Systematic Trader Index For January 2011 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 Jan 2011 Min Inv Inception 229 RAM Management Group MRTP Aggressive -13.94 1,000k 2/1/1998 228 Superfund Group Superfund Green Gold C (SPC) -13.16 100k 10/1/2005 227 Superfund Group Superfund Green Gold B (SPC) -11.51 50k 10/1/2005 226 Superfund Group Superfund Green Gold L.P. Series B-1 -11.22 5k 4/1/2009 225 Superfund Group Superfund Green Gold A (SPC) -9.84 5k 10/1/2005 224 Superfund Group Superfund Green Gold L.P. Series A-1 -9.66 5k 4/1/2009 223 Alee Capital Management, LLC Poniente Program -9.26 2,500k 1/1/1999 222 Conquest Capital Group Conquest Macro -9.00 250k 5/1/1999 221 ROW Asset Managment Row Currency Program -8.94 1,000k 11/1/2010 220 Superfund Group Superfund Blue SPC Class A (Gold) -8.67 50k 12/1/2007 219 Clarke Capital Management Worldwide -8.43 250k 1/1/1996 218 Tactical Investment Management Tactical Institutional Commodity Program -8.39 10,000k 4/1/1993 217 Rabar Market Research Short-Term Program -6.81 2,000k 11/1/2009 216 Rivoli Fund Management Rivoli International Fund (E) -6.74 5,000k 10/1/1996 215 Superfund Group Superfund Green Master -6.49 2,000k 5/1/2001 214 Romanesco Capital Management B.V Persistence Program -6.03 5,000k 9/1/2005 213 Shield Plus LLC Shield Plus Natural Gas -5.91 50k 1/1/2004 212 Alee Capital Management, LLC Mistral Program -5.84 2,500k 1/1/1999 211 Non Correlated Capital Positive Theta Fund -5.57 50k 10/1/2007 210 Superfund Group Superfund Green GCT USD -5.28 15k 1/1/2000 209 Superfund Group Superfund Green L.P. Series B -5.22 5k 10/1/2002 208 Non Correlated Capital Positive Theta Program -5.20 250k 10/1/2007 207 Rho Asset Management Rho Altius 1XL Program -5.19 5,000k 11/1/2007 206 Hawksbill Capital Management Global Diversified -4.97 5,000k 11/1/1988 205 Rivoli Fund Management Rivoli International Fund (V9) -4.77 5,000k 1/1/2002 204 Claughton Capital ARP Institutional Program -4.58 1,000k 10/1/2005 203 Quantica Capital AG Quantica Diversified FX -4.52 5,000k 3/1/2007 202 RAM Management Group RAM MRTP 1X-Conservative -4.47 1,000k 9/1/1993 201 Southwest Managed Investments, LLC Global Diversified -4.43 200k 1/1/2002 200 Trigon Investment Advisors, LLC Foreign Exchange Program -4.28 5,000k 8/1/2000 199 Superfund Group Superfund Green L.P. Series A -4.22 5k 10/1/2002 198 Mobius Asset Management Custom Trading Program -4.22 100k 1/1/2002 197 Neural Capital Ltd Sentinel Trading Program -4.07 2,000k 1/1/2006 196 FORT LP Fort Global Contrarian -3.92 2,000k 10/1/2002 195 Eckhardt Trading Company Evolution Strategies 1.2X -3.87 10,000k 10/1/1991 194 NuWave Investment Management, LLC NuWave Investment Partners LP -3.86 250k 6/1/2001 193 GLOBIVEST LLC Alpha Program -3.79 50k 4/1/2009 192 Superfund Group Superfund Green Q-AG -3.78 2k 3/1/1996 191 NuWave Investment Management, LLC Combined Futures Portfolio -3.75 5,000k 6/1/2001 190 Liberty Funds Group, Inc Liberty Wealth Protection Fund -3.71 250k 10/1/2009 189 John Locke Investments Cyril Systematic Program -3.71 8,000k 7/1/2000 188 Emil van Essen EvE Systematic Global Opportunities -3.60 1,000k 9/1/2007 187 Eckhardt Trading Company Evolution Strategies -3.24 20,000k 8/1/1991 186 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -3.21 1,000k 10/1/2006 