Systematic Trader Index For October 2010 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 Oct 2010 Min Inv Inception 220 Clarke Capital Management Global Magnum -8.10 100k 8/1/1997 219 Parizek Capital Currency Program -7.54 1,000k 4/1/2006 218 HB Capital Management Inc. Diversified Program -7.39 50k 3/1/2008 217 Romanesco Capital Management B.V Persistence Program -5.65 5,000k 9/1/2005 216 Dominion Capital Sapphire Program -5.48 3,000k 5/1/2005 215 Clarke Capital Management Global Basic -5.03 50k 2/1/1996 214 RAM Management Group MRTP Aggressive -5.03 1,000k 2/1/1998 213 Kinkopf Capital Management KCM S&P (Proprietary) -4.80 100k 1/1/1999 212 Liberty Funds Group, Inc Liberty Diversified Option Strategy -4.73 750k 1/1/2009 211 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -4.42 10,000k 4/1/2004 210 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -4.41 25,000k 3/1/2010 209 AllMountain Capital AG Mount Denali Global Trends -3.42 160k 7/1/2007 208 Neural Capital Ltd Sentinel Trading Program -3.16 2,000k 1/1/2006 207 Quantis Asset Management Intraday Futures -2.97 250k 1/1/2010 206 Conquest Capital Group Conquest Macro -2.62 250k 5/1/1999 205 Ion Asset Architecture (Fund Program) Ion Fund -2.60 100k 11/1/2007 204 Ion Asset Architecture Ion Fund Program -2.60 10,000k 11/1/2007 203 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -2.19 10,000k 2/1/2008 202 Futures Truth Company, FTC-CTA 200K Options Strategy -2.08 200k 12/1/2009 201 Amplitude Capital International Limited Dynamic Strategy -2.02 6/1/2005 200 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -1.96 1,000k 5/1/2006 199 RAM Management Group RAM MRTP 1X-Conservative -1.73 1,000k 9/1/1993 198 Shield Plus LLC Shield Plus Natural Gas -1.57 50k 1/1/2004 197 Tyche Capital Advisors LLC TCA Energy Spreads -1.52 100k 8/1/2008 196 HiProb Trading Technology LLC HiProb-I -1.50 5,000k 7/1/2008 195 Mondiale Asset Management Mondiale Trading Program -1.43 0k 9/1/1997 194 Crabel Capital Management Crabel Multi-Product -1.08 1,000k 3/1/1998 193 Endeavour Capital LLP Endeavour Pembroke -0.93 2,000k 7/1/2007 192 Heyden & Steindl GmbH TOMAC2 -0.91 5,000k 3/1/2003 191 Rotella Capital Management Rotella Orion (Short-Term) Program -0.86 10,000k 3/1/2006 190 Gap Partners LLC Gap -0.86 250k 11/1/2009 189 Quantmetrics Capital Management LLP Premier 12V Strategy -0.85 10,000k 4/1/2003 188 Emil van Essen EvE Systematic Global Opportunities -0.79 1,000k 9/1/2007 187 FORT LP Fort Global Contrarian -0.72 2,000k 10/1/2002 186 Pacific Capital Advisors Vanguard Program -0.61 100k 4/1/2007 185 Quantmetrics Capital Management LLP Directional 10V Strategy -0.54 10,000k 1/1/2007 184 Trigon Investment Advisors, LLC Foreign Exchange Program -0.35 5,000k 8/1/2000 183 Jaguar Investments Ltd Vario Capital Strategy -0.34 1,000k 5/1/2016 182 Alder Capital DAC Alder Global 20 -0.30 250k 2/1/2001 181 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.30 4,000k 11/1/2008 180 Northfield Trading Diversified -0.25 2,000k 7/1/1989 179 Robust Methods LLC Macro Managed Account -0.25 5,000k 1/1/2005 178 White Indian Trading Co. STAIRS - Futures Program (Client) -0.22 250k 10/1/2008 177 Emil van Essen Spread Trading Program -0.21 5,000k 12/1/2006 176 Alder Capital DAC Alder Global 10 -0.20 250k 10/1/2000 175 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -0.16 1,500k 1/1/2009 174 White Indian Trading Co. STAIRS (Client) -0.16 250k 5/1/2009 172 Global Vista Advisors, LLC Global Vista Options ("GVO") 0.00 50k 10/1/2010 171 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A 0.00 100k 10/1/2010 173 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 170 Superfund Group Superfund Blue SPC Class A (EUR) 0.00 50k 4/1/2005 169 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.08 10,000k 1/1/2001 168 Quantum Leap Capital Management Managed Account Program 0.09 300k 8/1/2006 167 Rhicon Currency Management Rhicon Systematic Currency Program 