Systematic Trader Index For May 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 May 2011 Min Inv Inception 237 Estlander & Partners Alpha Trend II - Class P -24.70 100k 12/1/2008 236 Superfund Group Superfund Green Gold C (SPC) -18.10 100k 10/1/2005 235 Superfund Group Superfund Green Master -17.72 2,000k 5/1/2001 234 Purple Valley Capital, Inc. Diversified Trend 1 -17.32 100k 8/1/2008 233 Tactical Investment Management Tactical Institutional Commodity Program -15.31 10,000k 4/1/1993 232 Claughton Capital ARP Institutional Program -14.00 1,000k 10/1/2005 231 Superfund Group Superfund Green Gold B (SPC) -13.96 50k 10/1/2005 230 Zoi Capital, LLC Telio Program (Client) -13.83 200k 4/1/2010 229 Superfund Group Superfund Green L.P. Series B -13.28 5k 10/1/2002 228 Superfund Group Superfund Green Gold L.P. Series B-1 -13.01 5k 4/1/2009 227 M.S. Capital Management Global Diversified Program -12.90 2,000k 11/1/1998 226 Superfund Group Superfund Green GCT USD -12.54 15k 1/1/2000 225 Mulvaney Capital Management The Mulvaney Global Markets Fund -11.82 100k 5/1/1999 224 Commodity Strategies AG CSAG Active Long Short Commodity Program -11.73 5,000k 10/1/2007 223 Rivoli Fund Management Rivoli International Fund (E) -10.63 5,000k 10/1/1996 222 Future Trade AG Thales Swing Trading Programme -10.33 250k 6/1/2007 221 DUNN Capital Management World Monetary and Agriculture Program (WMA) -10.05 100k 11/1/1984 220 Superfund Group Superfund Green Gold A (SPC) -9.94 5k 10/1/2005 219 EMC Capital Advisors, LLC Classic -9.80 5,000k 1/1/1985 218 Alee Capital Management, LLC Poniente Program -9.63 2,500k 1/1/1999 217 Alee Capital Management, LLC Mistral Program -9.60 2,500k 1/1/1999 216 Keck Capital Management LLC The Keck Program -9.56 2,000k 12/1/2003 215 IKOS IKOS FX Fund -9.49 1,000k 3/1/2008 214 Dreiss Research Corporation Diversified Program -9.48 1,000k 5/1/1991 213 Drury Capital Diversified Trend-Following Program -9.48 5,000k 5/1/1997 212 Chesapeake Capital Diversified (LV) -9.27 100k 2/1/1988 211 Superfund Group Superfund Green Gold L.P. Series A-1 -9.19 5k 4/1/2009 210 Rho Asset Management Rho Altius 1XL Program -9.06 5,000k 11/1/2007 209 Melissinos Trading Eupatrid Global Trends -9.06 50k 1/1/2011 208 Mark J. Walsh Company Standard Program -9.04 2,000k 9/1/1985 207 Superfund Group Superfund Green Q-AG -8.97 2k 3/1/1996 206 Welton Investment Partners Welton Global -8.86 10,000k 6/1/2004 205 Superfund Group Superfund Green L.P. Series A -8.84 5k 10/1/2002 204 Clarke Capital Management Millennium -8.80 1,000k 1/1/1998 203 Clarke Capital Management Worldwide -8.49 250k 1/1/1996 202 Estlander & Partners Global XL -8.27 5,000k 8/1/1991 201 Estlander & Partners Alpha Trend -8.13 30,000k 10/1/1991 200 Estlander & Partners Freedom -8.08 20,000k 8/1/2010 199 Hyman Beck and Company Global Portfolio -7.89 1,000k 3/1/1991 198 Angle Capital Management LLC AIP Program -7.73 100k 1/1/2010 197 Altradis Capital AG AlphAlgo -7.72 100k 5/1/2007 196 IKOS IKOS Futures Fund -7.70 1,000k 2/1/2010 195 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -7.64 0k 11/1/1996 194 Rabar Market Research Diversified Program -7.44 2,000k 1/1/1989 193 Parizek Capital Futures Trading Program -7.43 500k 4/1/2000 192 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -7.36 100k 1/1/2005 191 Amplitude Capital International Limited Dynamic Strategy -7.36 6/1/2005 190 Alder Capital DAC Alder