Systematic Trader Index For August 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 Aug 2011 Min Inv Inception 246 Vantage Capital Management VCM Growth Program -25.28 100k 1/1/2011 245 QQFund.com QQFund.com Alpha Beta Program -21.34 100k 9/1/2008 244 Parizek Capital Currency Program -18.99 1,000k 4/1/2006 243 Revolution Capital Management Mosaic Program -16.88 10,000k 10/1/2006 242 Strategic Capital Advisors LLC Contrarian 500 -14.79 500k 12/1/2003 241 White Indian Trading Co. SCS Program (Client) -13.72 250k 2/1/2011 240 Pinstripe Trading, LLC Standard -10.79 125k 8/1/2009 239 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool -10.79 25k 4/1/2010 238 Adamah Capital LLC Asset Allocator Program -10.50 50k 3/1/2011 237 Futures Truth Company, FTC-CTA 200K Options Strategy -9.51 200k 12/1/2009 236 Diamond Peak Capital LLC Northstar (2x) program -9.20 250k 10/1/2008 235 Heyden & Steindl GmbH TOMAC2 -8.55 5,000k 3/1/2003 234 Drury Capital Diversified Trend-Following Program -8.34 5,000k 5/1/1997 233 Crescent Bay Capital Management Premium Stock Index Program -7.89 10k 10/1/2005 232 IKOS IKOS FX Fund -6.99 1,000k 3/1/2008 231 Liberty Funds Group, Inc Liberty Diversified Option Strategy -6.77 750k 1/1/2009 230 Revolution Capital Management Mosaic Institutional Program -6.65 25,000k 9/1/2009 229 Quantis Asset Management PFM Systematic -6.13 15k 5/1/2010 228 Rhicon Currency Management Rhicon Systematic Currency Program -6.10 3,000k 1/1/2004 227 Dominion Capital Sapphire Program -5.29 3,000k 5/1/2005 226 ROW Asset Managment Row Currency Program -4.60 1,000k 11/1/2010 225 Endeavour Capital LLP Endeavour Pembroke -4.39 2,000k 7/1/2007 224 M.S. Capital Management Global Diversified Program -4.37 2,000k 11/1/1998 223 Trigon Investment Advisors, LLC Foreign Exchange Program -4.08 5,000k 8/1/2000 222 Diamond Capital Management Enhanced S&P Program -3.90 100k 10/1/2009 221 DUNN Capital Management DUNN Combined Fund (DCF) -3.88 100k 5/1/1989 220 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -3.87 5,000k 11/1/2012 219 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -3.86 100k 5/1/2011 218 Cauldron Investments, LLC Stock Index Plus -3.82 1,000k 10/1/2009 217 Dendrich Ltd QEP -3.79 50k 12/1/2005 216 Alder Capital DAC Alder Global 20 -3.70 250k 2/1/2001 215 Emil van Essen EvE Systematic Global Opportunities -3.61 1,000k 9/1/2007 214 Transtrend B.V. DTP – Enhanced Risk (JPY) -3.56 10,000k 8/1/2004 213 Welton Investment Partners Welton Global -3.51 10,000k 6/1/2004 212 Transtrend B.V. DTP – Enhanced Risk (EUR) -3.50 10,000k 8/1/1999 211 Systematic Alpha Management Systematic Alpha Futures Program -3.48 100k 6/1/2004 210 Dreiss Research Corporation Diversified Program -3.26 1,000k 5/1/1991 209 QCM Global Diversified Programme -3.26 500k 12/1/1995 208 Quantum Leap Capital Management Managed Account Program -3.20 300k 8/1/2006 207 Transtrend B.V. DTP – Enhanced Risk (USD) -3.20 10,000k 1/1/1995 206 Quantica Capital AG Quantica Diversified FX -2.99 5,000k 3/1/2007 205 QMS Capital Management LP QMS Diversified Global Macro Strategy -2.79 5,000k 6/1/2010 204 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -2.77 10,000k 4/1/2004 203 Blackwater Capital Management Global Program -2.73 5,000k 7/1/2005 202 Eclipse Capital Management Global Monetary -2.58 5,000k 8/1/1990 201 JLC Futures Management Company JLC Managed Futures Fund I, LP. -2.50 100k 8/1/2009 200 Crabel Capital Management Crabel Multi-Product -2.50 1,000k 3/1/1998 199 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -2.40 