Systematic Trader Index For January 2007

Monthly Rankings

Rank CTA/Program Jan 2007 Min Inv Inception
138 Tactical Investment Management
Tactical Institutional Commodity Program
-6.33 10,000k 4/1/1993
137 Quality Capital Management
Global Diversified Programme
-5.89 10,000k 12/1/1995
136 Covenant Capital Management
Aggressive Program
-4.70 3,000k 2/1/2004
135 Superfund Group
Superfund Green L.P. Series B
-4.59 5k 10/1/2002
134 Saxon Investment Corporation
Aggressive Diversified Program
-4.35 2,000k 11/1/1993
133 Covenant Capital Management
Original Program
-4.02 5,000k 9/1/1999
132 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.92 100k 1/1/2000
131 Ancile Capital Management
Global Markets Program
-3.69 2,000k 4/1/2005
130 Heyden & Steindl GmbH
TOMAC2
-3.33 5,000k 3/1/2003
129 Superfund Group
Superfund Green L.P. Series A
-3.09 5k 10/1/2002
128 Mobius Asset Management
Custom Trading Program
-3.03 100k 1/1/2002
127 Estlander & Partners
Global XL
-2.69 5,000k 8/1/1991
126 Saxon Investment Corporation
Diversified Program
-2.23 3,000k 9/1/1988
125 Kelly Angle Inc.
Genesis Program
-2.22 2,000k 4/1/2000
124 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.94 5,000k 8/1/2000
123 Southwest Managed Investments, LLC
Global Diversified
-1.75 200k 1/1/2002
122 Hawksbill Capital Management
Global Diversified
-1.72 5,000k 11/1/1988
121 Jaguar Investments Ltd
Vario Capital Strategy
-1.54 1,000k 5/1/2016
120 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.44 400k 1/1/1988
119 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.43 1,500k 4/1/2006
118 Estlander & Partners
Global Markets
-1.31 10,000k 8/1/1999
117 Rabar Market Research
Diversified Program
-1.30 2,000k 1/1/1989
116 Robust Methods LLC
Macro Managed Account
-1.09 5,000k 1/1/2005
115 Superfund Group
Superfund Green Master
-0.85 2,000k 5/1/2001
114 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-0.83 5,000k 1/1/2005
113 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.69 50k 4/1/2005
112 Conquest Capital Group
Conquest Macro
-0.50 250k 5/1/1999
111 Clarke Capital Management
Worldwide
-0.46 250k 1/1/1996
110 Shield Plus LLC
Shield Plus Natural Gas
-0.42 50k 1/1/2004
109 Dominion Capital
Sapphire Program
-0.34 3,000k 5/1/2005
108 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.25 10,000k 4/1/2003
107 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.24 10,000k 4/1/2004
106 Witter & Lester, Inc.
Redstone
-0.20 500k 9/1/1994
105 Red Rock Capital, LLC
Systematic Global Macro
-0.16 500k 9/1/2003
104 Mobius Asset Management
Diversified Program
-0.10 250k 3/1/2004
103 M.S. Capital Management
Global Diversified Program
-0.04 2,000k 11/1/1998
102 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.02 10,000k 1/1/1991
99 Robinson-Langley Capital Management, LLC
Managed Account Program
0.00 200k 1/1/2007
100 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.00 10,000k 1/1/2007
101 Emil van Essen
Spread Trading Program
0.00 5,000k 12/1/2006
98 Systematic Alpha Management
Systematic Alpha Futures Program
0.07 100k 6/1/2004
97 Estlander & Partners
Alpha Trend
0.07 30,000k 10/1/1991
96 RAM Management Group
MRTP Aggressive
0.10 1,000k 2/1/1998
95 Mondiale Asset Management
Mondiale Trading Program
0.11 0k 9/1/1997
94 Superfund Group
Superfund Green GCT USD
0.19 15k 1/1/2000
93 RAM Management Group
RAM MRTP 1X-Conservative
0.20 1,000k 9/1/1993
92 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.24 10,000k 1/1/2001
91 Manning & Napier
