Systematic Trader Index For April 2011 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 Apr 2011 Min Inv Inception 234 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool -15.59 25k 4/1/2010 233 Soaring Pelican, LLC Diversified S&P Program -6.91 100k 1/1/2011 232 Revolution Capital Management Mosaic Program -6.82 10,000k 10/1/2006 231 Global Vista Advisors, LLC Global Vista Options ("GVO") -4.28 50k 10/1/2010 230 FRP CAPITAL LLC FRP125+ -4.27 125k 1/1/2010 229 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -4.11 150k 1/1/2011 228 Adamah Capital LLC Asset Allocator Program -3.90 50k 3/1/2011 227 Systematic Alpha Management Systematic Alpha Futures Program -3.35 100k 6/1/2004 226 Mobius Asset Management Custom Trading Program -3.34 100k 1/1/2002 225 Strategic Capital Advisors LLC Contrarian 500 -2.72 250k 12/1/2003 224 Revolution Capital Management Mosaic Institutional Program -2.59 25,000k 9/1/2009 223 Clarke Capital Management Global Basic -2.51 50k 2/1/1996 222 JLC Futures Management Company JLC Managed Futures Fund I, LP. -2.37 100k 8/1/2009 221 Quantitative Investment Management Quantitative Global Program -2.33 20,000k 10/1/2003 220 Quantis Asset Management Ulysses Futures -2.24 1,000k 7/1/2009 219 RAM Management Group MRTP Aggressive -2.20 1,000k 2/1/1998 218 Parizek Capital Futures Trading Program -2.20 500k 4/1/2000 217 White Indian Trading Co. STAIRS (Client) -1.93 250k 5/1/2009 216 Revolution Capital Management Alpha Program -1.92 5,000k 6/1/2007 215 Future Trade AG Thales Swing Trading Programme -1.70 250k 6/1/2007 214 Cranwood Capital Management Fixed Income Arbitrage Fund -1.70 250k 4/1/2008 213 Cranwood Capital Management Cranwood International Fund -1.70 250k 4/1/2008 212 Shield Plus LLC Shield Plus Natural Gas -1.65 50k 1/1/2004 211 Crabel Capital Management Crabel Multi-Product -1.31 1,000k 3/1/1998 210 Revolution Capital Management Alpha Fund -1.14 50k 1/1/2005 209 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A -0.87 100k 10/1/2010 208 Clarke Capital Management Global Magnum -0.86 100k 8/1/1997 207 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.84 10,000k 1/1/2001 206 Pacific Capital Advisors Vanguard Program -0.72 100k 4/1/2007 205 Mobius Asset Management Diversified Program -0.71 250k 3/1/2004 204 RAM Management Group RAM MRTP 1X-Conservative -0.70 1,000k 9/1/1993 203 Quantis Asset Management Intraday Futures -0.70 250k 1/1/2010 202 Mobius Asset Management Energy Weighted Program -0.67 250k 1/1/2005 201 Rhicon Currency Management Rhicon Systematic Currency Program -0.67 3,000k 1/1/2004 200 Blake Capital Management, Inc. SRD Short Equities -0.48 100k 1/1/2011 199 Quantmetrics Capital Management LLP Premier 12V Strategy -0.47 10,000k 4/1/2003 198 Tyche Capital Advisors LLC TCA Energy Spreads -0.45 100k 8/1/2008 197 Rotella Capital Management Rotella Orion (Short-Term) Program -0.25 10,000k 3/1/2006 196 Quantmetrics Capital Management LLP Directional 10V Strategy -0.23 10,000k 1/1/2007 195 Gap Partners LLC Gap -0.17 250k 11/1/2009 192 QMS Capital Management LP QMS Diversified Global Macro Strategy 0.00 5,000k 6/1/2010 193 HiProb Trading Technology LLC HiProb-I 0.00 5,000k 7/1/2008 191 Serac, LLC Diversified Reversal Program 0.00 200k 4/1/2011 190 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 194 Ion Asset Architecture Ion Volium Fund 0.00 