Systematic Trader Index For July 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 Jul 2011 Min Inv Inception 238 Diamond Peak Capital LLC Northstar (2x) program -9.12 250k 10/1/2008 237 Vantage Capital Management VCM Growth Program -8.16 100k 1/1/2011 236 Quantis Asset Management Intraday Futures -7.09 250k 1/1/2010 235 Shield Plus LLC Shield Plus Natural Gas -6.91 50k 1/1/2004 234 JLC Futures Management Company JLC Managed Futures Fund I, LP. -6.47 100k 8/1/2009 233 Heyden & Steindl GmbH TOMAC2 -6.23 5,000k 3/1/2003 232 Estlander & Partners Alpha Trend II - Class P -4.98 100k 12/1/2008 231 Dixon Midland Company LLC Dixon Midland Diversified LLC -3.62 250k 5/1/2011 230 Superfund Group Superfund Blue SPC Class A (EUR) -3.54 50k 4/1/2005 229 Witter & Lester, Inc. Stock Index Futures Trading Program -3.36 400k 1/1/1988 228 Crescent Bay Capital Management Premium Stock Index Program -2.92 10k 10/1/2005 227 Futures Truth Company, FTC-CTA 200K Options Strategy -2.83 200k 12/1/2009 226 GLOBIVEST LLC Alpha Program -2.55 50k 4/1/2009 225 Quantis Asset Management Ulysses Futures -2.52 1,000k 7/1/2009 224 Cauldron Investments, LLC Stock Index Plus -2.40 1,000k 10/1/2009 223 Diamond Capital Management Enhanced S&P Program -2.34 100k 10/1/2009 222 Systematic Alpha Management Systematic Alpha Futures Program -2.12 100k 6/1/2004 221 FCI Capital Management TSFX1 -2.10 20k 11/1/2010 220 White Indian Trading Co. SCS Program (Client) -2.05 250k 2/1/2011 219 Neural Capital Ltd Sentinel Trading Program -2.03 2,000k 1/1/2006 218 Revolution Capital Management Mosaic Program -1.95 10,000k 10/1/2006 217 Alee Capital Management, LLC Poniente Program -1.88 2,500k 1/1/1999 216 Estlander & Partners Alpha Trend -1.51 30,000k 10/1/1991 215 Gap Partners LLC Gap -1.48 250k 11/1/2009 214 Kinkopf Capital Management KCM S&P (Proprietary) -1.32 100k 1/1/1999 213 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.30 250k 10/1/2009 212 Dendrich Ltd QEP -1.30 50k 12/1/2005 211 Futures Truth Company, FTC-CTA MS4 -1.20 250k 10/1/2007 210 Alee Capital Management, LLC Mistral Program -1.05 2,500k 1/1/1999 209 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -1.04 1,000k 10/1/2006 208 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.04 10,000k 1/1/2001 207 Purple Valley Capital, Inc. Diversified Trend 1 -0.82 100k 8/1/2008 206 Pinstripe Trading, LLC Standard -0.80 125k 8/1/2009 205 Witter & Lester, Inc. Redstone -0.79 500k 9/1/1994 204 Revolution Capital Management Mosaic Institutional Program -0.73 25,000k 9/1/2009 203 Pacific Capital Advisors Vanguard Program -0.69 100k 4/1/2007 202 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.60 1,000k 3/1/1998 201 Mondiale Asset Management Mondiale Trading Program -0.53 0k 9/1/1997 200 Ion Asset Architecture Ion Fund Program -0.49 10,000k 11/1/2007 199 Ion Asset Architecture (Fund Program) Ion Fund -0.49 100k 11/1/2007 198 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -0.48 100k 5/1/2011 197 Emil van Essen Spread Trading Program -0.46 5,000k 12/1/2006 196 Blake Capital Management, Inc. SRD Short Equities -0.45 100k 1/1/2011 195 Quantis Asset Management PFM Systematic -0.44 15k 5/1/2010 194 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool -0.35 25k 4/1/2010 193 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -0.33 10,000k 8/1/2009 192 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday -0.30 5,000k 