Global 20 -7.30 250k 2/1/2001 189 Covenant Capital Management Original Program -7.11 5,000k 9/1/1999 188 Clarke Capital Management Jupiter -6.91 3,000k 5/1/2005 187 RAM Management Group MRTP Aggressive -6.80 1,000k 2/1/1998 186 Rivoli Fund Management Rivoli International Fund (V9) -6.78 5,000k 1/1/2002 185 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -6.70 1,000k 9/1/2009 184 Robinson-Langley Capital Management, LLC Managed Account Program -6.67 200k 1/1/2007 183 Non Correlated Capital Positive Theta Program -6.29 250k 10/1/2007 182 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -6.28 75k 6/1/2007 181 Amplitude Capital International Limited Klassik Strategy -6.20 1,000k 9/1/2009 180 Eclipse Capital Management Global Monetary -6.14 5,000k 8/1/1990 179 ALFAKRAFT ALFA Commodity Fund -6.08 16k 6/1/2010 178 Non Correlated Capital Positive Theta Fund -6.04 50k 10/1/2007 177 Lynx Asset Management AB Lynx Program -5.90 75k 5/1/2000 176 Conquest Capital Group Conquest Select -5.87 250k 6/1/2004 175 Somers Brothers Capital Diversified Futures Program #1 -5.84 100k 1/1/2005 174 DUNN Capital Management D'Best Futures Fund, L.P. -5.81 100k 6/1/1994 173 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A -5.80 100k 10/1/2010 172 Rotella Capital Management Rotella Polaris Program (Diversified) -5.65 10,000k 1/1/1991 171 Briarwood Capital Management, Inc. Diversified 2XL -5.60 250k 11/1/2004 170 Blackwater Capital Management Global Program -5.40 5,000k 7/1/2005 169 IDS Capital IDS F&F Systematic Trading -5.25 50k 7/1/2013 168 Eckhardt Trading Company Evolution Strategies 1.2X -5.23 10,000k 10/1/1991 167 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -5.10 10,000k 8/1/2009 166 Millburn Ridgefield Corporation Commodity Program -5.07 25,000k 3/1/2005 165 Robust Methods LLC Macro Managed Account -4.95 5,000k 1/1/2005 164 QCM Global Diversified Programme -4.94 500k 12/1/1995 163 Wimmer Horizon LLP Managed Account -4.93 5,000k 5/1/2005 162 Covenant Capital Management Aggressive Program -4.88 3,000k 2/1/2004 161 ISAM ISAM Systematic Trend Fund -4.74 1,000k 6/1/2001 160 Transtrend B.V. DTP – Enhanced Risk (JPY) -4.48 10,000k 8/1/2004 159 Transtrend B.V. DTP – Enhanced Risk (USD) -4.46 10,000k 1/1/1995 158 Transtrend B.V. DTP – Enhanced Risk (EUR) -4.46 10,000k 8/1/1999 157 Millburn Ridgefield Corporation Multi-Markets Program -4.46 25,000k 10/1/2004 156 Millburn Ridgefield Corporation Diversified Program -4.41 20,000k 2/1/1977 155 John Locke Investments Cyril Systematic Program -4.38 8,000k 7/1/2000 154 Wraith Capital LLP Wraith Dynamic Futures Fund -4.37 100k 1/1/2011 153 DUNN Capital Management DUNN Combined Fund (DCF) -4.31 100k 5/1/1989 152 MERIT Alternative Investments GmbH Futures Portfolio -4.28 2,000k 6/1/1998 151 Eckhardt Trading Company Evolution Strategies -4.26 20,000k 8/1/1991 150 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -4.18 10,000k 2/1/2008 149 Estlander & Partners Global Markets -4.10 10,000k 8/1/1999 148 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -4.05 5,000k 12/1/2010 147 Trigon Investment Advisors, LLC Foreign Exchange Program -4.03 5,000k 8/1/2000 146 John Locke Investments JL Commodity Long Flat Program -3.99 5,000k 12/1/2007 145 Spectrum Asset Management LLC Global Diversified -3.97 2,000k 1/1/2001 144 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -3.91 10,000k 3/1/2003 143 Alder Capital DAC Alder