Systematic Trader Index For June 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 Jun 2009 Min Inv Inception 185 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -16.10 200k 11/1/1999 184 Amplitude Capital International Limited Dynamic Strategy -11.29 6/1/2005 183 Kelly Angle Inc. Genesis Program -11.19 2,000k 4/1/2000 182 Purple Valley Capital, Inc. Diversified Trend 1 -10.88 100k 8/1/2008 181 Estlander & Partners Alpha Trend II - Class P -10.69 100k 12/1/2008 180 Clarke Capital Management Millennium -10.41 1,000k 1/1/1998 179 Superfund Group Superfund Green Gold C (SPC) -10.07 100k 10/1/2005 178 Clarke Capital Management Jupiter -9.53 3,000k 5/1/2005 177 Superfund Group Superfund Green Gold B (SPC) -9.02 50k 10/1/2005 176 DUNN Capital Management D'Best Futures Fund, L.P. -8.04 100k 6/1/1994 175 Superfund Group Superfund Green Gold A (SPC) -7.88 5k 10/1/2005 174 Briarwood Capital Management, Inc. Diversified 2XL -7.86 250k 11/1/2004 173 Revolution Capital Management Mosaic Program -7.85 10,000k 10/1/2006 172 DUNN Capital Management DUNN Combined Fund (DCF) -7.63 100k 5/1/1989 171 ISAM ISAM Systematic Trend Fund -7.08 1,000k 6/1/2001 170 Insch Capital Management SA Interbank Currency Program - 3X Leverage -7.03 100k 1/1/2000 169 Somers Brothers Capital Diversified Futures Program #1 -7.00 100k 1/1/2005 168 Mulvaney Capital Management The Mulvaney Global Markets Fund -6.81 100k 5/1/1999 167 Parizek Capital Futures Trading Program -6.58 500k 4/1/2000 166 Hawksbill Capital Management Global Diversified -6.58 5,000k 11/1/1988 165 Superfund Group Superfund Green Gold L.P. Series B-1 -6.36 5k 4/1/2009 164 Superfund Group Superfund Green Gold L.P. Series A-1 -6.18 5k 4/1/2009 163 EMC Capital Advisors, LLC Classic -6.00 5,000k 1/1/1985 162 Superfund Group Superfund Green Master -5.93 2,000k 5/1/2001 161 Eckhardt Trading Company Evolution Strategies 1.2X -5.85 10,000k 10/1/1991 160 Clarke Capital Management FX Plus -5.63 1,000k 5/1/2004 159 Superfund Group Superfund Green GCT USD -5.62 15k 1/1/2000 158 Future Trade AG Thales Swing Trading Programme -5.46 250k 6/1/2007 157 Superfund Group Superfund Blue SPC Class A (Gold) -5.21 50k 12/1/2007 156 Eckhardt Trading Company Evolution Strategies -5.06 20,000k 8/1/1991 155 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.98 100k 11/1/1984 154 FRP CAPITAL LLC FRP125+ -4.97 125k 1/1/2010 153 Alder Capital DAC Alder Global 20 -4.80 250k 2/1/2001 152 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -4.74 5,000k 11/1/2012 151 Clarke Capital Management Worldwide -4.46 250k 1/1/1996 150 Alee Capital Management, LLC Poniente Program -4.36 2,500k 1/1/1999 149 Keck Capital Management LLC The Keck Program -4.29 2,000k 12/1/2003 148 Mark J. Walsh Company Standard Program -4.27 2,000k 9/1/1985 147 Commodity Strategies AG CSAG Active Long Short Commodity Program -4.22 5,000k 10/1/2007 146 Rho Asset Management Rho Altius 1XL Program -4.18 5,000k 11/1/2007 145 Lynx Asset Management AB Lynx Program -4.06 75k 5/1/2000 144 Eclipse Capital Management Global Monetary -3.97 5,000k 8/1/1990 143 Covenant Capital Management Aggressive Program -3.96 3,000k 2/1/2004 142 Xplor Capital Management, LLC Global CTA Program -3.76 1,500k 7/1/2004 141 Briarwood Capital Management, Inc. Diversified Trading Program -3.73 3,000k 7/1/2001 140 