MN Xenon Global Fixed Income Program
0.24 2,000k 8/1/2004
90 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.25 100k 1/1/2005
89 Conquest Capital Group
Conquest Select
0.32 250k 6/1/2004
88 Manning & Napier
MN Xenon Managed Futures (2x) Program
0.33 5,000k 6/1/2006
87 Eckhardt Trading Company
Evolution Strategies 1.2X
0.35 10,000k 10/1/1991
86 Eckhardt Trading Company
Evolution Strategies
0.37 20,000k 8/1/1991
85 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
0.41 200k 11/1/1999
84 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.42 1k 10/1/2006
83 ISAM
ISAM Systematic Trend Fund
0.43 1,000k 6/1/2001
82 Parizek Capital
Futures Trading Program
0.52 500k 4/1/2000
81 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.56 100k 5/1/1999
80 Superfund Group
Superfund Green Q-AG
0.62 2k 3/1/1996
79 Briarwood Capital Management, Inc.
Diversified Trading Program
0.70 3,000k 7/1/2001
78 Transtrend B.V.
DTP – Standard Risk (EUR)
0.73 10,000k 2/1/1999
77 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.79 250k 6/1/2001
76 Mobius Asset Management
Energy Weighted Program
0.82 250k 1/1/2005
75 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.85 10,000k 3/1/2006
74 NuWave Investment Management, LLC
Combined Futures Portfolio
0.93 5,000k 6/1/2001
73 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.03 1,000k 3/1/1998
72 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.03 0k 11/1/1996
71 Hyman Beck and Company
Global Portfolio
1.04 1,000k 3/1/1991
70 Millburn Corporation
Commodity Program
1.07 25,000k 3/1/2005
69 Abraham Trading Company
Diversified Program
1.08 10,000k 1/1/1988
68 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.10 1,000k 5/1/2006
67 John Locke Investments
Cyril Systematic Program
1.23 8,000k 7/1/2000
66 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.28 500k 1/1/2006
65 Briarwood Capital Management, Inc.
Diversified 2XL
1.30 250k 11/1/2004
64 Quantica Capital AG
Quantica Managed Futures
1.30 5,000k 1/1/2005
63 Northfield Trading
Diversified
1.38 2,000k 7/1/1989
62 Dreiss Research Corporation
Diversified Program
1.41 1,000k 5/1/1991
61 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.43 1,000k 9/1/1997
60 Blackwater Capital Management
Global Program
1.43 5,000k 7/1/2005
59 Superfund Group
Superfund Green Gold A (SPC)
1.47 5k 10/1/2005
58 Clarke Capital Management
Global Basic
1.51 50k 2/1/1996
57 Amplitude Capital International Limited
Dynamic Strategy
1.56 6/1/2005
56 Somers Brothers Capital
Diversified Futures Program #1
1.60 100k 1/1/2005
55 Alder Capital DAC
Alder Global 10
1.60 2,500k 10/1/2000
54 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.64 10,000k 1/1/1995
53 Claughton Capital
Auto-Reactive Positioning
1.64 1,000k 10/1/2005
52 Quantitative Investment Management
Quantitative Global Program
1.67 20,000k 10/1/2003
51 Millburn Corporation
Diversified Program
1.70 20,000k 2/1/1977
50 Millburn Corporation
Multi-Markets Program
1.70 25,000k 10/1/2004
49 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.75 10,000k 8/1/1999
48 MERIT Alternative Investments GmbH
Futures Portfolio
1.76 2,000k 6/1/1998
47 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.79 1,000k 10/1/2006
46 Spectrum Asset Management LLC
Global Diversified
1.81 2,000k 1/1/2001
45 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.82 10,000k 8/1/2004
44 IKOS
The IKOS Hedge Fund
1.83 10,000k 7/1/1998
43 Beach Horizon LLP
Managed Account
1.85 5,000k 5/1/2005
42 DUNN Capital Management
DUNN Combined Fund (DCF)
