Systematic Trader Index For September 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 Sep 2011 Min Inv Inception 248 Superfund Group Superfund Green Gold C (SPC) -16.35 100k 10/1/2005 247 Superfund Group Superfund Green Gold B (SPC) -15.33 50k 10/1/2005 246 Superfund Group Superfund Green Gold A (SPC) -14.43 5k 10/1/2005 245 Global Vista Advisors, LLC Global Vista Options ("GVO") -14.24 50k 10/1/2010 244 Chesapeake Capital Diversified (LV) -14.09 100k 2/1/1988 243 Superfund Group Superfund Green Gold L.P. Series B-1 -13.47 5k 4/1/2009 242 Superfund Group Superfund Green Gold L.P. Series A-1 -12.94 5k 4/1/2009 241 Diamond Peak Capital LLC Northstar (2x) program -10.66 250k 10/1/2008 240 Superfund Group Superfund Blue SPC Class A (Gold) -10.44 50k 12/1/2007 239 QCM Global Diversified Programme -9.58 500k 12/1/1995 238 Eckhardt Trading Company Evolution Strategies 1.2X -9.47 10,000k 10/1/1991 237 Robinson-Langley Capital Management, LLC Managed Account Program -8.14 200k 1/1/2007 236 Eckhardt Trading Company Evolution Strategies -8.07 20,000k 8/1/1991 235 Liberty Funds Group, Inc Liberty Wealth Protection Fund -7.74 250k 10/1/2009 234 Rabar Market Research Diversified Program -7.29 2,000k 1/1/1989 233 John Locke Investments JL Commodity Long Flat Program -6.54 5,000k 12/1/2007 232 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -6.54 500k 4/1/2009 231 Rabar Market Research Short-Term Program -6.49 2,000k 11/1/2009 230 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -6.47 1,000k 5/1/2006 229 GLOBIVEST LLC Alpha Program -6.41 50k 4/1/2009 228 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -6.28 5,000k 11/1/2012 227 Kinkopf Capital Management KCM S&P (Proprietary) -5.75 100k 1/1/1999 226 Melissinos Trading Eupatrid Global Trends -5.65 50k 1/1/2011 225 Robust Methods LLC Macro Managed Account -5.62 5,000k 1/1/2005 224 Superfund Group Superfund Blue SPC Class A (EUR) -5.55 50k 4/1/2005 223 Superfund Group Superfund Green Master -5.34 2,000k 5/1/2001 222 Shield Plus LLC Shield Plus Natural Gas -5.33 50k 1/1/2004 221 Liberty Funds Group, Inc Liberty Diversified Option Strategy -5.27 750k 1/1/2009 220 Purple Valley Capital, Inc. Diversified Trend 1 -5.19 100k 8/1/2008 219 Quantica Capital AG Quantica Diversified FX -4.83 5,000k 3/1/2007 218 Futures Truth Company, FTC-CTA 200K Options Strategy -4.80 200k 12/1/2009 217 Soaring Pelican, LLC Diversified S&P Program -4.72 100k 1/1/2011 216 Parizek Capital Currency Program -4.60 1,000k 4/1/2006 215 Superfund Group Superfund Green L.P. Series B -4.59 5k 10/1/2002 214 Altus Trading, LLC Managed Forex Program A -4.56 50k 8/1/2011 213 Auctos Capital Management Auctos Global Diversified -4.54 3,000k 11/1/2007 212 Adamah Capital LLC Asset Allocator Program -4.50 50k 3/1/2011 211 Mobius Asset Management Custom Trading Program -4.45 100k 1/1/2002 210 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -4.40 1,000k 3/1/2003 209 Superfund Group Superfund Green GCT USD -4.25 15k 1/1/2000 208 Mulvaney Capital Management The Mulvaney Global Markets Fund -4.20 100k 5/1/1999 207 Millburn Ridgefield Corporation Commodity Program -4.12 25,000k 3/1/2005 206 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -4.11 75k 6/1/2007 205 Wavefront Global Asset Management IMFC Global Investment Program -4.08 2,000k 2/1/2007 204 Amplitude Capital International Limited Klassik Strategy -4.05 1,000k 9/1/2009 203 HB Capital Management Inc. Diversified Program -3.95 50k 3/1/2008 202 Tyche Capital Advisors LLC TCA Energy Spreads -3.90 100k 8/1/2008 201 Crabel Capital Management