Systematic Trader Index For August 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 Aug 2010 Min Inv Inception 218 QQFund.com QQFund.com Alpha Beta Program -17.93 100k 9/1/2008 217 Heyden & Steindl GmbH TOMAC2 -8.38 5,000k 3/1/2003 216 Shield Plus LLC Shield Plus Natural Gas -6.52 50k 1/1/2004 215 White Indian Trading Co. STAIRS (Client) -5.89 250k 5/1/2009 214 Rhicon Currency Management Rhicon Systematic Currency Program -5.41 3,000k 1/1/2004 213 White Indian Trading Co. STAIRS - Futures Program (Client) -5.22 250k 10/1/2008 212 Non Correlated Capital Positive Theta Fund -5.13 50k 10/1/2007 211 Tactical Investment Management Tactical Institutional Commodity Program -3.65 10,000k 4/1/1993 210 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -3.53 4,000k 11/1/2008 209 Non Correlated Capital Positive Theta Program -3.39 250k 10/1/2007 208 Witter & Lester, Inc. Stock Index Futures Trading Program -3.10 400k 1/1/1988 207 Insch Capital Management SA Interbank Currency Program - 3X Leverage -2.76 100k 1/1/2000 206 Liberty Funds Group, Inc Liberty Diversified Option Strategy -2.71 750k 1/1/2009 205 Gladius Asset Management Fulham Program -2.46 2,000k 1/1/2008 204 IKOS IKOS FX Fund -2.08 1,000k 3/1/2008 203 Southwest Managed Investments, LLC Global Diversified -1.86 200k 1/1/2002 202 Purple Valley Capital, Inc. Diversified Trend 1 -1.83 100k 8/1/2008 201 Dendrich Ltd QEP -1.78 50k 12/1/2005 200 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -1.66 10,000k 4/1/2004 199 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.64 10,000k 1/1/2001 198 Parizek Capital Currency Program -1.39 1,000k 4/1/2006 197 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -1.39 250k 3/1/2010 196 John Locke Investments JL Commodity Long Flat Program -1.31 5,000k 12/1/2007 195 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.31 250k 10/1/2009 194 Alder Capital DAC Alder Global 20 -1.30 250k 2/1/2001 193 Trigon Investment Advisors, LLC Foreign Exchange Program -1.26 5,000k 8/1/2000 192 Quantmetrics Capital Management LLP Directional 10V Strategy -0.87 10,000k 1/1/2007 191 Jaguar Investments Ltd Vario Capital Strategy -0.83 1,000k 5/1/2016 190 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -0.68 10,000k 2/1/2008 189 Alder Capital DAC Alder Global 10 -0.60 250k 10/1/2000 188 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -0.49 1,000k 5/1/2006 187 Millburn Ridgefield Corporation Commodity Program -0.48 25,000k 3/1/2005 186 Kinkopf Capital Management KCM S&P (Proprietary) -0.42 100k 1/1/1999 185 Commodity Strategies AG CSAG Active Long Short Commodity Program -0.40 5,000k 10/1/2007 184 Mondiale Asset Management Mondiale Trading Program -0.39 0k 9/1/1997 183 Witter & Lester, Inc. Redstone -0.31 500k 9/1/1994 182 Strategic Capital Advisors LLC Contrarian 500 -0.28 500k 12/1/2003 181 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -0.26 500k 4/1/2009 180 Global Domain Partners, LLC Global Domain Vector Fund - Series A -0.20 500k 1/1/2006 179 Pinstripe Trading, LLC Standard -0.13 125k 8/1/2009 178 Robust Methods LLC Macro Managed Account -0.11 5,000k 1/1/2005 177 Diamond Capital Management Enhanced S&P Program -0.04 100k 10/1/2009 176 Cauldron Investments, LLC Stock Index Plus -0.02 1,000k 10/1/2009 173 Quantica Capital AG Quantica Diversified FX 0.00 5,000k 3/1/2007 174 Estlander & Partners Freedom 0.00 20,000k 8/1/2010 175 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 172 Blackwater Capital Management Global Program 0.04 5,000k 7/1/2005 171 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.06 1,000k 9/1/1997 170 Quantmetrics Capital Management LLP Premier 12V Strategy 0.20 10,000k 4/1/2003 169 Saxon Investment Corporation Diversified Program 0.24 3,000k 9/1/1988 168 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.25 3,000k 5/1/2010 167 Superfund Group Superfund Blue SPC Class A (EUR) 0.29 50k 4/1/2005 166 Quantis