Systematic Trader Index For June 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 Jun 2010 Min Inv Inception 217 QQFund.com QQFund.com Alpha Beta Program -15.95 100k 9/1/2008 216 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool -8.93 25k 4/1/2010 215 Revolution Capital Management Mosaic Program -8.90 10,000k 10/1/2006 214 Rhicon Currency Management Rhicon Systematic Currency Program -5.30 3,000k 1/1/2004 213 RAM Management Group MRTP Aggressive -5.02 1,000k 2/1/1998 212 Diamond Peak Capital LLC Northstar (2x) program -4.85 250k 10/1/2008 211 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -4.27 4,000k 11/1/2008 210 Kinkopf Capital Management KCM S&P (Proprietary) -3.86 100k 1/1/1999 209 Robinson-Langley Capital Management, LLC Managed Account Program -3.81 200k 1/1/2007 208 Pinstripe Trading, LLC Standard -3.78 125k 8/1/2009 207 Diamond Capital Management Enhanced S&P Program -3.72 100k 10/1/2009 206 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -3.72 10,000k 4/1/2004 205 Parizek Capital Futures Trading Program -3.66 500k 4/1/2000 204 Liberty Funds Group, Inc Liberty Diversified Option Strategy -3.65 750k 1/1/2009 203 Claughton Capital ARP Institutional Program -3.64 1,000k 10/1/2005 202 Cauldron Investments, LLC Stock Index Plus -3.61 1,000k 10/1/2009 201 Quantis Asset Management PFM Systematic -3.31 15k 5/1/2010 200 Quantum Leap Capital Management Managed Account Program -3.16 300k 8/1/2006 199 Tyche Capital Advisors LLC TCA Energy Spreads -3.16 100k 8/1/2008 198 Molinero Capital Management LLP Global Markets Program -3.08 2,000k 7/1/2005 197 Chesapeake Capital Diversified (LV) -3.05 100k 2/1/1988 196 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -3.05 250k 10/1/2009 195 FRP CAPITAL LLC FRP125+ -2.89 125k 1/1/2010 194 Revolution Capital Management Mosaic Institutional Program -2.88 25,000k 9/1/2009 193 DUNN Capital Management DUNN Combined Fund (DCF) -2.77 100k 5/1/1989 192 Superfund Group Superfund Blue SPC Class A (EUR) -2.73 50k 4/1/2005 191 Liberty Funds Group, Inc Liberty Wealth Protection Fund -2.69 250k 10/1/2009 190 HiProb Trading Technology LLC HiProb-I -2.60 5,000k 7/1/2008 189 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -2.54 10,000k 2/1/2008 188 Dominion Capital Sapphire Program -2.44 3,000k 5/1/2005 187 Emil van Essen Spread Trading Program -2.42 5,000k 12/1/2006 186 Commodity Strategies AG CSAG Active Long Short Commodity Program -2.15 5,000k 10/1/2007 185 Systematic Alpha Management Systematic Alpha Futures Program -1.92 100k 6/1/2004 184 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.88 3,000k 5/1/2010 183 Millburn Ridgefield Corporation Commodity Program -1.77 25,000k 3/1/2005 182 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -1.76 100k 1/1/2005 181 Shield Plus LLC Shield Plus Natural Gas -1.74 50k 1/1/2004 180 Rivoli Fund Management Rivoli International Fund (E) -1.73 5,000k 10/1/1996 179 Abraham Trading Company Diversified Program -1.73 10,000k 1/1/1988 178 Rotella Capital Management Rotella Polaris Program (Diversified) -1.72 10,000k 1/1/1991 177 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.72 100k 1/1/2000 176 EMC Capital Advisors, LLC Classic -1.70 5,000k 1/1/1985 175 Manning & Napier MN Xenon Managed Futures (2x) Program -1.65 5,000k 6/1/2006 174 RAM Management Group RAM MRTP 1X-Conservative -1.57 1,000k 9/1/1993 173 Eclipse Capital Management Global Monetary -1.54 5,000k 8/1/1990 172 Jaguar Investments Ltd Vario Capital Strategy -1.50 1,000k 5/1/2016 171 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.50 10,000k 1/1/2001 170 Witter & Lester, Inc. Stock Index Futures Trading Program -1.38 400k 1/1/1988 169 Millburn Ridgefield Corporation Diversified Program -1.33 20,000k 2/1/1977 168 Heyden & Steindl GmbH TOMAC2 -1.24 5,000k 3/1/2003 167 Estlander & Partners Global XL -1.18 5,000k 8/1/1991 166 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -1.11 