WPD Crabel Futures Program -3.81 1,000k 7/1/2008 200 Serac, LLC Diversified Reversal Program -3.75 200k 4/1/2011 199 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -3.59 50k 9/1/2009 198 DUNN Capital Management DUNN Combined Fund (DCF) -3.53 100k 5/1/1989 197 Global Domain Partners, LLC Global Domain Vector Fund - Series A -3.47 500k 1/1/2006 196 Quantmetrics Capital Management LLP Directional 10V Strategy -3.41 10,000k 1/1/2007 195 Alder Capital DAC Alder Global 20 -3.40 250k 2/1/2001 194 Superfund Group Superfund Green Q-AG -3.31 2k 3/1/1996 193 Quantis Asset Management Intraday Futures -3.23 250k 1/1/2010 192 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -3.15 1,500k 1/1/2009 191 Quantis Asset Management PFM Systematic -3.05 15k 5/1/2010 190 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -3.05 100k 1/1/2005 189 Revolution Capital Management Mosaic Program -3.03 10,000k 10/1/2006 188 Superfund Group Superfund Green L.P. Series A -2.81 5k 10/1/2002 187 Auspice Capital Advisors Ltd Auspice Diversified Program -2.76 1,500k 4/1/2006 186 DUNN Capital Management World Monetary and Agriculture Program (WMA) -2.64 100k 11/1/1984 185 Manning & Napier MN Xenon Managed Futures (2x) Program -2.52 5,000k 6/1/2006 184 Xplor Capital Management, LLC Global CTA Program -2.41 1,500k 7/1/2004 183 Molinero Capital Management LLP Global Markets Program -2.41 2,000k 7/1/2005 182 Briarwood Capital Management, Inc. Diversified 2XL -2.40 250k 11/1/2004 181 Welton Investment Partners Welton Global -2.28 10,000k 6/1/2004 180 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -2.17 1,000k 9/1/2009 179 Endeavour Capital LLP Endeavour Pembroke -2.13 2,000k 7/1/2007 178 Millburn Ridgefield Corporation Diversified Program -2.12 20,000k 2/1/1977 177 Clarke Capital Management Millennium -2.11 1,000k 1/1/1998 176 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.03 10,000k 8/1/1999 175 Estlander & Partners Global XL -2.02 5,000k 8/1/1991 174 Transtrend B.V. DTP – Enhanced Risk (USD) -2.00 10,000k 1/1/1995 173 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A -1.95 100k 10/1/2010 172 Transtrend B.V. DTP – Enhanced Risk (JPY) -1.92 10,000k 8/1/2004 171 Saxon Investment Corporation Aggressive Diversified Program -1.90 2,000k 11/1/1993 170 QMS Capital Management LP QMS Diversified Global Macro Strategy -1.87 5,000k 6/1/2010 169 Ion Asset Architecture Ion Fund Program -1.72 10,000k 11/1/2007 168 Ion Asset Architecture (Fund Program) Ion Fund -1.72 100k 11/1/2007 167 Northfield Trading Diversified -1.72 2,000k 7/1/1989 166 Alder Capital DAC Alder Global 10 -1.70 250k 10/1/2000 165 Covenant Capital Management Original Program -1.59 5,000k 9/1/1999 164 UNISystems Research Inc. Wall Street Program -1.52 20k 8/1/2011 163 IDS Capital IDS F&F Systematic Trading -1.47 50k 7/1/2013 162 Commodity Strategies AG CSAG Active Long Short Commodity Program -1.39 5,000k 10/1/2007 161 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -1.34 10,000k 2/1/2008 160 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -1.25 4,000k 2/1/2011 159 Quantis Asset Management Ulysses Futures -1.22 1,000k 7/1/2009 158 Quantmetrics Capital Management LLP Premier 12V Strategy -1.21 10,000k 4/1/2003 157 Transtrend B.V. DTP – Standard Risk (EUR) -1.18 10,000k 2/1/1999 156 Briarwood Capital Management, Inc. Diversified Trading Program -1.16 3,000k 7/1/2001 155 Revolution Capital Management Mosaic Institutional Program -1.09 25,000k 9/1/2009 154 Revolution Capital Management Alpha Fund -1.00 50k 1/1/2005 153 Saxon Investment Corporation