Systematic Trader Index For January 2010 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 Jan 2010 Min Inv Inception 205 Revolution Capital Management Mosaic Program -29.94 10,000k 10/1/2006 204 DUNN Capital Management DUNN Combined Fund (DCF) -25.15 100k 5/1/1989 203 Superfund Group Superfund Green Gold C (SPC) -21.20 100k 10/1/2005 202 Estlander & Partners Alpha Trend II - Class P -19.73 100k 12/1/2008 201 DUNN Capital Management D'Best Futures Fund, L.P. -19.53 100k 6/1/1994 200 Clarke Capital Management Millennium -18.95 1,000k 1/1/1998 199 Superfund Group Superfund Green Master -17.73 2,000k 5/1/2001 198 Clarke Capital Management Jupiter -17.26 3,000k 5/1/2005 197 Superfund Group Superfund Green Gold B (SPC) -16.59 50k 10/1/2005 196 Superfund Group Superfund Green L.P. Series B -14.51 5k 10/1/2002 195 Superfund Group Superfund Green GCT USD -13.91 15k 1/1/2000 194 Superfund Group Superfund Green Gold L.P. Series B-1 -12.17 5k 4/1/2009 193 Dreiss Research Corporation Diversified Program -12.03 1,000k 5/1/1991 192 QQFund.com QQFund.com Alpha Beta Program -11.44 100k 9/1/2008 191 Superfund Group Superfund Green Gold A (SPC) -11.40 5k 10/1/2005 190 Revolution Capital Management Mosaic Institutional Program -11.14 25,000k 9/1/2009 189 EMC Capital Advisors, LLC Classic -11.00 5,000k 1/1/1985 188 QCM Global Diversified Programme -10.20 500k 12/1/1995 187 Superfund Group Superfund Green Q-AG -9.79 2k 3/1/1996 186 Estlander & Partners Global XL -9.55 5,000k 8/1/1991 185 Superfund Group Superfund Green L.P. Series A -9.38 5k 10/1/2002 184 Commodity Strategies AG CSAG Active Long Short Commodity Program -9.35 5,000k 10/1/2007 183 Purple Valley Capital, Inc. Diversified Trend 1 -8.60 100k 8/1/2008 182 Somers Brothers Capital Diversified Futures Program #1 -8.41 100k 1/1/2005 181 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -8.30 75k 6/1/2007 180 Eckhardt Trading Company Evolution Strategies 1.2X -8.11 10,000k 10/1/1991 179 Rabar Market Research Diversified Program -7.98 2,000k 1/1/1989 178 Revolution Capital Management Alpha Fund -7.93 50k 1/1/2005 177 FRP CAPITAL LLC FRP125+ -7.79 125k 1/1/2010 176 Revolution Capital Management Alpha Program -7.49 5,000k 6/1/2007 175 Eckhardt Trading Company Evolution Strategies -6.92 20,000k 8/1/1991 174 Welton Investment Partners Welton Global -6.76 10,000k 6/1/2004 173 DUNN Capital Management World Monetary and Agriculture Program (WMA) -6.61 100k 11/1/1984 172 Estlander & Partners Alpha Trend -6.29 30,000k 10/1/1991 171 Rabar Market Research Short-Term Program -6.27 2,000k 11/1/2009 170 Drury Capital Diversified Trend-Following Program -6.25 5,000k 5/1/1997 169 Robinson-Langley Capital Management, LLC Managed Account Program -6.00 200k 1/1/2007 168 Chesapeake Capital Diversified (LV) -5.90 100k 2/1/1988 167 Covenant Capital Management Aggressive Program -5.88 3,000k 2/1/2004 166 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -5.81 500k 4/1/2009 165 Blackwater Capital Management Global Program -5.75 5,000k 7/1/2005 164 Clarke Capital Management FX Plus -5.56 1,000k 5/1/2004 163 Superfund Group Superfund Green Gold L.P. Series A-1 -5.55 5k 4/1/2009 162 John Locke Investments JL Commodity Long Flat Program -5.33 5,000k 12/1/2007 161 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -5.33 100k 1/1/2005 160 Spectrum Asset Management LLC Global Diversified -5.06 2,000k 1/1/2001 159 Rho Asset Management Rho Altius 1XL Program -5.02 5,000k 11/1/2007 158 Estlander & Partners Global Markets -4.86 10,000k 8/1/1999 157 Rotella Capital Management Rotella Polaris Program (Diversified) -4.76 10,000k 1/1/1991 156 Rotella Capital Management Rotella Orion (Short-Term) Program -4.73 10,000k 3/1/2006 