1,500k 1/1/2009 165 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -1.08 500k 4/1/2009 164 SCT Capital Management The Adaptive Quant Trading (AQT) Program -1.07 10,000k 8/1/2009 163 IDS Capital IDS F&F Systematic Trading -1.04 50k 7/1/2013 162 Rivoli Fund Management Rivoli International Fund (V9) -0.95 5,000k 1/1/2002 161 Red Rock Capital, LLC Systematic Global Macro -0.93 500k 9/1/2003 160 IKOS IKOS FX Fund -0.91 1,000k 3/1/2008 159 Superfund Group Superfund Blue SPC Class A (Gold) -0.77 50k 12/1/2007 158 Rabar Market Research Diversified Program -0.77 2,000k 1/1/1989 157 Millburn Ridgefield Corporation Multi-Markets Program -0.72 25,000k 10/1/2004 156 Global Domain Partners, LLC Global Domain Vector Fund - Series A -0.72 500k 1/1/2006 155 Quantica Capital AG Quantica Diversified FX -0.70 5,000k 3/1/2007 154 Wavefront Global Asset Management IMFC Global Investment Program -0.62 2,000k 2/1/2007 153 Altradis Capital AG AlphAlgo -0.58 100k 5/1/2007 152 Estlander & Partners Global Markets -0.57 10,000k 8/1/1999 151 Robust Methods LLC Macro Managed Account -0.56 5,000k 1/1/2005 150 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.56 1k 10/1/2006 149 Xplor Capital Management, LLC Global CTA Program -0.55 1,500k 7/1/2004 148 QCM Global Diversified Programme -0.54 500k 12/1/1995 147 Crabel Capital Management Crabel Multi-Product -0.51 1,000k 3/1/1998 146 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.46 1,000k 3/1/2003 145 ISAM ISAM Systematic Trend Fund -0.44 1,000k 6/1/2001 144 Parizek Capital Currency Program -0.44 1,000k 4/1/2006 143 Future Trade AG Thales Swing Trading Programme -0.41 250k 6/1/2007 142 IKOS The IKOS Hedge Fund -0.40 10,000k 7/1/1998 141 Superfund Group Superfund Green L.P. Series B -0.36 5k 10/1/2002 140 Superfund Group Superfund Green L.P. Series A -0.33 5k 10/1/2002 139 Transtrend B.V. DTP – Enhanced Risk (JPY) -0.25 10,000k 8/1/2004 138 Transtrend B.V. DTP – Enhanced Risk (USD) -0.22 10,000k 1/1/1995 137 Mondiale Asset Management Mondiale Trading Program -0.20 0k 9/1/1997 136 Witter & Lester, Inc. Redstone -0.19 500k 9/1/1994 135 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.18 10,000k 8/1/1999 134 Transtrend B.V. DTP – Standard Risk (EUR) -0.17 10,000k 2/1/1999 133 Northfield Trading Diversified -0.07 2,000k 7/1/1989 128 Strategic Capital Advisors LLC Contrarian 500 0.00 500k 12/1/2003 130 ALFAKRAFT ALFA Commodity Fund 0.00 16k 6/1/2010 129 Metolius Capital LLC Metolius Diversified 0.00 100k 6/1/2010 131 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 132 QMS Capital Management LP QMS Diversified Global Macro Strategy 0.00 5,000k 6/1/2010 127 Saxon Investment Corporation Diversified Program 0.03 3,000k 9/1/1988 126 Saxon Investment Corporation Aggressive Diversified Program 0.04 2,000k 11/1/1993 125 Ion Asset Architecture (Fund Program) Ion Fund 0.08 100k 11/1/2007 124 Ion Asset Architecture Ion Fund Program 0.08 10,000k 11/1/2007 123 Quantmetrics Capital Management LLP Directional 10V Strategy 0.09 10,000k 1/1/2007 122 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 0.09 1,000k 5/1/2006 121 NuWave Investment Management, LLC NuWave Investment Partners LP 0.10 250k 6/1/2001 120 NuWave Investment Management, LLC Combined Futures Portfolio 0.14 5,000k 6/1/2001 119 Drury Capital Diversified Trend-Following Program 0.18 5,000k 5/1/1997 118 John Locke Investments JL Commodity Long Flat Program 0.18 5,000k 12/1/2007 117 Quantmetrics Capital Management LLP Premier 12V Strategy 0.19 10,000k 4/1/2003 116 Alder Capital DAC Alder Global 10 0.20 250k 10/1/2000 115 Alder Capital DAC Alder Global 20 0.20 250k 2/1/2001 114 MERIT Alternative Investments GmbH Futures Portfolio 0.21 2,000k 6/1/1998 113 Rotella Capital Management Rotella Orion (Short-Term) Program 0.24 10,000k 3/1/2006 112 Wimmer Horizon LLP Managed Account 0.26 5,000k 5/1/2005 111 DUNN Capital