Systematic Trader Index For November 2006

Monthly Rankings

Rank CTA/Program Nov 2006 Min Inv Inception
135 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-7.47 100k 1/1/2005
134 Drury Capital
Diversified Trend-Following Program
-6.34 5,000k 5/1/1997
133 Parizek Capital
Currency Program
-5.59 1,000k 4/1/2006
132 Rivoli Fund Management
Rivoli International Fund (MAP)
-4.39 5,000k 10/1/1996
131 Superfund Group
Superfund Green L.P. Series B
-1.73 5k 10/1/2002
130 Dendrich Ltd
QEP
-1.60 50k 12/1/2005
129 Jaguar Investments Ltd
Vario Capital Strategy
-1.54 1,000k 5/1/2016
128 Superfund Group
Superfund Green Master
-1.51 2,000k 5/1/2001
127 Superfund Group
Superfund Green L.P. Series A
-1.28 5k 10/1/2002
126 Mobius Asset Management
Diversified Program
-1.05 250k 3/1/2004
125 Systematic Alpha Management
Systematic Alpha Futures Program
-1.01 100k 6/1/2004
124 Spectrum Asset Management LLC
Global Diversified
-0.96 2,000k 1/1/2001
123 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.95 5,000k 6/1/2001
122 Superfund Group
Superfund Green GCT USD
-0.88 15k 1/1/2000
121 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.79 250k 6/1/2001
120 Manning & Napier
MN Xenon Global Fixed Income Program
-0.79 2,000k 8/1/2004
119 M.S. Capital Management
Global Diversified Program
-0.55 2,000k 11/1/1998
118 Claughton Capital
Auto-Reactive Positioning
-0.48 1,000k 10/1/2005
117 Rivoli Fund Management
Rivoli International Fund (V9)
-0.37 5,000k 1/1/2002
116 Superfund Group
Superfund Green Q-AG
-0.26 2k 3/1/1996
115 Auspice Capital Advisors Ltd
Auspice Diversified Program
-0.24 1,500k 4/1/2006
114 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.01 10,000k 3/1/2006
113 Witter & Lester, Inc.
Redstone
0.02 500k 9/1/1994
112 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.05 10,000k 4/1/2004
111 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.05 400k 1/1/1988
110 Quantitative Investment Management
Quantitative Global Program
0.10 20,000k 10/1/2003
109 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.33 10,000k 1/1/2001
108 Millburn Corporation
Diversified Program
0.52 20,000k 2/1/1977
107 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.53 10,000k 4/1/2003
106 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.56 100k 5/1/1999
105 Covenant Capital Management
Original Program
0.79 5,000k 9/1/1999
104 Rhicon Currency Management
Rhicon Systematic Currency Program
0.80 3,000k 1/1/2004
103 Beach Horizon LLP
Managed Account
0.80 5,000k 5/1/2005
102 Mobius Asset Management
Energy Weighted Program
0.90 250k 1/1/2005
101 MERIT Alternative Investments GmbH
Futures Portfolio
0.91 2,000k 6/1/1998
100 Millburn Corporation
Commodity Program
1.00 25,000k 3/1/2005
99 Molinero Capital Management LLP
Global Markets Program
1.14 2,000k 7/1/2005
98 Red Rock Capital, LLC
Systematic Global Macro
1.28 500k 9/1/2003
97 EMC Capital Advisors, LLC
Classic
1.30 5,000k 1/1/1985
96 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.31 5,000k 6/1/2006
95 Blackwater Capital Management
Global Program
1.35 5,000k 7/1/2005
94 Covenant Capital Management
Aggressive Program
1.36 3,000k 2/1/2004
93 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.36 500k 1/1/2006
92 Mobius Asset Management
Custom Trading Program
1.42 100k 1/1/2002
91 Eclipse Capital Management
Global Monetary
1.50 5,000k 8/1/1990
90 Quantica Capital AG
Quantica Managed Futures
1.60 5,000k 1/1/2005
89 Mondiale Asset Management
Mondiale Trading Program
1.65 0k 9/1/1997
88 Northfield Trading
Diversified
1.70 2,000k 7/1/1989
87 Crabel Capital Management
Crabel Multi-Product
1.73 1,000k 3/1/1998
86 Heyden & Steindl GmbH
TOMAC2
1.76 5,000k 3/1/2003
85 Parizek Capital
Futures Trading Program
1.84 500k 4/1/2000
84 IKOS
The IKOS Hedge Fund
1.87 10,000k 7/1/1998
83 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.89 10,000k 1/1/1991
82 Keck Capital Management LLC
The Keck Program
1.92 2,000k 12/1/2003
81 Millburn Corporation
Multi-Markets Program
1.95 25,000k 10/1/2004
80 Hyman Beck and Company
Global Portfolio
2.00 1,000k 3/1/1991
79 Transtrend B.V.
DTP – Standard Risk (EUR)
2.06 10,000k 2/1/1999
78 Xplor Capital Management, LLC
Global CTA Program
2.06 1,500k 7/1/2004
77 John Locke Investments
Cyril Systematic Program
2.14 8,000k 7/1/2000
76 Conquest Capital Group
Conquest Select
2.17 250k 6/1/2004
75 Shield Plus LLC
Shield Plus Natural Gas
2.18 50k 1/1/2004
74 RAM Management Group
RAM MRTP 1X-Conservative
2.21 1,000k 9/1/1993
73 Abraham Trading Company
Diversified Program
2.23 10,000k 1/1/1988
72 Estlander & Partners
Alpha Trend
2.33 30,000k 10/1/1991
71 Arcanum Asset Management
Equity Index Option Program (Prop)
2.33 500k 7/1/2006
70 Dominion Capital
Sapphire Program
2.48 3,000k 5/1/2005
69 Alee Capital Management, LLC
Mistral Program
2.55 2,500k 1/1/1999
