Systematic Trader Index For July 2005 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 Jul 2005 Min Inv Inception 116 Abraham Trading Company Diversified Program -12.16 10,000k 1/1/1988 115 Clarke Capital Management Millennium -10.71 1,000k 1/1/1998 114 Saxon Investment Corporation Aggressive Diversified Program -8.97 2,000k 11/1/1993 113 Kinkopf Capital Management KCM S&P (Proprietary) -5.91 100k 1/1/1999 112 Clarke Capital Management Worldwide -5.47 250k 1/1/1996 111 Saxon Investment Corporation Diversified Program -5.04 3,000k 9/1/1988 110 Mark J. Walsh Company Standard Program -4.63 2,000k 9/1/1985 109 M.S. Capital Management Global Diversified Program -4.37 2,000k 11/1/1998 108 QCM Global Diversified Programme -4.12 500k 12/1/1995 107 DUNN Capital Management DUNN Combined Fund (DCF) -4.10 100k 5/1/1989 106 Mobius Asset Management Diversified Program -3.89 250k 3/1/2004 105 Mobius Asset Management Custom Trading Program -3.87 100k 1/1/2002 104 Tactical Investment Management Tactical Institutional Commodity Program -3.80 10,000k 4/1/1993 103 Rivoli Fund Management Rivoli International Fund (E) -3.71 5,000k 10/1/1996 102 Superfund Group Superfund Green L.P. Series B -3.68 5k 10/1/2002 101 RAM Management Group MRTP Aggressive -3.40 1,000k 2/1/1998 100 DUNN Capital Management D'Best Futures Fund, L.P. -3.26 100k 6/1/1994 99 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -3.22 200k 11/1/1999 98 Clarke Capital Management Jupiter -3.09 3,000k 5/1/2005 97 Crabel Capital Management Crabel Multi-Product -2.97 1,000k 3/1/1998 96 Superfund Group Superfund Green L.P. Series A -2.85 5k 10/1/2002 95 Spectrum Asset Management LLC Global Diversified -2.79 2,000k 1/1/2001 94 ISAM ISAM Systematic Trend Fund -2.76 1,000k 6/1/2001 93 Wimmer Horizon LLP Managed Account -2.73 5,000k 5/1/2005 92 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -2.63 1,000k 9/1/1997 91 FORT LP Fort Global Diversified -2.62 2,000k 10/1/1993 90 Hyman Beck and Company Global Portfolio -2.55 1,000k 3/1/1991 89 Alee Capital Management, LLC Poniente Program -2.39 2,500k 1/1/1999 88 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -2.30 0k 11/1/1996 87 Kaiser Trading Group Kaiser Global Diversified Program - Class B -2.28 1,000k 3/1/1998 86 Conquest Capital Group Conquest Select -2.17 250k 6/1/2004 85 Hawksbill Capital Management Global Diversified -2.06 5,000k 11/1/1988 84 Conquest Capital Group Conquest Macro -1.96 250k 5/1/1999 83 DUNN Capital Management World Monetary and Agriculture Program (WMA) -1.89 100k 11/1/1984 82 Winton Capital Management Diversified -1.85 50,000k 10/1/1997 81 Parizek Capital Futures Trading Program -1.82 500k 4/1/2000 80 Kelly Angle Inc. Genesis Program -1.78 2,000k 4/1/2000 79 MERIT Alternative Investments GmbH Futures Portfolio -1.76 2,000k 6/1/1998 78 Clarke Capital Management FX Plus -1.60 1,000k 5/1/2004 77 Alee Capital Management, LLC Mistral Program -1.50 2,500k 1/1/1999 76 Lynx Asset Management AB Lynx Program -1.35 75k 5/1/2000 75 Witter & Lester, Inc. Stock Index Futures Trading Program -1.33 400k 1/1/1988 74 Trigon Investment Advisors, LLC Foreign Exchange Program -1.31 5,000k 8/1/2000 73 Clarke Capital Management Global Magnum -1.17 100k 8/1/1997 72 Briarwood Capital Management, Inc. Diversified 2XL -1.09 250k 11/1/2004 71 RAM Management Group RAM MRTP 1X-Conservative -0.94 1,000k 9/1/1993 70 Manning & Napier MN Xenon Global Fixed Income Program -0.86 2,000k 8/1/2004 69 Superfund Group Superfund Green Q-AG -0.82 2k 3/1/1996 68 John Locke Investments Cyril Systematic Program -0.78 8,000k 7/1/2000 67 Estlander & Partners Global XL -0.74 5,000k 8/1/1991 66 Paskewitz Asset Management LLC Contrarian S&P Stock Index -0.73 500k 12/1/2003 65 IKOS The IKOS Hedge Fund -0.68 10,000k 7/1/1998 64 Drury Capital Diversified Trend-Following Program -0.65 5,000k 5/1/1997 63 Xplor Capital Management, LLC Global CTA Program -0.58 1,500k 7/1/2004 62 Eckhardt Trading Company Evolution Strategies 1.2X -0.38 10,000k 10/1/1991 61 Millburn Ridgefield Corporation Commodity Program -0.37 25,000k 3/1/2005 60 Estlander & Partners Alpha Trend -0.32 30,000k 10/1/1991 59 Superfund Group Superfund Green Master -0.30 