Systematic Trader Index For October 2006

Monthly Rankings

Rank CTA/Program Oct 2006 Min Inv Inception
135 Xplor Capital Management, LLC
Global CTA Program
-7.39 1,500k 7/1/2004
134 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-6.98 200k 11/1/1999
133 Drury Capital
Diversified Trend-Following Program
-4.47 5,000k 5/1/1997
132 Quantum Leap Capital Management
Managed Account Program
-4.34 300k 8/1/2006
131 Mobius Asset Management
Custom Trading Program
-3.92 100k 1/1/2002
130 Clarke Capital Management
Worldwide
-3.75 250k 1/1/1996
129 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.55 100k 5/1/1989
128 Kelly Angle Inc.
Genesis Program
-3.38 2,000k 4/1/2000
127 Clarke Capital Management
Global Basic
-2.85 50k 2/1/1996
126 Clarke Capital Management
Global Magnum
-2.68 100k 8/1/1997
125 Saxon Investment Corporation
Aggressive Diversified Program
-2.66 2,000k 11/1/1993
124 Welton Investment Partners
Welton Global
-2.52 10,000k 6/1/2004
123 Alder Capital DAC
Alder Global 20
-2.50 2,500k 2/1/2001
122 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.35 1,500k 4/1/2006
121 Mobius Asset Management
Diversified Program
-2.27 250k 3/1/2004
120 Estlander & Partners
Global XL
-2.26 5,000k 8/1/1991
119 Heyden & Steindl GmbH
TOMAC2
-2.01 5,000k 3/1/2003
118 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-1.98 500k 12/1/2003
117 Rabar Market Research
Diversified Program
-1.58 2,000k 1/1/1989
116 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.51 100k 1/1/2000
115 Saxon Investment Corporation
Diversified Program
-1.49 3,000k 9/1/1988
114 Hawksbill Capital Management
Global Diversified
-1.46 5,000k 11/1/1988
113 Clarke Capital Management
Millennium
-1.37 1,000k 1/1/1998
112 Alee Capital Management, LLC
Poniente Program
-1.35 2,500k 1/1/1999
111 Crescent Bay Capital Management
Premium Stock Index Program
-1.17 10k 10/1/2005
110 Estlander & Partners
Global Markets
-1.12 10,000k 8/1/1999
109 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.11 100k 6/1/1994
108 Alder Capital DAC
Alder Global 10
-1.10 2,500k 10/1/2000
107 Lynx Asset Management AB
Lynx Program
-1.04 75k 5/1/2000
106 MERIT Alternative Investments GmbH
Futures Portfolio
-0.94 2,000k 6/1/1998
105 Shield Plus LLC
Shield Plus Natural Gas
-0.90 50k 1/1/2004
104 Northfield Trading
Diversified
-0.90 2,000k 7/1/1989
103 Spectrum Asset Management LLC
Global Diversified
-0.66 2,000k 1/1/2001
102 Parizek Capital
Futures Trading Program
-0.50 500k 4/1/2000
101 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.36 100k 1/1/1999
100 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-0.30 5,000k 1/1/2005
99 Tactical Investment Management
Tactical Institutional Commodity Program
-0.28 10,000k 4/1/1993
98 FORT LP
Fort Global Diversified
-0.25 2,000k 10/1/1993
97 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.23 1,000k 9/1/1997
96 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.13 100k 5/1/1999
95 Southwest Managed Investments, LLC
Global Diversified
-0.10 200k 1/1/2002
94 John Locke Investments
Cyril Systematic Program
-0.05 8,000k 7/1/2000
91 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
0.00 1,000k 10/1/2006
92 Revolution Capital Management
Mosaic Program
0.00 10,000k 10/1/2006
93 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.00 1k 10/1/2006