5/1/2011 191 Tyche Capital Advisors LLC TCA Energy Spreads -0.17 100k 8/1/2008 190 Strategic Capital Advisors LLC Contrarian 500 -0.07 250k 12/1/2003 189 Mobius Asset Management Energy Weighted Program -0.05 250k 1/1/2005 188 Northfield Trading Diversified -0.04 2,000k 7/1/1989 187 Mobius Asset Management Custom Trading Program -0.03 100k 1/1/2002 186 Quantmetrics Capital Management LLP Premier 12V Strategy -0.01 10,000k 4/1/2003 184 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 0.00 100k 7/1/2011 185 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 183 Ion Asset Architecture Ion Volium Fund 0.04 0k 4/1/2011 182 RAM Management Group RAM MRTP 1X-Conservative 0.08 1,000k 9/1/1993 181 Seven Capital Management Seven Absolute Return 0.20 100k 6/1/2009 179 Cranwood Capital Management Cranwood International Fund 0.20 250k 4/1/2008 180 Cranwood Capital Management Fixed Income Arbitrage Fund 0.20 250k 4/1/2008 178 Quantica Capital AG Quantica Diversified FX 0.21 5,000k 3/1/2007 177 Amplitude Capital International Limited Dynamic Strategy 0.25 6/1/2005 176 Crabel Capital Management Crabel Multi-Product 0.25 1,000k 3/1/1998 175 HB Capital Management Inc. Diversified Program 0.28 50k 3/1/2008 174 ROW Asset Managment Row Currency Program 0.28 1,000k 11/1/2010 173 John Locke Investments JL Commodity Long Flat Program 0.33 5,000k 12/1/2007 172 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 0.33 4,000k 11/1/2008 171 RAM Management Group MRTP Aggressive 0.35 1,000k 2/1/1998 170 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A 0.35 100k 10/1/2010 169 Esulep LLC MAX Esulep LLC MAX 0.38 500k 5/1/2008 168 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.40 250k 3/1/2010 167 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.49 1,000k 9/1/1997 166 Drury Capital Diversified Trend-Following Program 0.52 5,000k 5/1/1997 165 Romanesco Capital Management B.V Persistence Program 0.52 5,000k 9/1/2005 164 Dominion Capital Sapphire Program 0.53 3,000k 5/1/2005 163 Mobius Asset Management Diversified Program 0.64 250k 3/1/2004 162 Saxon Investment Corporation Diversified Program 0.65 3,000k 9/1/1988 161 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.68 100k 2/1/2010 160 Claughton Capital ARP Institutional Program 0.75 1,000k 10/1/2005 159 Rhicon Currency Management Rhicon Systematic Currency Program 0.81 3,000k 1/1/2004 158 Eckhardt Trading Company Evolution Strategies 0.85 20,000k 8/1/1991 157 Eckhardt Trading Company Evolution Strategies 1.2X 0.91 10,000k 10/1/1991 156 Wavefront Global Asset Management IMFC Global Concentrated 1.03 500k 4/1/2009 155 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.06 1,000k 5/1/2006 154 Jaguar Investments Ltd Vario Capital Strategy 1.08 1,000k 5/1/2016 153 Non Correlated Capital Positive Theta Fund 1.12 50k 10/1/2007 152 Trigon Investment Advisors, LLC Foreign Exchange Program 1.12 5,000k 8/1/2000 151 Quantitative Investment Management Quantitative Global Program 1.14 20,000k 10/1/2003 150 Quantmetrics Capital Management LLP Directional 10V Strategy 1.14 10,000k 1/1/2007 149 Non Correlated Capital Positive Theta Program 1.15 250k 10/1/2007 148 Tactical Investment Management Tactical Institutional Commodity Program 1.19 10,000k 4/1/1993 147 Revolution Capital Management Alpha Program 1.19 5,000k 6/1/2007 146 Metolius Capital LLC Metolius Diversified 1.22 100k 6/1/2010 145 Saxon Investment Corporation