Asset Management Intraday Futures 0.36 250k 1/1/2010 165 Futures Truth Company, FTC-CTA 200K Options Strategy 0.38 200k 12/1/2009 164 IKOS The IKOS Hedge Fund 0.42 10,000k 7/1/1998 163 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.44 10,000k 8/1/2009 162 Gap Partners LLC Gap 0.58 250k 11/1/2009 161 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 0.63 10,000k 8/1/2009 160 Ion Asset Architecture Ion Fund Program 0.79 10,000k 11/1/2007 159 Saxon Investment Corporation Aggressive Diversified Program 0.79 2,000k 11/1/1993 158 Ion Asset Architecture (Fund Program) Ion Fund 0.79 100k 11/1/2007 157 EMC Capital Advisors, LLC Classic 0.80 5,000k 1/1/1985 156 Metolius Capital LLC Metolius Diversified 0.81 100k 6/1/2010 155 Mobius Asset Management Diversified Program 0.82 250k 3/1/2004 154 Briarwood Capital Management, Inc. Diversified Trading Program 0.86 3,000k 7/1/2001 153 Esulep LLC MAX Esulep LLC MAX 0.87 500k 5/1/2008 152 Red Rock Capital, LLC Systematic Global Macro 0.90 500k 9/1/2003 151 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 0.95 1,500k 1/1/2009 150 Global Sigma Group, LLC AGSF 0.98 3,000k 4/1/2013 149 Dominion Capital Sapphire Program 1.06 3,000k 5/1/2005 148 RAM Management Group RAM MRTP 1X-Conservative 1.12 1,000k 9/1/1993 147 Auspice Capital Advisors Ltd Auspice Diversified Program 1.16 1,500k 4/1/2006 146 Mobius Asset Management Energy Weighted Program 1.21 250k 1/1/2005 145 Quantis Asset Management PFM Systematic 1.33 15k 5/1/2010 144 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.37 1k 10/1/2006 143 Quantitative Investment Management Quantitative Global Program 1.39 20,000k 10/1/2003 142 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.41 10,000k 3/1/2003 141 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 1.46 5,000k 11/1/2012 140 Pacific Capital Advisors Vanguard Program 1.52 100k 4/1/2007 139 Auctos Capital Management Auctos Global Diversified 1.54 3,000k 11/1/2007 138 Diamond Peak Capital LLC Northstar (2x) program 1.56 250k 10/1/2008 137 Manning & Napier MN Xenon Global Fixed Income Program 1.56 2,000k 8/1/2004 136 Systematic Alpha Management Systematic Alpha Futures Program 1.58 100k 6/1/2004 135 Estlander & Partners Global Markets 1.63 10,000k 8/1/1999 134 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 1.65 1,000k 9/1/2009 133 Briarwood Capital Management, Inc. Diversified 2XL 1.65 250k 11/1/2004 132 GLOBIVEST LLC Alpha Program 1.67 50k 4/1/2009 131 Amplitude Capital International Limited Dynamic Strategy 1.69 6/1/2005 130 IKOS IKOS Futures Fund 1.72 1,000k 2/1/2010 129 Quantis Asset Management Ulysses Futures 1.72 1,000k 7/1/2009 128 Transtrend B.V. DTP – Standard Risk (EUR) 1.73 10,000k 2/1/1999 127 Covenant Capital Management Aggressive Program 1.76 3,000k 2/1/2004 126 FRP CAPITAL LLC FRP125+ 1.79 125k 1/1/2010 125 Amplitude Capital International Limited Klassik Strategy 1.89 1,000k 9/1/2009 124 Molinero Capital Management LLP Global Markets Program 1.97 2,000k 7/1/2005 123 Kaiser Trading Group Kaiser Global Diversified Program - Class B 2.01 1,000k 3/1/1998 122 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 2.14 100k 2/1/2010 121 Parizek Capital Futures Trading Program 2.22 500k 4/1/2000 119 Cranwood Capital Management Cranwood International Fund 2.25 250k 4/1/2008 120 Cranwood Capital Management Fixed Income Arbitrage Fund 2.25 250k 4/1/2008 118 Altradis Capital AG AlphAlgo 2.25 100k 5/1/2007 117 Revolution Capital Management Alpha Fund 2.28 50k 1/1/2005 116 Tyche Capital Advisors LLC TCA Energy Spreads 2.31 100k 8/1/2008 115 MERIT Alternative Investments GmbH Futures Portfolio 2.35 2,000k 6/1/1998 114 Robinson-Langley Capital Management, LLC Managed Account Program 2.38 200k 1/1/2007 113 HB Capital Management Inc. Diversified Program 2.43 50k 3/1/2008 112 Welton Investment Partners Welton Global 2.46 10,000k 6/1/2004 111 Revolution Capital Management Mosaic