Diversified Program -0.99 3,000k 9/1/1988 152 Estlander & Partners Global Markets -0.94 10,000k 8/1/1999 151 FORT LP Fort Global Contrarian -0.89 2,000k 10/1/2002 150 Dominion Capital Sapphire Program -0.84 3,000k 5/1/2005 149 Rivoli Fund Management Rivoli International Fund (E) -0.82 5,000k 10/1/1996 148 Abraham Trading Company Diversified Program -0.72 10,000k 1/1/1988 147 Wimmer Horizon LLP Managed Account -0.61 5,000k 5/1/2005 146 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -0.56 10k 7/1/2005 145 Covenant Capital Management Aggressive Program -0.54 3,000k 2/1/2004 144 Manning & Napier MN Xenon Global Fixed Income (2x) Program -0.54 1,000k 5/1/2010 143 Rivoli Fund Management Rivoli International Fund (V9) -0.53 5,000k 1/1/2002 142 JLC Futures Management Company JLC Managed Futures Fund I, LP. -0.51 100k 8/1/2009 141 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.46 4,000k 11/1/2008 140 Blake Capital Management, Inc. SRD Short Equities -0.41 100k 1/1/2011 139 Manning & Napier MN Xenon Global Fixed Income Program -0.40 2,000k 8/1/2004 138 Futures Truth Company, FTC-CTA MS4 -0.38 250k 10/1/2007 137 Millburn Ridgefield Corporation Multi-Markets Program -0.29 25,000k 10/1/2004 136 Rho Asset Management Rho Altius 1XL Program -0.25 5,000k 11/1/2007 135 Hawksbill Capital Management Global Diversified -0.19 5,000k 11/1/1988 134 Blake Capital Management, Inc. SRD Energies -0.19 100k 8/1/2011 133 QQFund.com QQFund.com Alpha Beta Program -0.17 100k 9/1/2008 132 Quantica Capital AG Quantica Managed Futures -0.13 5,000k 1/1/2005 131 Red Rock Capital, LLC Systematic Global Macro -0.12 500k 9/1/2003 130 Pacific Capital Advisors Vanguard Program -0.05 100k 4/1/2007 129 IKOS The IKOS Hedge Fund -0.05 10,000k 7/1/1998 128 Wavefront Global Asset Management IMFC Global Concentrated -0.05 500k 4/1/2009 127 Mobius Asset Management Diversified Program -0.02 250k 3/1/2004 123 Deep Field Capital AG SINGULARITY Fund 0.00 100k 9/1/2011 126 Ion Asset Architecture Ion Volium Fund 0.00 0k 4/1/2011 125 IStar Capital B.V. IStar Systematic Fund 0.00 1,000k 9/1/2011 124 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 122 Systematic Alpha Management Systematic Alpha Futures Program 0.02 100k 6/1/2004 121 Rhicon Currency Management Rhicon Systematic Currency Program 0.04 3,000k 1/1/2004 120 Clarke Capital Management Global Magnum 0.05 100k 8/1/1997 119 Winton Capital Management Diversified 0.16 50,000k 10/1/1997 118 Mondiale Asset Management Mondiale Trading Program 0.22 0k 9/1/1997 117 Somers Brothers Capital Diversified Futures Program #1 0.34 100k 1/1/2005 116 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.37 100k 2/1/2010 115 Rotella Capital Management Rotella Polaris Program (Diversified) 0.53 10,000k 1/1/1991 114 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 0.64 10,000k 8/1/2009 113 Witter & Lester, Inc. Redstone 0.67 500k 9/1/1994 112 Mobius Asset Management Energy Weighted Program 0.71 250k 1/1/2005 111 Gap Partners LLC Gap 0.74 250k 11/1/2009 110 Emil van Essen EvE Systematic Global Opportunities 0.74 1,000k 9/1/2007 109 Revolution Capital Management Alpha Program 0.75 5,000k 6/1/2007 108 FORT LP Fort Global Diversified 0.80 2,000k 10/1/1993 107 Estlander & Partners Freedom 0.81 20,000k 8/1/2010 106 Tactical Investment Management Tactical Institutional Commodity Program 0.82 10,000k 4/1/1993 105 Seven Capital Management Seven Absolute Return 0.83 100k 6/1/2009 104 Alee Capital Management, LLC Mistral Program 0.86 2,500k 1/1/1999 103 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.86 3,000k 