Systematic Trader Index For August 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 Aug 2009 Min Inv Inception 192 Clarke Capital Management Global Basic -15.51 50k 2/1/1996 191 Insch Capital Management SA Interbank Currency Program - 3X Leverage -11.19 100k 1/1/2000 190 Conquest Capital Group Conquest Macro -10.70 250k 5/1/1999 189 Clarke Capital Management Global Magnum -8.55 100k 8/1/1997 188 Heyden & Steindl GmbH TOMAC2 -7.07 5,000k 3/1/2003 187 Clarke Capital Management Millennium -6.83 1,000k 1/1/1998 186 FRP CAPITAL LLC FRP125+ -6.80 125k 1/1/2010 185 Alder Capital DAC Alder Global 20 -4.20 250k 2/1/2001 184 Quantum Leap Capital Management Managed Account Program -3.26 300k 8/1/2006 183 Romanesco Capital Management B.V Persistence Program -3.18 5,000k 9/1/2005 182 Trigon Investment Advisors, LLC Foreign Exchange Program -3.02 5,000k 8/1/2000 181 Pacific Capital Advisors Vanguard Program -2.79 100k 4/1/2007 180 Superfund Group Superfund Blue SPC Class A (Gold) -2.48 50k 12/1/2007 179 Witter & Lester, Inc. Stock Index Futures Trading Program -2.31 400k 1/1/1988 178 Alee Capital Management, LLC Poniente Program -2.26 2,500k 1/1/1999 177 Mobius Asset Management Energy Weighted Program -2.21 250k 1/1/2005 176 Clarke Capital Management Worldwide -2.03 250k 1/1/1996 175 Rotella Capital Management Rotella Polaris Program (Diversified) -1.96 10,000k 1/1/1991 174 Claughton Capital ARP Institutional Program -1.92 1,000k 10/1/2005 173 Estlander & Partners Global XL -1.92 5,000k 8/1/1991 172 Superfund Group Superfund Blue SPC Class A (EUR) -1.71 50k 4/1/2005 171 Alder Capital DAC Alder Global 10 -1.60 250k 10/1/2000 170 Shield Plus LLC Shield Plus Natural Gas -1.49 50k 1/1/2004 169 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.43 10,000k 1/1/2001 168 Mark J. Walsh Company Standard Program -1.25 2,000k 9/1/1985 167 Conquest Capital Group Conquest Select -1.24 250k 6/1/2004 166 Altradis Capital AG AlphAlgo -1.19 100k 5/1/2007 165 Neural Capital Ltd Sentinel Trading Program -1.05 2,000k 1/1/2006 164 Parizek Capital Currency Program -1.00 1,000k 4/1/2006 163 Rhicon Currency Management Rhicon Systematic Currency Program -1.00 3,000k 1/1/2004 162 Estlander & Partners Global Markets -0.94 10,000k 8/1/1999 161 AllMountain Capital AG Mount Denali Global Trends -0.76 160k 7/1/2007 160 Cranwood Capital Management Fixed Income Arbitrage Fund -0.60 250k 4/1/2008 159 Cranwood Capital Management Cranwood International Fund -0.60 250k 4/1/2008 158 Robust Methods LLC Macro Managed Account -0.58 5,000k 1/1/2005 157 IKOS The IKOS Hedge Fund -0.51 10,000k 7/1/1998 156 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -0.50 200k 11/1/1999 155 Witter & Lester, Inc. Redstone -0.47 500k 9/1/1994 154 Eclipse Capital Management Global Monetary -0.46 5,000k 8/1/1990 153 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -0.39 1,000k 5/1/2006 152 Diamond Peak Capital LLC Northstar (2x) program -0.36 250k 10/1/2008 151 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -0.28 10,000k 2/1/2008 150 John Locke Investments JL Commodity Long Flat Program -0.26 5,000k 12/1/2007 149 Future Trade AG Thales Swing Trading Programme -0.22 250k 6/1/2007 148 Amplitude Capital International Limited Dynamic Strategy -0.07 6/1/2005 141 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.00 1,000k 3/1/1998 142 IDS Capital IDS F&F Systematic Trading 0.00 50k 7/1/2013 143 JLC Futures Management Company JLC Managed