Institutional Program 2.47 25,000k 9/1/2009 110 IDS Capital IDS F&F Systematic Trading 2.57 50k 7/1/2013 109 QMS Capital Management LP QMS Diversified Global Macro Strategy 2.63 5,000k 6/1/2010 108 Revolution Capital Management Alpha Program 2.65 5,000k 6/1/2007 107 Drury Capital Diversified Trend-Following Program 2.66 5,000k 5/1/1997 106 Transtrend B.V. DTP – Enhanced Risk (JPY) 2.66 10,000k 8/1/2004 105 Estlander & Partners Alpha Trend 2.68 30,000k 10/1/1991 104 Future Trade AG Thales Swing Trading Programme 2.74 250k 6/1/2007 103 Transtrend B.V. DTP – Enhanced Risk (USD) 2.75 10,000k 1/1/1995 102 AllMountain Capital AG Mount Denali Global Trends 2.78 160k 7/1/2007 101 ALFAKRAFT ALFA Commodity Fund 2.79 16k 6/1/2010 100 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.85 10,000k 8/1/1999 99 Eclipse Capital Management Global Monetary 2.90 5,000k 8/1/1990 98 Rotella Capital Management Rotella Orion (Short-Term) Program 2.97 10,000k 3/1/2006 97 NuWave Investment Management, LLC Combined Futures Portfolio 2.97 5,000k 6/1/2001 96 NuWave Investment Management, LLC NuWave Investment Partners LP 3.00 250k 6/1/2001 95 Crescent Bay Capital Management Premium Stock Index Program 3.01 10k 10/1/2005 94 Rotella Capital Management Rotella Polaris Program (Diversified) 3.11 10,000k 1/1/1991 93 Crabel Capital Management Crabel Multi-Product 3.15 1,000k 3/1/1998 92 Ancile Capital Management Global Markets Program 3.19 2,000k 4/1/2005 91 Estlander & Partners Global XL 3.27 5,000k 8/1/1991 90 Liberty Funds Group, Inc Liberty Wealth Protection Fund 3.39 250k 10/1/2009 89 Millburn Ridgefield Corporation Diversified Program 3.48 20,000k 2/1/1977 88 Chesapeake Capital Diversified (LV) 3.50 100k 2/1/1988 87 RAM Management Group MRTP Aggressive 3.51 1,000k 2/1/1998 86 Hyman Beck and Company Global Portfolio 3.55 1,000k 3/1/1991 85 Futures Truth Company, FTC-CTA MS4 3.57 250k 10/1/2007 84 Rivoli Fund Management Rivoli International Fund (V9) 3.58 5,000k 1/1/2002 83 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 3.58 1,000k 10/1/2006 82 Manning & Napier MN Xenon Global Fixed Income (2x) Program 3.62 1,000k 5/1/2010 81 Eckhardt Trading Company Evolution Strategies 3.63 20,000k 8/1/1991 80 Abraham Trading Company Diversified Program 3.70 10,000k 1/1/1988 79 Romanesco Capital Management B.V Persistence Program 3.71 5,000k 9/1/2005 78 Rabar Market Research Short-Term Program 3.84 2,000k 11/1/2009 77 Northfield Trading Diversified 3.90 2,000k 7/1/1989 76 JLC Futures Management Company JLC Managed Futures Fund I, LP. 3.96 100k 8/1/2009 75 Wimmer Horizon LLP Managed Account 4.04 5,000k 5/1/2005 74 Seven Capital Management Seven Absolute Return 4.08 100k 6/1/2009 73 Superfund Group Superfund Green Q-AG 4.10 2k 3/1/1996 72 Superfund Group Superfund Green L.P. Series A 4.15 5k 10/1/2002 71 Mobius Asset Management Custom Trading Program 4.30 100k 1/1/2002 70 Alee Capital Management, LLC Poniente Program 4.30 2,500k 1/1/1999 69 Eckhardt Trading Company Evolution Strategies 1.2X 4.31 10,000k 10/1/1991 68 Emil van Essen Spread Trading Program 4.40 5,000k 12/1/2006 67 Millburn Ridgefield Corporation Multi-Markets Program 4.49 25,000k 10/1/2004 66 Endeavour Capital LLP Endeavour Pembroke 4.49 2,000k 7/1/2007 65 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 4.50 100k 1/1/2005 64 Spectrum Asset Management LLC Global Diversified 4.57 2,000k 1/1/2001 63 Alee Capital Management, LLC Mistral Program 4.64 2,500k 1/1/1999 62 Arcanum Asset Management Equity Index Option Program (Prop) 4.67 500k 7/1/2006 61 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 4.69 75k 6/1/2007 60 Quantica Capital AG Quantica Managed Futures 4.70 5,000k 1/1/2005 59 Xplor Capital Management, LLC Global CTA Program 4.76 1,500k 7/1/2004 58 Winton Capital Management Diversified 4.78 50,000k 10/1/1997 57 Rabar Market Research Diversified Program 4.87 2,000k 1/1/1989 56 Mark J. Walsh Company