5/1/2010 102 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.87 1,000k 3/1/1998 101 Madison Park Capital Partners, LLC MPCP Sentiment Trading Fund 0.88 350k 8/1/2011 100 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 0.89 25,000k 3/1/2010 99 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday 0.90 5,000k 5/1/2011 98 ROW Asset Managment Row Currency Program 0.96 1,000k 11/1/2010 97 Spectrum Asset Management LLC Global Diversified 0.99 2,000k 1/1/2001 96 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 1.08 5,000k 12/1/2010 95 Quantum Leap Capital Management Managed Account Program 1.30 300k 8/1/2006 94 Future Trade AG Thales Swing Trading Programme 1.42 250k 6/1/2007 93 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.42 1k 10/1/2006 92 ALFAKRAFT ALFA Rubicon Fund 1.63 16k 8/1/2011 91 Hoss Capital Management, LLC Hoss Agricultural Futures Program 1.65 100k 8/1/2011 89 Cranwood Capital Management Cranwood International Fund 1.68 250k 4/1/2008 90 Cranwood Capital Management Fixed Income Arbitrage Fund 1.68 250k 4/1/2008 88 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.77 0k 11/1/1996 87 Romanesco Capital Management B.V Persistence Program 1.80 5,000k 9/1/2005 86 Witter & Lester, Inc. Stock Index Futures Trading Program 1.82 400k 1/1/1988 85 IKOS IKOS FX Fund 1.86 1,000k 3/1/2008 84 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 1.88 1,000k 10/1/2006 83 Esulep LLC MAX Esulep LLC MAX 1.96 500k 5/1/2008 82 DUNN Capital Management D'Best Futures Fund, L.P. 1.99 100k 6/1/1994 81 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 2.00 250k 3/1/2010 80 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 2.13 10,000k 1/1/2001 79 AllMountain Capital AG Mount Denali Global Trends 2.13 160k 7/1/2007 78 Estlander & Partners Alpha Trend 2.14 30,000k 10/1/1991 77 Metolius Capital LLC Metolius Diversified 2.25 100k 6/1/2010 76 MERIT Alternative Investments GmbH Futures Portfolio 2.43 2,000k 6/1/1998 75 Clarke Capital Management Worldwide 2.64 250k 1/1/1996 74 ALFAKRAFT ALFA Commodity Fund 2.66 16k 6/1/2010 73 ISAM ISAM Systematic Trend Fund 2.70 1,000k 6/1/2001 72 Claughton Capital ARP Institutional Program 2.74 1,000k 10/1/2005 71 John Locke Investments Cyril Systematic Program 2.78 8,000k 7/1/2000 70 Crabel Capital Management Crabel Multi-Product 2.79 1,000k 3/1/1998 69 Diamond Capital Management Enhanced S&P Program 2.82 100k 10/1/2009 68 Cauldron Investments, LLC Stock Index Plus 2.82 1,000k 10/1/2009 67 Vantage Capital Management VCM Growth Program 2.86 100k 1/1/2011 66 Alee Capital Management, LLC Poniente Program 2.88 2,500k 1/1/1999 65 Amplitude Capital International Limited Dynamic Strategy 2.97 6/1/2005 64 RAM Management Group RAM MRTP 1X-Conservative 3.31 1,000k 9/1/1993 63 White Indian Trading Co. SCS Interest Rate Program (Client) 3.35 250k 8/1/2011 62 EMC Capital Advisors, LLC Classic 3.40 5,000k 1/1/1985 61 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.44 1,000k 9/1/1997 60 Emil van Essen Spread Trading Program 3.47 5,000k 12/1/2006 59 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 3.52 250k 10/1/2009 58 Ancile Capital Management Global Markets Program 3.58 2,000k 4/1/2005 57 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 3.59 10,000k 4/1/2004 56 IKOS IKOS Futures Fund 3.65 1,000k 2/1/2010 55 SCT Capital Management The Adaptive Quant Trading (AQT) Program 3.68 10,000k 8/1/2009 54 Clarke Capital Management Jupiter 3.83 3,000k 5/1/2005 53 Global Sigma Group, LLC AGSF 3.89 3,000k 4/1/2013 52 Altradis Capital AG AlphAlgo 3.98 100k 5/1/2007 