Management D'Best Futures Fund, L.P. 0.30 100k 6/1/1994 110 Pacific Capital Advisors Vanguard Program 0.35 100k 4/1/2007 109 Esulep LLC MAX Esulep LLC MAX 0.43 500k 5/1/2008 108 Covenant Capital Management Aggressive Program 0.44 3,000k 2/1/2004 107 Quantitative Investment Management Quantitative Global Program 0.45 20,000k 10/1/2003 106 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 0.46 5,000k 11/1/2012 105 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.53 100k 5/1/1999 104 Manning & Napier MN Xenon Global Fixed Income Program 0.55 2,000k 8/1/2004 103 Emil van Essen EvE Systematic Global Opportunities 0.64 1,000k 9/1/2007 102 Auspice Capital Advisors Ltd Auspice Diversified Program 0.72 1,500k 4/1/2006 101 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 0.77 25,000k 3/1/2010 100 Wavefront Global Asset Management IMFC Global Concentrated 0.81 500k 4/1/2009 99 Rabar Market Research Short-Term Program 0.82 2,000k 11/1/2009 98 GLOBIVEST LLC Alpha Program 0.86 50k 4/1/2009 97 John Locke Investments Cyril Systematic Program 0.86 8,000k 7/1/2000 96 Quantica Capital AG Quantica Managed Futures 0.90 5,000k 1/1/2005 95 HB Capital Management Inc. Diversified Program 0.96 50k 3/1/2008 94 Endeavour Capital LLP Endeavour Pembroke 0.98 2,000k 7/1/2007 93 Conquest Capital Group Conquest Select 1.00 250k 6/1/2004 92 Manning & Napier MN Xenon Global Fixed Income (2x) Program 1.04 1,000k 5/1/2010 91 Superfund Group Superfund Green Q-AG 1.04 2k 3/1/1996 90 Mobius Asset Management Energy Weighted Program 1.05 250k 1/1/2005 89 Seven Capital Management Seven Absolute Return 1.08 100k 6/1/2009 88 Covenant Capital Management Original Program 1.14 5,000k 9/1/1999 87 Conquest Capital Group Conquest Macro 1.18 250k 5/1/1999 86 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.20 0k 11/1/1996 85 Ancile Capital Management Global Markets Program 1.25 2,000k 4/1/2005 84 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 1.30 1,000k 9/1/1997 83 Welton Investment Partners Welton Global 1.32 10,000k 6/1/2004 82 Somers Brothers Capital Diversified Futures Program #1 1.37 100k 1/1/2005 81 Gladius Asset Management Fulham Program 1.40 2,000k 1/1/2008 80 Dreiss Research Corporation Diversified Program 1.41 1,000k 5/1/1991 79 Revolution Capital Management Alpha Program 1.43 5,000k 6/1/2007 78 Hyman Beck and Company Global Portfolio 1.44 1,000k 3/1/1991 77 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 1.46 1,000k 9/1/2009 76 Winton Capital Management Diversified 1.47 50,000k 10/1/1997 75 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 1.48 250k 3/1/2010 74 Blackwater Capital Management Global Program 1.49 5,000k 7/1/2005 72 Cranwood Capital Management Cranwood International Fund 1.50 250k 4/1/2008 73 Cranwood Capital Management Fixed Income Arbitrage Fund 1.50 250k 4/1/2008 71 Superfund Group Superfund Green Master 1.53 2,000k 5/1/2001 70 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.54 1,000k 3/1/1998 69 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 1.56 100k 2/1/2010 68 Spectrum Asset Management LLC Global Diversified 1.65 2,000k 1/1/2001 67 Crabel Capital Management WPD Crabel Futures Program 1.68 1,000k 7/1/2008 66 Quantis Asset Management Intraday Futures 1.69 250k 1/1/2010 65 Lynx Asset Management AB Lynx Program 1.89 75k 5/1/2000 64 Auctos Capital Management Auctos Global Diversified 1.89 3,000k 11/1/2007 63 Revolution Capital Management Alpha Fund 1.91 50k 1/1/2005 62 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.02 10k 7/1/2005 61 Amplitude Capital International Limited Klassik Strategy 2.03 1,000k 9/1/2009 60 Crescent Bay Capital Management Premium Stock Index Program 2.06 10k 10/1/2005 59 IKOS IKOS Futures Fund 2.08 1,000k 2/1/2010 58 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 2.09 75k 6/1/2007 57 Rho Asset Management Rho Altius 1XL Program 2.12 5,000k 11/1/2007 56 Global