10,000k 8/1/2009 198 Transtrend B.V. DTP – Standard Risk (EUR) -2.37 10,000k 2/1/1999 197 IDS Capital IDS F&F Systematic Trading -2.13 50k 7/1/2013 196 Abraham Trading Company Diversified Program -2.06 10,000k 1/1/1988 195 Liberty Funds Group, Inc Liberty Wealth Protection Fund -2.04 250k 10/1/2009 194 Briarwood Capital Management, Inc. Diversified 2XL -2.03 250k 11/1/2004 193 Tyche Capital Advisors LLC TCA Energy Spreads -2.00 100k 8/1/2008 192 EMC Capital Advisors, LLC Classic -2.00 5,000k 1/1/1985 191 IKOS The IKOS Hedge Fund -1.99 10,000k 7/1/1998 190 Shield Plus LLC Shield Plus Natural Gas -1.97 50k 1/1/2004 189 Emil van Essen Spread Trading Program -1.94 5,000k 12/1/2006 188 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.87 250k 5/1/2011 187 Commodity Strategies AG CSAG Active Long Short Commodity Program -1.75 5,000k 10/1/2007 186 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A -1.72 100k 10/1/2010 185 Zoi Capital, LLC Telio Program (Client) -1.71 200k 4/1/2010 184 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.66 10,000k 3/1/2003 183 Alder Capital DAC Alder Global 10 -1.60 250k 10/1/2000 182 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.57 200k 11/1/1999 181 Global Sigma Group, LLC AGSF -1.55 3,000k 4/1/2013 180 Quantis Asset Management Ulysses Futures -1.48 1,000k 7/1/2009 179 Millburn Ridgefield Corporation Diversified Program -1.43 20,000k 2/1/1977 178 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -1.39 250k 3/1/2010 177 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -1.28 10,000k 2/1/2008 176 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.25 10,000k 1/1/2001 175 Auspice Capital Advisors Ltd Auspice Diversified Program -1.20 1,500k 4/1/2006 174 Ion Asset Architecture Ion Fund Program -1.17 10,000k 11/1/2007 173 Ion Asset Architecture (Fund Program) Ion Fund -1.17 100k 11/1/2007 172 Molinero Capital Management LLP Global Markets Program -1.11 2,000k 7/1/2005 171 Chesapeake Capital Diversified (LV) -1.03 100k 2/1/1988 170 Briarwood Capital Management, Inc. Diversified Trading Program -1.01 3,000k 7/1/2001 169 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -1.01 1,500k 1/1/2009 168 Non Correlated Capital Positive Theta Program -0.89 250k 10/1/2007 167 Non Correlated Capital Positive Theta Fund -0.89 50k 10/1/2007 166 Pacific Capital Advisors Vanguard Program -0.86 100k 4/1/2007 165 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.83 3,000k 5/1/2010 164 Millburn Ridgefield Corporation Multi-Markets Program -0.78 25,000k 10/1/2004 163 Millburn Ridgefield Corporation Commodity Program -0.61 25,000k 3/1/2005 162 Hyman Beck and Company Global Portfolio -0.57 1,000k 3/1/1991 161 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.47 10,000k 8/1/2009 160 Hawksbill Capital Management Global Diversified -0.42 5,000k 11/1/1988 159 Rabar Market Research Diversified Program -0.37 2,000k 1/1/1989 158 John Locke Investments JL Commodity Long Flat Program -0.34 5,000k 12/1/2007 157 Eckhardt Trading Company Evolution Strategies -0.32 20,000k 8/1/1991 156 Clarke Capital Management Jupiter -0.31 3,000k 5/1/2005 155 MERIT Alternative Investments GmbH Futures Portfolio -0.30 2,000k 6/1/1998 154 Eckhardt Trading Company Evolution Strategies 1.2X -0.29 10,000k 10/1/1991 153 Blake Capital Management, Inc. SRD Short Equities -0.29 100k 1/1/2011 152 Estlander & Partners Global XL -0.19 5,000k 8/1/1991 151 Metolius Capital LLC Metolius Diversified -0.15 100k 6/1/2010 150 Superfund Group Superfund Green L.P. Series