90 Hyman Beck and Company
Global Portfolio
0.03 1,000k 3/1/1991
89 Rhicon Currency Management
Rhicon Systematic Currency Program
0.08 3,000k 1/1/2004
88 IKOS
The IKOS Hedge Fund
0.16 10,000k 7/1/1998
87 Witter & Lester, Inc.
Redstone
0.23 500k 9/1/1994
86 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.26 10,000k 4/1/2003
85 Jaguar Investments Ltd
Vario Capital Strategy
0.32 1,000k 5/1/2016
84 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.40 1,000k 3/1/2003
83 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.40 1,000k 3/1/1998
82 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.50 10,000k 4/1/2004
81 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.66 10,000k 3/1/2006
80 Eckhardt Trading Company
Evolution Strategies
0.67 20,000k 8/1/1991
79 Dreiss Research Corporation
Diversified Program
0.69 1,000k 5/1/1991
78 EMC Capital Advisors, LLC
Classic
0.70 5,000k 1/1/1985
77 Eckhardt Trading Company
Evolution Strategies 1.2X
0.71 10,000k 10/1/1991
76 Superfund Group
Superfund Blue SPC Class A (EUR)
0.90 50k 4/1/2005
75 Rivoli Fund Management
Rivoli International Fund (MAP)
0.92 5,000k 10/1/1996
74 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.92 1,000k 5/1/2006
73 Mondiale Asset Management
Mondiale Trading Program
1.03 0k 9/1/1997
72 Mobius Asset Management
Energy Weighted Program
1.06 250k 1/1/2005
71 Dominion Capital
Sapphire Program
1.06 3,000k 5/1/2005
70 Trigon Investment Advisors, LLC
Foreign Exchange Program
1.20 5,000k 8/1/2000
69 FORT LP
Fort Global Contrarian
1.20 2,000k 10/1/2002
68 Conquest Capital Group
Conquest Select
1.25 250k 6/1/2004
67 Quantica Capital AG
Quantica Managed Futures
1.30 5,000k 1/1/2005
66 Chesapeake Capital
Diversified (LV)
1.38 100k 2/1/1988
65 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.38 400k 1/1/1988
64 NuWave Investment Management, LLC
Combined Futures Portfolio
1.44 5,000k 6/1/2001
63 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.46 10,000k 1/1/1991
62 Winton Capital Management
Diversified
1.48 50,000k 10/1/1997
61 Red Rock Capital, LLC
Systematic Global Macro
1.54 500k 9/1/2003
60 Manning & Napier
MN Xenon Global Fixed Income Program
1.56 2,000k 8/1/2004
59 NuWave Investment Management, LLC
NuWave Investment Partners LP
1.57 250k 6/1/2001
58 M.S. Capital Management
Global Diversified Program
1.60 2,000k 11/1/1998
57 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.60 10,000k 1/1/2001
56 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.72 500k 1/1/2006
55 Covenant Capital Management
Original Program
1.84 5,000k 9/1/1999
54 Systematic Alpha Management
Systematic Alpha Futures Program
2.13 100k 6/1/2004
53 Estlander & Partners
Alpha Trend
2.27 30,000k 10/1/1991
52 Quantitative Investment Management
Quantitative Global Program
2.29 20,000k 10/1/2003
51 Revolution Capital Management
Alpha Fund
2.45 50k 1/1/2005
50 ISAM
ISAM Systematic Trend Fund
2.50 1,000k 6/1/2001
49 Keck Capital Management LLC
The Keck Program
2.55 2,000k 12/1/2003
48 Transtrend B.V.
DTP – Standard Risk (EUR)
2.57 10,000k 2/1/1999
47 Blackwater Capital Management
Global Program
2.63 5,000k 7/1/2005
46 Crabel Capital Management
Crabel Multi-Product
2.65 1,000k 3/1/1998
45 Arcanum Asset Management
Equity Index Option Program (Prop)