155 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -4.47 10,000k 8/1/2009 154 Quantitative Investment Management Quantitative Global Program -4.32 20,000k 10/1/2003 153 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -4.30 1,000k 10/1/2006 152 Clarke Capital Management Global Magnum -4.09 100k 8/1/1997 151 Wimmer Horizon LLP Managed Account -4.08 5,000k 5/1/2005 150 Briarwood Capital Management, Inc. Diversified 2XL -4.04 250k 11/1/2004 149 Ancile Capital Management Global Markets Program -4.04 2,000k 4/1/2005 148 Transtrend B.V. DTP – Enhanced Risk (EUR) -3.98 10,000k 8/1/1999 147 M.S. Capital Management Global Diversified Program -3.90 2,000k 11/1/1998 146 Transtrend B.V. DTP – Enhanced Risk (USD) -3.90 10,000k 1/1/1995 145 Mulvaney Capital Management The Mulvaney Global Markets Fund -3.84 100k 5/1/1999 144 SEB Asset Management SEB Asset Selection Fund C (EUR) -3.80 1k 10/1/2006 143 SCT Capital Management The Adaptive Quant Trading (AQT) Program -3.79 10,000k 8/1/2009 142 Transtrend B.V. DTP – Enhanced Risk (JPY) -3.76 10,000k 8/1/2004 141 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -3.72 10k 7/1/2005 140 Emil van Essen Spread Trading Program -3.62 5,000k 12/1/2006 139 Liberty Funds Group, Inc Liberty Wealth Protection Fund -3.57 250k 10/1/2009 138 Kinkopf Capital Management KCM S&P (Proprietary) -3.55 100k 1/1/1999 137 IDS Capital IDS F&F Systematic Trading -3.47 50k 7/1/2013 136 Southwest Managed Investments, LLC Global Diversified -3.37 200k 1/1/2002 135 Wavefront Global Asset Management IMFC Global Investment Program -3.36 2,000k 2/1/2007 134 Lynx Asset Management AB Lynx Program -3.35 75k 5/1/2000 133 Auctos Capital Management Auctos Global Diversified -3.32 3,000k 11/1/2007 132 Kelly Angle Inc. Genesis Program -3.31 2,000k 4/1/2000 131 Quantica Capital AG Quantica Managed Futures -3.28 10,000k 1/1/2005 130 Covenant Capital Management Original Program -3.25 5,000k 9/1/1999 129 Auspice Auspice Diversified Program -3.22 1,500k 6/1/2007 128 Parizek Capital Futures Trading Program -3.20 500k 4/1/2000 127 RAM Management Group MRTP Aggressive -3.12 1,000k 2/1/1998 126 Global Domain Partners, LLC Global Domain Vector Fund - Series A -3.09 500k 1/1/2006 125 Molinero Capital Management LLP Global Markets Program -2.90 2,000k 7/1/2005 124 Shield Plus LLC Shield Plus Natural Gas -2.89 50k 1/1/2004 123 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -2.86 0k 11/1/1996 122 Transtrend B.V. DTP – Standard Risk (EUR) -2.77 10,000k 2/1/1999 121 Amplitude Capital International Limited Klassik Strategy -2.75 1,000k 9/1/2009 120 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -2.74 200k 11/1/1999 119 Millburn Ridgefield Corporation Multi-Markets Program -2.66 25,000k 10/1/2004 118 Winton Capital Management Diversified -2.64 50,000k 10/1/1997 117 Witter & Lester, Inc. Stock Index Futures Trading Program -2.56 400k 1/1/1988 116 Dominion Capital Sapphire Program -2.56 3,000k 5/1/2005 115 Mark J. Walsh Company Standard Program -2.49 2,000k 9/1/1985 114 ISAM ISAM Systematic Trend Fund -2.48 1,000k 6/1/2001 113 Wavefront Global Asset Management IMFC Global Concentrated -2.38 500k 4/1/2009 112 Pinstripe Trading, LLC Standard -2.37 125k 8/1/2009 111 Kaiser Trading Group Kaiser Global Diversified Program - Class B -2.33 1,000k 3/1/1998 110 Hyman Beck and Company Global Portfolio -2.31 1,000k 3/1/1991 109 Mobius Asset Management Diversified Program -2.29 250k 3/1/2004 108 Millburn Ridgefield Corporation Diversified Program -2.26 20,000k 2/1/1977 107 Diamond Peak Capital LLC Northstar (2x) program -2.22 250k 10/1/2008 106 Quantis Asset Management Ulysses Futures -2.06 1,000k 7/1/2009 105 Strategic Capital Advisors LLC