Systematic Trader Index For March 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 Mar 2011 Min Inv Inception 232 Arcanum Asset Management Equity Index Option Program (Prop) -23.17 500k 7/1/2006 231 Kelly Angle Inc. Genesis Program -12.49 2,000k 4/1/2000 230 DUNN Capital Management World Monetary and Agriculture Program (WMA) -12.06 100k 11/1/1984 229 DUNN Capital Management DUNN Combined Fund (DCF) -10.49 100k 5/1/1989 228 DUNN Capital Management D'Best Futures Fund, L.P. -10.44 100k 6/1/1994 227 Clarke Capital Management Worldwide -9.13 250k 1/1/1996 226 Kinkopf Capital Management KCM S&P (Proprietary) -8.73 100k 1/1/1999 225 Rho Asset Management Rho Altius 1XL Program -8.51 5,000k 11/1/2007 224 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -7.78 5,000k 11/1/2012 223 Angle Capital Management LLC AIP Program -7.75 100k 1/1/2010 222 Tactical Investment Management Tactical Institutional Commodity Program -7.71 10,000k 4/1/1993 221 Liberty Funds Group, Inc Liberty Diversified Option Strategy -7.34 750k 1/1/2009 220 Parizek Capital Futures Trading Program -7.07 500k 4/1/2000 219 Drury Capital Diversified Trend-Following Program -7.05 5,000k 5/1/1997 218 Rivoli Fund Management Rivoli International Fund (E) -7.05 5,000k 10/1/1996 217 Abraham Trading Company Diversified Program -6.78 10,000k 1/1/1988 216 Clarke Capital Management FX Plus -6.77 1,000k 5/1/2004 215 Somers Brothers Capital Diversified Futures Program #1 -6.47 100k 1/1/2005 214 Clarke Capital Management Jupiter -6.08 3,000k 5/1/2005 213 Liberty Funds Group, Inc Liberty Wealth Protection Fund -6.03 250k 10/1/2009 212 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -5.90 0k 11/1/1996 211 Lynx Asset Management AB Lynx Program -5.76 75k 5/1/2000 210 Rabar Market Research Short-Term Program -5.40 2,000k 11/1/2009 209 Clarke Capital Management Millennium -5.32 1,000k 1/1/1998 208 Altradis Capital AG AlphAlgo -5.17 100k 5/1/2007 207 Southwest Managed Investments, LLC Global Diversified -4.99 200k 1/1/2002 206 Endeavour Capital LLP Endeavour Pembroke -4.97 2,000k 7/1/2007 205 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -4.90 75k 6/1/2007 204 Rivoli Fund Management Rivoli International Fund (V9) -4.64 5,000k 1/1/2002 203 Mulvaney Capital Management The Mulvaney Global Markets Fund -4.62 100k 5/1/1999 202 Heyden & Steindl GmbH TOMAC2 -4.43 5,000k 3/1/2003 201 Hawksbill Capital Management Global Diversified -4.38 5,000k 11/1/1988 200 John Locke Investments Cyril Systematic Program -4.35 8,000k 7/1/2000 199 Revolution Capital Management Mosaic Program -4.32 10,000k 10/1/2006 198 EMC Capital Advisors, LLC Classic -4.32 5,000k 1/1/1985 197 Eclipse Capital Management Global Monetary -4.27 5,000k 8/1/1990 196 Mark J. Walsh Company Standard Program -4.20 2,000k 9/1/1985 195 Mobius Asset Management Custom Trading Program -4.03 100k 1/1/2002 194 Conquest Capital Group Conquest Select -4.03 250k 6/1/2004 193 Gladius Asset Management Fulham Program -4.01 2,000k 1/1/2008 192 ISAM ISAM Systematic Trend Fund -3.73 1,000k 6/1/2001 191 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -3.63 100k 1/1/2005 190 Crabel Capital Management WPD Crabel Futures Program -3.53 1,000k 7/1/2008 189 Strategic Capital Advisors LLC Multi-strategy Futures Program -3.43 3,000k 5/1/2010 188 Dreiss Research Corporation Diversified