0k 4/1/2011 189 Ion Asset Architecture Ion Fund Program 0.04 10,000k 11/1/2007 188 Ion Asset Architecture (Fund Program) Ion Fund 0.04 100k 11/1/2007 187 Futures Truth Company, FTC-CTA MS4 0.10 250k 10/1/2007 186 Superfund Group Superfund Blue SPC Class A (EUR) 0.27 50k 4/1/2005 185 Witter & Lester, Inc. Redstone 0.38 500k 9/1/1994 184 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 0.41 10,000k 8/1/2009 183 Pinstripe Trading, LLC Standard 0.41 125k 8/1/2009 182 Emil van Essen Spread Trading Program 0.52 5,000k 12/1/2006 181 Kinkopf Capital Management KCM S&P (Proprietary) 0.53 100k 1/1/1999 180 Parizek Capital Currency Program 0.59 1,000k 4/1/2006 179 GLOBIVEST LLC Alpha Program 0.61 50k 4/1/2009 178 White Indian Trading Co. STAIRS - Futures Program (Client) 0.69 250k 10/1/2008 177 Somers Brothers Capital Diversified Futures Program #1 0.71 100k 1/1/2005 176 Romanesco Capital Management B.V Persistence Program 0.81 5,000k 9/1/2005 175 Diamond Peak Capital LLC Northstar (2x) program 0.82 250k 10/1/2008 174 NuWave Investment Management, LLC NuWave Investment Partners LP 0.85 250k 6/1/2001 173 NuWave Investment Management, LLC Combined Futures Portfolio 0.86 5,000k 6/1/2001 172 Esulep LLC MAX Esulep LLC MAX 0.88 500k 5/1/2008 171 Manning & Napier MN Xenon Global Fixed Income Program 0.89 2,000k 8/1/2004 170 Liberty Funds Group, Inc Liberty Diversified Option Strategy 0.90 750k 1/1/2009 169 John Locke Investments JL Commodity Long Flat Program 0.91 5,000k 12/1/2007 168 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.93 1,000k 3/1/1998 167 Wavefront Global Asset Management IMFC Global Concentrated 0.99 500k 4/1/2009 166 Quantis Asset Management PFM Systematic 1.00 15k 5/1/2010 165 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 1.14 1,500k 1/1/2009 164 Global Sigma Group, LLC AGSF 1.20 3,000k 4/1/2013 163 Conquest Capital Group Conquest Macro 1.29 250k 5/1/1999 162 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.29 1,000k 5/1/2006 161 Vantage Capital Management VCM Growth Program 1.30 100k 1/1/2011 160 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 1.30 250k 3/1/2010 159 M.S. Capital Management Global Diversified Program 1.33 2,000k 11/1/1998 158 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 1.45 4,000k 11/1/2008 157 Strategic Capital Advisors LLC Multi-strategy Futures Program 1.48 3,000k 5/1/2010 156 Transtrend B.V. DTP – Standard Risk (EUR) 1.59 10,000k 2/1/1999 155 IKOS The IKOS Hedge Fund 1.64 10,000k 7/1/1998 154 Southwest Managed Investments, LLC Global Diversified 1.66 200k 1/1/2002 153 Crescent Bay Capital Management Premium Stock Index Program 1.67 10k 10/1/2005 152 ROW Asset Managment Row Currency Program 1.68 1,000k 11/1/2010 151 Ancile Capital Management Global Markets Program 1.73 2,000k 4/1/2005 150 Quantica Capital AG Quantica Diversified FX 1.86 5,000k 3/1/2007 149 Witter & Lester, Inc. Stock Index Futures Trading Program 1.92 400k 1/1/1988 148 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 1.93 1,000k 10/1/2006 147 Seven Capital Management Seven Absolute Return 1.94 100k 6/1/2009 146 Manning & Napier MN Xenon Global Fixed Income (2x) Program 2.09 1,000k 5/1/2010 145 IKOS IKOS Futures Fund 2.17 1,000k 2/1/2010 144 Cauldron Investments, LLC Stock Index Plus 2.19 1,000k 10/1/2009 143 Hyman Beck and Company Global Portfolio 2.25 1,000k 