Futures Fund I, LP. 0.00 100k 8/1/2009 144 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 0.00 10,000k 8/1/2009 145 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.00 10,000k 8/1/2009 147 Pinstripe Trading, LLC Standard 0.00 125k 8/1/2009 146 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 140 Clarke Capital Management FX Plus 0.01 1,000k 5/1/2004 139 John Locke Investments Cyril Systematic Program 0.02 8,000k 7/1/2000 138 Emil van Essen Spread Trading Program 0.06 5,000k 12/1/2006 137 Mobius Asset Management Custom Trading Program 0.08 100k 1/1/2002 136 Transtrend B.V. DTP – Standard Risk (EUR) 0.09 10,000k 2/1/1999 135 Quantmetrics Capital Management LLP Directional 10V Strategy 0.11 10,000k 1/1/2007 134 Quantmetrics Capital Management LLP Premier 12V Strategy 0.15 10,000k 4/1/2003 133 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.21 10,000k 8/1/1999 132 Jaguar Investments Ltd Vario Capital Strategy 0.21 1,000k 5/1/2016 131 Transtrend B.V. DTP – Enhanced Risk (USD) 0.23 10,000k 1/1/1995 130 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.23 10,000k 8/1/2004 129 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 0.25 1,000k 10/1/2006 128 Rotella Capital Management Rotella Orion (Short-Term) Program 0.31 10,000k 3/1/2006 127 Winton Capital Management Diversified 0.32 50,000k 10/1/1997 126 Tyche Capital Advisors LLC TCA Energy Spreads 0.37 100k 8/1/2008 125 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.43 1k 10/1/2006 124 Eckhardt Trading Company Evolution Strategies 1.2X 0.47 10,000k 10/1/1991 123 Eckhardt Trading Company Evolution Strategies 0.48 20,000k 8/1/1991 122 Lynx Asset Management AB Lynx Program 0.51 75k 5/1/2000 121 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.53 10,000k 4/1/2004 120 Quantica Capital AG Quantica Diversified FX 0.61 5,000k 3/1/2007 119 Southwest Managed Investments, LLC Global Diversified 0.62 200k 1/1/2002 118 Mondiale Asset Management Mondiale Trading Program 0.62 0k 9/1/1997 117 Gladius Asset Management Fulham Program 0.65 2,000k 1/1/2008 116 Esulep LLC MAX Esulep LLC MAX 0.67 500k 5/1/2008 115 Manning & Napier MN Xenon Global Fixed Income Program 0.68 2,000k 8/1/2004 114 Mobius Asset Management Diversified Program 0.70 250k 3/1/2004 113 Quantitative Investment Management Quantitative Global Program 0.70 20,000k 10/1/2003 112 Blackwater Capital Management Global Program 0.74 5,000k 7/1/2005 111 Auspice Capital Advisors Ltd Auspice Diversified Program 0.75 1,500k 4/1/2006 110 Ion Asset Architecture (Fund Program) Ion Fund 0.81 100k 11/1/2007 109 Ion Asset Architecture Ion Fund Program 0.81 10,000k 11/1/2007 108 Systematic Alpha Management Systematic Alpha Futures Program 0.89 100k 6/1/2004 107 Commodity Strategies AG CSAG Active Long Short Commodity Program 0.91 5,000k 10/1/2007 106 Briarwood Capital Management, Inc. Diversified Trading Program 0.93 3,000k 7/1/2001 105 Clarke Capital Management Jupiter 0.93 3,000k 5/1/2005 104 Quantica Capital AG Quantica Managed Futures 1.03 5,000k 1/1/2005 103 Kelly Angle Inc. Genesis Program 1.05 2,000k 4/1/2000 102 Molinero Capital Management LLP Global Markets Program 1.08 2,000k 7/1/2005 101 Superfund Group Superfund Green Gold L.P. Series A-1 1.09 5k 4/1/2009 100 Dominion Capital Sapphire Program 1.20 3,000k 5/1/2005 99 Seven Capital Management Seven Absolute Return 1.22 100k 6/1/2009 98 Welton Investment Partners Welton Global 1.27 10,000k 6/1/2004 97 Rho Asset