2.67 500k 7/1/2006
44 Mark J. Walsh Company
Standard Program
2.72 2,000k 9/1/1985
43 Briarwood Capital Management, Inc.
Diversified Trading Program
2.75 3,000k 7/1/2001
42 RAM Management Group
RAM MRTP 1X-Conservative
2.91 1,000k 9/1/1993
41 Alee Capital Management, LLC
Mistral Program
2.94 2,500k 1/1/1999
40 Millburn Corporation
Multi-Markets Program
3.13 25,000k 10/1/2004
39 Millburn Corporation
Diversified Program
3.32 20,000k 2/1/1977
38 Claughton Capital
Auto-Reactive Positioning
3.34 1,000k 10/1/2005
37 Covenant Capital Management
Aggressive Program
3.36 3,000k 2/1/2004
36 Millburn Corporation
Commodity Program
3.46 25,000k 3/1/2005
35 Rivoli Fund Management
Rivoli International Fund (V9)
3.60 5,000k 1/1/2002
34 Clarke Capital Management
FX Plus
3.64 1,000k 5/1/2004
33 Robust Methods LLC
Macro Managed Account
3.87 5,000k 1/1/2005
32 Eclipse Capital Management
Global Monetary
3.91 5,000k 8/1/1990
31 Conquest Capital Group
Conquest Macro
3.91 250k 5/1/1999
30 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
3.98 100k 1/1/2005
29 Molinero Capital Management LLP
Global Markets Program
4.03 2,000k 7/1/2005
28 Abraham Trading Company
Diversified Program
4.08 10,000k 1/1/1988
27 Ancile Capital Management
Global Markets Program
4.28 2,000k 4/1/2005
26 Manning & Napier
MN Xenon Managed Futures (2x) Program
4.28 5,000k 6/1/2006
25 Beach Horizon LLP
Managed Account
4.31 5,000k 5/1/2005
24 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.56 10,000k 1/1/1995
23 Acorn Global Investments Inc.
Acorn Diversified Program
4.80 10k 7/1/2005
22 Transtrend B.V.
DTP – Enhanced Risk (EUR)
4.87 10,000k 8/1/1999
21 Transtrend B.V.
DTP – Enhanced Risk (JPY)
4.87 10,000k 8/1/2004
20 Briarwood Capital Management, Inc.
Diversified 2XL
5.02 250k 11/1/2004
19 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.23 0k 11/1/1996
18 Clarke Capital Management
Jupiter
5.43 3,000k 5/1/2005
17 Neural Capital Ltd
Sentinel Trading Program
5.43 2,000k 1/1/2006
16 Superfund Group
Superfund Green L.P. Series A
5.53 5k 10/1/2002
15 Superfund Group
Superfund Green Q-AG
5.66 2k 3/1/1996
14 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
5.93 100k 11/1/1984
13 Romanesco Capital Management B.V
Persistence Program
6.48 5,000k 9/1/2005
12 Superfund Group
Superfund Green Gold A (SPC)
6.79 5k 10/1/2005
11 Amplitude Capital International Limited
Dynamic Strategy
7.46 6/1/2005
10 Superfund Group
Superfund Green L.P. Series B
7.74 5k 10/1/2002
9 Superfund Group
Superfund Green GCT USD
7.98 15k 1/1/2000
8 Somers Brothers Capital
Diversified Futures Program #1
8.84 100k 1/1/2005
7 RAM Management Group
MRTP Aggressive
9.22 1,000k 2/1/1998
6 Superfund Group
Superfund Green Master
9.69 2,000k 5/1/2001
5 Quality Capital Management
Global Diversified Programme
10.39 10,000k 12/1/1995
4 Dendrich Ltd
QEP
11.22 50k 12/1/2005
3 Parizek Capital
Currency Program
11.93 1,000k 4/1/2006
2 Superfund Group
Superfund Green Gold B (SPC)
12.50 50k 10/1/2005
1 Superfund Group
Superfund Green Gold C (SPC)
13.20 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.

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