3/1/1991 142 Liberty Funds Group, Inc Liberty Wealth Protection Fund 2.28 250k 10/1/2009 141 Saxon Investment Corporation Diversified Program 2.32 3,000k 9/1/1988 140 Arcanum Asset Management Equity Index Option Program (Prop) 2.33 500k 7/1/2006 139 Millburn Ridgefield Corporation Commodity Program 2.36 25,000k 3/1/2005 138 Diamond Capital Management Enhanced S&P Program 2.41 100k 10/1/2009 137 Welton Investment Partners Welton Global 2.42 10,000k 6/1/2004 136 Mondiale Asset Management Mondiale Trading Program 2.43 0k 9/1/1997 135 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 2.46 250k 10/1/2009 134 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 2.53 100k 2/1/2010 133 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.58 10,000k 3/1/2003 132 FCI Capital Management TSFX1 2.69 20k 11/1/2010 131 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.73 1k 10/1/2006 130 Heyden & Steindl GmbH TOMAC2 2.77 5,000k 3/1/2003 129 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.81 10,000k 8/1/1999 128 ISAM ISAM Systematic Trend Fund 2.81 1,000k 6/1/2001 127 Transtrend B.V. DTP – Enhanced Risk (USD) 2.85 10,000k 1/1/1995 126 Dominion Capital Sapphire Program 2.86 3,000k 5/1/2005 125 IDS Capital IDS F&F Systematic Trading 2.91 50k 7/1/2013 124 Spectrum Asset Management LLC Global Diversified 2.97 2,000k 1/1/2001 123 Winton Capital Management Diversified 3.00 50,000k 10/1/1997 122 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.04 10,000k 8/1/2004 121 DUNN Capital Management DUNN Combined Fund (DCF) 3.15 100k 5/1/1989 120 SCT Capital Management The Adaptive Quant Trading (AQT) Program 3.20 10,000k 8/1/2009 119 Estlander & Partners Alpha Trend 3.27 30,000k 10/1/1991 118 Red Rock Capital, LLC Systematic Global Macro 3.34 500k 9/1/2003 117 AllMountain Capital AG Mount Denali Global Trends 3.38 160k 7/1/2007 116 Xplor Capital Management, LLC Global CTA Program 3.42 1,500k 7/1/2004 115 Superfund Group Superfund Blue SPC Class A (Gold) 3.44 50k 12/1/2007 114 John Locke Investments Cyril Systematic Program 3.57 8,000k 7/1/2000 113 Trigon Investment Advisors, LLC Foreign Exchange Program 3.57 5,000k 8/1/2000 112 Global Domain Partners, LLC Global Domain Vector Fund - Series A 3.60 500k 1/1/2006 111 Non Correlated Capital Positive Theta Fund 3.63 50k 10/1/2007 110 Saxon Investment Corporation Aggressive Diversified Program 3.66 2,000k 11/1/1993 109 Non Correlated Capital Positive Theta Program 3.66 250k 10/1/2007 108 Futures Truth Company, FTC-CTA 200K Options Strategy 3.67 200k 12/1/2009 107 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 3.71 5,000k 11/1/2012 106 Auctos Capital Management Auctos Global Diversified 3.71 3,000k 11/1/2007 105 Wavefront Global Asset Management IMFC Global Investment Program 3.73 2,000k 2/1/2007 104 Drury Capital Diversified Trend-Following Program 3.78 5,000k 5/1/1997 103 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.80 1,000k 9/1/1997 102 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 3.89 4,000k 2/1/2011 101 MERIT Alternative Investments GmbH Futures Portfolio 3.93 2,000k 6/1/1998 100 Wraith Capital LLP Wraith Dynamic Futures Fund 3.94 100k 1/1/2011 99 Robust Methods LLC Macro Managed Account 4.04 5,000k 1/1/2005 98 Dendrich Ltd QEP 4.09 50k 12/1/2005 97 Metolius Capital LLC Metolius Diversified 4.14 100k 6/1/2010 96 Conquest Capital Group