0.13 3,000k 1/1/2004 166 Mobius Asset Management Energy Weighted Program 0.14 250k 1/1/2005 165 Manning & Napier MN Xenon Global Fixed Income Program 0.17 2,000k 8/1/2004 164 Crescent Bay Capital Management Premium Stock Index Program 0.25 10k 10/1/2005 163 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.30 1,000k 9/1/1997 162 Esulep LLC MAX Esulep LLC MAX 0.33 500k 5/1/2008 161 FORT LP Fort Global Diversified 0.39 2,000k 10/1/1993 160 Manning & Napier MN Xenon Global Fixed Income (2x) Program 0.41 1,000k 5/1/2010 159 Clarke Capital Management FX Plus 0.44 1,000k 5/1/2004 158 Systematic Alpha Management Systematic Alpha Futures Program 0.58 100k 6/1/2004 157 IKOS IKOS FX Fund 0.59 1,000k 3/1/2008 156 IKOS The IKOS Hedge Fund 0.60 10,000k 7/1/1998 155 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.64 100k 1/1/2000 154 Futures Truth Company, FTC-CTA MS4 0.65 250k 10/1/2007 153 Witter & Lester, Inc. Redstone 0.72 500k 9/1/1994 152 Mobius Asset Management Diversified Program 0.78 250k 3/1/2004 151 Quantica Capital AG Quantica Diversified FX 0.80 5,000k 3/1/2007 150 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.80 100k 2/1/2010 149 MERIT Alternative Investments GmbH Futures Portfolio 0.85 2,000k 6/1/1998 148 Liberty Funds Group, Inc Liberty Wealth Protection Fund 0.93 250k 10/1/2009 147 QMS Capital Management LP QMS Diversified Global Macro Strategy 1.05 5,000k 6/1/2010 146 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 1.15 250k 3/1/2010 145 Blackwater Capital Management Global Program 1.17 5,000k 7/1/2005 144 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.32 1k 10/1/2006 143 GLOBIVEST LLC Alpha Program 1.33 50k 4/1/2009 142 IKOS IKOS Futures Fund 1.34 1,000k 2/1/2010 141 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 1.44 250k 10/1/2009 140 Witter & Lester, Inc. Stock Index Futures Trading Program 1.49 400k 1/1/1988 139 Global Domain Partners, LLC Global Domain Vector Fund - Series A 1.50 500k 1/1/2006 138 SCT Capital Management The Adaptive Quant Trading (AQT) Program 1.54 10,000k 8/1/2009 137 Global Sigma Group, LLC AGSF 1.55 3,000k 4/1/2013 136 Pinstripe Trading, LLC Standard 1.59 125k 8/1/2009 135 Seven Capital Management Seven Absolute Return 1.66 100k 6/1/2009 134 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.66 1,000k 3/1/1998 133 Rivoli Fund Management Rivoli International Fund (V9) 1.79 5,000k 1/1/2002 132 Quantica Capital AG Quantica Managed Futures 1.80 5,000k 1/1/2005 131 Mobius Asset Management Custom Trading Program 1.94 100k 1/1/2002 130 Non Correlated Capital Positive Theta Fund 2.00 50k 10/1/2007 129 Estlander & Partners Global Markets 2.16 10,000k 8/1/1999 128 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.17 1,000k 3/1/2003 127 Briarwood Capital Management, Inc. Diversified Trading Program 2.18 3,000k 7/1/2001 126 Metolius Capital LLC Metolius Diversified 2.22 100k 6/1/2010 125 Transtrend B.V. DTP – Standard Risk (EUR) 2.41 10,000k 2/1/1999 124 Non Correlated Capital Positive Theta Program 2.46 250k 10/1/2007 123 Superfund Group Superfund Blue SPC Class A (Gold) 2.47 50k 12/1/2007 122 Quantitative Investment Management Quantitative Global Program 2.50 20,000k 10/1/2003 121 Winton Capital Management Diversified 2.51 50,000k 10/1/1997 120 Future Trade AG Thales Swing Trading Programme 2.52 250k 6/1/2007 118 Cranwood Capital Management Cranwood International Fund 2.55 250k 4/1/2008 119 Cranwood Capital Management Fixed Income Arbitrage Fund 2.55 250k 4/1/2008 117 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 2.56 1,000k 9/1/2009 116 Strategic Capital Advisors LLC Contrarian 500 2.64 500k 12/1/2003 115 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 2.64 5,000k 11/1/2012 114 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 2.67 10,000k 8/1/2009 113 Strategic Capital Advisors LLC Multi-strategy Futures Program 2.68 3,000k 5/1/2010 112 Millburn Ridgefield Corporation Diversified Program 