Systematic Trader Index For April 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 Apr 2010 Min Inv Inception 211 Heyden & Steindl GmbH TOMAC2 -10.03 5,000k 3/1/2003 210 Insch Capital Management SA Interbank Currency Program - 3X Leverage -7.97 100k 1/1/2000 209 Gladius Asset Management Fulham Program -5.93 2,000k 1/1/2008 208 Clarke Capital Management Global Basic -5.40 50k 2/1/1996 207 Rivoli Fund Management Rivoli International Fund (E) -5.38 5,000k 10/1/1996 206 Parizek Capital Futures Trading Program -4.59 500k 4/1/2000 205 AllMountain Capital AG Mount Denali Global Trends -4.15 160k 7/1/2007 204 Blackwater Capital Management Global Program -3.87 5,000k 7/1/2005 203 Clarke Capital Management Global Magnum -3.68 100k 8/1/1997 202 Altradis Capital AG AlphAlgo -3.66 100k 5/1/2007 201 Wavefront Global Asset Management IMFC Global Concentrated -3.44 500k 4/1/2009 200 Rivoli Fund Management Rivoli International Fund (V9) -3.25 5,000k 1/1/2002 199 RAM Management Group MRTP Aggressive -3.13 1,000k 2/1/1998 198 Estlander & Partners Alpha Trend II - Class P -3.04 100k 12/1/2008 197 Alee Capital Management, LLC Poniente Program -2.85 2,500k 1/1/1999 196 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -2.82 10k 7/1/2005 195 Diamond Peak Capital LLC Northstar (2x) program -2.73 250k 10/1/2008 194 Abraham Trading Company Diversified Program -2.54 10,000k 1/1/1988 193 Trigon Investment Advisors, LLC Foreign Exchange Program -2.41 5,000k 8/1/2000 192 Northfield Trading Diversified -2.41 2,000k 7/1/1989 191 Claughton Capital ARP Institutional Program -2.30 1,000k 10/1/2005 190 Dominion Capital Sapphire Program -2.21 3,000k 5/1/2005 189 Manning & Napier MN Xenon Managed Futures (2x) Program -2.14 5,000k 6/1/2006 188 Mark J. Walsh Company Standard Program -2.11 2,000k 9/1/1985 187 Conquest Capital Group Conquest Select -2.07 250k 6/1/2004 186 Alee Capital Management, LLC Mistral Program -1.96 2,500k 1/1/1999 185 Briarwood Capital Management, Inc. Diversified 2XL -1.91 250k 11/1/2004 184 Hyman Beck and Company Global Portfolio -1.71 1,000k 3/1/1991 183 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -1.59 4,000k 11/1/2008 182 Keck Capital Management LLC The Keck Program -1.56 2,000k 12/1/2003 181 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -1.40 1,000k 5/1/2006 180 Systematic Alpha Management Systematic Alpha Futures Program -1.30 100k 6/1/2004 179 IKOS The IKOS Hedge Fund -1.24 10,000k 7/1/1998 178 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.22 250k 10/1/2009 177 JLC Futures Management Company JLC Managed Futures Fund I, LP. -1.19 100k 8/1/2009 176 Robust Methods LLC Macro Managed Account -1.17 5,000k 1/1/2005 175 RAM Management Group RAM MRTP 1X-Conservative -1.10 1,000k 9/1/1993 174 Jaguar Investments Ltd Vario Capital Strategy -1.04 1,000k 5/1/2016 173 Quantmetrics Capital Management LLP Premier 12V Strategy -1.02 10,000k 4/1/2003 172 Neural Capital Ltd Sentinel Trading Program -1.00 2,000k 1/1/2006 171 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -0.86 200k 11/1/1999 170 Purple Valley Capital, Inc. Diversified Trend 1 -0.86 100k 8/1/2008 169 Gap Partners LLC Gap -0.85 250k 11/1/2009 168 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.84 10,000k 1/1/2001 167 Arcanum Asset Management Equity Index Option Program (Prop) -0.84 500k 7/1/2006 166 Estlander & Partners Alpha Trend -0.82 30,000k 10/1/1991 165 Briarwood Capital Management, Inc. Diversified Trading Program -0.79 3,000k 7/1/2001 164 Southwest Managed Investments, LLC Global Diversified -0.66 200k 1/1/2002 163 Eclipse Capital Management Global Monetary -0.66 5,000k 8/1/1990 162 Alder Capital DAC Alder Global 20 -0.60 250k 2/1/2001 161 Quantis Asset Management Intraday Futures -0.58 250k 1/1/2010 160 Futures Truth Company, FTC-CTA