Contrarian 500 -2.02 250k 12/1/2003 104 Alee Capital Management, LLC Poniente Program -2.02 2,500k 1/1/1999 103 Millburn Ridgefield Corporation Commodity Program -2.00 25,000k 3/1/2005 102 Briarwood Capital Management, Inc. Diversified Trading Program -1.99 3,000k 7/1/2001 101 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.96 10,000k 3/1/2003 100 Mondiale Asset Management Mondiale Trading Program -1.92 0k 9/1/1997 99 John Locke Investments Cyril Systematic Program -1.85 8,000k 7/1/2000 98 Keck Capital Management LLC The Keck Program -1.77 2,000k 12/1/2003 97 Mobius Asset Management Energy Weighted Program -1.68 250k 1/1/2005 96 Saxon Investment Corporation Aggressive Diversified Program -1.67 2,000k 11/1/1993 95 Tactical Investment Management Tactical Institutional Commodity Program -1.63 10,000k 4/1/1993 94 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.58 250k 10/1/2009 93 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -1.57 1,000k 9/1/1997 92 Northfield Trading Diversified -1.48 2,000k 7/1/1989 91 White Indian Trading Co. STAIRS - Futures Program (Client) -1.35 250k 10/1/2008 90 Quantica Capital AG Quantica Diversified FX -1.27 5,000k 3/1/2007 89 Mobius Asset Management Custom Trading Program -1.25 100k 1/1/2002 88 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -1.25 1,000k 9/1/2009 87 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -1.14 10,000k 4/1/2004 86 Quantum Leap Capital Management Managed Account Program -1.12 300k 8/1/2006 85 Eclipse Capital Management Global Monetary -1.02 5,000k 8/1/1990 84 RAM Management Group RAM MRTP 1X-Conservative -1.01 1,000k 9/1/1993 83 Red Rock Capital, LLC Systematic Global Macro -1.00 500k 9/1/2003 82 White Indian Trading Co. STAIRS (Client) -0.98 250k 5/1/2009 81 Saxon Investment Corporation Diversified Program -0.95 3,000k 9/1/1988 80 Abraham Trading Company Diversified Program -0.86 10,000k 1/1/1988 79 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -0.84 1,500k 1/1/2009 78 Robust Methods LLC Macro Managed Account -0.84 5,000k 1/1/2005 77 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.82 10,000k 1/1/2001 76 Emil van Essen EvE Systematic Global Opportunities -0.82 1,000k 9/1/2007 75 Gladius Asset Management Fulham Program -0.66 2,000k 1/1/2008 74 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -0.66 5,000k 11/1/2012 73 MERIT Alternative Investments GmbH Futures Portfolio -0.54 2,000k 6/1/1998 72 Quantmetrics Capital Management LLP Directional 10V Strategy -0.48 10,000k 1/1/2007 71 Crabel Capital Management Crabel Multi-Product -0.34 1,000k 3/1/1998 70 Systematic Alpha Management Systematic Alpha Futures Program -0.23 100k 6/1/2004 69 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.22 4,000k 11/1/2008 68 NuWave Investment Management, LLC NuWave Investment Partners LP -0.15 250k 6/1/2001 67 NuWave Investment Management, LLC Combined Futures Portfolio -0.14 5,000k 6/1/2001 61 Cranwood Capital Management Cranwood International Fund 0.00 250k 4/1/2008 64 Cranwood Capital Management Fixed Income Arbitrage Fund 0.00 250k 4/1/2008 62 Angle Capital Management LLC AIP Program 0.00 100k 1/1/2010 63 Conquest Capital Group Conquest Select 0.00 250k 6/1/2004 66 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 65 Quantis Asset Management Intraday Futures 0.00 250k 1/1/2010 60 Romanesco Capital Management B.V Persistence Program 0.01 5,000k 9/1/2005 59 Manning & Napier MN Xenon Managed Futures (2x) Program 0.04 5,000k 6/1/2006 58 Quantmetrics Capital Management LLP Premier 12V Strategy 0.12 10,000k 4/1/2003 57 Seven Capital Management Seven Absolute Return 0.16 100k 6/1/2009 56 Witter & Lester, Inc. Redstone 0.17 500k 9/1/1994 55 Alee Capital