Systematic Trader Index For July 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 Jul 2010 Min Inv Inception 217 Purple Valley Capital, Inc. Diversified Trend 1 -16.18 100k 8/1/2008 216 Arcanum Asset Management Equity Index Option Program (Prop) -14.83 500k 7/1/2006 215 Superfund Group Superfund Blue SPC Class A (Gold) -12.91 50k 12/1/2007 214 Mulvaney Capital Management The Mulvaney Global Markets Fund -12.03 100k 5/1/1999 213 Superfund Group Superfund Green Gold L.P. Series B-1 -10.98 5k 4/1/2009 212 Heyden & Steindl GmbH TOMAC2 -9.96 5,000k 3/1/2003 211 Conquest Capital Group Conquest Macro -9.09 250k 5/1/1999 210 Hyman Beck and Company Global Portfolio -8.85 1,000k 3/1/1991 209 Superfund Group Superfund Green Gold L.P. Series A-1 -8.60 5k 4/1/2009 208 Amplitude Capital International Limited Klassik Strategy -8.39 1,000k 9/1/2009 207 Superfund Group Superfund Green Gold C (SPC) -8.14 100k 10/1/2005 206 Superfund Group Superfund Green Gold B (SPC) -7.51 50k 10/1/2005 205 DUNN Capital Management DUNN Combined Fund (DCF) -7.06 100k 5/1/1989 204 Superfund Group Superfund Green Gold A (SPC) -6.99 5k 10/1/2005 203 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -6.75 1,000k 9/1/2009 202 Robinson-Langley Capital Management, LLC Managed Account Program -6.61 200k 1/1/2007 201 Dreiss Research Corporation Diversified Program -6.46 1,000k 5/1/1991 200 Revolution Capital Management Mosaic Program -6.46 10,000k 10/1/2006 199 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -6.26 0k 11/1/1996 198 Insch Capital Management SA Interbank Currency Program - 3X Leverage -6.24 100k 1/1/2000 197 Alee Capital Management, LLC Mistral Program -5.76 2,500k 1/1/1999 196 Drury Capital Diversified Trend-Following Program -4.88 5,000k 5/1/1997 195 Blackwater Capital Management Global Program -4.85 5,000k 7/1/2005 194 Wimmer Horizon LLP Managed Account -4.76 5,000k 5/1/2005 193 HB Capital Management Inc. Diversified Program -4.67 50k 3/1/2008 192 Clarke Capital Management Global Basic -4.62 50k 2/1/1996 191 IDS Capital IDS F&F Systematic Trading -4.43 50k 7/1/2013 190 Conquest Capital Group Conquest Select -4.41 250k 6/1/2004 189 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.39 100k 11/1/1984 188 Neural Capital Ltd Sentinel Trading Program -4.37 2,000k 1/1/2006 187 Rotella Capital Management Rotella Polaris Program (Diversified) -3.90 10,000k 1/1/1991 186 Wavefront Global Asset Management IMFC Global Investment Program -3.88 2,000k 2/1/2007 185 DUNN Capital Management D'Best Futures Fund, L.P. -3.76 100k 6/1/1994 184 Superfund Group Superfund Green L.P. Series B -3.74 5k 10/1/2002 183 Rho Asset Management Rho Altius 1XL Program -3.57 5,000k 11/1/2007 182 ISAM ISAM Systematic Trend Fund -3.49 1,000k 6/1/2001 181 Superfund Group Superfund Green Master -3.41 2,000k 5/1/2001 180 Eclipse Capital Management Global Monetary -3.40 5,000k 8/1/1990 179 Shield Plus LLC Shield Plus Natural Gas -3.27 50k 1/1/2004 178 Superfund Group Superfund Green GCT USD -3.20 15k 1/1/2000 177 Manning & Napier MN Xenon Managed Futures (2x) Program -3.16 5,000k 6/1/2006 176 Lynx Asset Management AB Lynx Program -3.04 75k 5/1/2000 175 Mobius Asset Management Custom Trading Program -2.99 100k 1/1/2002 174 Altradis Capital AG AlphAlgo -2.94 100k 5/1/2007 173 Covenant Capital Management Original Program -2.94 5,000k 9/1/1999 172 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -2.92 75k 6/1/2007 171 Red Rock Capital, LLC Systematic Global Macro -2.89 500k 9/1/2003 170 Millburn Ridgefield Corporation Commodity Program -2.87 25,000k 3/1/2005 169 Millburn Ridgefield Corporation Multi-Markets Program -2.85 25,000k 10/1/2004 168 Liberty Funds Group, Inc Liberty Diversified Option Strategy -2.84 750k 1/1/2009 167 Winton Capital Management Diversified -2.78 50,000k 10/1/1997 166 Pacific Capital Advisors Vanguard Program -2.72 100k 4/1/2007 165 M.S. Capital Management