MS4 -0.56 250k 10/1/2007 159 John Locke Investments Cyril Systematic Program -0.55 8,000k 7/1/2000 158 Angle Capital Management LLC AIP Program -0.49 100k 1/1/2010 157 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.45 10,000k 4/1/2004 156 Alder Capital DAC Alder Global 10 -0.40 250k 10/1/2000 155 Manning & Napier MN Xenon Global Fixed Income Program -0.39 2,000k 8/1/2004 154 Clarke Capital Management Jupiter -0.36 3,000k 5/1/2005 153 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.36 1,000k 9/1/1997 152 Robinson-Langley Capital Management, LLC Managed Account Program -0.34 200k 1/1/2007 151 GLOBIVEST LLC Alpha Program -0.34 50k 4/1/2009 150 Clarke Capital Management FX Plus -0.33 1,000k 5/1/2004 149 Witter & Lester, Inc. Stock Index Futures Trading Program -0.27 400k 1/1/1988 148 John Locke Investments JL Commodity Long Flat Program -0.25 5,000k 12/1/2007 147 Witter & Lester, Inc. Redstone -0.20 500k 9/1/1994 146 Parizek Capital Currency Program -0.20 1,000k 4/1/2006 145 White Indian Trading Co. STAIRS (Client) -0.14 250k 5/1/2009 144 Quantmetrics Capital Management LLP Directional 10V Strategy -0.13 10,000k 1/1/2007 143 Spectrum Asset Management LLC Global Diversified -0.12 2,000k 1/1/2001 142 White Indian Trading Co. STAIRS - Futures Program (Client) -0.10 250k 10/1/2008 141 HB Capital Management Inc. Diversified Program -0.08 50k 3/1/2008 140 Shield Plus LLC Shield Plus Natural Gas -0.06 50k 1/1/2004 136 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 137 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 0.00 25k 4/1/2010 138 HiProb Trading Technology LLC HiProb-I 0.00 5,000k 7/1/2008 139 Zoi Capital, LLC Telio Program (Client) 0.00 200k 4/1/2010 135 Rabar Market Research Short-Term Program 0.05 2,000k 11/1/2009 134 Futures Truth Company, FTC-CTA 200K Options Strategy 0.06 200k 12/1/2009 133 Rho Asset Management Rho Altius 1XL Program 0.08 5,000k 11/1/2007 132 Quantitative Investment Management Quantitative Global Program 0.08 20,000k 10/1/2003 131 Ion Asset Architecture (Fund Program) Ion Fund 0.10 100k 11/1/2007 130 Ion Asset Architecture Ion Fund Program 0.10 10,000k 11/1/2007 129 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.15 100k 2/1/2010 128 Somers Brothers Capital Diversified Futures Program #1 0.18 100k 1/1/2005 127 IKOS IKOS Futures Fund 0.19 1,000k 2/1/2010 126 MERIT Alternative Investments GmbH Futures Portfolio 0.32 2,000k 6/1/1998 125 Diamond Capital Management Enhanced S&P Program 0.38 100k 10/1/2009 124 Drury Capital Diversified Trend-Following Program 0.38 5,000k 5/1/1997 123 Kinkopf Capital Management KCM S&P (Proprietary) 0.40 100k 1/1/1999 122 Xplor Capital Management, LLC Global CTA Program 0.42 1,500k 7/1/2004 121 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.47 10,000k 2/1/2008 120 Cauldron Investments, LLC Stock Index Plus 0.48 1,000k 10/1/2009 119 EMC Capital Advisors, LLC Classic 0.50 5,000k 1/1/1985 118 FRP CAPITAL LLC FRP125+ 0.53 125k 1/1/2010 117 Crescent Bay Capital Management Premium Stock Index Program 0.56 10k 10/1/2005 116 Wavefront Global Asset Management IMFC Global Investment Program 0.56 2,000k 2/1/2007 115 Esulep LLC MAX Esulep LLC MAX 0.60 500k 5/1/2008 114 Mobius Asset Management Diversified Program 0.62 250k 3/1/2004 113 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 0.67 10,000k 8/1/2009 112 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 0.68 1,500k 1/1/2009 111 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.69 1,000k 3/1/1998 110 Mondiale Asset Management Mondiale Trading Program 0.69 0k 9/1/1997 109 Millburn Ridgefield Corporation Commodity Program 0.69 25,000k 3/1/2005 108 Lynx Asset Management AB Lynx Program 0.71 75k 5/1/2000 107 Rotella Capital Management Rotella Orion (Short-Term) Program 0.78 10,000k 3/1/2006 