Management, LLC Mistral Program 0.19 2,500k 1/1/1999 54 Neural Capital Ltd Sentinel Trading Program 0.20 2,000k 1/1/2006 53 Rivoli Fund Management Rivoli International Fund (V9) 0.24 5,000k 1/1/2002 52 Diamond Capital Management Enhanced S&P Program 0.31 100k 10/1/2009 51 IKOS The IKOS Hedge Fund 0.31 10,000k 7/1/1998 50 Cauldron Investments, LLC Stock Index Plus 0.32 1,000k 10/1/2009 49 Trigon Investment Advisors, LLC Foreign Exchange Program 0.36 5,000k 8/1/2000 48 Rivoli Fund Management Rivoli International Fund (E) 0.42 5,000k 10/1/1996 47 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 0.42 1,000k 5/1/2006 46 Jaguar Investments Ltd Vario Capital Strategy 0.56 1,000k 5/1/2016 45 Crescent Bay Capital Management Premium Stock Index Program 0.62 10k 10/1/2005 44 JLC Futures Management Company JLC Managed Futures Fund I, LP. 0.72 100k 8/1/2009 43 Alder Capital DAC Alder Global 10 0.80 250k 10/1/2000 42 Superfund Group Superfund Blue SPC Class A (EUR) 0.84 50k 4/1/2005 41 Conquest Capital Group Conquest Macro 0.85 250k 5/1/1999 40 Crabel Capital Management WPD Crabel Futures Program 0.89 1,000k 7/1/2008 39 Clarke Capital Management Global Basic 0.92 50k 2/1/1996 38 Hawksbill Capital Management Global Diversified 1.08 5,000k 11/1/1988 37 Endeavour Capital LLP Endeavour Pembroke 1.12 2,000k 7/1/2007 36 Manning & Napier MN Xenon Global Fixed Income Program 1.26 2,000k 8/1/2004 35 Altradis Capital AG AlphAlgo 1.27 100k 5/1/2007 34 FORT LP Fort Global Contrarian 1.42 2,000k 10/1/2002 33 Rhicon Currency Management Rhicon Systematic Currency Program 1.45 3,000k 1/1/2004 32 HB Capital Management Inc. Diversified Program 1.50 50k 3/1/2008 31 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 1.62 50k 9/1/2009 30 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 1.64 10,000k 2/1/2008 29 FORT LP Fort Global Diversified 1.77 2,000k 3/1/2002 28 Ion Asset Architecture (Fund Program) Ion Fund 1.82 100k 11/1/2007 27 Ion Asset Architecture Ion Fund Program 1.82 10,000k 11/1/2007 26 Alder Capital DAC Alder Global 20 1.90 250k 2/1/2001 25 Claughton Capital ARP Institutional Program 1.91 1,000k 10/1/2005 24 Liberty Funds Group, Inc Liberty Diversified Option Strategy 2.05 750k 1/1/2009 23 Esulep LLC MAX Esulep LLC MAX 2.18 500k 5/1/2008 22 Global Sigma Group, LLC AGSF 2.26 3,000k 4/1/2013 21 GLOBIVEST LLC Alpha Program 2.81 50k 4/1/2009 20 Parizek Capital Currency Program 2.87 1,000k 4/1/2006 19 Pacific Capital Advisors Vanguard Program 3.08 100k 4/1/2007 18 Amplitude Capital International Limited Dynamic Strategy 3.20 6/1/2005 17 Superfund Group Superfund Blue SPC Class A (Gold) 3.31 50k 12/1/2007 16 IKOS IKOS FX Fund 3.36 1,000k 3/1/2008 15 Insch Capital Management SA Interbank Currency Program - 3X Leverage 3.48 100k 1/1/2000 14 Futures Truth Company, FTC-CTA MS4 3.86 250k 10/1/2007 13 Xplor Capital Management, LLC Global CTA Program 3.94 1,500k 7/1/2004 12 HiProb Trading Technology LLC HiProb-I 4.10 5,000k 7/1/2008 11 Gap Partners LLC Gap 4.54 250k 11/1/2009 10 Arcanum Asset Management Equity Index Option Program (Prop) 4.67 500k 7/1/2006 9 Heyden & Steindl GmbH TOMAC2 4.90 5,000k 3/1/2003 8 AllMountain Capital AG Mount Denali Global Trends 5.06 160k 7/1/2007 7 Futures Truth Company, FTC-CTA 200K Options Strategy 5.07 200k 12/1/2009 6 Tyche Capital Advisors LLC TCA Energy Spreads 5.11 100k 8/1/2008 5 Clarke Capital Management Worldwide 5.90 250k 1/1/1996 4 Non Correlated Capital Positive Theta Program 8.89 250k 10/1/2007 3 Dendrich Ltd QEP 9.45 50k 12/1/2005 2 Future Trade AG Thales Swing Trading Programme 10.17 250k 6/1/2007 1 Non Correlated Capital Positive Theta Fund 11.49 50k 10/1/2007 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.