Systematic Trader Index For December 2006

Monthly Rankings

Rank CTA/Program Dec 2006 Min Inv Inception
135 Clarke Capital Management
Global Basic
-13.01 50k 2/1/1996
134 Kelly Angle Inc.
Genesis Program
-11.04 2,000k 4/1/2000
133 Mark J. Walsh Company
Standard Program
-10.93 2,000k 9/1/1985
132 Parizek Capital
Currency Program
-10.36 1,000k 4/1/2006
131 Saxon Investment Corporation
Aggressive Diversified Program
-10.15 2,000k 11/1/1993
130 Clarke Capital Management
Worldwide
-8.05 250k 1/1/1996
129 Clarke Capital Management
Global Magnum
-7.82 100k 8/1/1997
128 Clarke Capital Management
FX Plus
-7.34 1,000k 5/1/2004
127 Southwest Managed Investments, LLC
Global Diversified
-6.35 200k 1/1/2002
126 Heyden & Steindl GmbH
TOMAC2
-6.14 5,000k 3/1/2003
125 Hawksbill Capital Management
Global Diversified
-6.11 5,000k 11/1/1988
124 Saxon Investment Corporation
Diversified Program
-5.52 3,000k 9/1/1988
123 John Locke Investments
Cyril Systematic Program
-5.39 8,000k 7/1/2000
122 Quantum Leap Capital Management
Managed Account Program
-5.18 300k 8/1/2006
121 Somers Brothers Capital
Diversified Futures Program #1
-4.86 100k 1/1/2005
120 Mobius Asset Management
Custom Trading Program
-4.39 100k 1/1/2002
119 Tactical Investment Management
Tactical Institutional Commodity Program
-3.79 10,000k 4/1/1993
118 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.68 1,500k 4/1/2006
117 Briarwood Capital Management, Inc.
Diversified 2XL
-3.59 250k 11/1/2004
116 Kinkopf Capital Management
KCM S&P (Proprietary)
-3.47 100k 1/1/1999
115 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-3.13 1,000k 10/1/2006
114 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.10 10,000k 10/1/1991
113 Amplitude Capital International Limited
Dynamic Strategy
-3.02 6/1/2005
112 Rhicon Currency Management
Rhicon Systematic Currency Program
-2.97 3,000k 1/1/2004
111 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-2.69 200k 11/1/1999
110 Estlander & Partners
Global XL
-2.67 5,000k 8/1/1991
109 Superfund Group
Superfund Blue SPC Class A (EUR)
-2.42 50k 4/1/2005
108 Eckhardt Trading Company
Evolution Strategies
-2.33 20,000k 8/1/1991
107 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.26 3,000k 7/1/2001
106 Red Rock Capital, LLC
Systematic Global Macro
-1.69 500k 9/1/2003
105 Rabar Market Research
Diversified Program
-1.69 2,000k 1/1/1989
104 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.64 1,000k 3/1/1998
103 Quality Capital Management
Global Diversified Programme
-1.54 10,000k 12/1/1995
102 Estlander & Partners
Global Markets
-1.27 10,000k 8/1/1999
101 Estlander & Partners
Alpha Trend
-1.21 30,000k 10/1/1991
100 Quantitative Investment Management
Quantitative Global Program
-1.16 20,000k 10/1/2003
99 MERIT Alternative Investments GmbH
Futures Portfolio
-1.04 2,000k 6/1/1998
98 DUNN Capital Management
DUNN Combined Fund (DCF)
-0.91 100k 5/1/1989
97 Welton Investment Partners
Welton Global
-0.85 10,000k 6/1/2004
96 Crabel Capital Management
Crabel Multi-Product
-0.72 1,000k 3/1/1998
95 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.62 5,000k 8/1/2000
94 Revolution Capital Management
Mosaic Program
-0.59 10,000k 10/1/2006
93 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.58 400k 1/1/1988
92 Dominion Capital
Sapphire Program
-0.55 3,000k 5/1/2005
91 Northfield Trading
Diversified
-0.50 2,000k 7/1/1989
90 Jaguar Investments Ltd
Vario Capital Strategy
-0.27 1,000k 5/1/2016
89 Witter & Lester, Inc.
Redstone
-0.26 500k 9/1/1994
88 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.21 10,000k 3/1/2006
87 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.06 10,000k 4/1/2003
86 DUNN Capital Management
D'Best Futures Fund, L.P.
