Systematic Trader Index For December 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 Dec 2010 Min Inv Inception 223 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool -6.20 25k 4/1/2010 222 Strategic Capital Advisors LLC Contrarian 500 -6.15 250k 12/1/2003 221 NuWave Investment Management, LLC NuWave Investment Partners LP -6.02 250k 6/1/2001 220 NuWave Investment Management, LLC Combined Futures Portfolio -6.01 5,000k 6/1/2001 219 Future Trade AG Thales Swing Trading Programme -4.47 250k 6/1/2007 218 Clarke Capital Management Global Basic -4.47 50k 2/1/1996 217 Quantis Asset Management Ulysses Futures -4.38 1,000k 7/1/2009 216 Parizek Capital Currency Program -3.40 1,000k 4/1/2006 215 Conquest Capital Group Conquest Macro -2.39 250k 5/1/1999 214 IKOS IKOS Futures Fund -2.17 1,000k 2/1/2010 213 IKOS The IKOS Hedge Fund -2.11 10,000k 7/1/1998 212 Manning & Napier MN Xenon Global Fixed Income (2x) Program -1.98 1,000k 5/1/2010 211 Quantis Asset Management Intraday Futures -1.66 250k 1/1/2010 210 Emil van Essen Spread Trading Program -1.63 5,000k 12/1/2006 209 Clarke Capital Management Global Magnum -1.55 100k 8/1/1997 208 IKOS IKOS FX Fund -1.14 1,000k 3/1/2008 207 Manning & Napier MN Xenon Global Fixed Income Program -0.88 2,000k 8/1/2004 206 Heyden & Steindl GmbH TOMAC2 -0.84 5,000k 3/1/2003 205 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -0.74 50k 9/1/2009 204 Liberty Funds Group, Inc Liberty Diversified Option Strategy -0.54 750k 1/1/2009 203 Systematic Alpha Management Systematic Alpha Futures Program -0.46 100k 6/1/2004 202 Dominion Capital Sapphire Program -0.42 3,000k 5/1/2005 201 Alder Capital DAC Alder Global 20 -0.40 250k 2/1/2001 200 Ion Asset Architecture Ion Fund Program -0.28 10,000k 11/1/2007 199 Ion Asset Architecture (Fund Program) Ion Fund -0.28 100k 11/1/2007 198 Gap Partners LLC Gap -0.11 250k 11/1/2009 197 Alder Capital DAC Alder Global 10 -0.10 250k 10/1/2000 196 HiProb Trading Technology LLC HiProb-I 0.00 5,000k 7/1/2008 195 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 194 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 0.00 5,000k 12/1/2010 193 Endeavour Capital LLP Endeavour Pembroke 0.02 2,000k 7/1/2007 192 Quantmetrics Capital Management LLP Premier 12V Strategy 0.09 10,000k 4/1/2003 191 Mobius Asset Management Energy Weighted Program 0.10 250k 1/1/2005 190 Pacific Capital Advisors Vanguard Program 0.19 100k 4/1/2007 189 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.21 250k 3/1/2010 188 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 0.22 1,000k 5/1/2006 187 Rhicon Currency Management Rhicon Systematic Currency Program 0.28 3,000k 1/1/2004 186 Jaguar Investments Ltd Vario Capital Strategy 0.31 1,000k 5/1/2016 185 Revolution Capital Management Alpha Fund 0.47 50k 1/1/2005 184 QMS Capital Management LP QMS Diversified Global Macro Strategy 0.52 5,000k 6/1/2010 183 Gladius Asset Management Fulham Program 0.55 2,000k 1/1/2008 182 Trigon Investment Advisors, LLC Foreign Exchange Program 0.55 5,000k 8/1/2000 181 Esulep LLC MAX Esulep LLC MAX 0.56 500k 5/1/2008 180 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 0.59 25,000k 3/1/2010 179 