Management Rho Altius 1XL Program 1.28 5,000k 11/1/2007 96 Quantis Asset Management Ulysses Futures 1.30 1,000k 7/1/2009 95 Crabel Capital Management Crabel Multi-Product 1.34 1,000k 3/1/1998 94 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.35 1,000k 3/1/2003 93 Hawksbill Capital Management Global Diversified 1.35 5,000k 11/1/1988 92 Manning & Napier MN Xenon Managed Futures (2x) Program 1.37 5,000k 6/1/2006 91 GLOBIVEST LLC Alpha Program 1.40 50k 4/1/2009 90 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 1.42 4,000k 11/1/2008 89 Emil van Essen EvE Systematic Global Opportunities 1.43 1,000k 9/1/2007 88 Hyman Beck and Company Global Portfolio 1.44 1,000k 3/1/1991 87 HB Capital Management Inc. Diversified Program 1.46 50k 3/1/2008 86 Abraham Trading Company Diversified Program 1.48 10,000k 1/1/1988 85 Millburn Ridgefield Corporation Diversified Program 1.56 20,000k 2/1/1977 84 IKOS IKOS FX Fund 1.57 1,000k 3/1/2008 83 Parizek Capital Futures Trading Program 1.60 500k 4/1/2000 82 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 1.69 1,500k 1/1/2009 81 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 1.79 1,000k 9/1/1997 80 MERIT Alternative Investments GmbH Futures Portfolio 1.79 2,000k 6/1/1998 79 FORT LP Fort Global Diversified 1.82 2,000k 10/1/1993 78 Global Domain Partners, LLC Global Domain Vector Fund - Series A 1.93 500k 1/1/2006 77 RAM Management Group RAM MRTP 1X-Conservative 2.02 1,000k 9/1/1993 76 Saxon Investment Corporation Diversified Program 2.09 3,000k 9/1/1988 75 Crescent Bay Capital Management Premium Stock Index Program 2.15 10k 10/1/2005 74 Northfield Trading Diversified 2.19 2,000k 7/1/1989 73 Auctos Capital Management Auctos Global Diversified 2.19 3,000k 11/1/2007 72 Millburn Ridgefield Corporation Multi-Markets Program 2.27 25,000k 10/1/2004 71 Endeavour Capital LLP Endeavour Pembroke 2.39 2,000k 7/1/2007 70 Millburn Ridgefield Corporation Commodity Program 2.44 25,000k 3/1/2005 69 Alee Capital Management, LLC Mistral Program 2.45 2,500k 1/1/1999 68 EMC Capital Advisors, LLC Classic 2.50 5,000k 1/1/1985 67 Xplor Capital Management, LLC Global CTA Program 2.53 1,500k 7/1/2004 66 Rabar Market Research Diversified Program 2.58 2,000k 1/1/1989 65 Strategic Capital Advisors LLC Contrarian 500 2.67 500k 12/1/2003 64 Drury Capital Diversified Trend-Following Program 2.67 5,000k 5/1/1997 63 Revolution Capital Management Alpha Fund 2.68 50k 1/1/2005 62 Futures Truth Company, FTC-CTA MS4 2.83 250k 10/1/2007 61 FORT LP Fort Global Contrarian 2.85 2,000k 10/1/2002 60 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.89 10k 7/1/2005 59 NuWave Investment Management, LLC NuWave Investment Partners LP 3.04 250k 6/1/2001 58 NuWave Investment Management, LLC Combined Futures Portfolio 3.10 5,000k 6/1/2001 57 DUNN Capital Management World Monetary and Agriculture Program (WMA) 3.16 100k 11/1/1984 56 Superfund Group Superfund Green Gold A (SPC) 3.17 5k 10/1/2005 55 Revolution Capital Management Alpha Program 3.20 5,000k 6/1/2007 54 Superfund Group Superfund Green L.P. Series A 3.52 5k 10/1/2002 53 Rivoli Fund Management Rivoli International Fund (V9) 3.54 5,000k 1/1/2002 52 Superfund Group Superfund Green Q-AG 3.61 2k 3/1/1996 51 Wimmer Horizon LLP Managed Account 3.64 5,000k 5/1/2005 50 Saxon Investment Corporation Aggressive Diversified Program 3.66 2,000k 11/1/1993 49 M.S. Capital Management Global Diversified Program 3.66 2,000k 11/1/1998 48 Ancile