51 Sequoia Hill Capital Management SHCM British Pound AP 4.03 50k 8/1/2011 50 Clarke Capital Management FX Plus 4.05 1,000k 5/1/2004 49 FRP CAPITAL LLC FRP125+ 4.05 125k 1/1/2010 48 Insch Capital Management SA Interbank Currency Program - 3X Leverage 4.06 100k 1/1/2000 47 Crescent Bay Capital Management Premium Stock Index Program 4.16 10k 10/1/2005 46 Non Correlated Capital Positive Theta Fund 4.20 50k 10/1/2007 45 Non Correlated Capital Positive Theta Program 4.23 250k 10/1/2007 44 Wraith Capital LLP Wraith Dynamic Futures Fund 4.35 100k 1/1/2011 43 Gladius Asset Management Fulham Program 4.48 2,000k 1/1/2008 42 Eclipse Capital Management Global Monetary 4.52 5,000k 8/1/1990 41 Quantitative Investment Management Quantitative Global Program 4.55 20,000k 10/1/2003 40 Heyden & Steindl GmbH TOMAC2 4.80 5,000k 3/1/2003 39 Mark J. Walsh Company Standard Program 4.82 2,000k 9/1/1985 38 Jaguar Investments Ltd Vario Capital Strategy 4.98 1,000k 5/1/2016 37 Lynx Asset Management AB Lynx Program 5.41 75k 5/1/2000 36 Keck Capital Management LLC The Keck Program 5.67 2,000k 12/1/2003 35 Pinstripe Trading, LLC Standard 5.82 125k 8/1/2009 34 Estlander & Partners Alpha Trend II - Class P 5.85 100k 12/1/2008 33 Rotella Capital Management Rotella Orion (Short-Term) Program 5.86 10,000k 3/1/2006 32 Hyman Beck and Company Global Portfolio 6.15 1,000k 3/1/1991 31 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD 6.44 150k 1/1/2011 30 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund 6.51 100k 5/1/2011 29 Conquest Capital Group Conquest Select 6.71 250k 6/1/2004 28 FCI Capital Management TSFX1 6.96 20k 11/1/2010 27 NuWave Investment Management, LLC Combined Futures Portfolio 7.34 5,000k 6/1/2001 26 Southwest Managed Investments, LLC Global Diversified 7.37 200k 1/1/2002 25 Trigon Investment Advisors, LLC Foreign Exchange Program 7.55 5,000k 8/1/2000 24 NuWave Investment Management, LLC NuWave Investment Partners LP 7.73 250k 6/1/2001 23 Drury Capital Diversified Trend-Following Program 8.00 5,000k 5/1/1997 22 HiProb Trading Technology LLC HiProb-I 8.10 5,000k 7/1/2008 21 Arcanum Asset Management Equity Index Option Program (Prop) 8.17 500k 7/1/2006 20 Dixon Midland Company LLC Dixon Midland Diversified LLC 8.75 250k 5/1/2011 19 Clarke Capital Management Global Basic 9.07 50k 2/1/1996 18 Neural Capital Ltd Sentinel Trading Program 9.07 2,000k 1/1/2006 17 Angle Capital Management LLC AIP Program 9.62 100k 1/1/2010 16 White Indian Trading Co. SCS Program (Client) 9.75 250k 2/1/2011 15 Strategic Capital Advisors LLC Contrarian 500 10.04 500k 12/1/2003 14 Blackwater Capital Management Global Program 10.25 5,000k 7/1/2005 13 RAM Management Group MRTP Aggressive 10.30 1,000k 2/1/1998 12 Parizek Capital Futures Trading Program 10.43 500k 4/1/2000 11 Zoi Capital, LLC Telio Program (Client) 10.59 200k 4/1/2010 10 Conquest Capital Group Conquest Macro 11.19 250k 5/1/1999 9 Kelly Angle Inc. Genesis Program 11.89 2,000k 4/1/2000 8 M.S. Capital Management Global Diversified Program 12.10 2,000k 11/1/1998 7 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 12.33 100k 7/1/2011 6 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 13.11 200k 11/1/1999 5 Dreiss Research Corporation Diversified Program 13.37 1,000k 5/1/1991 4 Dendrich Ltd QEP 13.44 50k 12/1/2005 3 White Indian Trading Co. STAIRS (Client) 16.85 250k 5/1/2009 2 White Indian Trading Co. STAIRS - Futures Program (Client) 32.66 250k 10/1/2008 1 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 49.26 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.