Systematic Trader Index For March 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 Mar 2010 Min Inv Inception 209 Strategic Capital Advisors LLC Contrarian 500 -12.18 250k 12/1/2003 208 Shield Plus LLC Shield Plus Natural Gas -6.13 50k 1/1/2004 207 Mulvaney Capital Management The Mulvaney Global Markets Fund -5.15 100k 5/1/1999 206 Briarwood Capital Management, Inc. Diversified 2XL -4.75 250k 11/1/2004 205 Clarke Capital Management Global Magnum -4.74 100k 8/1/1997 204 Crabel Capital Management WPD Crabel Futures Program -4.51 1,000k 7/1/2008 203 Futures Truth Company, FTC-CTA MS4 -4.07 250k 10/1/2007 202 Neural Capital Ltd Sentinel Trading Program -3.90 2,000k 1/1/2006 201 Clarke Capital Management Global Basic -3.84 50k 2/1/1996 200 Cranwood Capital Management Fixed Income Arbitrage Fund -3.65 250k 4/1/2008 199 Cranwood Capital Management Cranwood International Fund -3.65 250k 4/1/2008 198 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -3.61 50k 9/1/2009 197 Northfield Trading Diversified -3.58 2,000k 7/1/1989 196 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -3.45 200k 11/1/1999 195 Crescent Bay Capital Management Premium Stock Index Program -3.19 10k 10/1/2005 194 Mobius Asset Management Custom Trading Program -2.91 100k 1/1/2002 193 Gap Partners LLC Gap -2.89 250k 11/1/2009 192 Purple Valley Capital, Inc. Diversified Trend 1 -2.73 100k 8/1/2008 191 Quantis Asset Management Intraday Futures -2.61 250k 1/1/2010 190 Alee Capital Management, LLC Poniente Program -2.57 2,500k 1/1/1999 189 Briarwood Capital Management, Inc. Diversified Trading Program -2.24 3,000k 7/1/2001 188 Altradis Capital AG AlphAlgo -1.99 100k 5/1/2007 187 Alee Capital Management, LLC Mistral Program -1.92 2,500k 1/1/1999 186 Quantum Leap Capital Management Managed Account Program -1.92 300k 8/1/2006 185 Ion Asset Architecture Ion Fund Program -1.88 10,000k 11/1/2007 184 Ion Asset Architecture (Fund Program) Ion Fund -1.88 100k 11/1/2007 183 Covenant Capital Management Aggressive Program -1.66 3,000k 2/1/2004 182 Mobius Asset Management Energy Weighted Program -1.44 250k 1/1/2005 181 HiProb Trading Technology LLC HiProb-I -1.40 5,000k 7/1/2008 180 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -1.38 4,000k 11/1/2008 179 Mark J. Walsh Company Standard Program -1.29 2,000k 9/1/1985 178 Trigon Investment Advisors, LLC Foreign Exchange Program -1.26 5,000k 8/1/2000 177 Hawksbill Capital Management Global Diversified -1.25 5,000k 11/1/1988 176 Mondiale Asset Management Mondiale Trading Program -1.21 0k 9/1/1997 175 Arcanum Asset Management Equity Index Option Program (Prop) -1.17 500k 7/1/2006 174 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -1.17 1,000k 10/1/2006 173 Superfund Group Superfund Blue SPC Class A (EUR) -1.11 50k 4/1/2005 172 Quantitative Investment Management Quantitative Global Program -1.01 20,000k 10/1/2003 171 Hyman Beck and Company Global Portfolio -0.99 1,000k 3/1/1991 170 Conquest Capital Group Conquest Select -0.95 250k 6/1/2004 169 Superfund Group Superfund Blue SPC Class A (Gold) -0.85 50k 12/1/2007 168 Quantis Asset Management Ulysses Futures -0.85 1,000k 7/1/2009 167 Romanesco Capital Management B.V Persistence Program -0.84 5,000k 9/1/2005 166 Heyden & Steindl GmbH TOMAC2 -0.76 5,000k 3/1/2003 165 Robust Methods LLC Macro Managed Account -0.76 5,000k 1/1/2005 164 Jaguar Investments Ltd Vario Capital Strategy -0.63 1,000k 5/1/2016 163 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.62 1,000k 3/1/1998 162 Covenant Capital Management Original Program -0.60 5,000k 9/1/1999 161 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -0.60 1,000k 5/1/2006 160 Mobius Asset Management Diversified Program -0.52 250k 3/1/2004 159 Manning & Napier MN