Systematic Trader Index For May 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 May 2009 Min Inv Inception 184 Superfund Group Superfund Green Master -23.29 2,000k 5/1/2001 183 Superfund Group Superfund Green L.P. Series B -19.31 5k 10/1/2002 182 Superfund Group Superfund Green Gold C (SPC) -18.74 100k 10/1/2005 181 Superfund Group Superfund Green GCT USD -18.28 15k 1/1/2000 180 White Indian Trading Co. STAIRS - Futures Program (Client) -14.28 250k 10/1/2008 179 Superfund Group Superfund Green L.P. Series A -12.03 5k 10/1/2002 178 Superfund Group Superfund Green Q-AG -11.88 2k 3/1/1996 177 Superfund Group Superfund Green Gold B (SPC) -11.69 50k 10/1/2005 176 Non Correlated Capital Positive Theta Fund -9.65 50k 10/1/2007 175 NuWave Investment Management, LLC NuWave Investment Partners LP -8.74 250k 6/1/2001 174 NuWave Investment Management, LLC Combined Futures Portfolio -8.74 5,000k 6/1/2001 173 Clarke Capital Management Global Basic -7.92 50k 2/1/1996 172 Non Correlated Capital Positive Theta Program -7.88 250k 10/1/2007 171 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -6.69 0k 11/1/1996 170 AllMountain Capital AG Mount Denali Global Trends -6.60 160k 7/1/2007 169 Kinkopf Capital Management KCM S&P (Proprietary) -5.26 100k 1/1/1999 168 Emil van Essen EvE Systematic Global Opportunities -4.95 1,000k 9/1/2007 167 Superfund Group Superfund Green Gold A (SPC) -4.79 5k 10/1/2005 166 Millburn Ridgefield Corporation Commodity Program -4.23 25,000k 3/1/2005 165 Liberty Funds Group, Inc Liberty Diversified Option Strategy -3.80 750k 1/1/2009 164 Witter & Lester, Inc. Stock Index Futures Trading Program -3.59 400k 1/1/1988 163 Clarke Capital Management Global Magnum -3.56 100k 8/1/1997 162 Ancile Capital Management Global Markets Program -3.54 2,000k 4/1/2005 161 Manning & Napier MN Xenon Managed Futures (2x) Program -3.44 5,000k 6/1/2006 160 Millburn Ridgefield Corporation Diversified Program -3.31 20,000k 2/1/1977 159 Molinero Capital Management LLP Global Markets Program -3.30 2,000k 7/1/2005 158 Chesapeake Capital Diversified (LV) -3.12 100k 2/1/1988 157 Wavefront Global Asset Management IMFC Global Investment Program -2.95 2,000k 2/1/2007 156 Auctos Capital Management Auctos Global Diversified -2.89 3,000k 11/1/2007 155 HB Capital Management Inc. Diversified Program -2.80 50k 3/1/2008 154 Spectrum Asset Management LLC Global Diversified -2.78 2,000k 1/1/2001 153 Red Rock Capital, LLC Systematic Global Macro -2.27 500k 9/1/2003 152 Millburn Ridgefield Corporation Multi-Markets Program -2.16 25,000k 10/1/2004 151 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -2.13 75k 6/1/2007 150 Winton Capital Management Diversified -2.03 50,000k 10/1/1997 149 Dreiss Research Corporation Diversified Program -1.94 1,000k 5/1/1991 148 Emil van Essen Spread Trading Program -1.93 5,000k 12/1/2006 147 Jaguar Investments Ltd Vario Capital Strategy -1.65 1,000k 5/1/2016 146 Wimmer Horizon LLP Managed Account -1.43 5,000k 5/1/2005 145 Mulvaney Capital Management The Mulvaney Global Markets Fund -1.30 100k 5/1/1999 144 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -1.29 100k 1/1/2005 143 Quantum Leap Capital Management Managed Account Program -1.26 300k 8/1/2006 142 Revolution Capital Management Alpha Program -1.18 5,000k 6/1/2007 141 Rhicon Currency