Capital Management Global Markets Program 3.69 2,000k 4/1/2005 47 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 3.72 5,000k 11/1/2012 46 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 3.76 100k 1/1/2005 45 Crabel Capital Management WPD Crabel Futures Program 3.77 1,000k 7/1/2008 44 QQFund.com QQFund.com Alpha Beta Program 3.87 100k 9/1/2008 43 Estlander & Partners Alpha Trend 3.99 30,000k 10/1/1991 42 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 4.33 500k 4/1/2009 41 Wavefront Global Asset Management IMFC Global Investment Program 4.39 2,000k 2/1/2007 40 ISAM ISAM Systematic Trend Fund 4.40 1,000k 6/1/2001 39 Red Rock Capital, LLC Systematic Global Macro 4.41 500k 9/1/2003 38 Chesapeake Capital Diversified (LV) 4.80 100k 2/1/1988 37 Superfund Group Superfund Green Gold L.P. Series B-1 4.84 5k 4/1/2009 36 Briarwood Capital Management, Inc. Diversified 2XL 4.91 250k 11/1/2004 35 QCM Global Diversified Programme 4.95 500k 12/1/1995 34 Arcanum Asset Management Equity Index Option Program (Prop) 5.00 500k 7/1/2006 33 DUNN Capital Management D'Best Futures Fund, L.P. 5.03 100k 6/1/1994 32 Non Correlated Capital Positive Theta Program 5.22 250k 10/1/2007 31 Somers Brothers Capital Diversified Futures Program #1 5.23 100k 1/1/2005 30 Spectrum Asset Management LLC Global Diversified 5.28 2,000k 1/1/2001 29 Superfund Group Superfund Green GCT USD 5.41 15k 1/1/2000 28 Cauldron Investments, LLC Stock Index Plus 5.51 1,000k 10/1/2009 27 Superfund Group Superfund Green Master 5.55 2,000k 5/1/2001 26 Rivoli Fund Management Rivoli International Fund (E) 5.57 5,000k 10/1/1996 25 Superfund Group Superfund Green L.P. Series B 5.62 5k 10/1/2002 24 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 5.65 0k 11/1/1996 23 Superfund Group Superfund Green Gold B (SPC) 5.65 50k 10/1/2005 22 Liberty Funds Group, Inc Liberty Diversified Option Strategy 5.66 750k 1/1/2009 21 Robinson-Langley Capital Management, LLC Managed Account Program 5.82 200k 1/1/2007 20 Dreiss Research Corporation Diversified Program 5.94 1,000k 5/1/1991 19 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 5.95 75k 6/1/2007 18 Kinkopf Capital Management KCM S&P (Proprietary) 5.98 100k 1/1/1999 17 Superfund Group Superfund Green Gold C (SPC) 6.23 100k 10/1/2005 16 Keck Capital Management LLC The Keck Program 6.49 2,000k 12/1/2003 15 RAM Management Group MRTP Aggressive 6.52 1,000k 2/1/1998 14 White Indian Trading Co. STAIRS - Futures Program (Client) 6.53 250k 10/1/2008 13 Covenant Capital Management Original Program 6.65 5,000k 9/1/1999 12 Non Correlated Capital Positive Theta Fund 6.74 50k 10/1/2007 11 DUNN Capital Management DUNN Combined Fund (DCF) 7.61 100k 5/1/1989 10 White Indian Trading Co. STAIRS (Client) 7.72 250k 5/1/2009 9 Dendrich Ltd QEP 7.76 50k 12/1/2005 8 HiProb Trading Technology LLC HiProb-I 9.20 5,000k 7/1/2008 7 Purple Valley Capital, Inc. Diversified Trend 1 9.35 100k 8/1/2008 6 Revolution Capital Management Mosaic Program 9.49 10,000k 10/1/2006 5 Covenant Capital Management Aggressive Program 10.02 3,000k 2/1/2004 4 Tactical Investment Management Tactical Institutional Commodity Program 10.29 10,000k 4/1/1993 3 Mulvaney Capital Management The Mulvaney Global Markets Fund 10.85 100k 5/1/1999 2 Wavefront Global Asset Management IMFC Global Concentrated 11.62 500k 4/1/2009 1 Estlander & Partners Alpha Trend II - Class P 14.08 100k 12/1/2008 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.