Xenon Global Fixed Income Program -0.51 2,000k 8/1/2004 158 Southwest Managed Investments, LLC Global Diversified -0.51 200k 1/1/2002 157 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.51 250k 10/1/2009 156 Crabel Capital Management Crabel Multi-Product -0.50 1,000k 3/1/1998 155 Witter & Lester, Inc. Stock Index Futures Trading Program -0.46 400k 1/1/1988 154 NuWave Investment Management, LLC NuWave Investment Partners LP -0.38 250k 6/1/2001 153 Claughton Capital ARP Institutional Program -0.37 1,000k 10/1/2005 152 NuWave Investment Management, LLC Combined Futures Portfolio -0.35 5,000k 6/1/2001 151 White Indian Trading Co. STAIRS - Futures Program (Client) -0.31 250k 10/1/2008 150 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.31 10,000k 4/1/2004 149 White Indian Trading Co. STAIRS (Client) -0.15 250k 5/1/2009 148 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -0.14 5,000k 11/1/2012 147 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.12 10,000k 8/1/2009 146 Quantmetrics Capital Management LLP Premier 12V Strategy -0.12 10,000k 4/1/2003 145 Pinstripe Trading, LLC Standard -0.10 125k 8/1/2009 144 Kelly Angle Inc. Genesis Program -0.05 2,000k 4/1/2000 141 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 0.00 25,000k 3/1/2010 143 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.00 250k 3/1/2010 142 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 140 Clarke Capital Management Millennium 0.15 1,000k 1/1/1998 139 Quantmetrics Capital Management LLP Directional 10V Strategy 0.16 10,000k 1/1/2007 138 Tyche Capital Advisors LLC TCA Energy Spreads 0.16 100k 8/1/2008 137 Witter & Lester, Inc. Redstone 0.17 500k 9/1/1994 136 Systematic Alpha Management Systematic Alpha Futures Program 0.18 100k 6/1/2004 135 Endeavour Capital LLP Endeavour Pembroke 0.21 2,000k 7/1/2007 134 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.24 10,000k 1/1/2001 133 AllMountain Capital AG Mount Denali Global Trends 0.31 160k 7/1/2007 132 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.39 100k 2/1/2010 131 IKOS IKOS FX Fund 0.43 1,000k 3/1/2008 130 Eckhardt Trading Company Evolution Strategies 1.2X 0.50 10,000k 10/1/1991 129 Eckhardt Trading Company Evolution Strategies 0.52 20,000k 8/1/1991 128 Emil van Essen Spread Trading Program 0.56 5,000k 12/1/2006 127 John Locke Investments Cyril Systematic Program 0.62 8,000k 7/1/2000 126 Auspice Auspice Diversified Program 0.66 1,500k 6/1/2007 125 HB Capital Management Inc. Diversified Program 0.69 50k 3/1/2008 124 Seven Capital Management Seven Absolute Return 0.71 100k 6/1/2009 123 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 0.73 1,500k 1/1/2009 122 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.93 100k 1/1/2000 121 Angle Capital Management LLC AIP Program 0.95 100k 1/1/2010 120 Keck Capital Management LLC The Keck Program 1.02 2,000k 12/1/2003 119 JLC Futures Management Company JLC Managed Futures Fund I, LP. 1.04 100k 8/1/2009 118 Rotella Capital Management Rotella Orion (Short-Term) Program 1.06 10,000k 3/1/2006 117 FRP CAPITAL LLC FRP125+ 1.14 125k 1/1/2010 116 Saxon Investment Corporation Diversified Program 1.19 3,000k 9/1/1988 115 Diamond Peak Capital LLC Northstar (2x) program 1.21 250k 10/1/2008 114 Global Sigma Group, LLC AGSF 1.24 3,000k 4/1/2013 113 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 1.27 1,000k 9/1/1997 112 Liberty Funds Group, Inc Liberty Diversified Option Strategy 1.28 750k 1/1/2009 111 Alder Capital DAC Alder Global 10 1.30 250k 10/1/2000 110 Global Domain Partners, LLC Global Domain Vector Fund - Series A 1.40 500k 1/1/2006 109 Clarke Capital Management Worldwide 1.41 250k 1/1/1996 108 Abraham Trading Company Diversified Program 1.42 10,000k 1/1/1988 107 