68 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.65 1,000k 3/1/1998
67 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.66 1k 10/1/2006
66 Lynx Asset Management AB
Lynx Program
2.71 75k 5/1/2000
65 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
2.80 0k 11/1/1996
64 Estlander & Partners
Global Markets
2.89 10,000k 8/1/1999
63 Alee Capital Management, LLC
Poniente Program
2.94 2,500k 1/1/1999
62 Superfund Group
Superfund Blue SPC Class A (EUR)
2.99 50k 4/1/2005
61 FORT LP
Fort Global Contrarian
3.05 2,000k 10/1/2002
60 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
3.09 100k 1/1/2000
59 Crescent Bay Capital Management
Premium Stock Index Program
3.11 10k 10/1/2005
58 Romanesco Capital Management B.V
Persistence Program
3.12 5,000k 9/1/2005
57 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.15 1,000k 3/1/2003
56 Winton Capital Management
Diversified
3.24 50,000k 10/1/1997
55 Conquest Capital Group
Conquest Macro
3.28 250k 5/1/1999
54 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.32 10,000k 8/1/1999
53 Acorn Global Investments Inc.
Acorn Diversified Program
3.33 10k 7/1/2005
52 Saxon Investment Corporation
Diversified Program
3.37 3,000k 9/1/1988
51 Chesapeake Capital
Diversified (LV)
3.38 100k 2/1/1988
50 FORT LP
Fort Global Diversified
3.43 2,000k 10/1/1993
49 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.45 10,000k 8/1/2004
48 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
3.46 200k 11/1/1999
47 DUNN Capital Management
DUNN Combined Fund (DCF)
3.60 100k 5/1/1989
46 Briarwood Capital Management, Inc.
Diversified Trading Program
3.63 3,000k 7/1/2001
45 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.63 1,000k 9/1/1997
44 Revolution Capital Management
Mosaic Program
3.66 10,000k 10/1/2006
43 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.68 10,000k 1/1/1995
42 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
3.75 1,000k 5/1/2006
41 Ancile Capital Management
Global Markets Program
3.97 2,000k 4/1/2005
40 Amplitude Capital International Limited
Dynamic Strategy
4.33 6/1/2005
39 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.35 100k 11/1/1984
38 Neural Capital Ltd
Sentinel Trading Program
4.39 2,000k 1/1/2006
37 Quality Capital Management
Global Diversified Programme
4.41 10,000k 12/1/1995
36 Clarke Capital Management
Millennium
4.46 1,000k 1/1/1998
35 Alder Capital DAC
Alder Global 10
4.60 2,500k 10/1/2000
34 Clarke Capital Management
Jupiter
4.70 3,000k 5/1/2005
33 ISAM
ISAM Systematic Trend Fund
4.84 1,000k 6/1/2001
32 Kinkopf Capital Management
KCM S&P (Proprietary)
4.97 100k 1/1/1999
31 Robust Methods LLC
Macro Managed Account
4.98 5,000k 1/1/2005
30 Rabar Market Research
Diversified Program
5.17 2,000k 1/1/1989
29 Trigon Investment Advisors, LLC
Foreign Exchange Program
5.22 5,000k 8/1/2000
28 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
5.31 1,000k 10/1/2006
27 Dreiss Research Corporation
Diversified Program
5.36 1,000k 5/1/1991
26 Welton Investment Partners
Welton Global
5.47 10,000k 6/1/2004
25 Estlander & Partners
Global XL
5.69 5,000k 8/1/1991
24 Clarke Capital Management
FX Plus
5.71 1,000k 5/1/2004
23 Clarke Capital Management
Global Magnum
5.84 100k 8/1/1997
22 Somers Brothers Capital
Diversified Futures Program #1
5.93 100k 1/1/2005
21 Eckhardt Trading Company
Evolution Strategies
5.95 20,000k 8/1/1991
20 Superfund Group
Superfund Green Gold C (SPC)
6.00 100k 10/1/2005
19 Clarke Capital Management
Worldwide
6.56 250k 1/1/1996
18 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
6.60 5,000k 1/1/2005
17 Superfund Group
Superfund Green Gold A (SPC)
6.61 5k 10/1/2005
16 Superfund Group
Superfund Green Gold B (SPC)
6.75 50k 10/1/2005
15 Saxon Investment Corporation
Aggressive Diversified Program
6.94 2,000k 11/1/1993
14 Briarwood Capital Management, Inc.
Diversified 2XL
6.97 250k 11/1/2004
13 Revolution Capital Management
Alpha Fund
7.08 50k 1/1/2005
12 Eckhardt Trading Company
Evolution Strategies 1.2X
7.09 10,000k 10/1/1991
11 Southwest Managed Investments, LLC
Global Diversified
7.14 200k 1/1/2002
10 RAM Management Group
MRTP Aggressive
7.27 1,000k 2/1/1998
9 DUNN Capital Management
D'Best Futures Fund, L.P.
7.28 100k 6/1/1994
8 Kelly Angle Inc.
Genesis Program
7.80 2,000k 4/1/2000
7 Tactical Investment Management
Tactical Institutional Commodity Program
8.02 10,000k 4/1/1993
6 Mark J. Walsh Company
Standard Program
9.85 2,000k 9/1/1985
5 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
9.92 500k 12/1/2003
4 Alder Capital DAC
Alder Global 20
10.00 2,500k 2/1/2001
3 Quantum Leap Capital Management
Managed Account Program
13.88 300k 8/1/2006
2 Clarke Capital Management
Global Basic
17.25 50k 2/1/1996
1 Hawksbill Capital Management
Global Diversified
21.17 5,000k 11/1/1988

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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