185 Eclipse Capital Management Global Monetary -3.13 5,000k 8/1/1990 184 Alder Capital DAC Alder Global 20 -3.10 250k 2/1/2001 183 Altradis Capital AG AlphAlgo -3.07 100k 5/1/2007 182 Quantum Leap Capital Management Managed Account Program -2.94 300k 8/1/2006 181 Clarke Capital Management Global Basic -2.86 50k 2/1/1996 180 Manning & Napier MN Xenon Managed Futures (2x) Program -2.86 5,000k 6/1/2006 179 Rotella Capital Management Rotella Orion (Short-Term) Program -2.82 10,000k 3/1/2006 178 Witter & Lester, Inc. Stock Index Futures Trading Program -2.81 400k 1/1/1988 177 AllMountain Capital AG Mount Denali Global Trends -2.78 160k 7/1/2007 176 FORT LP Fort Global Diversified -2.75 2,000k 10/1/1993 175 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -2.49 10,000k 4/1/2004 174 Jaguar Investments Ltd Vario Capital Strategy -2.37 1,000k 5/1/2016 173 Briarwood Capital Management, Inc. Diversified 2XL -2.33 250k 11/1/2004 172 Estlander & Partners Alpha Trend II - Class P -2.32 100k 12/1/2008 171 Estlander & Partners Global XL -2.27 5,000k 8/1/1991 170 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -2.26 5,000k 11/1/2012 169 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -2.18 10k 7/1/2005 168 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -2.12 0k 11/1/1996 167 Rotella Capital Management Rotella Polaris Program (Diversified) -2.12 10,000k 1/1/1991 166 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -2.12 100k 1/1/2005 165 Liberty Funds Group, Inc Liberty Diversified Option Strategy -2.09 750k 1/1/2009 164 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -2.07 10,000k 1/1/2001 163 Covenant Capital Management Aggressive Program -2.05 3,000k 2/1/2004 162 Manning & Napier MN Xenon Global Fixed Income (2x) Program -2.04 1,000k 5/1/2010 161 Mondiale Asset Management Mondiale Trading Program -2.02 0k 9/1/1997 160 Covenant Capital Management Original Program -2.00 5,000k 9/1/1999 159 Clarke Capital Management FX Plus -1.95 1,000k 5/1/2004 158 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -1.93 1,000k 5/1/2006 157 Metolius Capital LLC Metolius Diversified -1.93 100k 6/1/2010 156 Xplor Capital Management, LLC Global CTA Program -1.91 1,500k 7/1/2004 155 Keck Capital Management LLC The Keck Program -1.90 2,000k 12/1/2003 154 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.87 100k 1/1/2000 153 Northfield Trading Diversified -1.84 2,000k 7/1/1989 152 IDS Capital IDS F&F Systematic Trading -1.74 50k 7/1/2013 151 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -1.69 1,500k 1/1/2009 150 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.64 1,000k 3/1/1998 149 Robust Methods LLC Macro Managed Account -1.62 5,000k 1/1/2005 148 SCT Capital Management The Adaptive Quant Trading (AQT) Program -1.60 10,000k 8/1/2009 147 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -1.59 100k 2/1/2010 146 Future Trade AG Thales Swing Trading Programme -1.58 250k 6/1/2007 145 Wavefront Global Asset Management IMFC Global Concentrated -1.52 500k 4/1/2009 144 Alder Capital DAC Alder Global 10 -1.40 250k 10/1/2000 143 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -1.32 250k 3/1/2010 142 Millburn Ridgefield Corporation Diversified Program -1.28 20,000k 2/1/1977 141 Gladius Asset Management Fulham Program -1.23 