Global 10 -3.90 250k 10/1/2000 142 IKOS The IKOS Hedge Fund -3.89 10,000k 7/1/1998 141 Auctos Capital Management Auctos Global Diversified -3.75 3,000k 11/1/2007 140 Abraham Trading Company Diversified Program -3.68 10,000k 1/1/1988 139 Molinero Capital Management LLP Global Markets Program -3.61 2,000k 7/1/2005 138 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -3.60 5,000k 11/1/2012 137 Quantitative Investment Management Quantitative Global Program -3.22 20,000k 10/1/2003 136 Red Rock Capital, LLC Systematic Global Macro -3.21 500k 9/1/2003 135 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -3.15 10,000k 4/1/2004 134 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -3.09 1,000k 10/1/2006 133 Rabar Market Research Short-Term Program -3.07 2,000k 11/1/2009 132 Quantica Capital AG Quantica Managed Futures -3.02 5,000k 1/1/2005 131 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -3.02 10k 7/1/2005 130 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -2.96 500k 4/1/2009 129 Transtrend B.V. DTP – Standard Risk (EUR) -2.96 10,000k 2/1/1999 128 Wavefront Global Asset Management IMFC Global Investment Program -2.92 2,000k 2/1/2007 127 Metolius Capital LLC Metolius Diversified -2.85 100k 6/1/2010 126 Emil van Essen EvE Systematic Global Opportunities -2.83 1,000k 9/1/2007 125 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -2.81 200k 11/1/1999 124 Briarwood Capital Management, Inc. Diversified Trading Program -2.78 3,000k 7/1/2001 123 QQFund.com QQFund.com Alpha Beta Program -2.76 100k 9/1/2008 122 Rotella Capital Management Rotella Orion (Short-Term) Program -2.73 10,000k 3/1/2006 121 Northfield Trading Diversified -2.67 2,000k 7/1/1989 120 Parizek Capital Currency Program -2.64 1,000k 4/1/2006 119 Quantmetrics Capital Management LLP Directional 10V Strategy -2.53 10,000k 1/1/2007 118 RAM Management Group RAM MRTP 1X-Conservative -2.28 1,000k 9/1/1993 117 Hawksbill Capital Management Global Diversified -2.21 5,000k 11/1/1988 116 Kelly Angle Inc. Genesis Program -2.16 2,000k 4/1/2000 115 Winton Capital Management Diversified -2.16 50,000k 10/1/1997 114 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -2.15 150k 1/1/2011 113 Clarke Capital Management FX Plus -2.12 1,000k 5/1/2004 112 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.04 1k 10/1/2006 111 Saxon Investment Corporation Aggressive Diversified Program -1.98 2,000k 11/1/1993 110 Revolution Capital Management Alpha Program -1.88 5,000k 6/1/2007 109 Mobius Asset Management Custom Trading Program -1.83 100k 1/1/2002 108 Revolution Capital Management Alpha Fund -1.82 50k 1/1/2005 107 ROW Asset Managment Row Currency Program -1.80 1,000k 11/1/2010 106 Southwest Managed Investments, LLC Global Diversified -1.79 200k 1/1/2002 105 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -1.67 1,000k 5/1/2006 104 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.65 1,000k 3/1/1998 103 Wavefront Global Asset Management IMFC Global Concentrated -1.58 500k 4/1/2009 102 Rhicon Currency Management Rhicon Systematic Currency Program -1.51 3,000k 1/1/2004 101 Global Domain Partners, LLC Global Domain Vector Fund - Series A -1.51 500k 1/1/2006 100 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -1.48 4,000k 2/1/2011 99 Auspice Capital Advisors Ltd Auspice Diversified Program -1.44 1,500k 4/1/2006 98 Manning & Napier MN Xenon Managed Futures (2x) Program -1.43 5,000k 6/1/2006 