Systematic Trader Index For July 2006

Monthly Rankings

Rank CTA/Program Jul 2006 Min Inv Inception
131 Superfund Group
Superfund Green Gold C (SPC)
-17.75 100k 10/1/2005
130 Superfund Group
Superfund Green Master
-17.56 2,000k 5/1/2001
129 Superfund Group
Superfund Green L.P. Series B
-14.11 5k 10/1/2002
128 Acorn Global Investments Inc.
Acorn Diversified Program
-13.80 10k 7/1/2005
127 Superfund Group
Superfund Green GCT USD
-13.75 15k 1/1/2000
126 Kelly Angle Inc.
Genesis Program
-13.44 2,000k 4/1/2000
125 Superfund Group
Superfund Green Gold B (SPC)
-12.29 50k 10/1/2005
124 Hawksbill Capital Management
Global Diversified
-11.36 5,000k 11/1/1988
123 Clarke Capital Management
Jupiter
-10.59 3,000k 5/1/2005
122 Clarke Capital Management
Millennium
-10.47 1,000k 1/1/1998
121 Superfund Group
Superfund Green L.P. Series A
-10.35 5k 10/1/2002
120 Tactical Investment Management
Tactical Institutional Commodity Program
-10.06 10,000k 4/1/1993
119 Keck Capital Management LLC
The Keck Program
-10.00 2,000k 12/1/2003
118 Superfund Group
Superfund Green Q-AG
-8.98 2k 3/1/1996
117 DUNN Capital Management
D'Best Futures Fund, L.P.
-8.73 100k 6/1/1994
116 RAM Management Group
MRTP Aggressive
-8.58 1,000k 2/1/1998
115 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-7.14 100k 1/1/2005
114 ISAM
ISAM Systematic Trend Fund
-6.99 1,000k 6/1/2001
113 Superfund Group
Superfund Green Gold A (SPC)
-6.87 5k 10/1/2005
112 Mark J. Walsh Company
Standard Program
-6.76 2,000k 9/1/1985
111 Clarke Capital Management
Worldwide
-6.76 250k 1/1/1996
110 Clarke Capital Management
FX Plus
-6.74 1,000k 5/1/2004
109 Quality Capital Management
Global Diversified Programme
-6.63 10,000k 12/1/1995
108 Drury Capital
Diversified Trend-Following Program
-6.44 5,000k 5/1/1997
107 Parizek Capital
Futures Trading Program
-6.01 500k 4/1/2000
106 Manning & Napier
MN Xenon Managed Futures (2x) Program
-5.93 5,000k 6/1/2006
105 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.69 100k 11/1/1984
104 Beach Horizon LLP
Managed Account
-5.61 5,000k 5/1/2005
103 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-5.58 200k 11/1/1999
102 Heyden & Steindl GmbH
TOMAC2
-5.36 5,000k 3/1/2003
101 Estlander & Partners
Alpha Trend
-5.35 30,000k 10/1/1991
100 Abraham Trading Company
Diversified Program
-5.26 10,000k 1/1/1988
99 Mulvaney Capital Management
The Mulvaney Global Markets Program
-5.20 100k 5/1/1999
98 Saxon Investment Corporation
Aggressive Diversified Program
-5.15 2,000k 11/1/1993
97 Neural Capital Ltd
Sentinel Trading Program
-5.06 2,000k 1/1/2006
96 Spectrum Asset Management LLC
Global Diversified
-4.65 2,000k 1/1/2001
95 Rivoli Fund Management
Rivoli International Fund (MAP)
-4.64 5,000k 10/1/1996
94 Welton Investment Partners
Welton Global
-4.64 10,000k 6/1/2004
93 Lynx Asset Management AB
Lynx Program
-4.60 75k 5/1/2000
92 Kinkopf Capital Management
KCM S&P (Proprietary)
-4.59 100k 1/1/1999
91 Ancile Capital Management
Global Markets Program
-4.52 2,000k 4/1/2005
90 Southwest Managed Investments, LLC
Global Diversified
-4.32 200k 1/1/2002
89 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.21 10,000k 10/1/1991
88 EMC Capital Advisors, LLC
Classic
-4.20 5,000k 1/1/1985
87 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-4.19 5,000k 1/1/2005
86 Auspice Capital Advisors Ltd
Auspice Diversified Program
-4.12 1,500k 4/1/2006
85 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.92 100k 5/1/1989
84 Claughton Capital
Auto-Reactive Positioning
-3.87 1,000k 10/1/2005
83 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.75 10,000k 8/1/2004
82 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.69 10,000k 1/1/1995
81 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.66 10,000k 8/1/1999
80 Rabar Market Research
Diversified Program
-3.56 2,000k 1/1/1989
79 M.S. Capital Management
Global Diversified Program
-3.56 2,000k 11/1/1998
78 Eckhardt Trading Company
Evolution Strategies
-3.54 20,000k 8/1/1991
77 Red Rock Capital, LLC
Systematic Global Macro
-3.52 500k 9/1/2003
76 Blackwater Capital Management
Global Program
-3.51 5,000k 7/1/2005
75 Clarke Capital Management
Global Magnum
-3.46 100k 8/1/1997
74 Somers Brothers Capital
Diversified Futures Program #1
-3.30 100k 1/1/2005
73 Millburn Corporation
Multi-Markets Program
-3.30 25,000k 10/1/2004
72 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.29 100k 1/1/2000
71 Crescent Bay Capital Management
Premium Stock Index Program
-3.23 10k 10/1/2005
70 Rivoli Fund Management
Rivoli International Fund (V9)
-3.21 5,000k 1/1/2002
69 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-3.15 0k 11/1/1996
68 Rotella Capital Management
Rotella Polaris Program (Diversified)
-3.04 10,000k 1/1/1991
67 Saxon Investment Corporation