2,000k 5/1/2001 58 Estlander & Partners Global Markets -0.28 10,000k 8/1/1999 57 Rabar Market Research Diversified Program -0.28 2,000k 1/1/1989 56 Witter & Lester, Inc. Redstone -0.26 500k 9/1/1994 55 Briarwood Capital Management, Inc. Diversified Trading Program -0.20 3,000k 7/1/2001 54 Eckhardt Trading Company Evolution Strategies -0.20 20,000k 8/1/1991 53 Superfund Group Superfund Green GCT USD -0.05 15k 1/1/2000 52 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.00 10k 7/1/2005 51 Blackwater Capital Management Global Program 0.00 5,000k 7/1/2005 50 Molinero Capital Management LLP Global Markets Program 0.00 2,000k 7/1/2005 49 Millburn Ridgefield Corporation Diversified Program 0.06 20,000k 2/1/1977 48 EMC Capital Advisors, LLC Classic 0.20 5,000k 1/1/1985 47 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 0.24 100k 1/1/2005 46 Southwest Managed Investments, LLC Global Diversified 0.27 200k 1/1/2002 45 FORT LP Fort Global Contrarian 0.29 2,000k 10/1/2002 44 Eclipse Capital Management Global Monetary 0.30 5,000k 8/1/1990 43 Dominion Capital Sapphire Program 0.36 3,000k 5/1/2005 42 Chesapeake Capital Diversified (LV) 0.45 100k 2/1/1988 41 Quantitative Investment Management Quantitative Global Program 0.55 20,000k 10/1/2003 40 Revolution Capital Management Alpha Fund 0.63 50k 1/1/2005 39 Millburn Ridgefield Corporation Multi-Markets Program 0.63 25,000k 10/1/2004 38 Mobius Asset Management Energy Weighted Program 0.71 250k 1/1/2005 37 Systematic Alpha Management Systematic Alpha Futures Program 0.73 100k 6/1/2004 36 Red Rock Capital, LLC Systematic Global Macro 0.87 500k 9/1/2003 35 Quantmetrics Capital Management LLP Premier 12V Strategy 1.01 10,000k 4/1/2003 34 Keck Capital Management LLC The Keck Program 1.14 2,000k 12/1/2003 33 Clarke Capital Management Global Basic 1.23 50k 2/1/1996 32 Rotella Capital Management Rotella Polaris Program (Diversified) 1.32 10,000k 1/1/1991 31 Heyden & Steindl GmbH TOMAC2 1.43 5,000k 3/1/2003 30 Ancile Capital Management Global Markets Program 1.57 2,000k 4/1/2005 29 Amplitude Capital International Limited Dynamic Strategy 1.60 6/1/2005 28 Mondiale Asset Management Mondiale Trading Program 1.72 0k 9/1/1997 27 Rivoli Fund Management Rivoli International Fund (V9) 1.74 5,000k 1/1/2002 26 Somers Brothers Capital Diversified Futures Program #1 1.80 100k 1/1/2005 25 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.87 100k 1/1/2000 24 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 1.87 10,000k 4/1/2004 23 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 1.88 5,000k 1/1/2005 22 Northfield Trading Diversified 2.00 2,000k 7/1/1989 21 Alder Capital DAC Alder Global 10 2.00 250k 10/1/2000 20 Dreiss Research Corporation Diversified Program 2.02 1,000k 5/1/1991 19 Jaguar Investments Ltd Vario Capital Strategy 2.05 1,000k 5/1/2016 18 Transtrend B.V. DTP – Standard Risk (EUR) 2.18 10,000k 2/1/1999 17 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.60 1,000k 3/1/2003 16 Transtrend B.V. DTP – Enhanced Risk (USD) 3.26 10,000k 1/1/1995 15 Rhicon Currency Management Rhicon Systematic Currency Program 3.32 3,000k 1/1/2004 14 Alder Capital DAC Alder Global 20 3.40 250k 2/1/2001 13 Covenant Capital Management Original Program 3.44 5,000k 9/1/1999 12 Transtrend B.V. DTP – Enhanced Risk (EUR) 3.56 10,000k 8/1/1999 11 Welton Investment Partners Welton Global 3.64 10,000k 6/1/2004 10 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 3.68 10,000k 1/1/2001 9 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.69 10,000k 8/1/2004 8 NuWave Investment Management, LLC Combined Futures Portfolio 3.81 5,000k 6/1/2001 7 Covenant Capital Management Aggressive Program 3.84 3,000k 2/1/2004 6 Robust Methods LLC Macro Managed Account 3.88 5,000k 1/1/2005 5 Superfund Group Superfund Blue SPC Class A (EUR) 3.99 50k 4/1/2005 4 Quantica Capital AG Quantica Managed Futures 4.00 5,000k 1/1/2005 3 NuWave Investment Management, LLC NuWave Investment Partners LP 4.41 250k 6/1/2001 2 Shield Plus LLC Shield Plus Natural Gas 5.09 50k 1/1/2004 1 Mulvaney Capital Management The Mulvaney Global Markets Fund 6.62 100k 5/1/1999 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.