Systematic Trader Index For February 2006

Monthly Rankings

Rank CTA/Program Feb 2006 Min Inv Inception
125 Hawksbill Capital Management
Global Diversified
-15.11 5,000k 11/1/1988
124 Superfund Group
Superfund Green Gold C (SPC)
-8.38 100k 10/1/2005
123 Shield Plus LLC
Shield Plus Natural Gas
-7.90 50k 1/1/2004
122 Superfund Group
Superfund Green Gold B (SPC)
-7.40 50k 10/1/2005
121 Estlander & Partners
Global XL
-7.06 5,000k 8/1/1991
120 Covenant Capital Management
Aggressive Program
-6.77 3,000k 2/1/2004
119 Superfund Group
Superfund Green Master
-6.73 2,000k 5/1/2001
118 Mobius Asset Management
Diversified Program
-6.70 250k 3/1/2004
117 Tactical Investment Management
Tactical Institutional Commodity Program
-6.10 10,000k 4/1/1993
116 Superfund Group
Superfund Green Gold A (SPC)
-5.95 5k 10/1/2005
115 EMC Capital Advisors, LLC
Classic
-5.90 5,000k 1/1/1985
114 Mark J. Walsh Company
Standard Program
-5.84 2,000k 9/1/1985
113 Quality Capital Management
Global Diversified Programme
-5.00 10,000k 12/1/1995
112 Alee Capital Management, LLC
Mistral Program
-4.98 2,500k 1/1/1999
111 Superfund Group
Superfund Green L.P. Series B
-4.95 5k 10/1/2002
110 Amplitude Capital International Limited
Dynamic Strategy
-4.91 6/1/2005
109 Clarke Capital Management
Jupiter
-4.89 3,000k 5/1/2005
108 Clarke Capital Management
Global Magnum
-4.64 100k 8/1/1997
107 M.S. Capital Management
Global Diversified Program
-4.57 2,000k 11/1/1998
106 Superfund Group
Superfund Green GCT USD
-4.37 15k 1/1/2000
105 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.35 200k 11/1/1999
104 Covenant Capital Management
Original Program
-4.28 5,000k 9/1/1999
103 Estlander & Partners
Alpha Trend
-4.25 30,000k 10/1/1991
102 Beach Horizon LLP
Managed Account
-4.08 5,000k 5/1/2005
101 Heyden & Steindl GmbH
TOMAC2
-3.70 5,000k 3/1/2003
100 Mobius Asset Management
Custom Trading Program
-3.69 100k 1/1/2002
99 Superfund Group
Superfund Green L.P. Series A
-3.66 5k 10/1/2002
98 Clarke Capital Management
Millennium
-3.54 1,000k 1/1/1998
97 NuWave Investment Management, LLC
Combined Futures Portfolio
-3.50 5,000k 6/1/2001
96 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-3.48 0k 11/1/1996
95 Rabar Market Research
Diversified Program
-3.41 2,000k 1/1/1989
94 Mobius Asset Management
Energy Weighted Program
-3.40 250k 1/1/2005
93 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-3.38 100k 1/1/2005
92 NuWave Investment Management, LLC
NuWave Investment Partners LP
-3.38 250k 6/1/2001
91 Superfund Group
Superfund Blue SPC Class A (EUR)
-3.33 50k 4/1/2005
90 Superfund Group
Superfund Green Q-AG
-3.32 2k 3/1/1996
89 John Locke Investments
Cyril Systematic Program
-3.21 8,000k 7/1/2000
88 MERIT Alternative Investments GmbH
Futures Portfolio
-3.19 2,000k 6/1/1998
87 Conquest Capital Group
Conquest Select
-3.16 250k 6/1/2004
86 Estlander & Partners
Global Markets
-3.15 10,000k 8/1/1999
85 Robust Methods LLC
Macro Managed Account
-3.04 5,000k 1/1/2005
84 Alder Capital DAC
Alder Global 20
-2.99 2,500k 2/1/2001
83 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.98 100k 5/1/1989
82 Somers Brothers Capital
Diversified Futures Program #1
-2.90 100k 1/1/2005
81 DUNN Capital Management
D'Best Futures Fund, L.P.
-2.86 100k 6/1/1994
80 Mulvaney Capital Management
The Mulvaney Global Markets Program
-2.70 100k 5/1/1999
79 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.64 10,000k 10/1/1991
78 Winton Capital Management
Diversified
-2.58 50,000k 10/1/1997
77 Millburn Corporation
Commodity Program
-2.54 25,000k 3/1/2005
76 Dreiss Research Corporation
Diversified Program
-2.50 1,000k 5/1/1991
75 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.49 10,000k 1/1/1991
74 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.34 10,000k 8/1/2004
73 Welton Investment Partners
Welton Global
-2.33 10,000k 6/1/2004
72 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.30 10,000k 8/1/1999
71 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.26 10,000k 1/1/1995
70 Romanesco Capital Management B.V
Persistence Program
-2.13 5,000k 9/1/2005
69 Eckhardt Trading Company
Evolution Strategies
-2.13 20,000k 8/1/1991
68 Clarke Capital Management
FX Plus
-2.13 1,000k 5/1/2004
67 Parizek Capital
Futures Trading Program
-2.08 500k 4/1/2000
66 Clarke Capital Management
Worldwide
-1.99 250k 1/1/1996
65 Eclipse Capital Management
Global Monetary
-1.92 5,000k 8/1/1990
64 Neural Capital Ltd
Sentinel Trading Program
-1.92 2,000k 1/1/2006
63 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-1.91 5,000k 1/1/2005
