Systematic Trader Index For July 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 Jul 2009 Min Inv Inception 187 Revolution Capital Management Mosaic Program -15.86 10,000k 10/1/2006 186 Superfund Group Superfund Green Master -14.88 2,000k 5/1/2001 185 Superfund Group Superfund Green Gold C (SPC) -12.47 100k 10/1/2005 184 Superfund Group Superfund Green L.P. Series B -12.24 5k 10/1/2002 183 Superfund Group Superfund Green GCT USD -11.28 15k 1/1/2000 182 Crabel Capital Management WPD Crabel Futures Program -10.50 1,000k 7/1/2008 181 Superfund Group Superfund Green Gold B (SPC) -8.99 50k 10/1/2005 180 DUNN Capital Management DUNN Combined Fund (DCF) -8.59 100k 5/1/1989 179 Clarke Capital Management Millennium -7.97 1,000k 1/1/1998 178 Superfund Group Superfund Green L.P. Series A -7.86 5k 10/1/2002 177 Dendrich Ltd QEP -7.76 50k 12/1/2005 176 DUNN Capital Management D'Best Futures Fund, L.P. -7.31 100k 6/1/1994 175 Heyden & Steindl GmbH TOMAC2 -7.22 5,000k 3/1/2003 174 Superfund Group Superfund Green Q-AG -6.44 2k 3/1/1996 173 Strategic Capital Advisors LLC Contrarian 500 -5.52 500k 12/1/2003 172 Superfund Group Superfund Green Gold A (SPC) -5.40 5k 10/1/2005 171 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -5.31 100k 1/1/2005 170 Superfund Group Superfund Green Gold L.P. Series B-1 -4.99 5k 4/1/2009 168 Cranwood Capital Management Cranwood International Fund -4.95 250k 4/1/2008 169 Cranwood Capital Management Fixed Income Arbitrage Fund -4.95 250k 4/1/2008 167 Tyche Capital Advisors LLC TCA Energy Spreads -4.78 100k 8/1/2008 166 Future Trade AG Thales Swing Trading Programme -4.76 250k 6/1/2007 165 Crescent Bay Capital Management Premium Stock Index Program -4.47 10k 10/1/2005 164 Revolution Capital Management Alpha Program -4.45 5,000k 6/1/2007 163 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -4.32 10k 7/1/2005 162 Revolution Capital Management Alpha Fund -4.13 50k 1/1/2005 161 Futures Truth Company, FTC-CTA MS4 -3.97 250k 10/1/2007 160 AllMountain Capital AG Mount Denali Global Trends -3.62 160k 7/1/2007 159 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -3.26 75k 6/1/2007 158 Auspice Capital Advisors Ltd Auspice Diversified Program -3.23 1,500k 4/1/2006 157 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -3.04 200k 11/1/1999 156 Crabel Capital Management Crabel Multi-Product -2.96 1,000k 3/1/1998 155 Hawksbill Capital Management Global Diversified -2.83 5,000k 11/1/1988 154 NuWave Investment Management, LLC Combined Futures Portfolio -2.51 5,000k 6/1/2001 153 NuWave Investment Management, LLC NuWave Investment Partners LP -2.45 250k 6/1/2001 152 Kelly Angle Inc. Genesis Program -2.45 2,000k 4/1/2000 151 Transtrend B.V. DTP – Enhanced Risk (JPY) -2.37 10,000k 8/1/2004 150 Gladius Asset Management Fulham Program -2.31 2,000k 1/1/2008 149 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -2.31 1,000k 9/1/1997 148 Abraham Trading Company Diversified Program -2.30 10,000k 1/1/1988 147 Transtrend B.V. DTP – Enhanced Risk (USD) -2.30 10,000k 1/1/1995 146 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.25 10,000k 8/1/1999 145 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -1.89 4,000k 11/1/2008 144 Trigon Investment Advisors, LLC Foreign Exchange Program -1.77 5,000k 8/1/2000 143 Clarke Capital Management Worldwide -1.76 250k 1/1/1996 142 Millburn Ridgefield