2.71 20,000k 2/1/1977 111 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.74 10k 7/1/2005 110 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 2.79 1,000k 10/1/2006 109 NuWave Investment Management, LLC Combined Futures Portfolio 2.79 5,000k 6/1/2001 108 Millburn Ridgefield Corporation Multi-Markets Program 2.82 25,000k 10/1/2004 107 Dendrich Ltd QEP 2.83 50k 12/1/2005 106 Gladius Asset Management Fulham Program 2.84 2,000k 1/1/2008 105 John Locke Investments Cyril Systematic Program 2.87 8,000k 7/1/2000 104 Molinero Capital Management LLP Global Markets Program 2.89 2,000k 7/1/2005 103 Rivoli Fund Management Rivoli International Fund (E) 2.89 5,000k 10/1/1996 102 Diamond Peak Capital LLC Northstar (2x) program 2.92 250k 10/1/2008 101 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 2.94 500k 4/1/2009 100 Xplor Capital Management, LLC Global CTA Program 2.94 1,500k 7/1/2004 99 Saxon Investment Corporation Diversified Program 2.96 3,000k 9/1/1988 98 Claughton Capital ARP Institutional Program 3.05 1,000k 10/1/2005 97 NuWave Investment Management, LLC NuWave Investment Partners LP 3.19 250k 6/1/2001 96 Conquest Capital Group Conquest Select 3.29 250k 6/1/2004 95 Cauldron Investments, LLC Stock Index Plus 3.33 1,000k 10/1/2009 94 Diamond Capital Management Enhanced S&P Program 3.37 100k 10/1/2009 93 Quantis Asset Management PFM Systematic 3.46 15k 5/1/2010 92 Eckhardt Trading Company Evolution Strategies 3.62 20,000k 8/1/1991 91 Ancile Capital Management Global Markets Program 3.64 2,000k 4/1/2005 90 Transtrend B.V. DTP – Enhanced Risk (EUR) 3.65 10,000k 8/1/1999 89 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.78 10,000k 8/1/2004 88 Lynx Asset Management AB Lynx Program 3.78 75k 5/1/2000 87 Abraham Trading Company Diversified Program 3.80 10,000k 1/1/1988 86 Briarwood Capital Management, Inc. Diversified 2XL 3.84 250k 11/1/2004 85 FRP CAPITAL LLC FRP125+ 3.87 125k 1/1/2010 84 Manning & Napier MN Xenon Managed Futures (2x) Program 3.87 5,000k 6/1/2006 83 Transtrend B.V. DTP – Enhanced Risk (USD) 3.91 10,000k 1/1/1995 82 Red Rock Capital, LLC Systematic Global Macro 3.98 500k 9/1/2003 81 Rabar Market Research Short-Term Program 4.01 2,000k 11/1/2009 80 Drury Capital Diversified Trend-Following Program 4.12 5,000k 5/1/1997 79 Clarke Capital Management Worldwide 4.24 250k 1/1/1996 78 Estlander & Partners Global XL 4.30 5,000k 8/1/1991 77 Arcanum Asset Management Equity Index Option Program (Prop) 4.33 500k 7/1/2006 76 Rotella Capital Management Rotella Polaris Program (Diversified) 4.35 10,000k 1/1/1991 75 Eckhardt Trading Company Evolution Strategies 1.2X 4.37 10,000k 10/1/1991 74 Estlander & Partners Freedom 4.46 20,000k 8/1/2010 73 ALFAKRAFT ALFA Commodity Fund 4.51 16k 6/1/2010 72 Welton Investment Partners Welton Global 4.58 10,000k 6/1/2004 71 Eclipse Capital Management Global Monetary 4.63 5,000k 8/1/1990 70 Amplitude Capital International Limited Klassik Strategy 4.65 1,000k 9/1/2009 69 JLC Futures Management Company JLC Managed Futures Fund I, LP. 4.71 100k 8/1/2009 68 Commodity Strategies AG CSAG Active Long Short Commodity Program 4.79 5,000k 10/1/2007 67 Millburn Ridgefield Corporation Commodity Program 4.89 25,000k 3/1/2005 66 Rho Asset Management Rho Altius 1XL Program 4.91 5,000k 11/1/2007 65 Auctos Capital Management Auctos Global Diversified 4.92 3,000k 11/1/2007 64 John Locke Investments JL Commodity Long Flat Program 4.96 5,000k 12/1/2007 63 ISAM ISAM Systematic Trend Fund 4.98 1,000k 6/1/2001 62 IDS Capital IDS F&F Systematic Trading 5.07 50k 7/1/2013 61 Saxon Investment Corporation Aggressive Diversified Program 5.08 2,000k 11/1/1993 60 Altradis Capital AG AlphAlgo 5.17 100k 5/1/2007 59 Hawksbill Capital Management Global Diversified 5.17 5,000k 11/1/1988 58 Rabar Market Research Diversified Program 5.20 2,000k 1/1/1989 57 Covenant Capital Management Original Program 5.21 5,000k 9/1/1999 56 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 