Global Diversified Program -2.70 2,000k 11/1/1998 164 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -2.70 1,000k 10/1/2006 163 NuWave Investment Management, LLC Combined Futures Portfolio -2.66 5,000k 6/1/2001 162 NuWave Investment Management, LLC NuWave Investment Partners LP -2.66 250k 6/1/2001 161 Superfund Group Superfund Green L.P. Series A -2.55 5k 10/1/2002 160 Eckhardt Trading Company Evolution Strategies 1.2X -2.37 10,000k 10/1/1991 159 Superfund Group Superfund Green Q-AG -2.29 2k 3/1/1996 158 Estlander & Partners Alpha Trend II - Class P -2.27 100k 12/1/2008 157 Commodity Strategies AG CSAG Active Long Short Commodity Program -2.14 5,000k 10/1/2007 156 Amplitude Capital International Limited Dynamic Strategy -2.14 6/1/2005 155 Emil van Essen EvE Systematic Global Opportunities -2.14 1,000k 9/1/2007 154 Revolution Capital Management Mosaic Institutional Program -2.13 25,000k 9/1/2009 153 Mobius Asset Management Diversified Program -1.98 250k 3/1/2004 152 Kinkopf Capital Management KCM S&P (Proprietary) -1.97 100k 1/1/1999 151 Abraham Trading Company Diversified Program -1.92 10,000k 1/1/1988 150 Claughton Capital ARP Institutional Program -1.92 1,000k 10/1/2005 149 Quantica Capital AG Quantica Diversified FX -1.90 5,000k 3/1/2007 148 Eckhardt Trading Company Evolution Strategies -1.87 20,000k 8/1/1991 147 Somers Brothers Capital Diversified Futures Program #1 -1.68 100k 1/1/2005 146 MERIT Alternative Investments GmbH Futures Portfolio -1.60 2,000k 6/1/1998 145 Mobius Asset Management Energy Weighted Program -1.56 250k 1/1/2005 144 Chesapeake Capital Diversified (LV) -1.54 100k 2/1/1988 143 Wavefront Global Asset Management IMFC Global Concentrated -1.45 500k 4/1/2009 142 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.45 1,000k 3/1/1998 141 AllMountain Capital AG Mount Denali Global Trends -1.41 160k 7/1/2007 140 John Locke Investments Cyril Systematic Program -1.35 8,000k 7/1/2000 139 Superfund Group Superfund Blue SPC Class A (EUR) -1.30 50k 4/1/2005 138 Quantum Leap Capital Management Managed Account Program -1.27 300k 8/1/2006 137 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -1.25 10k 7/1/2005 136 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -1.21 10,000k 4/1/2004 135 Alee Capital Management, LLC Poniente Program -1.19 2,500k 1/1/1999 134 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -1.14 100k 1/1/2005 133 Quantica Capital AG Quantica Managed Futures -1.10 10,000k 1/1/2005 132 Endeavour Capital LLP Endeavour Pembroke -1.08 2,000k 7/1/2007 131 Auspice Auspice Diversified Program -1.02 1,500k 6/1/2007 130 Keck Capital Management LLC The Keck Program -0.94 2,000k 12/1/2003 128 Cranwood Capital Management Cranwood International Fund -0.90 250k 4/1/2008 129 Cranwood Capital Management Fixed Income Arbitrage Fund -0.90 250k 4/1/2008 127 Estlander & Partners Alpha Trend -0.89 30,000k 10/1/1991 126 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -0.88 10,000k 8/1/2009 125 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.87 10,000k 3/1/2003 124 Ancile Capital Management Global Markets Program -0.86 2,000k 4/1/2005 123 Transtrend B.V. DTP – Enhanced Risk (USD) -0.86 10,000k 1/1/1995 122 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.86 10,000k 8/1/1999 121 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -0.86 50k 9/1/2009 120 Jaguar Investments Ltd Vario Capital Strategy -0.81 1,000k 5/1/2016 119 HiProb Trading Technology LLC HiProb-I -0.80 5,000k 7/1/2008 118 Quantitative Investment Management Quantitative Global Program -0.77 20,000k 10/1/2003 117 Transtrend B.V. DTP – Enhanced Risk (JPY) -0.74 10,000k 8/1/2004 116 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool -0.72 25k 4/1/2010 115 Transtrend B.V. DTP – Standard Risk (EUR) -0.65 10,000k 2/1/1999 114 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.62 100k 2/1/2010 113 EMC Capital Advisors, LLC