2,000k 1/1/2008 140 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -1.17 75k 6/1/2007 139 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.17 1k 10/1/2006 138 JLC Futures Management Company JLC Managed Futures Fund I, LP. -1.13 100k 8/1/2009 137 Estlander & Partners Global Markets -1.11 10,000k 8/1/1999 136 Amplitude Capital International Limited Dynamic Strategy -1.10 6/1/2005 135 Estlander & Partners Freedom -1.10 20,000k 8/1/2010 134 Briarwood Capital Management, Inc. Diversified Trading Program -1.08 3,000k 7/1/2001 133 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -1.06 10,000k 2/1/2008 132 Futures Truth Company, FTC-CTA MS4 -1.04 250k 10/1/2007 131 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -0.96 1,000k 9/1/2009 130 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.94 10,000k 8/1/1999 129 Conquest Capital Group Conquest Select -0.94 250k 6/1/2004 128 Transtrend B.V. DTP – Enhanced Risk (JPY) -0.93 10,000k 8/1/2004 127 Quantis Asset Management Intraday Futures -0.90 250k 1/1/2010 126 Clarke Capital Management Global Magnum -0.87 100k 8/1/1997 125 Manning & Napier MN Xenon Global Fixed Income Program -0.86 2,000k 8/1/2004 124 Transtrend B.V. DTP – Enhanced Risk (USD) -0.77 10,000k 1/1/1995 123 Transtrend B.V. DTP – Standard Risk (EUR) -0.72 10,000k 2/1/1999 122 Purple Valley Capital, Inc. Diversified Trend 1 -0.68 100k 8/1/2008 121 Amplitude Capital International Limited Klassik Strategy -0.67 1,000k 9/1/2009 120 Molinero Capital Management LLP Global Markets Program -0.65 2,000k 7/1/2005 119 Lynx Asset Management AB Lynx Program -0.60 75k 5/1/2000 118 Mark J. Walsh Company Standard Program -0.58 2,000k 9/1/1985 117 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -0.56 50k 9/1/2009 116 Parizek Capital Currency Program -0.56 1,000k 4/1/2006 115 QCM Global Diversified Programme -0.52 500k 12/1/1995 114 Quantmetrics Capital Management LLP Premier 12V Strategy -0.46 10,000k 4/1/2003 113 Witter & Lester, Inc. Redstone -0.44 500k 9/1/1994 112 Estlander & Partners Alpha Trend -0.39 30,000k 10/1/1991 111 Kinkopf Capital Management KCM S&P (Proprietary) -0.37 100k 1/1/1999 110 Global Domain Partners, LLC Global Domain Vector Fund - Series A -0.31 500k 1/1/2006 109 Millburn Ridgefield Corporation Multi-Markets Program -0.30 25,000k 10/1/2004 108 Dominion Capital Sapphire Program -0.28 3,000k 5/1/2005 107 Wavefront Global Asset Management IMFC Global Investment Program -0.21 2,000k 2/1/2007 106 Gap Partners LLC Gap -0.17 250k 11/1/2009 105 White Indian Trading Co. STAIRS (Client) -0.15 250k 5/1/2009 104 ALFAKRAFT ALFA Commodity Fund -0.11 16k 6/1/2010 103 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -0.11 500k 4/1/2009 102 Hyman Beck and Company Global Portfolio -0.10 1,000k 3/1/1991 101 White Indian Trading Co. STAIRS - Futures Program (Client) -0.09 250k 10/1/2008 100 Seven Capital Management Seven Absolute Return -0.08 100k 6/1/2009 99 Superfund Group Superfund Blue SPC Class A (EUR) -0.07 50k 4/1/2005 98 Pacific Capital Advisors Vanguard Program -0.05 100k 4/1/2007 97 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.03 3,000k 5/1/2010 96 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.02 1,000k 9/1/1997 94 Wraith Capital LLP Wraith Dynamic Futures Fund 0.00 100k 1/1/2011 93 