-0.03 100k 6/1/1994
85 EMC Capital Advisors, LLC
Classic
0.00 5,000k 1/1/1985
84 Mobius Asset Management
Energy Weighted Program
0.01 250k 1/1/2005
83 Clarke Capital Management
Jupiter
0.04 3,000k 5/1/2005
82 M.S. Capital Management
Global Diversified Program
0.07 2,000k 11/1/1998
81 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.13 5,000k 1/1/2005
80 Alee Capital Management, LLC
Mistral Program
0.23 2,500k 1/1/1999
79 ISAM
ISAM Systematic Trend Fund
0.28 1,000k 6/1/2001
78 Millburn Corporation
Commodity Program
0.29 25,000k 3/1/2005
77 Alee Capital Management, LLC
Poniente Program
0.33 2,500k 1/1/1999
76 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.39 100k 1/1/2005
75 Shield Plus LLC
Shield Plus Natural Gas
0.49 50k 1/1/2004
74 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.50 1k 10/1/2006
73 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.54 1,000k 5/1/2006
72 Quantica Capital AG
Quantica Managed Futures
0.60 5,000k 1/1/2005
71 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.64 10,000k 4/1/2004
70 Conquest Capital Group
Conquest Macro
0.64 250k 5/1/1999
69 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.68 500k 1/1/2006
68 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.77 10,000k 1/1/1991
67 Robust Methods LLC
Macro Managed Account
0.85 5,000k 1/1/2005
66 Mondiale Asset Management
Mondiale Trading Program
0.87 0k 9/1/1997
65 Hyman Beck and Company
Global Portfolio
0.92 1,000k 3/1/1991
64 FORT LP
Fort Global Contrarian
0.99 2,000k 10/1/2002
63 FORT LP
Fort Global Diversified
1.01 2,000k 10/1/1993
62 Clarke Capital Management
Millennium
1.06 1,000k 1/1/1998
61 Lynx Asset Management AB
Lynx Program
1.19 75k 5/1/2000
60 Parizek Capital
Futures Trading Program
1.21 500k 4/1/2000
59 RAM Management Group
RAM MRTP 1X-Conservative
1.23 1,000k 9/1/1993
58 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
1.28 500k 12/1/2003
57 Conquest Capital Group
Conquest Select
1.36 250k 6/1/2004
56 Spectrum Asset Management LLC
Global Diversified
1.36 2,000k 1/1/2001
55 Covenant Capital Management
Original Program
1.40 5,000k 9/1/1999
54 Abraham Trading Company
Diversified Program
1.41 10,000k 1/1/1988
53 Claughton Capital
Auto-Reactive Positioning
1.50 1,000k 10/1/2005
52 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.60 100k 5/1/1999
51 Romanesco Capital Management B.V
Persistence Program
1.60 5,000k 9/1/2005
50 Systematic Alpha Management
Systematic Alpha Futures Program
1.84 100k 6/1/2004
49 Mobius Asset Management
Diversified Program
1.90 250k 3/1/2004
48 Manning & Napier
MN Xenon Global Fixed Income Program
2.00 2,000k 8/1/2004
47 Beach Horizon LLP
Managed Account
2.06 5,000k 5/1/2005
46 Winton Capital Management
Diversified
2.14 50,000k 10/1/1997
45 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.16 1,000k 9/1/1997
44 IKOS
The IKOS Hedge Fund
2.18 10,000k 7/1/1998
43 Dreiss Research Corporation
Diversified Program
2.21 1,000k 5/1/1991
42 Crescent Bay Capital Management
Premium Stock Index Program
2.25 10k 10/1/2005
41 Xplor Capital Management, LLC
Global CTA Program
2.31 1,500k 7/1/2004
40 Alder Capital DAC
Alder Global 10
2.40 2,500k 10/1/2000
39 Arcanum Asset Management
Equity Index Option Program (Prop)
2.67 500k 7/1/2006
38 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.95 100k 1/1/2000
37 Acorn Global Investments Inc.
Acorn Diversified Program
3.03 10k 7/1/2005
36 Transtrend B.V.
DTP – Standard Risk (EUR)
3.09 10,000k 2/1/1999
35 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
3.33 10,000k 1/1/2001
34 Chesapeake Capital
Diversified (LV)
3.35 100k 2/1/1988
33 Drury Capital
Diversified Trend-Following Program
3.38 5,000k 5/1/1997
32 Alder Capital DAC
Alder Global 20
3.40 2,500k 2/1/2001
31 Manning & Napier
MN Xenon Managed Futures (2x) Program
3.45 5,000k 6/1/2006
30 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.49 1,000k 3/1/2003
29 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.70 0k 11/1/1996
28 Rivoli Fund Management
Rivoli International Fund (MAP)
3.73 5,000k 10/1/1996
27 Blackwater Capital Management
Global Program
3.85 5,000k 7/1/2005
26 Covenant Capital Management
Aggressive Program
4.15 3,000k 2/1/2004
25 Keck Capital Management LLC
The Keck Program
4.55 2,000k 12/1/2003
24 RAM Management Group
MRTP Aggressive
4.67 1,000k 2/1/1998
23 Millburn Corporation
Multi-Markets Program
4.71 25,000k 10/1/2004
22 NuWave Investment Management, LLC
Combined Futures Portfolio
4.74 5,000k 6/1/2001
21 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.93 250k 6/1/2001
20 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.29 10,000k 1/1/1995
19 Millburn Corporation
Diversified Program
5.30 20,000k 2/1/1977
18 Revolution Capital Management
Alpha Fund
5.34 50k 1/1/2005
17 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.46 10,000k 8/1/1999
16 Transtrend B.V.
DTP – Enhanced Risk (JPY)
5.53 10,000k 8/1/2004
15 Eclipse Capital Management
Global Monetary
6.13 5,000k 8/1/1990
14 Molinero Capital Management LLP
Global Markets Program
6.28 2,000k 7/1/2005
13 Ancile Capital Management
Global Markets Program
6.59 2,000k 4/1/2005
12 Rivoli Fund Management
Rivoli International Fund (V9)
6.60 5,000k 1/1/2002
11 Neural Capital Ltd
Sentinel Trading Program
6.73 2,000k 1/1/2006
10 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
8.41 100k 11/1/1984
9 Superfund Group
Superfund Green Gold A (SPC)
8.45 5k 10/1/2005
8 Superfund Group
Superfund Green Q-AG
9.43 2k 3/1/1996
7 Dendrich Ltd
QEP
10.12 50k 12/1/2005
6 Superfund Group
Superfund Green L.P. Series A
11.36 5k 10/1/2002
5 Superfund Group
Superfund Green Gold B (SPC)
12.94 50k 10/1/2005
4 Superfund Group
Superfund Green L.P. Series B
16.14 5k 10/1/2002
3 Superfund Group
Superfund Green GCT USD
16.36 15k 1/1/2000
2 Superfund Group
Superfund Green Master
18.91 2,000k 5/1/2001
1 Superfund Group
Superfund Green Gold C (SPC)
18.95 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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