Rivoli Fund Management Rivoli International Fund (V9) 1.47 5,000k 1/1/2002 106 Parizek Capital Currency Program 1.49 1,000k 4/1/2006 105 Futures Truth Company, FTC-CTA 200K Options Strategy 1.50 200k 12/1/2009 104 John Locke Investments JL Commodity Long Flat Program 1.66 5,000k 12/1/2007 103 Dominion Capital Sapphire Program 1.66 3,000k 5/1/2005 102 Wavefront Global Asset Management IMFC Global Concentrated 1.78 500k 4/1/2009 101 IKOS The IKOS Hedge Fund 1.78 10,000k 7/1/1998 100 MERIT Alternative Investments GmbH Futures Portfolio 1.90 2,000k 6/1/1998 99 Rabar Market Research Short-Term Program 1.90 2,000k 11/1/2009 98 Manning & Napier MN Xenon Managed Futures (2x) Program 1.94 5,000k 6/1/2006 97 Esulep LLC MAX Esulep LLC MAX 1.95 500k 5/1/2008 96 Liberty Funds Group, Inc Liberty Wealth Protection Fund 1.95 250k 10/1/2009 95 Saxon Investment Corporation Aggressive Diversified Program 1.96 2,000k 11/1/1993 94 FORT LP Fort Global Diversified 1.97 2,000k 3/1/2002 93 Lynx Asset Management AB Lynx Program 1.97 75k 5/1/2000 92 Pacific Capital Advisors Vanguard Program 2.13 100k 4/1/2007 91 Robinson-Langley Capital Management, LLC Managed Account Program 2.14 200k 1/1/2007 90 Amplitude Capital International Limited Dynamic Strategy 2.15 6/1/2005 89 Gladius Asset Management Fulham Program 2.20 2,000k 1/1/2008 88 IKOS IKOS Futures Fund 2.35 1,000k 2/1/2010 87 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.39 10,000k 3/1/2003 86 Quantica Capital AG Quantica Managed Futures 2.39 10,000k 1/1/2005 85 Conquest Capital Group Conquest Macro 2.42 250k 5/1/1999 84 GLOBIVEST LLC Alpha Program 2.45 50k 4/1/2009 83 Rivoli Fund Management Rivoli International Fund (E) 2.46 5,000k 10/1/1996 82 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.65 10k 7/1/2005 81 Auctos Capital Management Auctos Global Diversified 2.69 3,000k 11/1/2007 80 Alder Capital DAC Alder Global 20 2.70 250k 2/1/2001 79 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.83 1k 10/1/2006 78 Estlander & Partners Alpha Trend 2.84 30,000k 10/1/1991 77 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 2.89 500k 4/1/2009 76 Xplor Capital Management, LLC Global CTA Program 2.91 1,500k 7/1/2004 75 Quantica Capital AG Quantica Diversified FX 2.98 5,000k 3/1/2007 74 FORT LP Fort Global Contrarian 3.02 2,000k 10/1/2002 73 RAM Management Group RAM MRTP 1X-Conservative 3.11 1,000k 9/1/1993 72 Clarke Capital Management FX Plus 3.31 1,000k 5/1/2004 71 Estlander & Partners Global Markets 3.33 10,000k 8/1/1999 70 Wavefront Global Asset Management IMFC Global Investment Program 3.52 2,000k 2/1/2007 69 Red Rock Capital, LLC Systematic Global Macro 3.65 500k 9/1/2003 68 Revolution Capital Management Mosaic Institutional Program 3.71 25,000k 9/1/2009 67 Rotella Capital Management Rotella Polaris Program (Diversified) 3.77 10,000k 1/1/1991 66 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 3.99 100k 1/1/2005 65 Eclipse Capital Management Global Monetary 4.03 5,000k 8/1/1990 64 Revolution Capital Management Alpha Fund 4.09 50k 1/1/2005 63 Dreiss Research Corporation Diversified Program 4.11 1,000k 5/1/1991 62 Dendrich Ltd QEP 4.13 50k 12/1/2005 61 IDS Capital IDS F&F Systematic Trading 4.26 50k 7/1/2013 60 Kinkopf Capital Management KCM S&P (Proprietary) 4.33 100k 1/1/1999 59 Welton Investment Partners Welton Global 4.42 10,000k 6/1/2004 58 Millburn Ridgefield Corporation Commodity Program 4.47 25,000k 3/1/2005 57 Future Trade AG Thales Swing Trading Programme 4.47 250k 6/1/2007 56 Rhicon Currency Management Rhicon Systematic Currency Program 4.59 3,000k 1/1/2004 55 Revolution Capital Management Alpha Program 4.71 5,000k 6/1/2007 54 Spectrum Asset Management LLC Global Diversified 4.81 2,000k 1/1/2001 53 Molinero Capital