106 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 0.81 75k 6/1/2007 105 Romanesco Capital Management B.V Persistence Program 0.84 5,000k 9/1/2005 104 Red Rock Capital, LLC Systematic Global Macro 0.85 500k 9/1/2003 103 NuWave Investment Management, LLC Combined Futures Portfolio 0.88 5,000k 6/1/2001 102 NuWave Investment Management, LLC NuWave Investment Partners LP 0.91 250k 6/1/2001 101 Kelly Angle Inc. Genesis Program 0.97 2,000k 4/1/2000 100 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 0.99 0k 11/1/1996 99 Conquest Capital Group Conquest Macro 1.00 250k 5/1/1999 98 Auspice Capital Advisors Ltd Auspice Diversified Program 1.01 1,500k 4/1/2006 97 Ancile Capital Management Global Markets Program 1.03 2,000k 4/1/2005 96 Emil van Essen EvE Systematic Global Opportunities 1.10 1,000k 9/1/2007 95 Global Sigma Group, LLC AGSF 1.15 3,000k 4/1/2013 94 Transtrend B.V. DTP – Standard Risk (EUR) 1.17 10,000k 2/1/1999 93 QCM Global Diversified Programme 1.19 500k 12/1/1995 92 Commodity Strategies AG CSAG Active Long Short Commodity Program 1.22 5,000k 10/1/2007 91 Liberty Funds Group, Inc Liberty Wealth Protection Fund 1.26 250k 10/1/2009 90 Pacific Capital Advisors Vanguard Program 1.29 100k 4/1/2007 89 Liberty Funds Group, Inc Liberty Diversified Option Strategy 1.30 750k 1/1/2009 88 Molinero Capital Management LLP Global Markets Program 1.36 2,000k 7/1/2005 87 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.38 100k 1/1/2005 86 Crabel Capital Management WPD Crabel Futures Program 1.39 1,000k 7/1/2008 85 Amplitude Capital International Limited Dynamic Strategy 1.39 6/1/2005 84 Cranwood Capital Management Fixed Income Arbitrage Fund 1.40 250k 4/1/2008 83 Cranwood Capital Management Cranwood International Fund 1.40 250k 4/1/2008 82 Seven Capital Management Seven Absolute Return 1.41 100k 6/1/2009 81 Crabel Capital Management Crabel Multi-Product 1.48 1,000k 3/1/1998 80 Superfund Group Superfund Blue SPC Class A (EUR) 1.50 50k 4/1/2005 79 Global Domain Partners, LLC Global Domain Vector Fund - Series A 1.51 500k 1/1/2006 78 Quantum Leap Capital Management Managed Account Program 1.57 300k 8/1/2006 77 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 1.60 1,000k 10/1/2006 76 Quantica Capital AG Quantica Managed Futures 1.60 5,000k 1/1/2005 75 Tyche Capital Advisors LLC TCA Energy Spreads 1.64 100k 8/1/2008 74 Saxon Investment Corporation Diversified Program 1.64 3,000k 9/1/1988 73 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 1.66 250k 3/1/2010 72 Winton Capital Management Diversified 1.75 50,000k 10/1/1997 71 Rotella Capital Management Rotella Polaris Program (Diversified) 1.76 10,000k 1/1/1991 70 IDS Capital IDS F&F Systematic Trading 1.81 50k 7/1/2013 69 Transtrend B.V. DTP – Enhanced Risk (USD) 1.82 10,000k 1/1/1995 68 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.83 1k 10/1/2006 67 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.84 10,000k 8/1/2004 66 ISAM ISAM Systematic Trend Fund 1.85 1,000k 6/1/2001 65 Clarke Capital Management Millennium 1.90 1,000k 1/1/1998 64 Auctos Capital Management Auctos Global Diversified 1.92 3,000k 11/1/2007 63 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.93 10,000k 8/1/1999 62 Rabar Market Research Diversified Program 1.95 2,000k 1/1/1989 61 Mulvaney Capital Management The Mulvaney Global Markets Fund 2.02 100k 5/1/1999 60 IKOS IKOS FX Fund 2.13 1,000k 3/1/2008 59 Wimmer Horizon LLP Managed Account 2.14 5,000k 5/1/2005 58 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 2.19 1,000k 9/1/2009 57 Tactical Investment Management Tactical Institutional Commodity Program 2.26 10,000k 4/1/1993 56 Mobius Asset Management Custom Trading Program 2.29 100k 1/1/2002 55 Estlander & Partners Global Markets 2.31 10,000k 8/1/1999 54 