Corporation Diversified Program -1.57 20,000k 2/1/1977 141 Winton Capital Management Diversified -1.52 50,000k 10/1/1997 140 Welton Investment Partners Welton Global -1.51 10,000k 6/1/2004 139 Transtrend B.V. DTP – Standard Risk (EUR) -1.47 10,000k 2/1/1999 138 QCM Global Diversified Programme -1.43 500k 12/1/1995 137 EMC Capital Advisors, LLC Classic -1.30 5,000k 1/1/1985 136 Mobius Asset Management Custom Trading Program -1.25 100k 1/1/2002 135 Mark J. Walsh Company Standard Program -1.24 2,000k 9/1/1985 134 Wimmer Horizon LLP Managed Account -1.23 5,000k 5/1/2005 133 Ancile Capital Management Global Markets Program -1.16 2,000k 4/1/2005 132 Millburn Ridgefield Corporation Commodity Program -1.16 25,000k 3/1/2005 131 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -1.15 1,000k 10/1/2006 130 Clarke Capital Management Global Basic -1.12 50k 2/1/1996 129 Molinero Capital Management LLP Global Markets Program -1.11 2,000k 7/1/2005 128 Parizek Capital Currency Program -1.07 1,000k 4/1/2006 127 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.79 1,000k 3/1/1998 126 Rhicon Currency Management Rhicon Systematic Currency Program -0.75 3,000k 1/1/2004 125 Quantica Capital AG Quantica Diversified FX -0.70 5,000k 3/1/2007 124 Quantum Leap Capital Management Managed Account Program -0.65 300k 8/1/2006 123 Clarke Capital Management Jupiter -0.56 3,000k 5/1/2005 122 Mulvaney Capital Management The Mulvaney Global Markets Fund -0.53 100k 5/1/1999 121 Clarke Capital Management Global Magnum -0.52 100k 8/1/1997 120 Witter & Lester, Inc. Stock Index Futures Trading Program -0.49 400k 1/1/1988 119 Dominion Capital Sapphire Program -0.47 3,000k 5/1/2005 118 Rivoli Fund Management Rivoli International Fund (E) -0.46 5,000k 10/1/1996 117 Jaguar Investments Ltd Vario Capital Strategy -0.40 1,000k 5/1/2016 116 Seven Capital Management Seven Absolute Return -0.39 100k 6/1/2009 115 Rivoli Fund Management Rivoli International Fund (V9) -0.37 5,000k 1/1/2002 114 Chesapeake Capital Diversified (LV) -0.32 100k 2/1/1988 113 Red Rock Capital, LLC Systematic Global Macro -0.29 500k 9/1/2003 112 Auctos Capital Management Auctos Global Diversified -0.26 3,000k 11/1/2007 111 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.20 1k 10/1/2006 110 Witter & Lester, Inc. Redstone -0.15 500k 9/1/1994 109 Shield Plus LLC Shield Plus Natural Gas -0.10 50k 1/1/2004 108 Manning & Napier MN Xenon Global Fixed Income Program -0.06 2,000k 8/1/2004 107 Wavefront Global Asset Management IMFC Global Investment Program -0.04 2,000k 2/1/2007 106 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 104 Quantis Asset Management Ulysses Futures 0.00 1,000k 7/1/2009 105 Cauldron Investments, LLC Stock Index Plus 0.00 1,000k 10/1/2009 103 RAM Management Group RAM MRTP 1X-Conservative 0.12 1,000k 9/1/1993 102 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 0.13 0k 11/1/1996 101 Quantmetrics Capital Management LLP Directional 10V Strategy 0.13 10,000k 1/1/2007 100 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.23 10,000k 4/1/2004 99 John Locke Investments Cyril Systematic Program 0.24 8,000k 7/1/2000 98 RAM Management Group MRTP Aggressive 0.24 1,000k 2/1/1998 97 Briarwood Capital Management, Inc. Diversified Trading Program 0.27 3,000k 7/1/2001 96 FORT LP Fort Global Diversified 0.32 2,000k 10/1/1993 95 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.34 