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.60 1,000k 3/1/1998 178 Amplitude Capital International Limited Dynamic Strategy 0.61 6/1/2005 177 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.66 10,000k 3/1/2003 176 Superfund Group Superfund Blue SPC Class A (Gold) 0.70 50k 12/1/2007 175 Quantmetrics Capital Management LLP Directional 10V Strategy 0.76 10,000k 1/1/2007 174 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 0.76 4,000k 11/1/2008 173 Zoi Capital, LLC Telio Program (Client) 0.79 200k 4/1/2010 172 Mobius Asset Management Diversified Program 0.80 250k 3/1/2004 171 ROW Asset Managment Row Currency Program 0.80 1,000k 11/1/2010 170 FCI Capital Management TSFX1 0.82 20k 11/1/2010 169 Revolution Capital Management Alpha Program 0.83 5,000k 6/1/2007 168 Superfund Group Superfund Blue SPC Class A (EUR) 0.85 50k 4/1/2005 167 Briarwood Capital Management, Inc. Diversified Trading Program 0.85 3,000k 7/1/2001 166 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 0.87 1,000k 10/1/2006 165 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.92 250k 10/1/2009 164 Northfield Trading Diversified 0.96 2,000k 7/1/1989 163 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.99 1,000k 9/1/1997 162 Witter & Lester, Inc. Redstone 1.00 500k 9/1/1994 161 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 1.03 10,000k 4/1/2004 160 HB Capital Management Inc. Diversified Program 1.04 50k 3/1/2008 159 Mondiale Asset Management Mondiale Trading Program 1.08 0k 9/1/1997 158 Claughton Capital ARP Institutional Program 1.08 1,000k 10/1/2005 157 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.15 100k 1/1/2000 156 Saxon Investment Corporation Diversified Program 1.21 3,000k 9/1/1988 155 FORT LP Fort Global Contrarian 1.25 2,000k 10/1/2002 154 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 1.27 10,000k 1/1/2001 153 Revolution Capital Management Mosaic Institutional Program 1.29 25,000k 9/1/2009 152 GLOBIVEST LLC Alpha Program 1.35 50k 4/1/2009 151 RAM Management Group RAM MRTP 1X-Conservative 1.37 1,000k 9/1/1993 150 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 1.39 100k 2/1/2010 149 Global Sigma Group, LLC AGSF 1.43 3,000k 4/1/2013 148 Briarwood Capital Management, Inc. Diversified 2XL 1.44 250k 11/1/2004 147 Seven Capital Management Seven Absolute Return 1.44 100k 6/1/2009 146 FRP CAPITAL LLC FRP125+ 1.50 125k 1/1/2010 145 Wavefront Global Asset Management IMFC Global Concentrated 1.66 500k 4/1/2009 143 Cranwood Capital Management Cranwood International Fund 1.75 250k 4/1/2008 144 Cranwood Capital Management Fixed Income Arbitrage Fund 1.75 250k 4/1/2008 142 Crescent Bay Capital Management Premium Stock Index Program 1.83 10k 10/1/2005 141 Witter & Lester, Inc. Stock Index Futures Trading Program 1.89 400k 1/1/1988 140 Quantitative Investment Management Quantitative Global Program 1.97 20,000k 10/1/2003 139 Strategic Capital Advisors LLC Multi-strategy Futures Program 2.03 3,000k 5/1/2010 138 Pinstripe Trading, LLC Standard 2.09 125k 8/1/2009 137 Saxon Investment Corporation Aggressive Diversified Program 2.12 2,000k 11/1/1993 136 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 2.14 10,000k 2/1/2008 135 MERIT Alternative Investments