62 Northfield Trading
Diversified
-1.80 2,000k 7/1/1989
61 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.67 10,000k 2/1/1999
60 Abraham Trading Company
Diversified Program
-1.53 10,000k 1/1/1988
59 Hyman Beck and Company
Global Portfolio
-1.50 1,000k 3/1/1991
58 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.41 1,000k 3/1/1998
57 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.37 100k 11/1/1984
56 Xplor Capital Management, LLC
Global CTA Program
-1.31 1,500k 7/1/2004
55 FORT LP
Fort Global Diversified
-1.28 2,000k 10/1/1993
54 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.24 1,000k 9/1/1997
53 Quantica Capital AG
Quantica Managed Futures
-1.20 5,000k 1/1/2005
52 Alder Capital DAC
Alder Global 10
-1.13 2,500k 10/1/2000
51 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.11 5,000k 8/1/2000
50 Clarke Capital Management
Global Basic
-0.97 50k 2/1/1996
49 Conquest Capital Group
Conquest Macro
-0.94 250k 5/1/1999
48 ISAM
ISAM Systematic Trend Fund
-0.92 1,000k 6/1/2001
47 Dominion Capital
Sapphire Program
-0.91 3,000k 5/1/2005
46 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.90 5,000k 10/1/1996
45 Revolution Capital Management
Alpha Fund
-0.86 50k 1/1/2005
44 Millburn Corporation
Diversified Program
-0.82 20,000k 2/1/1977
43 Chesapeake Capital
Diversified (LV)
-0.70 100k 2/1/1988
42 Drury Capital
Diversified Trend-Following Program
-0.69 5,000k 5/1/1997
41 Mondiale Asset Management
Mondiale Trading Program
-0.56 0k 9/1/1997
40 FORT LP
Fort Global Contrarian
-0.39 2,000k 10/1/2002
39 Millburn Corporation
Multi-Markets Program
-0.34 25,000k 10/1/2004
38 Spectrum Asset Management LLC
Global Diversified
-0.26 2,000k 1/1/2001
37 Saxon Investment Corporation
Diversified Program
-0.26 3,000k 9/1/1988
36 Molinero Capital Management LLP
Global Markets Program
-0.25 2,000k 7/1/2005
35 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.16 1,000k 3/1/2003
34 Lynx Asset Management AB
Lynx Program
-0.13 75k 5/1/2000
33 Blackwater Capital Management
Global Program
0.05 5,000k 7/1/2005
32 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.12 10,000k 4/1/2003
31 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.14 500k 1/1/2006
30 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.25 10,000k 1/1/2001
29 Acorn Global Investments Inc.
Acorn Diversified Program
0.27 10k 7/1/2005
28 Claughton Capital
Auto-Reactive Positioning
0.28 1,000k 10/1/2005
27 Witter & Lester, Inc.
Redstone
0.43 500k 9/1/1994
26 Kinkopf Capital Management
KCM S&P (Proprietary)
0.49 100k 1/1/1999
25 Manning & Napier
MN Xenon Global Fixed Income Program
0.52 2,000k 8/1/2004
24 Kelly Angle Inc.
Genesis Program
0.55 2,000k 4/1/2000
23 IKOS
The IKOS Hedge Fund
0.58 10,000k 7/1/1998
22 Saxon Investment Corporation
Aggressive Diversified Program
0.67 2,000k 11/1/1993
21 Rhicon Currency Management
Rhicon Systematic Currency Program
0.75 3,000k 1/1/2004
20 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.98 10,000k 4/1/2004
19 Red Rock Capital, LLC
Systematic Global Macro
0.99 500k 9/1/2003
18 Systematic Alpha Management
Systematic Alpha Futures Program
1.08 100k 6/1/2004
17 Briarwood Capital Management, Inc.
Diversified Trading Program
1.09 3,000k 7/1/2001
16 Briarwood Capital Management, Inc.
Diversified 2XL
1.49 250k 11/1/2004
15 Crescent Bay Capital Management
Premium Stock Index Program
1.50 10k 10/1/2005
14 Rivoli Fund Management
Rivoli International Fund (V9)
1.58 5,000k 1/1/2002
13 Quantitative Investment Management
Quantitative Global Program
1.60 20,000k 10/1/2003
12 RAM Management Group
RAM MRTP 1X-Conservative
2.07 1,000k 9/1/1993
11 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.09 500k 12/1/2003
10 Alee Capital Management, LLC
Poniente Program
2.27 2,500k 1/1/1999
9 Ancile Capital Management
Global Markets Program
2.49 2,000k 4/1/2005
8 Southwest Managed Investments, LLC
Global Diversified
2.55 200k 1/1/2002
7 Crabel Capital Management
Crabel Multi-Product
2.59 1,000k 3/1/1998
6 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.91 100k 1/1/2000
5 Keck Capital Management LLC
The Keck Program
3.20 2,000k 12/1/2003
4 Jaguar Investments Ltd
Vario Capital Strategy
3.36 1,000k 5/1/2016
3 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.80 400k 1/1/1988
2 RAM Management Group
MRTP Aggressive
6.54 1,000k 2/1/1998
1 Dendrich Ltd
QEP
23.36 50k 12/1/2005

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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