Classic -0.60 5,000k 1/1/1985 112 Tactical Investment Management Tactical Institutional Commodity Program -0.54 10,000k 4/1/1993 111 Millburn Ridgefield Corporation Diversified Program -0.52 20,000k 2/1/1977 110 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.39 1k 10/1/2006 109 Clarke Capital Management Global Magnum -0.39 100k 8/1/1997 108 Manning & Napier MN Xenon Global Fixed Income (2x) Program -0.37 1,000k 5/1/2010 107 Covenant Capital Management Aggressive Program -0.34 3,000k 2/1/2004 106 Clarke Capital Management Jupiter -0.31 3,000k 5/1/2005 105 Rhicon Currency Management Rhicon Systematic Currency Program -0.23 3,000k 1/1/2004 104 Estlander & Partners Global XL -0.20 5,000k 8/1/1991 103 Robust Methods LLC Macro Managed Account -0.18 5,000k 1/1/2005 102 Estlander & Partners Global Markets -0.09 10,000k 8/1/1999 101 Quantmetrics Capital Management LLP Directional 10V Strategy -0.07 10,000k 1/1/2007 100 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 99 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.03 10,000k 2/1/2008 98 Manning & Napier MN Xenon Global Fixed Income Program 0.05 2,000k 8/1/2004 97 Saxon Investment Corporation Diversified Program 0.10 3,000k 9/1/1988 96 Quantmetrics Capital Management LLP Premier 12V Strategy 0.12 10,000k 4/1/2003 95 Southwest Managed Investments, LLC Global Diversified 0.12 200k 1/1/2002 94 Spectrum Asset Management LLC Global Diversified 0.20 2,000k 1/1/2001 93 Futures Truth Company, FTC-CTA MS4 0.22 250k 10/1/2007 92 Northfield Trading Diversified 0.24 2,000k 7/1/1989 91 Quantis Asset Management Ulysses Futures 0.24 1,000k 7/1/2009 90 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.27 10,000k 1/1/2001 89 Trigon Investment Advisors, LLC Foreign Exchange Program 0.28 5,000k 8/1/2000 88 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 0.30 1,000k 5/1/2006 87 Diamond Peak Capital LLC Northstar (2x) program 0.32 250k 10/1/2008 86 Gap Partners LLC Gap 0.36 250k 11/1/2009 85 Metolius Capital LLC Metolius Diversified 0.37 100k 6/1/2010 84 Rivoli Fund Management Rivoli International Fund (V9) 0.39 5,000k 1/1/2002 83 Angle Capital Management LLC AIP Program 0.43 100k 1/1/2010 82 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.45 250k 3/1/2010 81 Saxon Investment Corporation Aggressive Diversified Program 0.52 2,000k 11/1/1993 80 Emil van Essen Spread Trading Program 0.57 5,000k 12/1/2006 79 Briarwood Capital Management, Inc. Diversified Trading Program 0.58 3,000k 7/1/2001 78 Tyche Capital Advisors LLC TCA Energy Spreads 0.59 100k 8/1/2008 77 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.61 250k 10/1/2009 76 Xplor Capital Management, LLC Global CTA Program 0.62 1,500k 7/1/2004 75 Rivoli Fund Management Rivoli International Fund (E) 0.73 5,000k 10/1/1996 74 QMS Capital Management LP QMS Diversified Global Macro Strategy 0.76 5,000k 6/1/2010 73 Briarwood Capital Management, Inc. Diversified 2XL 0.86 250k 11/1/2004 72 Alder Capital DAC Alder Global 10 0.90 250k 10/1/2000 71 Pinstripe Trading, LLC Standard 1.01 125k 8/1/2009 70 IKOS The IKOS Hedge Fund 1.01 10,000k 7/1/1998 69 Welton Investment Partners Welton Global 1.07 10,000k 6/1/2004 68 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 1.11 1,500k 1/1/2009 67 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 1.22 1,000k 9/1/1997 66 Quantis Asset Management Intraday Futures 1.28 250k 1/1/2010 65 Global Sigma Group, LLC AGSF 1.33 3,000k 4/1/2013 64 JLC Futures Management Company JLC Managed Futures Fund I, LP. 1.36 100k 8/1/2009 63 Parizek Capital Futures Trading Program 1.37 500k 4/1/2000 62 Rabar Market Research Short-Term Program 1.41 2,000k 11/1/2009 61 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 1.47 4,000k 11/1/2008 60 FORT LP Fort Global Diversified 1.47 2,000k 3/1/2002 59 Esulep LLC MAX Esulep LLC MAX 1.53 500k 5/1/2008 58 SCT Capital Management The Adaptive Quant Trading (AQT) Program 1.59 10,000k 8/1/2009 57 Clarke Capital Management FX Plus 1.64 1,000k 5/1/2004 56 Molinero Capital Management LLP Global Markets Program 1.65 2,000k 7/1/2005 55 Alder Capital DAC Alder Global 20 1.70 250k 2/1/2001 54 Crabel Capital Management Crabel Multi-Product 1.76 1,000k 3/1/1998 53 Kelly Angle Inc. Genesis Program 1.80 2,000k 4/1/2000 52 Revolution Capital Management Alpha Program 1.83 5,000k 6/1/2007 51 QCM Global Diversified Programme 1.90 500k 12/1/1995 50 Seven Capital Management Seven Absolute Return 1.90 100k 6/1/2009 49 Parizek Capital Currency Program 1.92 1,000k 4/1/2006 48 Witter & Lester, Inc. Redstone 1.93 500k 9/1/1994 47 Systematic Alpha Management Systematic Alpha Futures Program 1.95 100k 6/1/2004 46 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 1.99 200k 11/1/1999 45 Ion Asset Architecture Ion Fund Program 2.01 10,000k 11/1/2007 44 Ion Asset Architecture (Fund Program) Ion Fund 2.01 100k 11/1/2007 43 ALFAKRAFT ALFA Commodity Fund 2.01 16k 6/1/2010 42 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 2.05 5,000k 11/1/2012 41 Gladius Asset Management Fulham Program 2.05 2,000k 1/1/2008 40 Romanesco Capital Management B.V Persistence Program 2.16 5,000k 9/1/2005 39 Revolution Capital Management Alpha Fund 2.19 50k 1/1/2005 38 Strategic Capital Advisors LLC Multi-strategy Futures Program 2.30 3,000k 5/1/2010 37 FORT LP Fort Global Contrarian 2.34 2,000k 10/1/2002 36 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 2.36 25,000k 3/1/2010 35 Witter & Lester, Inc. Stock Index Futures Trading Program 2.37 400k 1/1/1988 34 Quantis Asset Management PFM Systematic 2.37 15k 5/1/2010 33 Mark J. Walsh Company Standard Program 2.38 2,000k 9/1/1985 32 Auctos Capital Management Auctos Global Diversified 2.41 3,000k 11/1/2007 31 John Locke Investments JL Commodity Long Flat Program 2.50 5,000k 12/1/2007 30 Global Domain Partners, LLC Global Domain Vector Fund - Series A 2.51 500k 1/1/2006 29 Rotella Capital Management Rotella Orion (Short-Term) Program 2.51 10,000k 3/1/2006 28 Clarke Capital Management Millennium 2.63 1,000k 1/1/1998 27 FRP CAPITAL LLC FRP125+ 2.71 125k 1/1/2010 26 Liberty Funds Group, Inc Liberty Wealth Protection Fund 2.79 250k 10/1/2009 25 Mondiale Asset Management Mondiale Trading Program 2.81 0k 9/1/1997 24 Clarke Capital Management Worldwide 2.86 250k 1/1/1996 23 IKOS IKOS Futures Fund 2.92 1,000k 2/1/2010 22 GLOBIVEST LLC Alpha Program 3.16 50k 4/1/2009 21 Crescent Bay Capital Management Premium Stock Index Program 3.19 10k 10/1/2005 20 RAM Management Group RAM MRTP 1X-Conservative 4.05 1,000k 9/1/1993 19 Dominion Capital Sapphire Program 4.11 3,000k 5/1/2005 18 IKOS IKOS FX Fund 4.27 1,000k 3/1/2008 17 Non Correlated Capital Positive Theta Fund 4.51 50k 10/1/2007 16 Futures Truth Company, FTC-CTA 200K Options Strategy 4.76 200k 12/1/2009 15 Non Correlated Capital Positive Theta Program 4.79 250k 10/1/2007 14 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 4.85 500k 4/1/2009 13 Rabar Market Research Diversified Program 5.47 2,000k 1/1/1989 12 QQFund.com QQFund.com Alpha Beta Program 5.61 100k 9/1/2008 11 Hawksbill Capital Management Global Diversified 5.68 5,000k 11/1/1988 10 Diamond Capital Management Enhanced S&P Program 5.77 100k 10/1/2009 9 Cauldron Investments, LLC Stock Index Plus 5.84 1,000k 10/1/2009 8 Crabel Capital Management WPD Crabel Futures Program 6.10 1,000k 7/1/2008 7 Zoi Capital, LLC Telio Program (Client) 7.22 200k 4/1/2010 6 White Indian Trading Co. STAIRS (Client) 9.03 250k 5/1/2009 5 Strategic Capital Advisors LLC Contrarian 500 10.13 250k 12/1/2003 4 Future Trade AG Thales Swing Trading Programme 10.91 250k 6/1/2007 3 White Indian Trading Co. STAIRS - Futures Program (Client) 11.12 250k 10/1/2008 2 Dendrich Ltd QEP 11.50 50k 12/1/2005 1 RAM Management Group MRTP Aggressive 12.79 1,000k 2/1/1998 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.