Program -3.29 1,000k 5/1/1991 187 Welton Investment Partners Welton Global -3.25 10,000k 6/1/2004 186 Hyman Beck and Company Global Portfolio -3.24 1,000k 3/1/1991 185 M.S. Capital Management Global Diversified Program -3.18 2,000k 11/1/1998 184 Seven Capital Management Seven Absolute Return -3.11 100k 6/1/2009 183 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -3.06 1,500k 1/1/2009 182 Alee Capital Management, LLC Mistral Program -3.03 2,500k 1/1/1999 181 Millburn Ridgefield Corporation Multi-Markets Program -2.99 25,000k 10/1/2004 180 Amplitude Capital International Limited Klassik Strategy -2.98 1,000k 9/1/2009 179 Northfield Trading Diversified -2.95 2,000k 7/1/1989 178 Robinson-Langley Capital Management, LLC Managed Account Program -2.94 200k 1/1/2007 177 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -2.93 1,000k 10/1/2006 176 Systematic Alpha Management Systematic Alpha Futures Program -2.92 100k 6/1/2004 175 QCM Global Diversified Programme -2.85 500k 12/1/1995 174 Revolution Capital Management Alpha Fund -2.80 50k 1/1/2005 173 Estlander & Partners Global XL -2.79 5,000k 8/1/1991 172 Quantica Capital AG Quantica Managed Futures -2.76 5,000k 1/1/2005 171 Ancile Capital Management Global Markets Program -2.72 2,000k 4/1/2005 170 Mondiale Asset Management Mondiale Trading Program -2.72 0k 9/1/1997 169 Millburn Ridgefield Corporation Diversified Program -2.55 20,000k 2/1/1977 168 Rabar Market Research Diversified Program -2.55 2,000k 1/1/1989 167 Witter & Lester, Inc. Stock Index Futures Trading Program -2.53 400k 1/1/1988 166 Wimmer Horizon LLP Managed Account -2.53 5,000k 5/1/2005 165 Tyche Capital Advisors LLC TCA Energy Spreads -2.46 100k 8/1/2008 164 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.46 1k 10/1/2006 163 FRP CAPITAL LLC FRP125+ -2.25 125k 1/1/2010 162 Commodity Strategies AG CSAG Active Long Short Commodity Program -2.24 5,000k 10/1/2007 161 Wavefront Global Asset Management IMFC Global Concentrated -2.23 500k 4/1/2009 160 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -2.23 10,000k 8/1/2009 159 White Indian Trading Co. STAIRS - Futures Program (Client) -2.20 250k 10/1/2008 158 White Indian Trading Co. STAIRS (Client) -2.17 250k 5/1/2009 157 Quantis Asset Management PFM Systematic -2.15 15k 5/1/2010 156 Transtrend B.V. DTP – Enhanced Risk (USD) -2.14 10,000k 1/1/1995 155 Red Rock Capital, LLC Systematic Global Macro -2.11 500k 9/1/2003 154 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.10 10,000k 8/1/1999 153 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -2.09 25,000k 3/1/2010 152 Revolution Capital Management Alpha Program -1.99 5,000k 6/1/2007 151 Transtrend B.V. DTP – Enhanced Risk (JPY) -1.91 10,000k 8/1/2004 150 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -1.85 1,000k 9/1/2009 149 HB Capital Management Inc. Diversified Program -1.85 50k 3/1/2008 148 Rotella Capital Management Rotella Polaris Program (Diversified) -1.84 10,000k 1/1/1991 147 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -1.81 10k 7/1/2005 146 Conquest Capital Group Conquest Macro -1.79 250k 5/1/1999 145 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -1.74 100k 2/1/2010 144 Eckhardt Trading Company Evolution Strategies 1.2X -1.72 10,000k 10/1/1991 143 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A -1.71 100k 10/1/2010 