Aggressive Diversified Program 1.24 2,000k 11/1/1993 144 Transtrend B.V. DTP – Standard Risk (EUR) 1.27 10,000k 2/1/1999 143 Conquest Capital Group Conquest Select 1.32 250k 6/1/2004 142 Revolution Capital Management Alpha Fund 1.38 50k 1/1/2005 141 Endeavour Capital LLP Endeavour Pembroke 1.38 2,000k 7/1/2007 140 Liberty Funds Group, Inc Liberty Diversified Option Strategy 1.54 750k 1/1/2009 139 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 1.58 10,000k 4/1/2004 138 Dreiss Research Corporation Diversified Program 1.58 1,000k 5/1/1991 137 FRP CAPITAL LLC FRP125+ 1.59 125k 1/1/2010 136 Gladius Asset Management Fulham Program 1.61 2,000k 1/1/2008 135 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 1.63 4,000k 2/1/2011 134 Estlander & Partners Freedom 1.69 20,000k 8/1/2010 133 IKOS IKOS FX Fund 1.71 1,000k 3/1/2008 132 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.78 10,000k 8/1/2004 131 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.79 100k 1/1/2000 130 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 1.87 1,000k 9/1/2009 129 Soaring Pelican, LLC Diversified S&P Program 1.87 100k 1/1/2011 128 Transtrend B.V. DTP – Enhanced Risk (USD) 1.89 10,000k 1/1/1995 127 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 1.93 5,000k 11/1/2012 126 Xplor Capital Management, LLC Global CTA Program 1.98 1,500k 7/1/2004 125 Adamah Capital LLC Asset Allocator Program 2.00 50k 3/1/2011 124 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.01 10,000k 8/1/1999 123 Robust Methods LLC Macro Managed Account 2.04 5,000k 1/1/2005 122 SCT Capital Management The Adaptive Quant Trading (AQT) Program 2.08 10,000k 8/1/2009 121 Millburn Ridgefield Corporation Commodity Program 2.09 25,000k 3/1/2005 120 Briarwood Capital Management, Inc. Diversified Trading Program 2.16 3,000k 7/1/2001 119 Covenant Capital Management Aggressive Program 2.20 3,000k 2/1/2004 118 IKOS The IKOS Hedge Fund 2.28 10,000k 7/1/1998 117 IDS Capital IDS F&F Systematic Trading 2.30 50k 7/1/2013 116 Manning & Napier MN Xenon Global Fixed Income Program 2.30 2,000k 8/1/2004 115 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 2.34 1,500k 1/1/2009 114 Global Sigma Group, LLC AGSF 2.42 3,000k 4/1/2013 113 ISAM ISAM Systematic Trend Fund 2.54 1,000k 6/1/2001 112 Southwest Managed Investments, LLC Global Diversified 2.56 200k 1/1/2002 111 MERIT Alternative Investments GmbH Futures Portfolio 2.64 2,000k 6/1/1998 110 Arcanum Asset Management Equity Index Option Program (Prop) 2.67 500k 7/1/2006 109 Molinero Capital Management LLP Global Markets Program 2.71 2,000k 7/1/2005 108 Auspice Auspice Diversified Program 2.77 1,500k 6/1/2007 107 Crabel Capital Management WPD Crabel Futures Program 2.79 1,000k 7/1/2008 106 Quantum Leap Capital Management Managed Account Program 2.80 300k 8/1/2006 105 Rotella Capital Management Rotella Polaris Program (Diversified) 2.82 10,000k 1/1/1991 104 Auspice Auspice Managed Futures Excess Return Index 2.91 5,000k 12/1/2010 103 Amplitude Capital International Limited Klassik Strategy 2.93 1,000k 9/1/2009 102 Emil van Essen EvE Systematic Global Opportunities 2.96 1,000k 9/1/2007 101 Mark J. Walsh Company Standard Program 2.96 2,000k 9/1/1985 100 Wavefront Global Asset Management IMFC Global Investment Program 2.96 2,000k 2/1/2007 99 Commodity Strategies AG CSAG Active Long Short Commodity Program 2.99 5,000k 10/1/2007 98 Red Rock Capital, LLC