1,000k 3/1/2003 94 Somers Brothers Capital Diversified Futures Program #1 0.47 100k 1/1/2005 93 Eclipse Capital Management Global Monetary 0.48 5,000k 8/1/1990 92 Claughton Capital ARP Institutional Program 0.49 1,000k 10/1/2005 91 Dreiss Research Corporation Diversified Program 0.51 1,000k 5/1/1991 90 Millburn Ridgefield Corporation Multi-Markets Program 0.52 25,000k 10/1/2004 89 IKOS The IKOS Hedge Fund 0.59 10,000k 7/1/1998 88 Northfield Trading Diversified 0.60 2,000k 7/1/1989 87 Mondiale Asset Management Mondiale Trading Program 0.62 0k 9/1/1997 86 Quantmetrics Capital Management LLP Premier 12V Strategy 0.63 10,000k 4/1/2003 85 Systematic Alpha Management Systematic Alpha Futures Program 0.64 100k 6/1/2004 84 Spectrum Asset Management LLC Global Diversified 0.67 2,000k 1/1/2001 83 Rotella Capital Management Rotella Polaris Program (Diversified) 0.68 10,000k 1/1/1991 82 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.72 10,000k 2/1/2008 81 Global Domain Partners, LLC Global Domain Vector Fund - Series A 0.72 500k 1/1/2006 80 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 0.79 5,000k 11/1/2012 79 Conquest Capital Group Conquest Select 0.81 250k 6/1/2004 78 Emil van Essen EvE Systematic Global Opportunities 0.91 1,000k 9/1/2007 77 Briarwood Capital Management, Inc. Diversified 2XL 0.91 250k 11/1/2004 76 Liberty Funds Group, Inc Liberty Diversified Option Strategy 0.94 750k 1/1/2009 75 John Locke Investments JL Commodity Long Flat Program 1.02 5,000k 12/1/2007 74 Superfund Group Superfund Blue SPC Class A (EUR) 1.02 50k 4/1/2005 73 Xplor Capital Management, LLC Global CTA Program 1.06 1,500k 7/1/2004 72 MERIT Alternative Investments GmbH Futures Portfolio 1.11 2,000k 6/1/1998 71 Rho Asset Management Rho Altius 1XL Program 1.18 5,000k 11/1/2007 70 Southwest Managed Investments, LLC Global Diversified 1.22 200k 1/1/2002 69 Esulep LLC MAX Esulep LLC MAX 1.23 500k 5/1/2008 68 Eckhardt Trading Company Evolution Strategies 1.2X 1.23 10,000k 10/1/1991 67 Eckhardt Trading Company Evolution Strategies 1.26 20,000k 8/1/1991 66 HB Capital Management Inc. Diversified Program 1.26 50k 3/1/2008 65 Estlander & Partners Alpha Trend 1.29 30,000k 10/1/1991 64 Saxon Investment Corporation Diversified Program 1.29 3,000k 9/1/1988 63 Lynx Asset Management AB Lynx Program 1.31 75k 5/1/2000 62 Robust Methods LLC Macro Managed Account 1.34 5,000k 1/1/2005 61 Wavefront Global Asset Management IMFC Global Concentrated 1.40 500k 4/1/2009 60 Robinson-Langley Capital Management, LLC Managed Account Program 1.44 200k 1/1/2007 59 Quantica Capital AG Quantica Managed Futures 1.46 5,000k 1/1/2005 58 FORT LP Fort Global Contrarian 1.47 2,000k 10/1/2002 57 Ion Asset Architecture (Fund Program) Ion Fund 1.47 100k 11/1/2007 56 Ion Asset Architecture Ion Fund Program 1.47 10,000k 11/1/2007 55 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 1.51 500k 4/1/2009 54 Purple Valley Capital, Inc. Diversified Trend 1 1.53 100k 8/1/2008 53 M.S. Capital Management Global Diversified Program 1.61 2,000k 11/1/1998 52 Covenant Capital Management Original Program 1.65 5,000k 9/1/1999 51 Diamond Peak Capital LLC Northstar (2x) program 1.66 250k 10/1/2008 50 Alee Capital Management, LLC Poniente Program 1.66 2,500k 1/1/1999 49 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 1.78 1,500k 1/1/2009 48 Emil