142 JLC Futures Management Company JLC Managed Futures Fund I, LP. -1.66 100k 8/1/2009 141 Trigon Investment Advisors, LLC Foreign Exchange Program -1.63 5,000k 8/1/2000 140 Alder Capital DAC Alder Global 20 -1.60 250k 2/1/2001 139 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.58 1,000k 3/1/1998 138 Transtrend B.V. DTP – Standard Risk (EUR) -1.55 10,000k 2/1/1999 137 Neural Capital Ltd Sentinel Trading Program -1.52 2,000k 1/1/2006 136 Rotella Capital Management Rotella Orion (Short-Term) Program -1.50 10,000k 3/1/2006 135 Revolution Capital Management Mosaic Institutional Program -1.49 25,000k 9/1/2009 134 Eckhardt Trading Company Evolution Strategies -1.48 20,000k 8/1/1991 133 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.48 10,000k 1/1/2001 132 Crabel Capital Management Crabel Multi-Product -1.46 1,000k 3/1/1998 131 FORT LP Fort Global Diversified -1.45 2,000k 10/1/1993 130 Ion Asset Architecture (Fund Program) Ion Fund -1.43 100k 11/1/2007 129 Wavefront Global Asset Management IMFC Global Investment Program -1.43 2,000k 2/1/2007 128 Ion Asset Architecture Ion Fund Program -1.43 10,000k 11/1/2007 127 Strategic Capital Advisors LLC Contrarian 500 -1.38 500k 12/1/2003 126 QQFund.com QQFund.com Alpha Beta Program -1.38 100k 9/1/2008 125 Estlander & Partners Global Markets -1.35 10,000k 8/1/1999 124 FORT LP Fort Global Contrarian -1.32 2,000k 10/1/2002 123 Manning & Napier MN Xenon Managed Futures (2x) Program -1.21 5,000k 6/1/2006 122 Auspice Capital Advisors Ltd Auspice Diversified Program -1.17 1,500k 4/1/2006 121 SCT Capital Management The Adaptive Quant Trading (AQT) Program -1.13 10,000k 8/1/2009 120 MERIT Alternative Investments GmbH Futures Portfolio -1.12 2,000k 6/1/1998 119 Estlander & Partners Freedom -1.07 20,000k 8/1/2010 118 Blackwater Capital Management Global Program -1.05 5,000k 7/1/2005 117 Superfund Group Superfund Green L.P. Series B -1.01 5k 10/1/2002 116 Pacific Capital Advisors Vanguard Program -0.99 100k 4/1/2007 115 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -0.96 10,000k 2/1/2008 114 Covenant Capital Management Aggressive Program -0.89 3,000k 2/1/2004 113 Molinero Capital Management LLP Global Markets Program -0.84 2,000k 7/1/2005 112 Spectrum Asset Management LLC Global Diversified -0.82 2,000k 1/1/2001 111 Alder Capital DAC Alder Global 10 -0.80 250k 10/1/2000 110 Manning & Napier MN Xenon Global Fixed Income (2x) Program -0.80 1,000k 5/1/2010 109 Keck Capital Management LLC The Keck Program -0.68 2,000k 12/1/2003 108 Purple Valley Capital, Inc. Diversified Trend 1 -0.64 100k 8/1/2008 107 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.63 1,000k 3/1/2003 106 Auctos Capital Management Auctos Global Diversified -0.62 3,000k 11/1/2007 105 Superfund Group Superfund Green L.P. Series A -0.60 5k 10/1/2002 104 Superfund Group Superfund Green GCT USD -0.59 15k 1/1/2000 103 Superfund Group Superfund Green Q-AG -0.55 2k 3/1/1996 102 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.50 10,000k 4/1/2004 101 Alee Capital Management, LLC Poniente Program -0.43 2,500k 1/1/1999 100 Superfund Group Superfund Green Master -0.42 2,000k 5/1/2001 99 Quantitative Investment Management Quantitative Global Program -0.41 20,000k 10/1/2003 98 Millburn Ridgefield Corporation Commodity Program -0.38 25,000k 3/1/2005 97 