A -0.09 5k 10/1/2002 149 Revolution Capital Management Alpha Fund -0.07 50k 1/1/2005 148 Estlander & Partners Global Markets -0.07 10,000k 8/1/1999 147 Rotella Capital Management Rotella Orion (Short-Term) Program -0.04 10,000k 3/1/2006 137 ALFAKRAFT ALFA Rubicon Fund 0.00 16k 8/1/2011 138 Blake Capital Management, Inc. SRD Energies 0.00 100k 8/1/2011 140 White Indian Trading Co. SCS Interest Rate Program (Client) 0.00 250k 8/1/2011 139 UNISystems Research Inc. Wall Street Program 0.00 20k 8/1/2011 146 Madison Park Capital Partners, LLC MPCP Sentiment Trading Fund 0.00 350k 8/1/2011 143 Altus Trading, LLC Managed Forex Program A 0.00 50k 8/1/2011 141 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 142 Hoss Capital Management, LLC Hoss Agricultural Futures Program 0.00 100k 8/1/2011 144 Ion Asset Architecture Ion Volium Fund 0.00 0k 4/1/2011 145 Sequoia Hill Capital Management SHCM British Pound AP 0.00 50k 8/1/2011 136 Witter & Lester, Inc. Redstone 0.15 500k 9/1/1994 135 Rotella Capital Management Rotella Polaris Program (Diversified) 0.15 10,000k 1/1/1991 134 Superfund Group Superfund Green L.P. Series B 0.16 5k 10/1/2002 133 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.20 1,000k 3/1/1998 132 FRP CAPITAL LLC FRP125+ 0.23 125k 1/1/2010 131 IKOS IKOS Futures Fund 0.23 1,000k 2/1/2010 130 Quantitative Investment Management Quantitative Global Program 0.30 20,000k 10/1/2003 129 Revolution Capital Management Alpha Program 0.36 5,000k 6/1/2007 128 Saxon Investment Corporation Diversified Program 0.38 3,000k 9/1/1988 127 Red Rock Capital, LLC Systematic Global Macro 0.42 500k 9/1/2003 126 Mobius Asset Management Energy Weighted Program 0.43 250k 1/1/2005 125 Spectrum Asset Management LLC Global Diversified 0.45 2,000k 1/1/2001 124 Wimmer Horizon LLP Managed Account 0.46 5,000k 5/1/2005 123 HB Capital Management Inc. Diversified Program 0.48 50k 3/1/2008 122 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.56 100k 1/1/2000 121 Saxon Investment Corporation Aggressive Diversified Program 0.64 2,000k 11/1/1993 120 Superfund Group Superfund Green Q-AG 0.64 2k 3/1/1996 119 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 0.67 1,000k 10/1/2006 118 Global Domain Partners, LLC Global Domain Vector Fund - Series A 0.69 500k 1/1/2006 117 Crabel Capital Management WPD Crabel Futures Program 0.69 1,000k 7/1/2008 116 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 0.78 4,000k 11/1/2008 115 Superfund Group Superfund Green GCT USD 0.83 15k 1/1/2000 114 Futures Truth Company, FTC-CTA MS4 0.88 250k 10/1/2007 113 Mobius Asset Management Diversified Program 0.90 250k 3/1/2004 112 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.92 1k 10/1/2006 111 Lynx Asset Management AB Lynx Program 0.95 75k 5/1/2000 110 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 0.98 5,000k 12/1/2010 109 Clarke Capital Management Worldwide 1.00 250k 1/1/1996 108 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday 1.02 5,000k 5/1/2011 107 Wavefront Global Asset Management IMFC Global Investment Program 1.03 2,000k 2/1/2007 106 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 1.09 75k 6/1/2007 105 Superfund Group Superfund Blue SPC Class A (EUR) 1.11 50k 4/1/2005 104 Witter & Lester, Inc. Stock Index Futures Trading Program 1.11 400k 1/1/1988 103 Serac, LLC Diversified Reversal Program 1.13 200k 4/1/2011 102 Auctos Capital Management Auctos Global Diversified 1.14 3,000k 11/1/2007 101 FCI Capital Management TSFX1 1.16 20k 11/1/2010 100 Arcanum Asset Management Equity