GmbH Futures Portfolio 2.20 2,000k 6/1/1998 134 Mobius Asset Management Custom Trading Program 2.20 100k 1/1/2002 133 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 2.21 100k 1/1/2005 132 Tyche Capital Advisors LLC TCA Energy Spreads 2.23 100k 8/1/2008 131 White Indian Trading Co. STAIRS (Client) 2.24 250k 5/1/2009 130 Non Correlated Capital Positive Theta Fund 2.32 50k 10/1/2007 129 Transtrend B.V. DTP – Standard Risk (EUR) 2.34 10,000k 2/1/1999 128 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 2.45 10,000k 8/1/2009 127 ALFAKRAFT ALFA Commodity Fund 2.48 16k 6/1/2010 126 Xplor Capital Management, LLC Global CTA Program 2.61 1,500k 7/1/2004 125 Robust Methods LLC Macro Managed Account 2.66 5,000k 1/1/2005 124 Non Correlated Capital Positive Theta Program 2.69 250k 10/1/2007 123 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 2.70 5,000k 11/1/2012 122 SCT Capital Management The Adaptive Quant Trading (AQT) Program 2.74 10,000k 8/1/2009 121 FORT LP Fort Global Diversified 2.80 2,000k 3/1/2002 120 Manning & Napier MN Xenon Managed Futures (2x) Program 2.87 5,000k 6/1/2006 119 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 2.89 1,000k 9/1/2009 118 Quantis Asset Management PFM Systematic 2.90 15k 5/1/2010 117 Auctos Capital Management Auctos Global Diversified 3.02 3,000k 11/1/2007 116 Wavefront Global Asset Management IMFC Global Investment Program 3.07 2,000k 2/1/2007 115 Global Domain Partners, LLC Global Domain Vector Fund - Series A 3.16 500k 1/1/2006 114 Rotella Capital Management Rotella Orion (Short-Term) Program 3.33 10,000k 3/1/2006 113 Arcanum Asset Management Equity Index Option Program (Prop) 3.33 500k 7/1/2006 112 SEB Asset Management SEB Asset Selection Fund C (EUR) 3.33 1k 10/1/2006 111 Quantica Capital AG Quantica Diversified FX 3.40 5,000k 3/1/2007 110 Futures Truth Company, FTC-CTA MS4 3.45 250k 10/1/2007 109 Crabel Capital Management WPD Crabel Futures Program 3.48 1,000k 7/1/2008 108 Crabel Capital Management Crabel Multi-Product 3.50 1,000k 3/1/1998 107 IDS Capital IDS F&F Systematic Trading 3.53 50k 7/1/2013 106 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.58 10,000k 8/1/2004 105 Transtrend B.V. DTP – Enhanced Risk (USD) 3.60 10,000k 1/1/1995 104 Amplitude Capital International Limited Klassik Strategy 3.69 1,000k 9/1/2009 103 Metolius Capital LLC Metolius Diversified 3.72 100k 6/1/2010 102 Transtrend B.V. DTP – Enhanced Risk (EUR) 3.73 10,000k 8/1/1999 101 Winton Capital Management Diversified 3.75 50,000k 10/1/1997 100 Revolution Capital Management Mosaic Program 3.79 10,000k 10/1/2006 99 Diamond Capital Management Enhanced S&P Program 3.80 100k 10/1/2009 98 Cauldron Investments, LLC Stock Index Plus 3.88 1,000k 10/1/2009 97 Estlander & Partners Global Markets 3.95 10,000k 8/1/1999 96 Clarke Capital Management Worldwide 3.96 250k 1/1/1996 95 Diamond Peak Capital LLC Northstar (2x) program 4.00 250k 10/1/2008 94 Shield Plus LLC Shield Plus Natural Gas 4.17 50k 1/1/2004 93 RAM Management Group MRTP Aggressive 4.21 1,000k 2/1/1998 92 Clarke Capital Management FX Plus 4.23 1,000k 5/1/2004 91 Emil van Essen EvE Systematic Global Opportunities 4.30 1,000k 9/1/2007 90 Quantica Capital