Systematic Global Macro 3.08 500k 9/1/2003 97 QQFund.com QQFund.com Alpha Beta Program 3.49 100k 9/1/2008 96 Chesapeake Capital Diversified (LV) 3.51 100k 2/1/1988 95 IKOS IKOS Futures Fund 3.55 1,000k 2/1/2010 94 QCM Global Diversified Programme 3.62 500k 12/1/1995 93 Spectrum Asset Management LLC Global Diversified 3.65 2,000k 1/1/2001 92 Robinson-Langley Capital Management, LLC Managed Account Program 3.65 200k 1/1/2007 91 Estlander & Partners Global Markets 3.66 10,000k 8/1/1999 90 AllMountain Capital AG Mount Denali Global Trends 3.68 160k 7/1/2007 89 Clarke Capital Management Global Magnum 3.91 100k 8/1/1997 88 White Indian Trading Co. STAIRS (Client) 3.92 250k 5/1/2009 87 Millburn Ridgefield Corporation Diversified Program 3.95 20,000k 2/1/1977 86 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 3.95 25,000k 3/1/2010 85 QMS Capital Management LP QMS Diversified Global Macro Strategy 4.00 5,000k 6/1/2010 84 Manning & Napier MN Xenon Global Fixed Income (2x) Program 4.00 1,000k 5/1/2010 83 HiProb Trading Technology LLC HiProb-I 4.00 5,000k 7/1/2008 82 Rotella Capital Management Rotella Orion (Short-Term) Program 4.05 10,000k 3/1/2006 81 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 4.12 10,000k 2/1/2008 80 Millburn Ridgefield Corporation Multi-Markets Program 4.12 25,000k 10/1/2004 79 SEB Asset Management SEB Asset Selection Fund C (EUR) 4.15 1k 10/1/2006 78 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 4.15 10k 7/1/2005 77 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 4.25 75k 6/1/2007 76 Briarwood Capital Management, Inc. Diversified 2XL 4.29 250k 11/1/2004 75 Covenant Capital Management Original Program 4.30 5,000k 9/1/1999 74 Welton Investment Partners Welton Global 4.32 10,000k 6/1/2004 73 Auctos Capital Management Auctos Global Diversified 4.41 3,000k 11/1/2007 72 Altradis Capital AG AlphAlgo 4.51 100k 5/1/2007 71 Liberty Funds Group, Inc Liberty Wealth Protection Fund 4.56 250k 10/1/2009 70 Winton Capital Management Diversified 4.59 50,000k 10/1/1997 69 Alder Capital DAC Alder Global 10 4.60 250k 10/1/2000 68 ALFAKRAFT ALFA Commodity Fund 4.68 16k 6/1/2010 67 John Locke Investments Cyril Systematic Program 4.82 8,000k 7/1/2000 66 Global Domain Partners, LLC Global Domain Vector Fund - Series A 4.82 500k 1/1/2006 65 Rho Asset Management Rho Altius 1XL Program 4.88 5,000k 11/1/2007 64 Clarke Capital Management Global Basic 5.11 50k 2/1/1996 63 Ancile Capital Management Global Markets Program 5.38 2,000k 4/1/2005 62 Hyman Beck and Company Global Portfolio 5.43 1,000k 3/1/1991 61 M.S. Capital Management Global Diversified Program 5.51 2,000k 11/1/1998 60 Melissinos Trading Eupatrid Global Trends 5.51 100k 1/1/2011 59 Superfund Group Superfund Blue SPC Class A (Gold) 5.52 50k 12/1/2007 58 Quantica Capital AG Quantica Managed Futures 5.53 10,000k 1/1/2005 57 Superfund Group Superfund Green L.P. Series A 5.55 5k 10/1/2002 56 Wimmer Horizon LLP Managed Account 5.56 5,000k 5/1/2005 55 Manning & Napier MN Xenon Managed Futures (2x) Program 5.62 5,000k 6/1/2006 54 Abraham Trading Company Diversified Program 5.64 10,000k 1/1/1988 53 Clarke Capital Management FX Plus 5.67 1,000k 5/1/2004 52 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 5.78 10,000k 3/1/2003 51 Rabar Market Research Diversified Program 5.79 2,000k 1/1/1989 50 Clarke Capital Management Worldwide 5.97 250k 1/1/1996 49 Eclipse Capital Management