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.31 1,000k 3/1/2003 53 M.S. Capital Management Global Diversified Program 2.42 2,000k 11/1/1998 52 Eckhardt Trading Company Evolution Strategies 2.55 20,000k 8/1/1991 51 Pinstripe Trading, LLC Standard 2.68 125k 8/1/2009 50 SCT Capital Management The Adaptive Quant Trading (AQT) Program 2.71 10,000k 8/1/2009 49 Eckhardt Trading Company Evolution Strategies 1.2X 2.83 10,000k 10/1/1991 48 Saxon Investment Corporation Aggressive Diversified Program 2.86 2,000k 11/1/1993 47 Amplitude Capital International Limited Klassik Strategy 2.88 1,000k 9/1/2009 46 Millburn Ridgefield Corporation Multi-Markets Program 2.89 25,000k 10/1/2004 45 Mobius Asset Management Energy Weighted Program 2.89 250k 1/1/2005 44 Quantica Capital AG Quantica Diversified FX 2.90 5,000k 3/1/2007 43 Endeavour Capital LLP Endeavour Pembroke 3.02 2,000k 7/1/2007 42 FORT LP Fort Global Contrarian 3.05 2,000k 10/1/2002 41 Non Correlated Capital Positive Theta Program 3.15 250k 10/1/2007 40 Future Trade AG Thales Swing Trading Programme 3.18 250k 6/1/2007 39 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 3.20 500k 4/1/2009 38 Strategic Capital Advisors LLC Contrarian 500 3.34 500k 12/1/2003 37 Millburn Ridgefield Corporation Diversified Program 3.48 20,000k 2/1/1977 36 Chesapeake Capital Diversified (LV) 3.71 100k 2/1/1988 35 FORT LP Fort Global Diversified 3.80 2,000k 10/1/1993 34 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 3.98 25,000k 3/1/2010 33 Non Correlated Capital Positive Theta Fund 4.16 50k 10/1/2007 32 DUNN Capital Management World Monetary and Agriculture Program (WMA) 4.22 100k 11/1/1984 31 Covenant Capital Management Original Program 4.48 5,000k 9/1/1999 30 Welton Investment Partners Welton Global 4.59 10,000k 6/1/2004 29 Estlander & Partners Global XL 4.59 5,000k 8/1/1991 28 Superfund Group Superfund Green L.P. Series A 4.59 5k 10/1/2002 27 Revolution Capital Management Mosaic Institutional Program 4.59 25,000k 9/1/2009 26 Rhicon Currency Management Rhicon Systematic Currency Program 4.71 3,000k 1/1/2004 25 Quantis Asset Management Ulysses Futures 4.80 1,000k 7/1/2009 24 QQFund.com QQFund.com Alpha Beta Program 5.39 100k 9/1/2008 23 Dreiss Research Corporation Diversified Program 5.40 1,000k 5/1/1991 22 Covenant Capital Management Aggressive Program 5.42 3,000k 2/1/2004 21 Dendrich Ltd QEP 5.42 50k 12/1/2005 20 Clarke Capital Management Worldwide 5.45 250k 1/1/1996 19 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 5.55 50k 9/1/2009 18 Superfund Group Superfund Green Q-AG 5.58 2k 3/1/1996 17 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 5.88 5,000k 11/1/2012 16 Revolution Capital Management Alpha Fund 6.14 50k 1/1/2005 15 Revolution Capital Management Alpha Program 6.23 5,000k 6/1/2007 14 Hawksbill Capital Management Global Diversified 6.87 5,000k 11/1/1988 13 Superfund Group Superfund Green L.P. Series B 7.04 5k 10/1/2002 12 Superfund Group Superfund Green GCT USD 7.72 15k 1/1/2000 11 DUNN Capital Management D'Best Futures Fund, L.P. 8.28 100k 6/1/1994 10 Superfund Group Superfund Green Gold L.P. Series A-1 8.98 5k 4/1/2009 9 Superfund Group Superfund Blue SPC Class A (Gold) 9.45 50k 12/1/2007 8 Superfund Group Superfund Green Master 10.07 2,000k 5/1/2001 7 Superfund Group Superfund Green Gold A (SPC) 10.14 5k 10/1/2005 6 Emil van Essen Spread Trading Program 10.37 5,000k 12/1/2006 5 Superfund Group Superfund Green Gold L.P. Series B-1 11.88 5k 4/1/2009 4 Superfund Group Superfund Green Gold B (SPC) 12.41 50k 10/1/2005 3 DUNN Capital Management DUNN Combined Fund (DCF) 12.42 100k 5/1/1989 2 Superfund Group Superfund Green Gold C (SPC) 14.83 100k 10/1/2005 1 Revolution Capital Management Mosaic Program 15.06 10,000k 10/1/2006 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.