Conquest Select 4.15 250k 6/1/2004 95 Kelly Angle Inc. Genesis Program 4.17 2,000k 4/1/2000 94 Alder Capital DAC Alder Global 10 4.20 250k 10/1/2000 93 Wimmer Horizon LLP Managed Account 4.20 5,000k 5/1/2005 92 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 4.20 1,000k 9/1/2009 91 White Indian Trading Co. SCS Program (Client) 4.21 250k 2/1/2011 90 Amplitude Capital International Limited Klassik Strategy 4.29 1,000k 9/1/2009 89 Estlander & Partners Global Markets 4.32 10,000k 8/1/1999 88 Jaguar Investments Ltd Vario Capital Strategy 4.37 1,000k 5/1/2016 87 Quantica Capital AG Quantica Managed Futures 4.45 10,000k 1/1/2005 86 Rivoli Fund Management Rivoli International Fund (V9) 4.46 5,000k 1/1/2002 85 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 4.51 200k 11/1/1999 84 HB Capital Management Inc. Diversified Program 4.61 50k 3/1/2008 83 Endeavour Capital LLP Endeavour Pembroke 4.71 2,000k 7/1/2007 82 Molinero Capital Management LLP Global Markets Program 4.73 2,000k 7/1/2005 81 Emil van Essen EvE Systematic Global Opportunities 4.83 1,000k 9/1/2007 80 Gladius Asset Management Fulham Program 4.85 2,000k 1/1/2008 79 Estlander & Partners Freedom 4.98 20,000k 8/1/2010 78 QCM Global Diversified Programme 5.04 500k 12/1/1995 77 Amplitude Capital International Limited Dynamic Strategy 5.15 6/1/2005 76 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 5.20 5,000k 12/1/2010 75 Robinson-Langley Capital Management, LLC Managed Account Program 5.20 200k 1/1/2007 74 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 5.26 10,000k 2/1/2008 73 Auspice Capital Advisors Ltd Auspice Diversified Program 5.30 1,500k 6/1/2007 72 DUNN Capital Management D'Best Futures Fund, L.P. 5.34 100k 6/1/1994 71 Commodity Strategies AG CSAG Active Long Short Commodity Program 5.37 5,000k 10/1/2007 70 Insch Capital Management SA Interbank Currency Program - 3X Leverage 5.40 100k 1/1/2000 69 Millburn Ridgefield Corporation Multi-Markets Program 5.43 25,000k 10/1/2004 68 Northfield Trading Diversified 5.50 2,000k 7/1/1989 67 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 5.51 0k 11/1/1996 66 Covenant Capital Management Aggressive Program 5.51 3,000k 2/1/2004 65 Chesapeake Capital Diversified (LV) 5.54 100k 2/1/1988 64 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 5.60 50k 9/1/2009 63 Zoi Capital, LLC Telio Program (Client) 5.78 200k 4/1/2010 62 Abraham Trading Company Diversified Program 5.82 10,000k 1/1/1988 61 IKOS IKOS FX Fund 5.90 1,000k 3/1/2008 60 QQFund.com QQFund.com Alpha Beta Program 5.91 100k 9/1/2008 59 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 5.97 25,000k 3/1/2010 58 Clarke Capital Management FX Plus 6.00 1,000k 5/1/2004 57 Mulvaney Capital Management The Mulvaney Global Markets Fund 6.07 100k 5/1/1999 56 Millburn Ridgefield Corporation Diversified Program 6.08 20,000k 2/1/1977 55 EMC Capital Advisors, LLC Classic 6.10 5,000k 1/1/1985 54 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 6.17 10k 7/1/2005 53 Mark J. Walsh Company Standard Program 6.22 2,000k 9/1/1985 52 Quantum Leap Capital Management Managed Account Program 6.32 300k 8/1/2006 51 Crabel Capital Management WPD Crabel Futures Program 6.33 1,000k 7/1/2008 50 Briarwood Capital Management, Inc. Diversified Trading Program 6.37 3,000k 7/1/2001 49 Claughton Capital ARP Institutional Program 6.49 1,000k 