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 95 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD 0.00 150k 1/1/2011 89 Vantage Capital Management VCM Growth Program 0.00 100k 1/1/2011 90 Blake Capital Management, Inc. SRD Short Equities 0.00 100k 1/1/2011 92 Soaring Pelican, LLC Diversified S&P Program 0.00 100k 1/1/2011 91 Melissinos Trading Eupatrid Global Trends 0.00 50k 1/1/2011 88 Quantica Capital AG Quantica Managed Futures 0.00 5,000k 1/1/2005 87 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.04 1,000k 3/1/2003 86 Esulep LLC MAX Esulep LLC MAX 0.04 500k 5/1/2008 85 Winton Capital Management Diversified 0.08 50,000k 10/1/1997 84 Spectrum Asset Management LLC Global Diversified 0.32 2,000k 1/1/2001 83 Quantitative Investment Management Quantitative Global Program 0.33 20,000k 10/1/2003 82 QMS Capital Management LP QMS Diversified Global Macro Strategy 0.34 5,000k 6/1/2010 81 Clarke Capital Management Jupiter 0.39 3,000k 5/1/2005 80 Quantmetrics Capital Management LLP Directional 10V Strategy 0.41 10,000k 1/1/2007 79 Rhicon Currency Management Rhicon Systematic Currency Program 0.53 3,000k 1/1/2004 78 Systematic Alpha Management Systematic Alpha Futures Program 0.62 100k 6/1/2004 77 Ion Asset Architecture (Fund Program) Ion Fund 0.70 100k 11/1/2007 76 Clarke Capital Management Millennium 0.70 1,000k 1/1/1998 75 EMC Capital Advisors, LLC Classic 0.70 5,000k 1/1/1985 74 Ion Asset Architecture Ion Fund Program 0.70 10,000k 11/1/2007 73 Rabar Market Research Diversified Program 0.73 2,000k 1/1/1989 72 Mobius Asset Management Energy Weighted Program 0.73 250k 1/1/2005 71 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 0.74 25,000k 3/1/2010 70 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.81 250k 10/1/2009 69 Somers Brothers Capital Diversified Futures Program #1 0.84 100k 1/1/2005 68 Wimmer Horizon LLP Managed Account 0.94 5,000k 5/1/2005 67 MERIT Alternative Investments GmbH Futures Portfolio 0.99 2,000k 6/1/1998 66 Auctos Capital Management Auctos Global Diversified 1.06 3,000k 11/1/2007 65 Mobius Asset Management Diversified Program 1.13 250k 3/1/2004 64 Ancile Capital Management Global Markets Program 1.35 2,000k 4/1/2005 63 Diamond Capital Management Enhanced S&P Program 1.43 100k 10/1/2009 62 IKOS The IKOS Hedge Fund 1.46 10,000k 7/1/1998 61 Cauldron Investments, LLC Stock Index Plus 1.46 1,000k 10/1/2009 60 Saxon Investment Corporation Diversified Program 1.48 3,000k 9/1/1988 59 Global Sigma Group, LLC AGSF 1.48 3,000k 4/1/2013 58 Auspice Capital Advisors Ltd Auspice Diversified Program 1.52 1,500k 4/1/2006 57 Strategic Capital Advisors LLC Contrarian 500 1.54 500k 12/1/2003 56 Welton Investment Partners Welton Global 1.55 10,000k 6/1/2004 55 Abraham Trading Company Diversified Program 1.57 10,000k 1/1/1988 54 Endeavour Capital LLP Endeavour Pembroke 1.59 2,000k 7/1/2007 53 Chesapeake Capital Diversified (LV) 1.62 100k 2/1/1988 52 Angle Capital Management LLC AIP Program 1.68 100k 1/1/2010 51 Quantis Asset Management Ulysses Futures 1.75 1,000k 7/1/2009 50 Millburn Ridgefield Corporation Commodity Program 1.78 25,000k 3/1/2005 49 Crabel Capital Management Crabel Multi-Product 1.80 1,000k 3/1/1998 48 Revolution Capital Management Mosaic Institutional Program 1.82 25,000k 9/1/2009 47 Red Rock Capital, LLC