Diversified Program
-3.02 3,000k 9/1/1988
66 Eclipse Capital Management
Global Monetary
-3.02 5,000k 8/1/1990
65 John Locke Investments
Cyril Systematic Program
-3.01 8,000k 7/1/2000
64 Northfield Trading
Diversified
-3.00 2,000k 7/1/1989
63 Molinero Capital Management LLP
Global Markets Program
-2.89 2,000k 7/1/2005
62 Millburn Corporation
Diversified Program
-2.81 20,000k 2/1/1977
61 Alder Capital DAC
Alder Global 20
-2.73 2,500k 2/1/2001
60 RAM Management Group
RAM MRTP 1X-Conservative
-2.71 1,000k 9/1/1993
59 Manning & Napier
MN Xenon Global Fixed Income Program
-2.68 2,000k 8/1/2004
58 Revolution Capital Management
Alpha Fund
-2.68 50k 1/1/2005
57 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.62 10,000k 2/1/1999
56 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.51 5,000k 8/1/2000
55 Chesapeake Capital
Diversified (LV)
-2.13 100k 2/1/1988
54 Covenant Capital Management
Original Program
-2.03 5,000k 9/1/1999
53 Parizek Capital
Currency Program
-2.01 1,000k 4/1/2006
52 Hyman Beck and Company
Global Portfolio
-2.01 1,000k 3/1/1991
51 Covenant Capital Management
Aggressive Program
-1.94 3,000k 2/1/2004
50 Alee Capital Management, LLC
Poniente Program
-1.94 2,500k 1/1/1999
49 Briarwood Capital Management, Inc.
Diversified 2XL
-1.94 250k 11/1/2004
48 Conquest Capital Group
Conquest Macro
-1.67 250k 5/1/1999
47 MERIT Alternative Investments GmbH
Futures Portfolio
-1.65 2,000k 6/1/1998
46 Clarke Capital Management
Global Basic
-1.58 50k 2/1/1996
45 NuWave Investment Management, LLC
Combined Futures Portfolio
-1.53 5,000k 6/1/2001
44 Conquest Capital Group
Conquest Select
-1.48 250k 6/1/2004
43 NuWave Investment Management, LLC
NuWave Investment Partners LP
-1.41 250k 6/1/2001
42 Dreiss Research Corporation
Diversified Program
-1.32 1,000k 5/1/1991
41 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.29 10,000k 1/1/2001
40 Xplor Capital Management, LLC
Global CTA Program
-1.27 1,500k 7/1/2004
39 Alder Capital DAC
Alder Global 10
-1.19 2,500k 10/1/2000
38 Alee Capital Management, LLC
Mistral Program
-1.13 2,500k 1/1/1999
37 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.03 10,000k 3/1/2006
36 Millburn Corporation
Commodity Program
-1.02 25,000k 3/1/2005
35 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.87 50k 4/1/2005
34 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.75 1,000k 3/1/2003
33 Quantica Capital AG
Quantica Managed Futures
-0.70 5,000k 1/1/2005
32 Winton Capital Management
Diversified
-0.47 50,000k 10/1/1997
31 FORT LP
Fort Global Diversified
-0.40 2,000k 10/1/1993
30 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.40 3,000k 7/1/2001
29 IKOS
The IKOS Hedge Fund
-0.35 10,000k 7/1/1998
28 Dominion Capital
Sapphire Program
-0.26 3,000k 5/1/2005
27 Arcanum Asset Management
Equity Index Option Program (Prop)
0.00 500k 7/1/2006
26 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.15 400k 1/1/1988
25 Jaguar Investments Ltd
Vario Capital Strategy
0.17 1,000k 5/1/2016
24 Mondiale Asset Management
Mondiale Trading Program
0.31 0k 9/1/1997
23 Witter & Lester, Inc.
Redstone
0.34 500k 9/1/1994
22 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.39 10,000k 4/1/2004
21 Amplitude Capital International Limited
Dynamic Strategy
0.45 6/1/2005
20 Crabel Capital Management
Crabel Multi-Product
0.54 1,000k 3/1/1998
19 Estlander & Partners
Global Markets
0.62 10,000k 8/1/1999
18 FORT LP
Fort Global Contrarian
0.66 2,000k 10/1/2002
17 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.84 1,000k 3/1/1998
16 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.00 10,000k 4/1/2003
15 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.03 1,000k 9/1/1997
14 Estlander & Partners
Global XL
1.03 5,000k 8/1/1991
13 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.05 500k 1/1/2006
12 Systematic Alpha Management
Systematic Alpha Futures Program
1.22 100k 6/1/2004
11 Mobius Asset Management
Custom Trading Program
1.41 100k 1/1/2002
10 Mobius Asset Management
Diversified Program
1.78 250k 3/1/2004
9 Rhicon Currency Management
Rhicon Systematic Currency Program
1.81 3,000k 1/1/2004
8 Robust Methods LLC
Macro Managed Account
2.05 5,000k 1/1/2005
7 Quantitative Investment Management
Quantitative Global Program
2.34 20,000k 10/1/2003
6 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.84 500k 12/1/2003
5 Romanesco Capital Management B.V
Persistence Program
3.03 5,000k 9/1/2005
4 Shield Plus LLC
Shield Plus Natural Gas
3.98 50k 1/1/2004
3 Mobius Asset Management
Energy Weighted Program
4.03 250k 1/1/2005
2 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
4.11 1,000k 5/1/2006
1 Dendrich Ltd
QEP
25.07 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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