10/1/2005 48 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 6.53 10,000k 4/1/2004 47 Lynx Asset Management AB Lynx Program 6.56 75k 5/1/2000 46 Rivoli Fund Management Rivoli International Fund (E) 6.58 5,000k 10/1/1996 45 Rotella Capital Management Rotella Polaris Program (Diversified) 6.64 10,000k 1/1/1991 44 FORT LP Fort Global Contrarian 6.70 2,000k 10/1/2002 43 Manning & Napier MN Xenon Managed Futures (2x) Program 6.98 5,000k 6/1/2006 42 Neural Capital Ltd Sentinel Trading Program 7.14 2,000k 1/1/2006 41 Dreiss Research Corporation Diversified Program 7.31 1,000k 5/1/1991 40 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 7.45 500k 4/1/2009 39 Covenant Capital Management Original Program 7.55 5,000k 9/1/1999 38 Clarke Capital Management Jupiter 7.90 3,000k 5/1/2005 37 Blackwater Capital Management Global Program 8.06 5,000k 7/1/2005 36 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 8.25 100k 1/1/2005 35 Alder Capital DAC Alder Global 20 8.40 250k 2/1/2001 34 Rabar Market Research Diversified Program 8.60 2,000k 1/1/1989 33 Melissinos Trading Eupatrid Global Trends 8.67 50k 1/1/2011 32 Estlander & Partners Global XL 8.69 5,000k 8/1/1991 31 Eclipse Capital Management Global Monetary 8.73 5,000k 8/1/1990 30 Superfund Group Superfund Green Q-AG 8.99 2k 3/1/1996 29 Eckhardt Trading Company Evolution Strategies 9.04 20,000k 8/1/1991 28 FORT LP Fort Global Diversified 9.26 2,000k 3/1/2002 27 Superfund Group Superfund Green L.P. Series A 9.30 5k 10/1/2002 26 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 9.44 75k 6/1/2007 25 Angle Capital Management LLC AIP Program 9.71 100k 1/1/2010 24 Keck Capital Management LLC The Keck Program 9.84 2,000k 12/1/2003 23 ALFAKRAFT ALFA Commodity Fund 9.89 16k 6/1/2010 22 Estlander & Partners Alpha Trend II - Class P 10.00 100k 12/1/2008 21 Rabar Market Research Short-Term Program 10.59 2,000k 11/1/2009 20 Clarke Capital Management Millennium 10.64 1,000k 1/1/1998 19 Altradis Capital AG AlphAlgo 10.72 100k 5/1/2007 18 Eckhardt Trading Company Evolution Strategies 1.2X 10.88 10,000k 10/1/1991 17 Alee Capital Management, LLC Mistral Program 11.33 2,500k 1/1/1999 16 DUNN Capital Management World Monetary and Agriculture Program (WMA) 11.78 100k 11/1/1984 15 Hawksbill Capital Management Global Diversified 11.87 5,000k 11/1/1988 14 Rho Asset Management Rho Altius 1XL Program 12.22 5,000k 11/1/2007 13 Clarke Capital Management Worldwide 12.55 250k 1/1/1996 12 Alee Capital Management, LLC Poniente Program 12.61 2,500k 1/1/1999 11 Briarwood Capital Management, Inc. Diversified 2XL 13.18 250k 11/1/2004 10 Tactical Investment Management Tactical Institutional Commodity Program 13.53 10,000k 4/1/1993 9 Purple Valley Capital, Inc. Diversified Trend 1 13.64 100k 8/1/2008 8 Superfund Group Superfund Green Gold L.P. Series A-1 13.90 5k 4/1/2009 7 Superfund Group Superfund Green L.P. Series B 14.09 5k 10/1/2002 6 Superfund Group Superfund Green GCT USD 14.27 15k 1/1/2000 5 Superfund Group Superfund Green Gold L.P. Series B-1 17.27 5k 4/1/2009 4 Superfund Group Superfund Green Gold A (SPC) 17.94 5k 10/1/2005 3 Superfund Group Superfund Green Master 19.19 2,000k 5/1/2001 2 Superfund Group Superfund Green Gold B (SPC) 23.29 50k 10/1/2005 1 Superfund Group Superfund Green Gold C (SPC) 28.34 100k 10/1/2005 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.