1.87 100k 5/1/1989
41 FORT LP
Fort Global Contrarian
1.87 2,000k 10/1/2002
40 Romanesco Capital Management B.V
Persistence Program
1.93 5,000k 9/1/2005
39 Acorn Global Investments Inc.
Acorn Diversified Program
2.10 10k 7/1/2005
38 Superfund Group
Superfund Green Gold B (SPC)
2.15 50k 10/1/2005
37 Superfund Group
Superfund Green Gold C (SPC)
2.24 100k 10/1/2005
36 Mark J. Walsh Company
Standard Program
2.42 2,000k 9/1/1985
35 FORT LP
Fort Global Diversified
2.42 2,000k 10/1/1993
34 Clarke Capital Management
Millennium
2.45 1,000k 1/1/1998
33 Chesapeake Capital
Diversified (LV)
2.63 100k 2/1/1988
32 Alee Capital Management, LLC
Mistral Program
2.76 2,500k 1/1/1999
31 Welton Investment Partners
Welton Global
2.87 10,000k 6/1/2004
30 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.87 1,000k 3/1/2003
29 Crabel Capital Management
Crabel Multi-Product
2.91 1,000k 3/1/1998
28 Neural Capital Ltd
Sentinel Trading Program
2.96 2,000k 1/1/2006
27 Eclipse Capital Management
Global Monetary
2.97 5,000k 8/1/1990
26 Arcanum Asset Management
Equity Index Option Program (Prop)
3.00 500k 7/1/2006
25 Rhicon Currency Management
Rhicon Systematic Currency Program
3.02 3,000k 1/1/2004
24 Drury Capital
Diversified Trend-Following Program
3.33 5,000k 5/1/1997
23 Alder Capital DAC
Alder Global 20
3.40 2,500k 2/1/2001
22 Rivoli Fund Management
Rivoli International Fund (V9)
3.57 5,000k 1/1/2002
21 Alee Capital Management, LLC
Poniente Program
3.60 2,500k 1/1/1999
20 EMC Capital Advisors, LLC
Classic
3.80 5,000k 1/1/1985
19 Winton Capital Management
Diversified
3.86 50,000k 10/1/1997
18 Lynx Asset Management AB
Lynx Program
3.97 75k 5/1/2000
17 Rivoli Fund Management
Rivoli International Fund (MAP)
4.55 5,000k 10/1/1996
16 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
4.56 500k 12/1/2003
15 Clarke Capital Management
Global Magnum
4.66 100k 8/1/1997
14 Molinero Capital Management LLP
Global Markets Program
5.07 2,000k 7/1/2005
13 Kinkopf Capital Management
KCM S&P (Proprietary)
5.71 100k 1/1/1999
12 DUNN Capital Management
D'Best Futures Fund, L.P.
5.87 100k 6/1/1994
11 Clarke Capital Management
FX Plus
5.96 1,000k 5/1/2004
10 Revolution Capital Management
Mosaic Program
5.96 10,000k 10/1/2006
9 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.21 100k 11/1/1984
8 Crescent Bay Capital Management
Premium Stock Index Program
6.35 10k 10/1/2005
7 Revolution Capital Management
Alpha Fund
8.33 50k 1/1/2005
6 Xplor Capital Management, LLC
Global CTA Program
8.38 1,500k 7/1/2004
5 Clarke Capital Management
Jupiter
8.98 3,000k 5/1/2005
4 Quantum Leap Capital Management
Managed Account Program
9.31 300k 8/1/2006
3 Keck Capital Management LLC
The Keck Program
10.04 2,000k 12/1/2003
2 Parizek Capital
Currency Program
14.26 1,000k 4/1/2006
1 Dendrich Ltd
QEP
26.03 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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