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -3.67 0k 11/1/1996 139 Rabar Market Research Diversified Program -3.55 2,000k 1/1/1989 138 Superfund Group Superfund Green L.P. Series B -3.52 5k 10/1/2002 137 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -3.41 500k 4/1/2009 136 Tactical Investment Management Tactical Institutional Commodity Program -3.40 10,000k 4/1/1993 135 Manning & Napier MN Xenon Managed Futures (2x) Program -3.39 5,000k 6/1/2006 134 Mobius Asset Management Custom Trading Program -3.31 100k 1/1/2002 133 QCM Global Diversified Programme -3.30 500k 12/1/1995 132 Hyman Beck and Company Global Portfolio -3.29 1,000k 3/1/1991 131 Parizek Capital Currency Program -3.27 1,000k 4/1/2006 130 Quantica Capital AG Quantica Managed Futures -3.11 5,000k 1/1/2005 129 Trigon Investment Advisors, LLC Foreign Exchange Program -3.04 5,000k 8/1/2000 128 Estlander & Partners Alpha Trend -2.87 30,000k 10/1/1991 127 FORT LP Fort Global Diversified -2.85 2,000k 10/1/1993 126 Robinson-Langley Capital Management, LLC Managed Account Program -2.84 200k 1/1/2007 125 Gladius Asset Management Fulham Program -2.80 2,000k 1/1/2008 124 Rivoli Fund Management Rivoli International Fund (E) -2.72 5,000k 10/1/1996 123 Crabel Capital Management WPD Crabel Futures Program -2.63 1,000k 7/1/2008 122 Covenant Capital Management Original Program -2.56 5,000k 9/1/1999 121 Wimmer Horizon LLP Managed Account -2.53 5,000k 5/1/2005 120 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -2.47 1,000k 10/1/2006 119 Altradis Capital AG AlphAlgo -2.41 100k 5/1/2007 118 Superfund Group Superfund Green Q-AG -2.39 2k 3/1/1996 117 Superfund Group Superfund Green L.P. Series A -2.39 5k 10/1/2002 116 Ancile Capital Management Global Markets Program -2.38 2,000k 4/1/2005 115 Millburn Ridgefield Corporation Multi-Markets Program -2.32 25,000k 10/1/2004 114 Rotella Capital Management Rotella Polaris Program (Diversified) -2.31 10,000k 1/1/1991 113 Southwest Managed Investments, LLC Global Diversified -2.27 200k 1/1/2002 112 Northfield Trading Diversified -2.20 2,000k 7/1/1989 111 Millburn Ridgefield Corporation Diversified Program -2.14 20,000k 2/1/1977 110 Alder Capital DAC Alder Global 10 -2.00 250k 10/1/2000 109 M.S. Capital Management Global Diversified Program -1.98 2,000k 11/1/1998 108 Conquest Capital Group Conquest Select -1.90 250k 6/1/2004 107 Global Domain Partners, LLC Global Domain Vector Fund - Series A -1.75 500k 1/1/2006 106 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -1.72 10,000k 4/1/2004 105 Rivoli Fund Management Rivoli International Fund (V9) -1.69 5,000k 1/1/2002 104 Claughton Capital ARP Institutional Program -1.58 1,000k 10/1/2005 103 IKOS IKOS FX Fund -1.58 1,000k 3/1/2008 102 Mondiale Asset Management Mondiale Trading Program -1.55 0k 9/1/1997 101 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.54 10,000k 1/1/2001 100 Revolution Capital Management Alpha Fund -1.51 50k 1/1/2005 99 Chesapeake Capital Diversified (LV) -1.38 100k 2/1/1988 98 Winton Capital Management Diversified -1.26 50,000k 10/1/1997 97 Blackwater Capital Management Global Program -1.23 5,000k 7/1/2005 96 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.18 1k 10/1/2006 95 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.18 1,000k 3/1/1998 94 Revolution Capital Management Alpha Program -1.11 5,000k 