Sigma Group, LLC AGSF 2.13 3,000k 4/1/2013 55 Futures Truth Company, FTC-CTA 200K Options Strategy 2.28 200k 12/1/2009 54 Neural Capital Ltd Sentinel Trading Program 2.30 2,000k 1/1/2006 53 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 2.44 10,000k 8/1/2009 52 Clarke Capital Management Global Magnum 2.45 100k 8/1/1997 51 Superfund Group Superfund Green GCT USD 2.53 15k 1/1/2000 50 Clarke Capital Management Global Basic 2.57 50k 2/1/1996 49 Estlander & Partners Alpha Trend 2.62 30,000k 10/1/1991 48 Futures Truth Company, FTC-CTA MS4 2.70 250k 10/1/2007 47 Mark J. Walsh Company Standard Program 2.73 2,000k 9/1/1985 46 Superfund Group Superfund Green Gold L.P. Series B-1 2.81 5k 4/1/2009 45 Amplitude Capital International Limited Dynamic Strategy 2.82 6/1/2005 44 Trigon Investment Advisors, LLC Foreign Exchange Program 2.96 5,000k 8/1/2000 43 Superfund Group Superfund Green Gold L.P. Series A-1 3.08 5k 4/1/2009 42 Clarke Capital Management Worldwide 3.16 250k 1/1/1996 41 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 3.17 1,000k 10/1/2006 40 Briarwood Capital Management, Inc. Diversified Trading Program 3.24 3,000k 7/1/2001 39 Tactical Investment Management Tactical Institutional Commodity Program 3.24 10,000k 4/1/1993 38 Southwest Managed Investments, LLC Global Diversified 3.32 200k 1/1/2002 37 Mobius Asset Management Custom Trading Program 3.34 100k 1/1/2002 36 Zoi Capital, LLC Telio Program (Client) 3.38 200k 4/1/2010 35 M.S. Capital Management Global Diversified Program 3.63 2,000k 11/1/1998 34 FORT LP Fort Global Contrarian 3.76 2,000k 10/1/2002 33 Superfund Group Superfund Green Gold A (SPC) 3.85 5k 10/1/2005 32 Mobius Asset Management Diversified Program 3.85 250k 3/1/2004 31 Dendrich Ltd QEP 4.25 50k 12/1/2005 30 AllMountain Capital AG Mount Denali Global Trends 4.52 160k 7/1/2007 29 Hawksbill Capital Management Global Diversified 4.53 5,000k 11/1/1988 28 Superfund Group Superfund Green Gold B (SPC) 4.56 50k 10/1/2005 27 FORT LP Fort Global Diversified 5.01 2,000k 10/1/1993 26 DUNN Capital Management World Monetary and Agriculture Program (WMA) 5.02 100k 11/1/1984 25 Kelly Angle Inc. Genesis Program 5.15 2,000k 4/1/2000 24 JLC Futures Management Company JLC Managed Futures Fund I, LP. 5.19 100k 8/1/2009 23 Purple Valley Capital, Inc. Diversified Trend 1 5.21 100k 8/1/2008 22 Alee Capital Management, LLC Mistral Program 5.26 2,500k 1/1/1999 21 Quantis Asset Management Ulysses Futures 5.26 1,000k 7/1/2009 20 Alee Capital Management, LLC Poniente Program 5.33 2,500k 1/1/1999 19 Superfund Group Superfund Green Gold C (SPC) 5.38 100k 10/1/2005 18 Eckhardt Trading Company Evolution Strategies 5.53 20,000k 8/1/1991 17 Angle Capital Management LLC AIP Program 5.63 100k 1/1/2010 16 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 5.98 200k 11/1/1999 15 Gap Partners LLC Gap 6.07 250k 11/1/2009 14 Briarwood Capital Management, Inc. Diversified 2XL 6.19 250k 11/1/2004 13 Arcanum Asset Management Equity Index Option Program (Prop) 6.33 500k 7/1/2006 12 Eckhardt Trading Company Evolution Strategies 1.2X 6.41 10,000k 10/1/1991 11 Keck Capital Management LLC The Keck Program 6.59 2,000k 12/1/2003 10 Romanesco Capital Management B.V Persistence Program 7.12 5,000k 9/1/2005 9 White Indian Trading Co. STAIRS - Futures Program (Client) 7.50 250k 10/1/2008 8 Estlander & Partners Alpha Trend II - Class P 8.14 100k 12/1/2008 7 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 8.93 50k 9/1/2009 6 Non Correlated Capital Positive Theta Program 8.94 250k 10/1/2007 5 Non Correlated Capital Positive Theta Fund 9.00 50k 10/1/2007 4 Clarke Capital Management FX Plus 12.15 1,000k 5/1/2004 3 White Indian Trading Co. STAIRS (Client) 13.00 250k 5/1/2009 2 Clarke Capital Management Millennium 16.08 1,000k 1/1/1998 1 Clarke Capital Management Jupiter 17.27 3,000k 5/1/2005 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.