Index Option Program (Prop) 1.36 500k 7/1/2006 99 ALFAKRAFT ALFA Commodity Fund 1.39 16k 6/1/2010 98 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 1.40 500k 4/1/2009 97 Clarke Capital Management Millennium 1.41 1,000k 1/1/1998 96 Winton Capital Management Diversified 1.43 50,000k 10/1/1997 95 ISAM ISAM Systematic Trend Fund 1.49 1,000k 6/1/2001 94 Superfund Group Superfund Green Master 1.57 2,000k 5/1/2001 93 White Indian Trading Co. STAIRS - Futures Program (Client) 1.58 250k 10/1/2008 92 Mulvaney Capital Management The Mulvaney Global Markets Fund 1.59 100k 5/1/1999 91 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 1.69 4,000k 2/1/2011 90 NuWave Investment Management, LLC Combined Futures Portfolio 1.73 5,000k 6/1/2001 89 AllMountain Capital AG Mount Denali Global Trends 1.85 160k 7/1/2007 88 Clarke Capital Management FX Plus 1.88 1,000k 5/1/2004 87 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 1.88 100k 2/1/2010 86 NuWave Investment Management, LLC NuWave Investment Partners LP 2.01 250k 6/1/2001 85 Rivoli Fund Management Rivoli International Fund (V9) 2.07 5,000k 1/1/2002 84 Covenant Capital Management Aggressive Program 2.08 3,000k 2/1/2004 83 Robinson-Langley Capital Management, LLC Managed Account Program 2.11 200k 1/1/2007 82 Quantmetrics Capital Management LLP Premier 12V Strategy 2.13 10,000k 4/1/2003 81 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 2.52 25,000k 3/1/2010 80 Conquest Capital Group Conquest Macro 2.54 250k 5/1/1999 79 Estlander & Partners Freedom 2.59 20,000k 8/1/2010 78 Manning & Napier MN Xenon Global Fixed Income Program 2.85 2,000k 8/1/2004 77 Jaguar Investments Ltd Vario Capital Strategy 2.91 1,000k 5/1/2016 76 Xplor Capital Management, LLC Global CTA Program 2.91 1,500k 7/1/2004 75 Gap Partners LLC Gap 3.00 250k 11/1/2009 74 Covenant Capital Management Original Program 3.05 5,000k 9/1/1999 73 Ancile Capital Management Global Markets Program 3.09 2,000k 4/1/2005 72 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 3.16 10k 7/1/2005 71 Rivoli Fund Management Rivoli International Fund (E) 3.20 5,000k 10/1/1996 70 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 3.28 100k 1/1/2005 69 Tactical Investment Management Tactical Institutional Commodity Program 3.30 10,000k 4/1/1993 68 Wavefront Global Asset Management IMFC Global Concentrated 3.34 500k 4/1/2009 67 John Locke Investments Cyril Systematic Program 3.46 8,000k 7/1/2000 66 Esulep LLC MAX Esulep LLC MAX 3.48 500k 5/1/2008 65 Seven Capital Management Seven Absolute Return 3.51 100k 6/1/2009 64 Estlander & Partners Alpha Trend 3.56 30,000k 10/1/1991 63 Amplitude Capital International Limited Dynamic Strategy 3.71 6/1/2005 62 Gladius Asset Management Fulham Program 3.72 2,000k 1/1/2008 61 Robust Methods LLC Macro Managed Account 3.76 5,000k 1/1/2005 60 Rabar Market Research Short-Term Program 4.17 2,000k 11/1/2009 59 White Indian Trading Co. STAIRS (Client) 4.17 250k 5/1/2009 58 Mark J. Walsh Company Standard Program 4.24 2,000k 9/1/1985 57 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 4.29 1,000k 9/1/1997 55 Cranwood Capital Management Cranwood International Fund 4.30 250k 4/1/2008 56 Cranwood Capital Management Fixed Income Arbitrage Fund 4.30 250k 4/1/2008 54 Somers Brothers Capital Diversified Futures Program #1 4.30 100k 1/1/2005 53 GLOBIVEST LLC Alpha Program 4.51 50k 4/1/2009 52 DUNN Capital Management D'Best Futures Fund, L.P. 4.71 100k 6/1/1994 51 Mondiale Asset Management Mondiale Trading Program 4.80 0k 9/1/1997 50 Clarke Capital