6/1/2007 93 Transtrend B.V. DTP – Enhanced Risk (USD) -1.10 10,000k 1/1/1995 92 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -1.09 1,500k 1/1/2009 91 Transtrend B.V. DTP – Enhanced Risk (JPY) -1.06 10,000k 8/1/2004 90 Endeavour Capital LLP Endeavour Pembroke -1.05 2,000k 7/1/2007 89 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.95 10,000k 8/1/1999 88 Red Rock Capital, LLC Systematic Global Macro -0.90 500k 9/1/2003 87 Welton Investment Partners Welton Global -0.89 10,000k 6/1/2004 86 FORT LP Fort Global Contrarian -0.83 2,000k 10/1/2002 85 Millburn Ridgefield Corporation Commodity Program -0.82 25,000k 3/1/2005 84 Quantum Leap Capital Management Managed Account Program -0.81 300k 8/1/2006 83 Mobius Asset Management Diversified Program -0.78 250k 3/1/2004 82 Spectrum Asset Management LLC Global Diversified -0.67 2,000k 1/1/2001 81 Transtrend B.V. DTP – Standard Risk (EUR) -0.65 10,000k 2/1/1999 80 MERIT Alternative Investments GmbH Futures Portfolio -0.63 2,000k 6/1/1998 79 Jaguar Investments Ltd Vario Capital Strategy -0.63 1,000k 5/1/2016 78 Estlander & Partners Global XL -0.61 5,000k 8/1/1991 77 Clarke Capital Management Global Basic -0.59 50k 2/1/1996 76 Alee Capital Management, LLC Mistral Program -0.58 2,500k 1/1/1999 75 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.56 1,000k 9/1/1997 74 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.56 100k 1/1/2005 73 Saxon Investment Corporation Aggressive Diversified Program -0.56 2,000k 11/1/1993 72 Molinero Capital Management LLP Global Markets Program -0.55 2,000k 7/1/2005 71 Quantitative Investment Management Quantitative Global Program -0.52 20,000k 10/1/2003 70 Emil van Essen EvE Systematic Global Opportunities -0.51 1,000k 9/1/2007 69 Robust Methods LLC Macro Managed Account -0.46 5,000k 1/1/2005 68 Saxon Investment Corporation Diversified Program -0.43 3,000k 9/1/1988 67 Shield Plus LLC Shield Plus Natural Gas -0.38 50k 1/1/2004 66 John Locke Investments JL Commodity Long Flat Program -0.37 5,000k 12/1/2007 65 Clarke Capital Management Global Magnum -0.35 100k 8/1/1997 64 Superfund Group Superfund Blue SPC Class A (EUR) -0.31 50k 4/1/2005 63 Dreiss Research Corporation Diversified Program -0.29 1,000k 5/1/1991 62 Estlander & Partners Global Markets -0.28 10,000k 8/1/1999 61 John Locke Investments Cyril Systematic Program -0.27 8,000k 7/1/2000 59 Cranwood Capital Management Cranwood International Fund -0.25 250k 4/1/2008 60 Cranwood Capital Management Fixed Income Arbitrage Fund -0.25 250k 4/1/2008 58 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -0.24 75k 6/1/2007 57 Manning & Napier MN Xenon Global Fixed Income Program -0.23 2,000k 8/1/2004 56 Drury Capital Diversified Trend-Following Program -0.23 5,000k 5/1/1997 55 Mobius Asset Management Energy Weighted Program -0.15 250k 1/1/2005 54 QQFund.com QQFund.com Alpha Beta Program -0.14 100k 9/1/2008 53 Quantmetrics Capital Management LLP Directional 10V Strategy -0.08 10,000k 1/1/2007 52 Liberty Funds Group, Inc Liberty Diversified Option Strategy -0.05 750k 1/1/2009 51 Witter & Lester, Inc. Stock Index Futures Trading Program -0.03 400k 1/1/1988 50 Rotella Capital Management Rotella Orion (Short-Term) Program -0.01 10,000k 3/1/2006 47 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.00 10k 7/1/2005 48 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 