97 Saxon Investment Corporation Diversified Program -1.31 3,000k 9/1/1988 96 Gladius Asset Management Fulham Program -1.30 2,000k 1/1/2008 95 Systematic Alpha Management Systematic Alpha Futures Program -1.30 100k 6/1/2004 94 Clarke Capital Management Global Basic -1.28 50k 2/1/1996 93 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.26 3,000k 5/1/2010 92 Heyden & Steindl GmbH TOMAC2 -1.22 5,000k 3/1/2003 91 Witter & Lester, Inc. Stock Index Futures Trading Program -1.22 400k 1/1/1988 90 Quantica Capital AG Quantica Diversified FX -1.20 5,000k 3/1/2007 89 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -1.02 1,000k 9/1/1997 88 Futures Truth Company, FTC-CTA MS4 -0.77 250k 10/1/2007 87 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.74 10,000k 1/1/2001 86 Quantis Asset Management PFM Systematic -0.69 15k 5/1/2010 85 FRP CAPITAL LLC FRP125+ -0.68 125k 1/1/2010 84 Ion Asset Architecture (Fund Program) Ion Fund -0.64 100k 11/1/2007 83 Ion Asset Architecture Ion Fund Program -0.64 10,000k 11/1/2007 82 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.62 4,000k 11/1/2008 81 Mobius Asset Management Diversified Program -0.59 250k 3/1/2004 80 Xplor Capital Management, LLC Global CTA Program -0.57 1,500k 7/1/2004 79 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.51 100k 2/1/2010 78 HB Capital Management Inc. Diversified Program -0.47 50k 3/1/2008 77 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.41 100k 1/1/2000 76 Dominion Capital Sapphire Program -0.40 3,000k 5/1/2005 75 Liberty Funds Group, Inc Liberty Wealth Protection Fund -0.37 250k 10/1/2009 74 NuWave Investment Management, LLC Combined Futures Portfolio -0.30 5,000k 6/1/2001 73 Dendrich Ltd QEP -0.30 50k 12/1/2005 72 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.30 250k 3/1/2010 71 NuWave Investment Management, LLC NuWave Investment Partners LP -0.28 250k 6/1/2001 70 Mondiale Asset Management Mondiale Trading Program -0.19 0k 9/1/1997 69 Quantmetrics Capital Management LLP Premier 12V Strategy -0.15 10,000k 4/1/2003 68 White Indian Trading Co. STAIRS (Client) -0.15 250k 5/1/2009 67 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.04 10,000k 8/1/2009 61 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund 0.00 100k 5/1/2011 63 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday 0.00 5,000k 5/1/2011 64 Adamah Capital LLC Asset Allocator Program 0.00 50k 3/1/2011 62 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.00 250k 5/1/2011 65 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 66 HiProb Trading Technology LLC HiProb-I 0.00 5,000k 7/1/2008 60 Diamond Capital Management Enhanced S&P Program 0.05 100k 10/1/2009 59 Blake Capital Management, Inc. SRD Short Equities 0.05 100k 1/1/2011 58 Ancile Capital Management Global Markets Program 0.15 2,000k 4/1/2005 57 Cauldron Investments, LLC Stock Index Plus 0.20 1,000k 10/1/2009 56 Ion Asset Architecture Ion Volium Fund 0.20 0k 4/1/2011 55 AllMountain Capital AG Mount Denali Global Trends 0.21 160k 7/1/2007 54 Mobius Asset Management Energy Weighted Program 0.23 250k 1/1/2005 53 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 0.39 1,500k 1/1/2009 52 Endeavour Capital LLP Endeavour Pembroke 0.45 2,000k 7/1/2007 51 Cranwood Capital Management Fixed Income Arbitrage Fund 0.60 250k 4/1/2008 50 Cranwood Capital Management Cranwood International Fund 0.60 250k 4/1/2008 49 Conquest Capital