AG Quantica Managed Futures 4.30 10,000k 1/1/2005 89 Molinero Capital Management LLP Global Markets Program 4.47 2,000k 7/1/2005 88 JLC Futures Management Company JLC Managed Futures Fund I, LP. 4.68 100k 8/1/2009 87 Spectrum Asset Management LLC Global Diversified 4.73 2,000k 1/1/2001 86 Ancile Capital Management Global Markets Program 4.77 2,000k 4/1/2005 85 Keck Capital Management LLC The Keck Program 4.88 2,000k 12/1/2003 84 Red Rock Capital, LLC Systematic Global Macro 4.90 500k 9/1/2003 83 Romanesco Capital Management B.V Persistence Program 4.98 5,000k 9/1/2005 82 Conquest Capital Group Conquest Select 4.98 250k 6/1/2004 81 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A 5.02 100k 10/1/2010 80 Robinson-Langley Capital Management, LLC Managed Account Program 5.02 200k 1/1/2007 79 Estlander & Partners Alpha Trend 5.03 30,000k 10/1/1991 78 White Indian Trading Co. STAIRS - Futures Program (Client) 5.16 250k 10/1/2008 77 Rotella Capital Management Rotella Polaris Program (Diversified) 5.25 10,000k 1/1/1991 76 John Locke Investments Cyril Systematic Program 5.39 8,000k 7/1/2000 75 Millburn Ridgefield Corporation Multi-Markets Program 5.40 25,000k 10/1/2004 74 Estlander & Partners Freedom 5.44 20,000k 8/1/2010 73 Lynx Asset Management AB Lynx Program 5.45 75k 5/1/2000 72 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 5.63 1,500k 1/1/2009 71 Millburn Ridgefield Corporation Diversified Program 5.75 20,000k 2/1/1977 70 Southwest Managed Investments, LLC Global Diversified 5.76 200k 1/1/2002 69 Neural Capital Ltd Sentinel Trading Program 5.88 2,000k 1/1/2006 68 EMC Capital Advisors, LLC Classic 5.90 5,000k 1/1/1985 67 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 6.16 75k 6/1/2007 66 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 6.29 500k 4/1/2009 65 Rivoli Fund Management Rivoli International Fund (V9) 6.39 5,000k 1/1/2002 64 Covenant Capital Management Original Program 6.74 5,000k 9/1/1999 63 ISAM ISAM Systematic Trend Fund 6.82 1,000k 6/1/2001 62 Kelly Angle Inc. Genesis Program 6.86 2,000k 4/1/2000 61 Covenant Capital Management Aggressive Program 7.08 3,000k 2/1/2004 60 Altradis Capital AG AlphAlgo 7.20 100k 5/1/2007 59 Kinkopf Capital Management KCM S&P (Proprietary) 7.25 100k 1/1/1999 58 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 7.41 10k 7/1/2005 57 Welton Investment Partners Welton Global 7.51 10,000k 6/1/2004 56 Angle Capital Management LLC AIP Program 7.56 100k 1/1/2010 55 Dendrich Ltd QEP 7.68 50k 12/1/2005 54 Eclipse Capital Management Global Monetary 7.72 5,000k 8/1/1990 53 Rabar Market Research Short-Term Program 7.79 2,000k 11/1/2009 52 Estlander & Partners Global XL 8.06 5,000k 8/1/1991 51 Futures Truth Company, FTC-CTA 200K Options Strategy 8.07 200k 12/1/2009 50 Auspice Capital Advisors Ltd Auspice Diversified Program 8.08 1,500k 6/1/2007 49 QCM Global Diversified Programme 8.36 500k 12/1/1995 48 Eckhardt Trading Company Evolution Strategies 8.45 20,000k 8/1/1991 47 Millburn Ridgefield Corporation Commodity Program 8.47 25,000k 3/1/2005 46 Abraham Trading Company Diversified Program 8.54 10,000k 1/1/1988 45 DUNN Capital Management D'Best Futures Fund, L.P. 8.61 100k 6/1/1994 44 Quantum