/2008 110 Millburn Ridgefield Corporation Commodity Program -2.25 25,000k 3/1/2005 109 Eckhardt Trading Company Evolution Strategies 1.2X -2.19 10,000k 10/1/1991 108 Amplitude Capital International Limited Dynamic Strategy -2.16 6/1/2005 107 Purple Valley Capital, Inc. Diversified Trend 1 -2.06 100k 8/1/2008 106 Shield Plus LLC Shield Plus Natural Gas -2.01 50k 1/1/2004 105 Hyman Beck and Company Global Portfolio -1.98 1,000k 3/1/1991 104 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.97 1k 10/1/2006 103 Rotella Capital Management Rotella Orion (Short-Term) Program -1.97 10,000k 3/1/2006 102 Wavefront Global Asset Management IMFC Global Investment Program -1.84 2,000k 2/1/2007 101 Rho Asset Management Rho Altius 1XL Program -1.84 5,000k 11/1/2007 100 Mark J. Walsh Company Standard Program -1.81 2,000k 9/1/1985 99 Eckhardt Trading Company Evolution Strategies -1.79 20,000k 8/1/1991 98 Global Domain Partners, LLC Global Domain Vector Fund - Series A -1.72 500k 1/1/2006 97 Commodity Strategies AG CSAG Active Long Short Commodity Program -1.68 5,000k 10/1/2007 96 Estlander & Partners Global Markets -1.61 10,000k 8/1/1999 95 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.57 100k 1/1/2000 94 Revolution Capital Management Alpha Fund -1.53 50k 1/1/2005 93 Revolution Capital Management Alpha Program -1.42 5,000k 6/1/2007 92 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -1.41 1,000k 10/1/2006 91 Manning & Napier MN Xenon Global Fixed Income Program -1.35 2,000k 8/1/2004 90 NuWave Investment Management, LLC Combined Futures Portfolio -1.32 5,000k 6/1/2001 89 NuWave Investment Management, LLC NuWave Investment Partners LP -1.31 250k 6/1/2001 88 White Indian Trading Co. STAIRS - Futures Program (Client) -1.22 250k 10/1/2008 87 Mobius Asset Management Energy Weighted Program -1.22 250k 1/1/2005 86 Northfield Trading Diversified -1.20 2,000k 7/1/1989 85 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -1.16 100k 1/1/2005 84 Mobius Asset Management Diversified Program -1.00 250k 3/1/2004 83 Estlander & Partners Alpha Trend -0.96 30,000k 10/1/1991 82 Mondiale Asset Management Mondiale Trading Program -0.82 0k 9/1/1997 81 Endeavour Capital LLP Endeavour Pembroke -0.80 2,000k 7/1/2007 80 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.73 1,000k 3/1/1998 79 Quantica Capital AG Quantica Managed Futures -0.71 10,000k 1/1/2005 78 Red Rock Capital, LLC Systematic Global Macro -0.63 500k 9/1/2003 77 Quantmetrics Capital Management LLP Directional 10V Strategy -0.59 10,000k 1/1/2007 76 Clarke Capital Management Global Magnum -0.56 100k 8/1/1997 75 Robinson-Langley Capital Management, LLC Managed Account Program -0.43 200k 1/1/2007 73 Cranwood Capital Management Cranwood International Fund -0.40 250k 4/1/2008 74 Cranwood Capital Management Fixed Income Arbitrage Fund -0.40 250k 4/1/2008 72 Ion Asset Architecture (Fund Program) Ion Fund -0.36 100k 11/1/2007 71 Ion Asset Architecture Ion Fund Program -0.36 10,000k 11/1/2007 70 QQFund.com QQFund.com Alpha Beta Program -0.20 100k 9/1/2008 69 Southwest Managed Investments, LLC Global Diversified -0.13 200k 1/1/2002 68 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -0.08 200k 11/1/1999 67 Quantmetrics Capital Management LLP Premier 12V Strategy -0.05 10,000k 4/1/2003 66 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.03 10,000k 3/1/2003 65 Trigon Investment Advisors, LLC Foreign Exchange Program -0.02 5,000k 8/1/2000 59 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.00 10k 7/1/2005 64 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 58 Wavefront Global Asset Management IMFC Global Concentrated 0.00 500k 4/1/2009 62 GLOBIVEST LLC Alpha Program 0.00 50k 4/1/2009 60 Superfund Group Superfund Green Gold L.P. Series A-1 0.00 5k 4/1/2009 61 Superfund Group Superfund Green Gold L.P. Series B-1 0.00 5k 4/1/2009 63 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 0.00 500k 4/1/2009 57 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 56 