Management Global Magnum 4.89 100k 8/1/1997 49 FORT LP Fort Global Contrarian 4.90 2,000k 10/1/2002 48 Manning & Napier MN Xenon Managed Futures (2x) Program 4.94 5,000k 6/1/2006 47 Alee Capital Management, LLC Poniente Program 5.05 2,500k 1/1/1999 46 Mobius Asset Management Custom Trading Program 5.07 100k 1/1/2002 45 Manning & Napier MN Xenon Global Fixed Income (2x) Program 5.10 1,000k 5/1/2010 44 Conquest Capital Group Conquest Select 5.30 250k 6/1/2004 43 Quantica Capital AG Quantica Managed Futures 5.33 5,000k 1/1/2005 42 Claughton Capital ARP Institutional Program 5.56 1,000k 10/1/2005 41 Romanesco Capital Management B.V Persistence Program 5.68 5,000k 9/1/2005 40 Alee Capital Management, LLC Mistral Program 5.78 2,500k 1/1/1999 39 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 5.85 50k 9/1/2009 38 Quantmetrics Capital Management LLP Directional 10V Strategy 6.24 10,000k 1/1/2007 37 RAM Management Group RAM MRTP 1X-Conservative 6.68 1,000k 9/1/1993 36 Northfield Trading Diversified 6.70 2,000k 7/1/1989 35 Southwest Managed Investments, LLC Global Diversified 6.97 200k 1/1/2002 34 FORT LP Fort Global Diversified 7.57 2,000k 10/1/1993 33 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 7.79 0k 11/1/1996 32 Wraith Capital LLP Wraith Dynamic Futures Fund 8.66 100k 1/1/2011 31 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 8.73 1,000k 9/1/2009 30 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD 8.75 150k 1/1/2011 29 Parizek Capital Futures Trading Program 8.79 500k 4/1/2000 28 Estlander & Partners Alpha Trend II - Class P 9.48 100k 12/1/2008 27 Melissinos Trading Eupatrid Global Trends 9.56 50k 1/1/2011 26 DUNN Capital Management World Monetary and Agriculture Program (WMA) 10.40 100k 11/1/1984 25 Future Trade AG Thales Swing Trading Programme 10.67 250k 6/1/2007 24 Amplitude Capital International Limited Klassik Strategy 11.16 1,000k 9/1/2009 23 Altradis Capital AG AlphAlgo 11.51 100k 5/1/2007 22 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 11.72 100k 7/1/2011 21 Soaring Pelican, LLC Diversified S&P Program 11.86 100k 1/1/2011 20 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 12.10 1,000k 5/1/2006 19 Superfund Group Superfund Green Gold A (SPC) 12.46 5k 10/1/2005 18 Superfund Group Superfund Green Gold B (SPC) 12.67 50k 10/1/2005 17 Superfund Group Superfund Green Gold C (SPC) 13.23 100k 10/1/2005 16 Superfund Group Superfund Green Gold L.P. Series A-1 13.42 5k 4/1/2009 15 Superfund Group Superfund Blue SPC Class A (Gold) 13.45 50k 12/1/2007 14 Keck Capital Management LLC The Keck Program 13.76 2,000k 12/1/2003 13 Neural Capital Ltd Sentinel Trading Program 13.97 2,000k 1/1/2006 12 Rho Asset Management Rho Altius 1XL Program 14.13 5,000k 11/1/2007 11 Superfund Group Superfund Green Gold L.P. Series B-1 14.16 5k 4/1/2009 10 Global Vista Advisors, LLC Global Vista Options ("GVO") 15.70 50k 10/1/2010 9 Angle Capital Management LLC AIP Program 15.81 100k 1/1/2010 8 Quantis Asset Management Intraday Futures 16.14 250k 1/1/2010 7 Clarke Capital Management Global Basic 16.20 50k 2/1/1996 6 Purple Valley Capital, Inc. Diversified Trend 1 17.02 100k 8/1/2008 5 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 17.06 250k 10/1/2009 4 Kelly Angle Inc. Genesis Program 17.22 2,000k 4/1/2000 3 Kinkopf Capital Management KCM S&P (Proprietary) 17.83 100k 1/1/1999 2 RAM Management Group MRTP Aggressive 20.81 1,000k 2/1/1998 1 HiProb Trading Technology LLC HiProb-I 31.00 5,000k 7/1/2008 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.