Leap Capital Management Managed Account Program 8.86 300k 8/1/2006 43 Drury Capital Diversified Trend-Following Program 9.06 5,000k 5/1/1997 42 Clarke Capital Management Millennium 9.08 1,000k 1/1/1998 41 Mark J. Walsh Company Standard Program 9.11 2,000k 9/1/1985 40 Alee Capital Management, LLC Poniente Program 9.17 2,500k 1/1/1999 39 Superfund Group Superfund Green Gold L.P. Series A-1 9.41 5k 4/1/2009 38 Alee Capital Management, LLC Mistral Program 9.46 2,500k 1/1/1999 37 Rho Asset Management Rho Altius 1XL Program 9.55 5,000k 11/1/2007 36 DUNN Capital Management DUNN Combined Fund (DCF) 9.58 100k 5/1/1989 35 AllMountain Capital AG Mount Denali Global Trends 9.73 160k 7/1/2007 34 Wimmer Horizon LLP Managed Account 9.80 5,000k 5/1/2005 33 Rivoli Fund Management Rivoli International Fund (E) 9.81 5,000k 10/1/1996 32 John Locke Investments JL Commodity Long Flat Program 9.95 5,000k 12/1/2007 31 Eckhardt Trading Company Evolution Strategies 1.2X 10.12 10,000k 10/1/1991 30 Superfund Group Superfund Green L.P. Series A 10.13 5k 10/1/2002 29 Commodity Strategies AG CSAG Active Long Short Commodity Program 10.41 5,000k 10/1/2007 28 Rabar Market Research Diversified Program 10.49 2,000k 1/1/1989 27 Tactical Investment Management Tactical Institutional Commodity Program 10.60 10,000k 4/1/1993 26 Superfund Group Superfund Green Q-AG 10.93 2k 3/1/1996 25 DUNN Capital Management World Monetary and Agriculture Program (WMA) 10.95 100k 11/1/1984 24 Somers Brothers Capital Diversified Futures Program #1 11.00 100k 1/1/2005 23 Parizek Capital Futures Trading Program 11.52 500k 4/1/2000 22 Hawksbill Capital Management Global Diversified 11.76 5,000k 11/1/1988 21 Blackwater Capital Management Global Program 12.02 5,000k 7/1/2005 20 QQFund.com QQFund.com Alpha Beta Program 12.28 100k 9/1/2008 19 Hyman Beck and Company Global Portfolio 12.72 1,000k 3/1/1991 18 M.S. Capital Management Global Diversified Program 13.06 2,000k 11/1/1998 17 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 13.26 0k 11/1/1996 16 Superfund Group Superfund Green Gold A (SPC) 13.73 5k 10/1/2005 15 Liberty Funds Group, Inc Liberty Wealth Protection Fund 13.81 250k 10/1/2009 14 Chesapeake Capital Diversified (LV) 13.89 100k 2/1/1988 13 Superfund Group Superfund Green Gold L.P. Series B-1 13.90 5k 4/1/2009 12 Clarke Capital Management Jupiter 14.49 3,000k 5/1/2005 11 Superfund Group Superfund Green L.P. Series B 15.25 5k 10/1/2002 10 Superfund Group Superfund Green GCT USD 15.31 15k 1/1/2000 9 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 16.07 200k 11/1/1999 8 Estlander & Partners Alpha Trend II - Class P 16.82 100k 12/1/2008 7 Dreiss Research Corporation Diversified Program 19.08 1,000k 5/1/1991 6 Superfund Group Superfund Green Gold B (SPC) 19.62 50k 10/1/2005 5 Global Vista Advisors, LLC Global Vista Options ("GVO") 21.23 50k 10/1/2010 4 Superfund Group Superfund Green Master 22.98 2,000k 5/1/2001 3 Purple Valley Capital, Inc. Diversified Trend 1 23.22 100k 8/1/2008 2 Superfund Group Superfund Green Gold C (SPC) 25.28 100k 10/1/2005 1 Mulvaney Capital Management The Mulvaney Global Markets Fund 25.30 100k 5/1/1999 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.