Clarke Capital Management Global Basic 0.03 50k 2/1/1996 55 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.10 10,000k 8/1/2004 54 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.14 10,000k 8/1/1999 53 Transtrend B.V. DTP – Standard Risk (EUR) 0.16 10,000k 2/1/1999 52 Transtrend B.V. DTP – Enhanced Risk (USD) 0.18 10,000k 1/1/1995 51 Quantica Capital AG Quantica Diversified FX 0.18 5,000k 3/1/2007 50 Saxon Investment Corporation Diversified Program 0.19 3,000k 9/1/1988 49 Liberty Funds Group, Inc Liberty Diversified Option Strategy 0.25 750k 1/1/2009 48 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.33 10,000k 4/1/2004 47 Mobius Asset Management Custom Trading Program 0.35 100k 1/1/2002 46 Saxon Investment Corporation Aggressive Diversified Program 0.36 2,000k 11/1/1993 45 MERIT Alternative Investments GmbH Futures Portfolio 0.37 2,000k 6/1/1998 44 John Locke Investments JL Commodity Long Flat Program 0.49 5,000k 12/1/2007 43 Superfund Group Superfund Blue SPC Class A (EUR) 0.55 50k 4/1/2005 42 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.60 1,000k 9/1/1997 41 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 0.71 4,000k 11/1/2008 40 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 0.78 1,500k 1/1/2009 39 Gladius Asset Management Fulham Program 0.78 2,000k 1/1/2008 38 Tyche Capital Advisors LLC TCA Energy Spreads 0.83 100k 8/1/2008 37 Alee Capital Management, LLC Mistral Program 0.91 2,500k 1/1/1999 36 Witter & Lester, Inc. Redstone 0.91 500k 9/1/1994 35 DUNN Capital Management D'Best Futures Fund, L.P. 0.94 100k 6/1/1994 34 Crabel Capital Management Crabel Multi-Product 1.06 1,000k 3/1/1998 33 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 1.12 5,000k 11/1/2012 32 DUNN Capital Management DUNN Combined Fund (DCF) 1.18 100k 5/1/1989 31 Robust Methods LLC Macro Managed Account 1.18 5,000k 1/1/2005 30 Dreiss Research Corporation Diversified Program 1.23 1,000k 5/1/1991 29 HB Capital Management Inc. Diversified Program 1.25 50k 3/1/2008 28 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 1.30 10,000k 1/1/2001 27 Alder Capital DAC Alder Global 10 1.40 250k 10/1/2000 26 Emil van Essen Spread Trading Program 1.47 5,000k 12/1/2006 25 Esulep LLC MAX Esulep LLC MAX 1.51 500k 5/1/2008 24 Covenant Capital Management Original Program 1.58 5,000k 9/1/1999 23 Crescent Bay Capital Management Premium Stock Index Program 1.58 10k 10/1/2005 22 Strategic Capital Advisors LLC Contrarian 500 2.15 250k 12/1/2003 21 Blackwater Capital Management Global Program 2.26 5,000k 7/1/2005 20 Systematic Alpha Management Systematic Alpha Futures Program 2.26 100k 6/1/2004 19 Claughton Capital ARP Institutional Program 2.59 1,000k 10/1/2005 18 Covenant Capital Management Aggressive Program 2.82 3,000k 2/1/2004 17 Crabel Capital Management WPD Crabel Futures Program 2.87 1,000k 7/1/2008 16 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 2.89 10,000k 2/1/2008 15 Alder Capital DAC Alder Global 20 3.40 250k 2/1/2001 14 IKOS The IKOS Hedge Fund 3.61 10,000k 7/1/1998 13 Witter & Lester, Inc. Stock Index Futures Trading Program 3.70 400k 1/1/1988 12 Quantitative Investment Management Quantitative Global Program 4.29 20,000k 10/1/2003 11 Kinkopf Capital Management KCM S&P (Proprietary) 6.11 100k 1/1/1999 10 Arcanum Asset Management Equity Index Option Program (Prop) 6.33 500k 7/1/2006 9 Revolution Capital Management Mosaic Program 6.48 10,000k 10/1/2006 8 Parizek Capital Currency Program 6.73 1,000k 4/1/2006 7 Diamond Peak Capital LLC Northstar (2x) program 7.78 250k 10/1/2008 6 Rhicon Currency Management Rhicon Systematic Currency Program 8.37 3,000k 1/1/2004 5 HiProb Trading Technology LLC HiProb-I 9.60 5,000k 7/1/2008 4 Heyden & Steindl GmbH TOMAC2 10.05 5,000k 3/1/2003 3 Non Correlated Capital Positive Theta Program 13.35 250k 10/1/2007 2 Non Correlated Capital Positive Theta Fund 16.89 50k 10/1/2007 1 Dendrich Ltd QEP 17.94 50k 12/1/2005 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.