Management Rhicon Systematic Currency Program -1.12 3,000k 1/1/2004 140 Manning & Napier MN Xenon Global Fixed Income Program -1.10 2,000k 8/1/2004 139 DUNN Capital Management World Monetary and Agriculture Program (WMA) -1.08 100k 11/1/1984 138 Revolution Capital Management Alpha Fund -0.88 50k 1/1/2005 137 HiProb Trading Technology LLC HiProb-I -0.80 5,000k 7/1/2008 136 Xplor Capital Management, LLC Global CTA Program -0.70 1,500k 7/1/2004 135 Witter & Lester, Inc. Redstone -0.63 500k 9/1/1994 134 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -0.59 1,000k 5/1/2006 133 Diamond Peak Capital LLC Northstar (2x) program -0.58 250k 10/1/2008 132 Auspice Capital Advisors Ltd Auspice Diversified Program -0.58 1,500k 4/1/2006 131 FORT LP Fort Global Diversified -0.55 2,000k 10/1/1993 130 Northfield Trading Diversified -0.30 2,000k 7/1/1989 129 QQFund.com QQFund.com Alpha Beta Program -0.20 100k 9/1/2008 128 FORT LP Fort Global Contrarian -0.18 2,000k 10/1/2002 127 Keck Capital Management LLC The Keck Program -0.16 2,000k 12/1/2003 126 Quantmetrics Capital Management LLP Premier 12V Strategy -0.10 10,000k 4/1/2003 123 Cranwood Capital Management Fixed Income Arbitrage Fund 0.00 250k 4/1/2008 124 White Indian Trading Co. STAIRS (Client) 0.00 250k 5/1/2009 125 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 120 Cranwood Capital Management Cranwood International Fund 0.00 250k 4/1/2008 121 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 122 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.00 10k 7/1/2005 119 Global Domain Partners, LLC Global Domain Vector Fund - Series A 0.10 500k 1/1/2006 118 Wavefront Global Asset Management IMFC Global Concentrated 0.18 500k 4/1/2009 117 Alder Capital DAC Alder Global 10 0.30 250k 10/1/2000 116 Superfund Group Superfund Blue SPC Class A (EUR) 0.31 50k 4/1/2005 115 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 0.32 500k 4/1/2009 114 Ion Asset Architecture (Fund Program) Ion Fund 0.33 100k 11/1/2007 113 Ion Asset Architecture Ion Fund Program 0.33 10,000k 11/1/2007 112 Endeavour Capital LLP Endeavour Pembroke 0.42 2,000k 7/1/2007 111 Quantmetrics Capital Management LLP Directional 10V Strategy 0.46 10,000k 1/1/2007 110 EMC Capital Advisors, LLC Classic 0.50 5,000k 1/1/1985 109 Systematic Alpha Management Systematic Alpha Futures Program 0.59 100k 6/1/2004 108 Alder Capital DAC Alder Global 20 0.60 250k 2/1/2001 107 Transtrend B.V. DTP – Standard Risk (EUR) 0.78 10,000k 2/1/1999 106 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.84 10,000k 4/1/2004 105 Quantica Capital AG Quantica Diversified FX 0.95 5,000k 3/1/2007 104 Rotella Capital Management Rotella Orion (Short-Term) Program 0.97 10,000k 3/1/2006 103 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 1.07 10,000k 2/1/2008 102 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.09 10,000k 8/1/2004 101 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.20 10,000k 8/1/1999 100 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.23 1,000k 3/1/2003 99 Transtrend B.V. DTP – Enhanced Risk (USD) 1.28 10,000k 1/1/1995 98 Crescent Bay Capital Management Premium Stock Index Program 1.31 10k 10/1/2005 97 Esulep LLC MAX Esulep LLC MAX 1.48 500k 5/1/2008 96 Rotella Capital Management Rotella Polaris Program (Diversified) 1.74 10,000k 