Global Monetary 6.03 5,000k 8/1/1990 48 Superfund Group Superfund Green Q-AG 6.16 2k 3/1/1996 47 Strategic Capital Advisors LLC Multi-strategy Futures Program 6.52 3,000k 5/1/2010 46 NuWave Investment Management, LLC Combined Futures Portfolio 6.57 5,000k 6/1/2001 45 Zoi Capital, LLC Telio Program (Client) 6.64 200k 4/1/2010 44 Hawksbill Capital Management Global Diversified 6.66 5,000k 11/1/1988 43 NuWave Investment Management, LLC NuWave Investment Partners LP 6.80 250k 6/1/2001 42 EMC Capital Advisors, LLC Classic 6.80 5,000k 1/1/1985 41 Lynx Asset Management AB Lynx Program 6.83 75k 5/1/2000 40 Wraith Capital LLP Wraith Dynamic Futures Fund 6.85 100k 1/1/2011 39 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 6.94 0k 11/1/1996 38 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 6.94 200k 11/1/1999 37 White Indian Trading Co. STAIRS - Futures Program (Client) 7.05 250k 10/1/2008 36 Clarke Capital Management Jupiter 7.14 3,000k 5/1/2005 35 Parizek Capital Currency Program 7.27 1,000k 4/1/2006 34 Blackwater Capital Management Global Program 7.29 5,000k 7/1/2005 33 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 7.46 100k 1/1/2005 32 Estlander & Partners Global XL 7.52 5,000k 8/1/1991 31 Conquest Capital Group Conquest Macro 7.93 250k 5/1/1999 30 Rabar Market Research Short-Term Program 7.97 2,000k 11/1/2009 29 Rivoli Fund Management Rivoli International Fund (V9) 8.21 5,000k 1/1/2002 28 Superfund Group Superfund Green L.P. Series B 8.49 5k 10/1/2002 27 Parizek Capital Futures Trading Program 8.64 500k 4/1/2000 26 FORT LP Fort Global Contrarian 8.73 2,000k 10/1/2002 25 Alder Capital DAC Alder Global 20 8.80 250k 2/1/2001 24 Superfund Group Superfund Green GCT USD 8.95 15k 1/1/2000 23 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 10.02 500k 4/1/2009 22 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 10.78 50k 9/1/2009 21 Mulvaney Capital Management The Mulvaney Global Markets Fund 11.15 100k 5/1/1999 20 Keck Capital Management LLC The Keck Program 11.33 2,000k 12/1/2003 19 DUNN Capital Management DUNN Combined Fund (DCF) 11.43 100k 5/1/1989 18 Somers Brothers Capital Diversified Futures Program #1 11.74 100k 1/1/2005 17 Global Vista Advisors, LLC Global Vista Options ("GVO") 11.94 50k 10/1/2010 16 Superfund Group Superfund Green Master 12.46 2,000k 5/1/2001 15 Rivoli Fund Management Rivoli International Fund (E) 12.71 5,000k 10/1/1996 14 Serac, LLC Diversified Reversal Program 13.05 200k 4/1/2011 13 FORT LP Fort Global Diversified 13.13 2,000k 3/1/2002 12 Superfund Group Superfund Green Gold L.P. Series A-1 13.63 5k 4/1/2009 11 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD 13.92 150k 1/1/2011 10 Clarke Capital Management Millennium 13.97 1,000k 1/1/1998 9 Superfund Group Superfund Green Gold A (SPC) 14.19 5k 10/1/2005 8 DUNN Capital Management D'Best Futures Fund, L.P. 14.25 100k 6/1/1994 7 Kelly Angle Inc. Genesis Program 14.92 2,000k 4/1/2000 6 Angle Capital Management LLC AIP Program 15.36 100k 1/1/2010 5 Superfund Group Superfund Green Gold L.P. Series B-1 16.42 5k 4/1/2009 4 Superfund Group Superfund Green Gold B (SPC) 17.41 50k 10/1/2005 3 Future Trade AG Thales Swing Trading Programme 18.35 250k 6/1/2007 2 DUNN Capital Management World Monetary and Agriculture Program (WMA) 19.93 100k 11/1/1984 1 Superfund Group Superfund Green Gold C (SPC) 20.49 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.