van Essen Spread Trading Program 1.80 5,000k 12/1/2006 47 Quantitative Investment Management Quantitative Global Program 1.82 20,000k 10/1/2003 46 Mobius Asset Management Energy Weighted Program 1.84 250k 1/1/2005 45 DUNN Capital Management World Monetary and Agriculture Program (WMA) 1.84 100k 11/1/1984 44 Manning & Napier MN Xenon Managed Futures (2x) Program 1.87 5,000k 6/1/2006 43 GLOBIVEST LLC Alpha Program 1.89 50k 4/1/2009 42 Covenant Capital Management Aggressive Program 1.89 3,000k 2/1/2004 41 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 1.91 10,000k 1/1/2001 40 Superfund Group Superfund Green Gold L.P. Series A-1 2.00 5k 4/1/2009 39 Rabar Market Research Diversified Program 2.09 2,000k 1/1/1989 38 Superfund Group Superfund Blue SPC Class A (Gold) 2.15 50k 12/1/2007 37 Saxon Investment Corporation Aggressive Diversified Program 2.18 2,000k 11/1/1993 36 Endeavour Capital LLP Endeavour Pembroke 2.21 2,000k 7/1/2007 35 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 2.26 1,000k 5/1/2006 34 IKOS IKOS FX Fund 2.28 1,000k 3/1/2008 33 Clarke Capital Management FX Plus 2.32 1,000k 5/1/2004 32 FRP CAPITAL LLC FRP125+ 2.35 125k 1/1/2010 31 Mobius Asset Management Diversified Program 2.37 250k 3/1/2004 30 Alder Capital DAC Alder Global 10 2.40 250k 10/1/2000 29 Altradis Capital AG AlphAlgo 2.61 100k 5/1/2007 28 Pacific Capital Advisors Vanguard Program 2.61 100k 4/1/2007 27 Estlander & Partners Global Markets 2.69 10,000k 8/1/1999 26 Keck Capital Management LLC The Keck Program 2.90 2,000k 12/1/2003 25 Amplitude Capital International Limited Dynamic Strategy 3.20 6/1/2005 24 Rotella Capital Management Rotella Orion (Short-Term) Program 3.27 10,000k 3/1/2006 23 Parizek Capital Futures Trading Program 3.35 500k 4/1/2000 22 HiProb Trading Technology LLC HiProb-I 3.50 5,000k 7/1/2008 21 Alee Capital Management, LLC Mistral Program 3.62 2,500k 1/1/1999 20 Estlander & Partners Alpha Trend II - Class P 3.98 100k 12/1/2008 19 Insch Capital Management SA Interbank Currency Program - 3X Leverage 4.34 100k 1/1/2000 18 Hyman Beck and Company Global Portfolio 4.47 1,000k 3/1/1991 17 Blackwater Capital Management Global Program 5.18 5,000k 7/1/2005 16 Alder Capital DAC Alder Global 20 5.20 250k 2/1/2001 15 Tactical Investment Management Tactical Institutional Commodity Program 5.33 10,000k 4/1/1993 14 Arcanum Asset Management Equity Index Option Program (Prop) 5.33 500k 7/1/2006 13 Neural Capital Ltd Sentinel Trading Program 5.34 2,000k 1/1/2006 12 Estlander & Partners Global XL 5.44 5,000k 8/1/1991 11 Conquest Capital Group Conquest Macro 5.49 250k 5/1/1999 10 Romanesco Capital Management B.V Persistence Program 5.89 5,000k 9/1/2005 9 Kinkopf Capital Management KCM S&P (Proprietary) 6.00 100k 1/1/1999 8 White Indian Trading Co. STAIRS (Client) 6.05 250k 5/1/2009 7 White Indian Trading Co. STAIRS - Futures Program (Client) 6.09 250k 10/1/2008 6 Drury Capital Diversified Trend-Following Program 6.57 5,000k 5/1/1997 5 ISAM ISAM Systematic Trend Fund 7.39 1,000k 6/1/2001 4 Commodity Strategies AG CSAG Active Long Short Commodity Program 7.78 5,000k 10/1/2007 3 Non Correlated Capital Positive Theta Program 10.00 250k 10/1/2007 2 Non Correlated Capital Positive Theta Fund 12.71 50k 10/1/2007 1 QQFund.com QQFund.com Alpha Beta Program 28.41 100k 9/1/2008 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.