Group Conquest Macro 0.63 250k 5/1/1999 48 Seven Capital Management Seven Absolute Return 0.64 100k 6/1/2009 47 Witter & Lester, Inc. Redstone 0.72 500k 9/1/1994 46 QMS Capital Management LP QMS Diversified Global Macro Strategy 0.84 5,000k 6/1/2010 45 GLOBIVEST LLC Alpha Program 0.88 50k 4/1/2009 44 FORT LP Fort Global Contrarian 0.98 2,000k 10/1/2002 43 Esulep LLC MAX Esulep LLC MAX 0.98 500k 5/1/2008 42 Pacific Capital Advisors Vanguard Program 1.18 100k 4/1/2007 41 FORT LP Fort Global Diversified 1.26 2,000k 10/1/1993 40 Romanesco Capital Management B.V Persistence Program 1.34 5,000k 9/1/2005 39 Revolution Capital Management Mosaic Institutional Program 1.37 25,000k 9/1/2009 38 Diamond Peak Capital LLC Northstar (2x) program 1.57 250k 10/1/2008 37 Soaring Pelican, LLC Diversified S&P Program 1.97 100k 1/1/2011 36 Global Sigma Group, LLC AGSF 1.99 3,000k 4/1/2013 35 Quantis Asset Management Intraday Futures 2.06 250k 1/1/2010 34 Superfund Group Superfund Blue SPC Class A (EUR) 2.11 50k 4/1/2005 33 Crabel Capital Management WPD Crabel Futures Program 2.21 1,000k 7/1/2008 32 Crabel Capital Management Crabel Multi-Product 2.40 1,000k 3/1/1998 31 Tyche Capital Advisors LLC TCA Energy Spreads 2.40 100k 8/1/2008 30 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 2.59 25,000k 3/1/2010 29 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 2.69 250k 10/1/2009 28 Jaguar Investments Ltd Vario Capital Strategy 2.82 1,000k 5/1/2016 27 JLC Futures Management Company JLC Managed Futures Fund I, LP. 2.85 100k 8/1/2009 26 Neural Capital Ltd Sentinel Trading Program 2.99 2,000k 1/1/2006 25 Crescent Bay Capital Management Premium Stock Index Program 3.00 10k 10/1/2005 24 Arcanum Asset Management Equity Index Option Program (Prop) 3.00 500k 7/1/2006 23 Manning & Napier MN Xenon Global Fixed Income Program 3.05 2,000k 8/1/2004 22 Liberty Funds Group, Inc Liberty Diversified Option Strategy 3.15 750k 1/1/2009 21 Vantage Capital Management VCM Growth Program 3.16 100k 1/1/2011 20 Revolution Capital Management Mosaic Program 3.39 10,000k 10/1/2006 19 White Indian Trading Co. SCS Program (Client) 3.64 250k 2/1/2011 18 White Indian Trading Co. STAIRS - Futures Program (Client) 3.85 250k 10/1/2008 17 Clarke Capital Management Global Magnum 4.15 100k 8/1/1997 16 Pinstripe Trading, LLC Standard 4.24 125k 8/1/2009 15 FCI Capital Management TSFX1 4.35 20k 11/1/2010 14 Quantis Asset Management Ulysses Futures 4.36 1,000k 7/1/2009 13 Superfund Group Superfund Blue SPC Class A (Gold) 4.74 50k 12/1/2007 12 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 4.89 50k 9/1/2009 11 Gap Partners LLC Gap 5.39 250k 11/1/2009 10 Quantum Leap Capital Management Managed Account Program 5.40 300k 8/1/2006 9 Strategic Capital Advisors LLC Contrarian 500 5.54 500k 12/1/2003 8 Manning & Napier MN Xenon Global Fixed Income (2x) Program 5.87 1,000k 5/1/2010 7 Global Vista Advisors, LLC Global Vista Options ("GVO") 5.88 50k 10/1/2010 6 Emil van Essen Spread Trading Program 6.50 5,000k 12/1/2006 5 Kinkopf Capital Management KCM S&P (Proprietary) 7.45 100k 1/1/1999 4 Futures Truth Company, FTC-CTA 200K Options Strategy 7.83 200k 12/1/2009 3 Shield Plus LLC Shield Plus Natural Gas 7.87 50k 1/1/2004 2 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 13.03 25k 4/1/2010 1 Serac, LLC Diversified Reversal Program 47.27 200k 4/1/2011 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.