Management LLP Global Markets Program 4.86 2,000k 7/1/2005 52 Tactical Investment Management Tactical Institutional Commodity Program 4.88 10,000k 4/1/1993 51 Wimmer Horizon LLP Managed Account 4.89 5,000k 5/1/2005 50 Winton Capital Management Diversified 4.91 50,000k 10/1/1997 49 Millburn Ridgefield Corporation Multi-Markets Program 5.21 25,000k 10/1/2004 48 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 5.28 10,000k 8/1/2009 47 Transtrend B.V. DTP – Standard Risk (EUR) 5.30 10,000k 2/1/1999 46 Somers Brothers Capital Diversified Futures Program #1 5.33 100k 1/1/2005 45 ISAM ISAM Systematic Trend Fund 5.50 1,000k 6/1/2001 44 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 5.54 75k 6/1/2007 43 Commodity Strategies AG CSAG Active Long Short Commodity Program 5.56 5,000k 10/1/2007 42 Blackwater Capital Management Global Program 5.66 5,000k 7/1/2005 41 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 5.67 1,000k 9/1/2009 40 Ancile Capital Management Global Markets Program 5.75 2,000k 4/1/2005 39 Rabar Market Research Diversified Program 5.86 2,000k 1/1/1989 38 EMC Capital Advisors, LLC Classic 6.00 5,000k 1/1/1985 37 Drury Capital Diversified Trend-Following Program 6.12 5,000k 5/1/1997 36 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 6.39 10,000k 2/1/2008 35 Chesapeake Capital Diversified (LV) 6.40 100k 2/1/1988 34 M.S. Capital Management Global Diversified Program 6.50 2,000k 11/1/1998 33 Millburn Ridgefield Corporation Diversified Program 6.53 20,000k 2/1/1977 32 Clarke Capital Management Jupiter 6.55 3,000k 5/1/2005 31 Emil van Essen EvE Systematic Global Opportunities 6.55 1,000k 9/1/2007 30 Estlander & Partners Global XL 6.69 5,000k 8/1/1991 29 Superfund Group Superfund Green Gold L.P. Series A-1 7.26 5k 4/1/2009 28 QCM Global Diversified Programme 7.37 500k 12/1/1995 27 Diamond Capital Management Enhanced S&P Program 7.40 100k 10/1/2009 26 Cauldron Investments, LLC Stock Index Plus 7.52 1,000k 10/1/2009 25 Amplitude Capital International Limited Klassik Strategy 7.56 1,000k 9/1/2009 24 Transtrend B.V. DTP – Enhanced Risk (EUR) 8.14 10,000k 8/1/1999 23 Transtrend B.V. DTP – Enhanced Risk (USD) 8.18 10,000k 1/1/1995 22 Non Correlated Capital Positive Theta Program 8.26 250k 10/1/2007 21 Transtrend B.V. DTP – Enhanced Risk (JPY) 8.37 10,000k 8/1/2004 20 Estlander & Partners Alpha Trend II - Class P 9.18 100k 12/1/2008 19 RAM Management Group MRTP Aggressive 9.20 1,000k 2/1/1998 18 Parizek Capital Futures Trading Program 9.35 500k 4/1/2000 17 DUNN Capital Management World Monetary and Agriculture Program (WMA) 9.83 100k 11/1/1984 16 DUNN Capital Management D'Best Futures Fund, L.P. 10.33 100k 6/1/1994 15 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 10.44 0k 11/1/1996 14 Non Correlated Capital Positive Theta Fund 10.62 50k 10/1/2007 13 Rho Asset Management Rho Altius 1XL Program 10.77 5,000k 11/1/2007 12 Revolution Capital Management Mosaic Program 11.31 10,000k 10/1/2006 11 Superfund Group Superfund Green Gold A (SPC) 12.54 5k 10/1/2005 10 DUNN Capital Management DUNN Combined Fund (DCF) 13.78 100k 5/1/1989 9 Superfund Group Superfund Green Q-AG 14.13 2k 3/1/1996 8 Superfund Group Superfund Green L.P. Series A 14.41 5k 10/1/2002 7 Superfund Group Superfund Green Gold L.P. Series B-1 17.60 5k 4/1/2009 6 QQFund.com QQFund.com Alpha Beta Program 17.63 100k 9/1/2008 5 Superfund Group Superfund Green GCT USD 18.50 15k 1/1/2000 4 Superfund Group Superfund Green Gold B (SPC) 19.28 50k 10/1/2005 3 Superfund Group Superfund Green L.P. Series B 22.85 5k 10/1/2002 2 Superfund Group Superfund Green Master 25.94 2,000k 5/1/2001 1 Superfund Group Superfund Green Gold C (SPC) 26.12 100k 10/1/2005 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.