1/1/1991 95 Crabel Capital Management WPD Crabel Futures Program 1.80 1,000k 7/1/2008 94 Drury Capital Diversified Trend-Following Program 1.82 5,000k 5/1/1997 93 Lynx Asset Management AB Lynx Program 1.82 75k 5/1/2000 92 Mobius Asset Management Energy Weighted Program 1.87 250k 1/1/2005 91 Strategic Capital Advisors LLC Contrarian 500 1.87 500k 12/1/2003 90 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.87 1,000k 3/1/1998 89 Crabel Capital Management Crabel Multi-Product 2.02 1,000k 3/1/1998 88 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.05 1k 10/1/2006 87 Tyche Capital Advisors LLC TCA Energy Spreads 2.06 100k 8/1/2008 86 Mobius Asset Management Diversified Program 2.16 250k 3/1/2004 85 Rho Asset Management Rho Altius 1XL Program 2.16 5,000k 11/1/2007 84 Shield Plus LLC Shield Plus Natural Gas 2.18 50k 1/1/2004 83 Rabar Market Research Diversified Program 2.24 2,000k 1/1/1989 82 Quantica Capital AG Quantica Managed Futures 2.26 5,000k 1/1/2005 81 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 2.29 1,500k 1/1/2009 80 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.64 1,000k 9/1/1997 79 Mobius Asset Management Custom Trading Program 2.73 100k 1/1/2002 78 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 2.76 4,000k 11/1/2008 77 MERIT Alternative Investments GmbH Futures Portfolio 2.79 2,000k 6/1/1998 76 Rivoli Fund Management Rivoli International Fund (V9) 2.94 5,000k 1/1/2002 75 Eclipse Capital Management Global Monetary 3.01 5,000k 8/1/1990 74 Robust Methods LLC Macro Managed Account 3.01 5,000k 1/1/2005 73 Saxon Investment Corporation Diversified Program 3.13 3,000k 9/1/1988 72 Dominion Capital Sapphire Program 3.16 3,000k 5/1/2005 71 Superfund Group Superfund Blue SPC Class A (Gold) 3.19 50k 12/1/2007 70 Estlander & Partners Global Markets 3.25 10,000k 8/1/1999 69 Welton Investment Partners Welton Global 3.34 10,000k 6/1/2004 68 Eckhardt Trading Company Evolution Strategies 3.41 20,000k 8/1/1991 67 Quantitative Investment Management Quantitative Global Program 3.43 20,000k 10/1/2003 66 Abraham Trading Company Diversified Program 3.89 10,000k 1/1/1988 65 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 3.89 1,000k 10/1/2006 64 Eckhardt Trading Company Evolution Strategies 1.2X 4.02 10,000k 10/1/1991 63 Mondiale Asset Management Mondiale Trading Program 4.03 0k 9/1/1997 62 IKOS The IKOS Hedge Fund 4.13 10,000k 7/1/1998 61 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 4.23 10,000k 1/1/2001 60 GLOBIVEST LLC Alpha Program 4.32 50k 4/1/2009 59 Somers Brothers Capital Diversified Futures Program #1 4.41 100k 1/1/2005 58 Rivoli Fund Management Rivoli International Fund (E) 4.45 5,000k 10/1/1996 57 Conquest Capital Group Conquest Select 4.97 250k 6/1/2004 56 Conquest Capital Group Conquest Macro 5.05 250k 5/1/1999 55 Covenant Capital Management Original Program 5.14 5,000k 9/1/1999 54 Superfund Group Superfund Green Gold L.P. Series B-1 5.15 5k 4/1/2009 53 Pacific Capital Advisors Vanguard Program 5.29 100k 4/1/2007 52 Trigon Investment Advisors, LLC Foreign Exchange Program 5.46 5,000k 8/1/2000 51 Saxon Investment Corporation Aggressive Diversified Program 5.55 2,000k 11/1/1993 50 DUNN Capital Management DUNN Combined Fund (DCF) 5.71 100k 5/1/1989 49 Parizek Capital Currency Program 5.73 1,000k 4/1/2006 48 Arcanum