Systematic Global Macro 1.89 500k 9/1/2003 46 Robinson-Langley Capital Management, LLC Managed Account Program 1.97 200k 1/1/2007 45 Pinstripe Trading, LLC Standard 2.00 125k 8/1/2009 44 Mulvaney Capital Management The Mulvaney Global Markets Fund 2.07 100k 5/1/1999 43 Crescent Bay Capital Management Premium Stock Index Program 2.10 10k 10/1/2005 42 Commodity Strategies AG CSAG Active Long Short Commodity Program 2.19 5,000k 10/1/2007 41 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 2.23 5,000k 12/1/2010 40 Blackwater Capital Management Global Program 2.27 5,000k 7/1/2005 39 HB Capital Management Inc. Diversified Program 2.47 50k 3/1/2008 38 John Locke Investments JL Commodity Long Flat Program 2.51 5,000k 12/1/2007 37 Dendrich Ltd QEP 2.51 50k 12/1/2005 36 Saxon Investment Corporation Aggressive Diversified Program 2.57 2,000k 11/1/1993 35 Tyche Capital Advisors LLC TCA Energy Spreads 2.60 100k 8/1/2008 34 ISAM ISAM Systematic Trend Fund 2.78 1,000k 6/1/2001 33 Quantis Asset Management PFM Systematic 2.81 15k 5/1/2010 32 IKOS IKOS FX Fund 2.91 1,000k 3/1/2008 31 Heyden & Steindl GmbH TOMAC2 3.02 5,000k 3/1/2003 30 Revolution Capital Management Alpha Program 3.06 5,000k 6/1/2007 29 Diamond Peak Capital LLC Northstar (2x) program 3.07 250k 10/1/2008 28 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 3.10 10,000k 8/1/2009 27 Revolution Capital Management Alpha Fund 3.15 50k 1/1/2005 26 FCI Capital Management TSFX1 3.16 20k 11/1/2010 25 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A 3.31 100k 10/1/2010 24 IKOS IKOS Futures Fund 3.37 1,000k 2/1/2010 23 M.S. Capital Management Global Diversified Program 3.40 2,000k 11/1/1998 22 Drury Capital Diversified Trend-Following Program 3.49 5,000k 5/1/1997 21 Arcanum Asset Management Equity Index Option Program (Prop) 3.67 500k 7/1/2006 20 DUNN Capital Management World Monetary and Agriculture Program (WMA) 3.69 100k 11/1/1984 19 Cranwood Capital Management Fixed Income Arbitrage Fund 3.70 250k 4/1/2008 18 Cranwood Capital Management Cranwood International Fund 3.70 250k 4/1/2008 17 Dreiss Research Corporation Diversified Program 3.91 1,000k 5/1/1991 16 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 3.96 200k 11/1/1999 15 Kelly Angle Inc. Genesis Program 4.00 2,000k 4/1/2000 14 HiProb Trading Technology LLC HiProb-I 4.20 5,000k 7/1/2008 13 DUNN Capital Management D'Best Futures Fund, L.P. 4.37 100k 6/1/1994 12 Crabel Capital Management WPD Crabel Futures Program 5.05 1,000k 7/1/2008 11 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 5.07 25k 4/1/2010 10 Parizek Capital Futures Trading Program 5.22 500k 4/1/2000 9 Revolution Capital Management Mosaic Program 5.44 10,000k 10/1/2006 8 Futures Truth Company, FTC-CTA 200K Options Strategy 5.75 200k 12/1/2009 7 DUNN Capital Management DUNN Combined Fund (DCF) 5.81 100k 5/1/1989 6 FRP CAPITAL LLC FRP125+ 6.26 125k 1/1/2010 5 QQFund.com QQFund.com Alpha Beta Program 6.92 100k 9/1/2008 4 Zoi Capital, LLC Telio Program (Client) 7.97 200k 4/1/2010 3 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 10.48 4,000k 11/1/2008 2 Emil van Essen Spread Trading Program 14.70 5,000k 12/1/2006 1 Global Vista Advisors, LLC Global Vista Options ("GVO") 14.72 50k 10/1/2010 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.