Systematic Trader Index For October 2007

Monthly Rankings

Rank CTA/Program Oct 2007 Min Inv Inception
152 RAM Management Group
MRTP Aggressive
-13.98 1,000k 2/1/1998
151 Clarke Capital Management
Global Basic
-12.26 50k 2/1/1996
150 Hawksbill Capital Management
Global Diversified
-11.74 5,000k 11/1/1988
149 Clarke Capital Management
Global Magnum
-11.06 100k 8/1/1997
148 Kinkopf Capital Management
KCM S&P (Proprietary)
-10.03 100k 1/1/1999
147 Heyden & Steindl GmbH
TOMAC2
-9.65 5,000k 3/1/2003
146 Emil van Essen
Spread Trading Program
-6.67 5,000k 12/1/2006
145 Briarwood Capital Management, Inc.
Diversified 2XL
-5.81 250k 11/1/2004
144 Mark J. Walsh Company
Standard Program
-5.08 2,000k 9/1/1985
143 RAM Management Group
RAM MRTP 1X-Conservative
-4.93 1,000k 9/1/1993
142 Revolution Capital Management
Mosaic Program
-4.60 10,000k 10/1/2006
141 Neural Capital Ltd
Sentinel Trading Program
-4.47 2,000k 1/1/2006
140 Claughton Capital
Auto-Reactive Positioning
-4.40 1,000k 10/1/2005
139 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.90 3,000k 7/1/2001
138 Superfund Group
Superfund Blue SPC Class A (EUR)
-1.85 50k 4/1/2005
137 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-1.29 500k 12/1/2003
136 Parizek Capital
Futures Trading Program
-1.08 500k 4/1/2000
135 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.88 10,000k 1/1/2001
134 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.77 10,000k 1/1/2007
133 Drury Capital
Diversified Trend-Following Program
-0.67 5,000k 5/1/1997
132 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.50 10,000k 4/1/2004
131 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.47 400k 1/1/1988
130 Rhicon Currency Management
Rhicon Systematic Currency Program
-0.41 3,000k 1/1/2004
129 Jaguar Investments Ltd
Vario Capital Strategy
-0.09 1,000k 5/1/2016
125 Non Correlated Capital
Positive Theta Fund
0.00 50k 10/1/2007
126 Non Correlated Capital
Positive Theta Program
0.00 250k 10/1/2007
127 Commodity Strategies AG
CSAG Active Long Short Commodity Program
0.00 5,000k 10/1/2007
128 Futures Truth Company, FTC-CTA
MS4
0.00 250k 10/1/2007
124 Witter & Lester, Inc.
Redstone
0.01 500k 9/1/1994
123 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.32 10,000k 4/1/2003
122 Clarke Capital Management
Worldwide
0.59 250k 1/1/1996
121 Alder Capital DAC
Alder Global 10
0.70 2,500k 10/1/2000
120 Keck Capital Management LLC
The Keck Program
0.85 2,000k 12/1/2003
119 Emil van Essen
EvE Systematic Global Opportunities
0.87 1,000k 9/1/2007
118 Trigon Investment Advisors, LLC
Foreign Exchange Program
1.16 5,000k 8/1/2000
117 Alder Capital DAC
Alder Global 20
1.20 2,500k 2/1/2001
116 Hyman Beck and Company
Global Portfolio
1.26 1,000k 3/1/1991
115 MERIT Alternative Investments GmbH
Futures Portfolio
1.30 2,000k 6/1/1998
114 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.40 1,000k 3/1/1998
113 Acorn Global Investments Inc.
Acorn Diversified Program
1.44 10k 7/1/2005
112 Mondiale Asset Management
Mondiale Trading Program
1.47 0k 9/1/1997
111 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.54 100k 1/1/2000
110 Systematic Alpha Management
Systematic Alpha Futures Program
1.70 100k 6/1/2004
109 Rivoli Fund Management
Rivoli International Fund (V9)
1.78 5,000k 1/1/2002
108 DUNN Capital Management
D'Best Futures Fund, L.P.