Asset Management Equity Index Option Program (Prop) 6.33 500k 7/1/2006 47 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 6.60 5,000k 11/1/2012 46 Estlander & Partners Global XL 6.61 5,000k 8/1/1991 45 RAM Management Group RAM MRTP 1X-Conservative 6.61 1,000k 9/1/1993 44 IKOS IKOS FX Fund 6.75 1,000k 3/1/2008 43 Hyman Beck and Company Global Portfolio 6.80 1,000k 3/1/1991 42 QCM Global Diversified Programme 7.01 500k 12/1/1995 41 Altradis Capital AG AlphAlgo 7.25 100k 5/1/2007 40 Insch Capital Management SA Interbank Currency Program - 3X Leverage 7.60 100k 1/1/2000 39 Gladius Asset Management Fulham Program 7.66 2,000k 1/1/2008 38 Claughton Capital ARP Institutional Program 8.48 1,000k 10/1/2005 37 ISAM ISAM Systematic Trend Fund 8.54 1,000k 6/1/2001 36 Neural Capital Ltd Sentinel Trading Program 8.66 2,000k 1/1/2006 35 Robinson-Langley Capital Management, LLC Managed Account Program 8.68 200k 1/1/2007 34 Mark J. Walsh Company Standard Program 8.87 2,000k 9/1/1985 33 John Locke Investments Cyril Systematic Program 8.89 8,000k 7/1/2000 32 Dendrich Ltd QEP 9.06 50k 12/1/2005 31 Covenant Capital Management Aggressive Program 9.06 3,000k 2/1/2004 30 Superfund Group Superfund Green Gold L.P. Series A-1 9.24 5k 4/1/2009 29 John Locke Investments JL Commodity Long Flat Program 9.29 5,000k 12/1/2007 28 Romanesco Capital Management B.V Persistence Program 9.77 5,000k 9/1/2005 27 Futures Truth Company, FTC-CTA MS4 10.07 250k 10/1/2007 26 Southwest Managed Investments, LLC Global Diversified 10.31 200k 1/1/2002 25 Estlander & Partners Alpha Trend 10.31 30,000k 10/1/1991 24 DUNN Capital Management D'Best Futures Fund, L.P. 10.34 100k 6/1/1994 23 Revolution Capital Management Mosaic Program 10.49 10,000k 10/1/2006 22 FRP CAPITAL LLC FRP125+ 10.53 125k 1/1/2010 21 Clarke Capital Management Millennium 11.67 1,000k 1/1/1998 20 Amplitude Capital International Limited Dynamic Strategy 12.18 6/1/2005 19 Commodity Strategies AG CSAG Active Long Short Commodity Program 12.81 5,000k 10/1/2007 18 Clarke Capital Management Jupiter 12.91 3,000k 5/1/2005 17 Briarwood Capital Management, Inc. Diversified Trading Program 12.97 3,000k 7/1/2001 16 Parizek Capital Futures Trading Program 13.36 500k 4/1/2000 15 Kelly Angle Inc. Genesis Program 13.64 2,000k 4/1/2000 14 Clarke Capital Management FX Plus 14.47 1,000k 5/1/2004 13 Blackwater Capital Management Global Program 15.12 5,000k 7/1/2005 12 Tactical Investment Management Tactical Institutional Commodity Program 15.67 10,000k 4/1/1993 11 Hawksbill Capital Management Global Diversified 15.69 5,000k 11/1/1988 10 Alee Capital Management, LLC Poniente Program 15.81 2,500k 1/1/1999 9 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 16.50 200k 11/1/1999 8 Alee Capital Management, LLC Mistral Program 16.57 2,500k 1/1/1999 7 Heyden & Steindl GmbH TOMAC2 17.04 5,000k 3/1/2003 6 Future Trade AG Thales Swing Trading Programme 17.78 250k 6/1/2007 5 Clarke Capital Management Worldwide 19.16 250k 1/1/1996 4 RAM Management Group MRTP Aggressive 20.28 1,000k 2/1/1998 3 Briarwood Capital Management, Inc. Diversified 2XL 31.18 250k 11/1/2004 2 Estlander & Partners Alpha Trend II - Class P 36.81 100k 12/1/2008 1 Purple Valley Capital, Inc. Diversified Trend 1 38.15 100k 8/1/2008 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.