Standard Program 4.92 2,000k 9/1/1985 55 Covenant Capital Management Original Program 4.97 5,000k 9/1/1999 54 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 5.13 0k 11/1/1996 53 Quantum Leap Capital Management Managed Account Program 5.51 300k 8/1/2006 52 Manning & Napier MN Xenon Managed Futures (2x) Program 5.51 5,000k 6/1/2006 51 Somers Brothers Capital Diversified Futures Program #1 5.52 100k 1/1/2005 50 John Locke Investments Cyril Systematic Program 5.54 8,000k 7/1/2000 49 QCM Global Diversified Programme 5.61 500k 12/1/1995 48 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 5.84 10k 7/1/2005 47 Rivoli Fund Management Rivoli International Fund (E) 5.90 5,000k 10/1/1996 46 Conquest Capital Group Conquest Select 5.96 250k 6/1/2004 45 Superfund Group Superfund Green GCT USD 6.21 15k 1/1/2000 44 Superfund Group Superfund Green L.P. Series B 6.43 5k 10/1/2002 43 Hawksbill Capital Management Global Diversified 6.52 5,000k 11/1/1988 42 Rho Asset Management Rho Altius 1XL Program 6.54 5,000k 11/1/2007 41 Emil van Essen EvE Systematic Global Opportunities 6.75 1,000k 9/1/2007 40 ISAM ISAM Systematic Trend Fund 6.80 1,000k 6/1/2001 39 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 7.25 50k 9/1/2009 38 Zoi Capital, LLC Telio Program (Client) 7.28 200k 4/1/2010 37 Revolution Capital Management Mosaic Program 7.31 10,000k 10/1/2006 36 M.S. Capital Management Global Diversified Program 7.51 2,000k 11/1/1998 35 Wavefront Global Asset Management IMFC Global Concentrated 7.59 500k 4/1/2009 34 FORT LP Fort Global Contrarian 7.92 2,000k 10/1/2002 33 Kelly Angle Inc. Genesis Program 8.03 2,000k 4/1/2000 32 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 8.19 200k 11/1/1999 31 Claughton Capital ARP Institutional Program 8.28 1,000k 10/1/2005 30 Neural Capital Ltd Sentinel Trading Program 8.46 2,000k 1/1/2006 29 Estlander & Partners Alpha Trend II - Class P 8.47 100k 12/1/2008 28 Angle Capital Management LLC AIP Program 8.50 100k 1/1/2010 27 Superfund Group Superfund Green Gold A (SPC) 8.63 5k 10/1/2005 26 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 8.96 25,000k 3/1/2010 25 Superfund Group Superfund Green Master 9.06 2,000k 5/1/2001 24 Superfund Group Superfund Blue SPC Class A (Gold) 9.12 50k 12/1/2007 23 Clarke Capital Management Worldwide 9.15 250k 1/1/1996 22 Keck Capital Management LLC The Keck Program 9.27 2,000k 12/1/2003 21 Wavefront Global Asset Management IMFC Global Investment Program 9.37 2,000k 2/1/2007 20 FORT LP Fort Global Diversified 10.06 2,000k 10/1/1993 19 Conquest Capital Group Conquest Macro 10.24 250k 5/1/1999 18 Lynx Asset Management AB Lynx Program 10.38 75k 5/1/2000 17 Superfund Group Superfund Green Gold B (SPC) 10.45 50k 10/1/2005 16 Superfund Group Superfund Green Gold L.P. Series A-1 10.47 5k 4/1/2009 15 Dreiss Research Corporation Diversified Program 11.31 1,000k 5/1/1991 14 Crabel Capital Management WPD Crabel Futures Program 11.44 1,000k 7/1/2008 13 Superfund Group Superfund Green Gold C (SPC) 12.30 100k 10/1/2005 12 Superfund Group Superfund Green Gold L.P. Series B-1 12.36 5k 4/1/2009 11 Mulvaney Capital Management The Mulvaney Global Markets Fund 14.59 100k 5/1/1999 10 Clarke Capital Management FX Plus 14.73 1,000k 5/1/2004 9 HiProb Trading Technology LLC HiProb-I 14.90 5,000k 7/1/2008 8 DUNN Capital Management D'Best Futures Fund, L.P. 15.56 100k 6/1/1994 7 DUNN Capital Management DUNN Combined Fund (DCF) 15.77 100k 5/1/1989 6 Clarke Capital Management Global Magnum 16.56 100k 8/1/1997 5 DUNN Capital Management World Monetary and Agriculture Program (WMA) 16.96 100k 11/1/1984 4 Clarke Capital Management Millennium 17.27 1,000k 1/1/1998 3 Clarke Capital Management Jupiter 21.26 3,000k 5/1/2005 2 Clarke Capital Management Global Basic 24.30 50k 2/1/1996 1 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 26.44 25k 4/1/2010 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.