5.22 200k 11/1/1999 55 Southwest Managed Investments, LLC Global Diversified 5.29 200k 1/1/2002 54 Estlander & Partners Alpha Trend 5.30 30,000k 10/1/1991 53 Kelly Angle Inc. Genesis Program 5.40 2,000k 4/1/2000 52 Wavefront Global Asset Management IMFC Global Concentrated 5.41 500k 4/1/2009 51 Revolution Capital Management Mosaic Institutional Program 5.45 25,000k 9/1/2009 50 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 5.45 25k 4/1/2010 49 Superfund Group Superfund Green Q-AG 5.49 2k 3/1/1996 48 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 5.52 75k 6/1/2007 47 Wavefront Global Asset Management IMFC Global Investment Program 5.63 2,000k 2/1/2007 46 Superfund Group Superfund Green L.P. Series A 5.70 5k 10/1/2002 45 Hyman Beck and Company Global Portfolio 5.89 1,000k 3/1/1991 44 Revolution Capital Management Alpha Program 5.92 5,000k 6/1/2007 43 Revolution Capital Management Alpha Fund 5.93 50k 1/1/2005 42 Quantis Asset Management Ulysses Futures 6.20 1,000k 7/1/2009 41 QCM Global Diversified Programme 6.38 500k 12/1/1995 40 Angle Capital Management LLC AIP Program 6.38 100k 1/1/2010 39 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 6.60 50k 9/1/2009 38 Keck Capital Management LLC The Keck Program 6.66 2,000k 12/1/2003 37 EMC Capital Advisors, LLC Classic 6.80 5,000k 1/1/1985 36 Covenant Capital Management Aggressive Program 6.82 3,000k 2/1/2004 35 Spectrum Asset Management LLC Global Diversified 6.89 2,000k 1/1/2001 34 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 7.11 100k 1/1/2005 33 Crabel Capital Management WPD Crabel Futures Program 7.63 1,000k 7/1/2008 32 Auspice Capital Advisors Ltd Auspice Diversified Program 7.75 1,500k 4/1/2006 31 Wimmer Horizon LLP Managed Account 7.82 5,000k 5/1/2005 30 Superfund Group Superfund Green Gold L.P. Series A-1 7.83 5k 4/1/2009 29 DUNN Capital Management World Monetary and Agriculture Program (WMA) 8.22 100k 11/1/1984 28 Superfund Group Superfund Green L.P. Series B 8.34 5k 10/1/2002 27 Superfund Group Superfund Green GCT USD 8.53 15k 1/1/2000 26 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 8.55 0k 11/1/1996 25 Superfund Group Superfund Green Gold A (SPC) 8.75 5k 10/1/2005 24 Mark J. Walsh Company Standard Program 10.08 2,000k 9/1/1985 23 Robinson-Langley Capital Management, LLC Managed Account Program 10.22 200k 1/1/2007 22 M.S. Capital Management Global Diversified Program 10.69 2,000k 11/1/1998 21 Alee Capital Management, LLC Poniente Program 10.85 2,500k 1/1/1999 20 Chesapeake Capital Diversified (LV) 10.93 100k 2/1/1988 19 Superfund Group Superfund Green Gold B (SPC) 11.01 50k 10/1/2005 18 Clarke Capital Management Millennium 11.01 1,000k 1/1/1998 17 Alee Capital Management, LLC Mistral Program 11.71 2,500k 1/1/1999 16 Superfund Group Superfund Green Master 12.03 2,000k 5/1/2001 15 Superfund Group Superfund Green Gold L.P. Series B-1 12.17 5k 4/1/2009 14 Clarke Capital Management Jupiter 12.51 3,000k 5/1/2005 13 Parizek Capital Futures Trading Program 12.91 500k 4/1/2000 12 Superfund Group Superfund Green Gold C (SPC) 14.15 100k 10/1/2005 11 Somers Brothers Capital Diversified Futures Program #1 14.18 100k 1/1/2005 10 DUNN Capital Management D'Best Futures Fund, L.P. 14.99 100k 6/1/1994 9 Dreiss Research Corporation Diversified Program 17.71 1,000k 5/1/1991 8 DUNN Capital Management DUNN Combined Fund (DCF) 18.01 100k 5/1/1989 7 Tactical Investment Management Tactical Institutional Commodity Program 18.27 10,000k 4/1/1993 6 QQFund.com QQFund.com Alpha Beta Program 18.30 100k 9/1/2008 5 Revolution Capital Management Mosaic Program 18.36 10,000k 10/1/2006 4 Estlander & Partners Alpha Trend II - Class P 18.42 100k 12/1/2008 3 Zoi Capital, LLC Telio Program (Client) 22.17 200k 4/1/2010 2 Mulvaney Capital Management The Mulvaney Global Markets Fund 22.29 100k 5/1/1999 1 Purple Valley Capital, Inc. Diversified Trend 1 25.77 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.