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -0.35 4,000k 2/1/2011 96 Clarke Capital Management Global Basic -0.23 50k 2/1/1996 95 Superfund Group Superfund Blue SPC Class A (Gold) -0.23 50k 12/1/2007 94 Witter & Lester, Inc. Redstone -0.22 500k 9/1/1994 93 Manning & Napier MN Xenon Global Fixed Income Program -0.21 2,000k 8/1/2004 92 Gap Partners LLC Gap -0.17 250k 11/1/2009 91 Mobius Asset Management Energy Weighted Program -0.16 250k 1/1/2005 90 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.14 4,000k 11/1/2008 89 Briarwood Capital Management, Inc. Diversified 2XL -0.12 250k 11/1/2004 88 Mobius Asset Management Diversified Program -0.11 250k 3/1/2004 87 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -0.10 1,000k 5/1/2006 86 Saxon Investment Corporation Aggressive Diversified Program -0.09 2,000k 11/1/1993 85 Saxon Investment Corporation Diversified Program -0.06 3,000k 9/1/1988 84 Quantmetrics Capital Management LLP Premier 12V Strategy -0.04 10,000k 4/1/2003 83 Briarwood Capital Management, Inc. Diversified Trading Program -0.03 3,000k 7/1/2001 82 Emil van Essen EvE Systematic Global Opportunities -0.02 1,000k 9/1/2007 79 Adamah Capital LLC Asset Allocator Program 0.00 50k 3/1/2011 80 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 81 QMS Capital Management LP QMS Diversified Global Macro Strategy 0.00 5,000k 6/1/2010 78 Estlander & Partners Alpha Trend II - Class P 0.02 100k 12/1/2008 77 Blake Capital Management, Inc. SRD Short Equities 0.02 100k 1/1/2011 76 FCI Capital Management TSFX1 0.03 20k 11/1/2010 75 IDS Capital IDS F&F Systematic Trading 0.05 50k 7/1/2013 74 Estlander & Partners Alpha Trend 0.14 30,000k 10/1/1991 73 Metolius Capital LLC Metolius Diversified 0.17 100k 6/1/2010 72 John Locke Investments JL Commodity Long Flat Program 0.24 5,000k 12/1/2007 71 Esulep LLC MAX Esulep LLC MAX 0.24 500k 5/1/2008 70 Winton Capital Management Diversified 0.25 50,000k 10/1/1997 69 Clarke Capital Management Global Magnum 0.38 100k 8/1/1997 68 Quantica Capital AG Quantica Diversified FX 0.38 5,000k 3/1/2007 67 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD 0.38 150k 1/1/2011 66 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.49 250k 10/1/2009 65 White Indian Trading Co. SCS Program (Client) 0.51 250k 2/1/2011 64 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 0.54 5,000k 12/1/2010 63 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.59 250k 3/1/2010 62 Xplor Capital Management, LLC Global CTA Program 0.59 1,500k 7/1/2004 61 Shield Plus LLC Shield Plus Natural Gas 0.60 50k 1/1/2004 60 Wraith Capital LLP Wraith Dynamic Futures Fund 0.63 100k 1/1/2011 59 Covenant Capital Management Original Program 0.64 5,000k 9/1/1999 58 Superfund Group Superfund Green Gold L.P. Series A-1 0.65 5k 4/1/2009 57 Quantmetrics Capital Management LLP Directional 10V Strategy 0.66 10,000k 1/1/2007 56 ALFAKRAFT ALFA Commodity Fund 0.67 16k 6/1/2010 55 Futures Truth Company, FTC-CTA 200K Options Strategy 0.70 200k 12/1/2009 54 Global Domain Partners, LLC Global Domain Vector Fund - Series A 0.71 500k 1/1/2006 53 Superfund Group Superfund Blue SPC Class A (EUR) 0.76 50k 4/1/2005 52 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.77 100k 1/1/2000 51 Chesapeake Capital Diversified (LV) 0.77 100k 2/1/1988 50 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 0.80 