49 Seven Capital Management Seven Absolute Return 0.00 100k 6/1/2009 46 Heyden & Steindl GmbH TOMAC2 0.02 5,000k 3/1/2003 45 Witter & Lester, Inc. Redstone 0.04 500k 9/1/1994 44 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.07 1,000k 3/1/2003 43 Auspice Capital Advisors Ltd Auspice Diversified Program 0.15 1,500k 4/1/2006 42 Strategic Capital Advisors LLC Contrarian 500 0.22 500k 12/1/2003 41 Quantmetrics Capital Management LLP Premier 12V Strategy 0.25 10,000k 4/1/2003 40 Wavefront Global Asset Management IMFC Global Investment Program 0.27 2,000k 2/1/2007 39 NuWave Investment Management, LLC Combined Futures Portfolio 0.32 5,000k 6/1/2001 38 NuWave Investment Management, LLC NuWave Investment Partners LP 0.36 250k 6/1/2001 37 Tyche Capital Advisors LLC TCA Energy Spreads 0.39 100k 8/1/2008 36 IKOS The IKOS Hedge Fund 0.48 10,000k 7/1/1998 35 AllMountain Capital AG Mount Denali Global Trends 0.49 160k 7/1/2007 34 HiProb Trading Technology LLC HiProb-I 0.50 5,000k 7/1/2008 33 Romanesco Capital Management B.V Persistence Program 0.52 5,000k 9/1/2005 32 Abraham Trading Company Diversified Program 0.53 10,000k 1/1/1988 31 Crabel Capital Management Crabel Multi-Product 0.53 1,000k 3/1/1998 30 Systematic Alpha Management Systematic Alpha Futures Program 0.58 100k 6/1/2004 29 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 0.65 1,000k 5/1/2006 28 Kinkopf Capital Management KCM S&P (Proprietary) 0.71 100k 1/1/1999 27 Futures Truth Company, FTC-CTA MS4 0.77 250k 10/1/2007 26 RAM Management Group RAM MRTP 1X-Conservative 0.87 1,000k 9/1/1993 25 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 1.00 10,000k 2/1/2008 24 Wavefront Global Asset Management IMFC Global Concentrated 1.07 500k 4/1/2009 23 Dominion Capital Sapphire Program 1.11 3,000k 5/1/2005 22 Crescent Bay Capital Management Premium Stock Index Program 1.21 10k 10/1/2005 21 Quantica Capital AG Quantica Diversified FX 1.22 5,000k 3/1/2007 20 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 1.27 4,000k 11/1/2008 19 Pacific Capital Advisors Vanguard Program 1.30 100k 4/1/2007 18 Esulep LLC MAX Esulep LLC MAX 1.49 500k 5/1/2008 17 Diamond Peak Capital LLC Northstar (2x) program 1.82 250k 10/1/2008 16 Auctos Capital Management Auctos Global Diversified 1.87 3,000k 11/1/2007 15 Conquest Capital Group Conquest Macro 2.13 250k 5/1/1999 14 RAM Management Group MRTP Aggressive 2.52 1,000k 2/1/1998 13 Emil van Essen Spread Trading Program 2.66 5,000k 12/1/2006 12 Neural Capital Ltd Sentinel Trading Program 3.02 2,000k 1/1/2006 11 Ion Asset Architecture (Fund Program) Ion Fund 3.14 100k 11/1/2007 10 Ion Asset Architecture Ion Fund Program 3.14 10,000k 11/1/2007 9 HB Capital Management Inc. Diversified Program 4.48 50k 3/1/2008 8 Rhicon Currency Management Rhicon Systematic Currency Program 4.54 3,000k 1/1/2004 7 Arcanum Asset Management Equity Index Option Program (Prop) 4.67 500k 7/1/2006 6 GLOBIVEST LLC Alpha Program 5.01 50k 4/1/2009 5 Non Correlated Capital Positive Theta Program 7.41 250k 10/1/2007 4 Non Correlated Capital Positive Theta Fund 9.48 50k 10/1/2007 3 White Indian Trading Co. STAIRS (Client) 9.72 250k 5/1/2009 2 White Indian Trading Co. STAIRS - Futures Program (Client) 12.54 250k 10/1/2008 1 Dendrich Ltd QEP 16.52 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.