200k 11/1/1999 49 Robust Methods LLC Macro Managed Account 0.83 5,000k 1/1/2005 48 Crescent Bay Capital Management Premium Stock Index Program 0.83 10k 10/1/2005 47 GLOBIVEST LLC Alpha Program 0.85 50k 4/1/2009 46 Superfund Group Superfund Green Gold L.P. Series B-1 1.01 5k 4/1/2009 45 Futures Truth Company, FTC-CTA MS4 1.09 250k 10/1/2007 44 Superfund Group Superfund Green Gold C (SPC) 1.13 100k 10/1/2005 43 Jaguar Investments Ltd Vario Capital Strategy 1.16 1,000k 5/1/2016 42 Superfund Group Superfund Green Gold B (SPC) 1.26 50k 10/1/2005 41 Superfund Group Superfund Green Gold A (SPC) 1.30 5k 10/1/2005 40 Dominion Capital Sapphire Program 1.30 3,000k 5/1/2005 39 Amplitude Capital International Limited Dynamic Strategy 1.45 6/1/2005 38 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 1.47 500k 4/1/2009 37 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 1.49 50k 9/1/2009 36 Romanesco Capital Management B.V Persistence Program 1.54 5,000k 9/1/2005 35 Global Sigma Group, LLC AGSF 1.63 3,000k 4/1/2013 34 HiProb Trading Technology LLC HiProb-I 1.70 5,000k 7/1/2008 33 ROW Asset Managment Row Currency Program 1.83 1,000k 11/1/2010 32 Diamond Peak Capital LLC Northstar (2x) program 2.15 250k 10/1/2008 31 AllMountain Capital AG Mount Denali Global Trends 2.15 160k 7/1/2007 30 Emil van Essen Spread Trading Program 2.25 5,000k 12/1/2006 29 RAM Management Group RAM MRTP 1X-Conservative 2.36 1,000k 9/1/1993 28 Global Vista Advisors, LLC Global Vista Options ("GVO") 2.53 50k 10/1/2010 27 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.64 1,000k 9/1/1997 26 Diamond Capital Management Enhanced S&P Program 2.76 100k 10/1/2009 25 Cauldron Investments, LLC Stock Index Plus 2.79 1,000k 10/1/2009 24 Quantis Asset Management Ulysses Futures 2.88 1,000k 7/1/2009 23 Pinstripe Trading, LLC Standard 2.99 125k 8/1/2009 22 Claughton Capital ARP Institutional Program 3.02 1,000k 10/1/2005 21 Vantage Capital Management VCM Growth Program 3.23 100k 1/1/2011 20 Non Correlated Capital Positive Theta Fund 3.63 50k 10/1/2007 19 Non Correlated Capital Positive Theta Program 3.66 250k 10/1/2007 18 IKOS The IKOS Hedge Fund 4.28 10,000k 7/1/1998 17 Cranwood Capital Management Fixed Income Arbitrage Fund 4.30 250k 4/1/2008 16 Cranwood Capital Management Cranwood International Fund 4.30 250k 4/1/2008 15 IKOS IKOS Futures Fund 4.46 1,000k 2/1/2010 14 Future Trade AG Thales Swing Trading Programme 4.48 250k 6/1/2007 13 Rhicon Currency Management Rhicon Systematic Currency Program 4.90 3,000k 1/1/2004 12 NuWave Investment Management, LLC Combined Futures Portfolio 4.95 5,000k 6/1/2001 11 NuWave Investment Management, LLC NuWave Investment Partners LP 5.07 250k 6/1/2001 10 Quantis Asset Management Intraday Futures 5.31 250k 1/1/2010 9 Parizek Capital Currency Program 5.72 1,000k 4/1/2006 8 Dendrich Ltd QEP 5.88 50k 12/1/2005 7 IKOS IKOS FX Fund 6.57 1,000k 3/1/2008 6 RAM Management Group MRTP Aggressive 7.24 1,000k 2/1/1998 5 Soaring Pelican, LLC Diversified S&P Program 7.87 100k 1/1/2011 4 Melissinos Trading Eupatrid Global Trends 8.20 50k 1/1/2011 3 Zoi Capital, LLC Telio Program (Client) 11.00 200k 4/1/2010 2 Quantum Leap Capital Management Managed Account Program 11.36 300k 8/1/2006 1 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 19.86 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.