1.88 100k 6/1/1994
107 Manning & Napier
MN Xenon Global Fixed Income Program
1.89 2,000k 8/1/2004
106 Kelly Angle Inc.
Genesis Program
1.92 2,000k 4/1/2000
105 Northfield Trading
Diversified
2.06 2,000k 7/1/1989
104 John Locke Investments
Cyril Systematic Program
2.08 8,000k 7/1/2000
103 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
2.09 1,000k 5/1/2006
102 Quantica Capital AG
Quantica Managed Futures
2.30 5,000k 1/1/2005
101 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
2.42 1,000k 10/1/2006
100 Crescent Bay Capital Management
Premium Stock Index Program
2.50 10k 10/1/2005
99 Shield Plus LLC
Shield Plus Natural Gas
2.52 50k 1/1/2004
98 Winton Capital Management
Diversified
2.52 50,000k 10/1/1997
97 Rivoli Fund Management
Rivoli International Fund (MAP)
2.53 5,000k 10/1/1996
96 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
2.64 5,000k 1/1/2005
95 Dominion Capital
Sapphire Program
2.66 3,000k 5/1/2005
94 Estlander & Partners
Alpha Trend
2.66 30,000k 10/1/1991
93 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.75 250k 6/1/2001
92 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.78 1,000k 9/1/1997
91 NuWave Investment Management, LLC
Combined Futures Portfolio
2.80 5,000k 6/1/2001
90 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.00 100k 11/1/1984
89 Crabel Capital Management
Crabel Multi-Product
3.16 1,000k 3/1/1998
88 Amplitude Capital International Limited
Dynamic Strategy
3.16 6/1/2005
87 Arcanum Asset Management
Equity Index Option Program (Prop)
3.33 500k 7/1/2006
86 Pacific Capital Advisors
Vanguard Program
3.44 100k 4/1/2007
85 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
3.46 500k 1/1/2006
84 ISAM
ISAM Systematic Trend Fund
3.57 1,000k 6/1/2001
83 Manning & Napier
MN Xenon Managed Futures (2x) Program
3.63 5,000k 6/1/2006
82 Tactical Investment Management
Tactical Institutional Commodity Program
3.69 10,000k 4/1/1993
81 M.S. Capital Management
Global Diversified Program
3.69 2,000k 11/1/1998
80 SEB Asset Management
SEB Asset Selection Fund C (EUR)
3.77 1k 10/1/2006
79 Endeavour Capital LLP
Endeavour Pembroke
3.82 2,000k 7/1/2007
78 Conquest Capital Group
Conquest Select
3.85 250k 6/1/2004
77 Revolution Capital Management
Alpha Program
4.06 5,000k 6/1/2007
76 Quantica Capital AG
Quantica Diversified FX
4.10 5,000k 3/1/2007
75 Quantum Leap Capital Management
Managed Account Program
4.19 300k 8/1/2006
74 Quantitative Investment Management
Quantitative Global Program
4.27 20,000k 10/1/2003
73 Abraham Trading Company
Diversified Program
4.32 10,000k 1/1/1988
72 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
4.38 100k 1/1/2005
71 Romanesco Capital Management B.V
Persistence Program
4.41 5,000k 9/1/2005
70 Conquest Capital Group
Conquest Macro
4.45 250k 5/1/1999
69 Auspice Capital Advisors Ltd
Auspice Diversified Program
4.53 1,500k 4/1/2006
68 Mobius Asset Management
Energy Weighted Program
4.56 250k 1/1/2005
67 Saxon Investment Corporation
Diversified Program
4.62 3,000k 9/1/1988
66 Revolution Capital Management
Alpha Fund
4.67 50k 1/1/2005
65 DUNN Capital Management
DUNN Combined Fund (DCF)
4.76 100k 5/1/1989
64 Covenant Capital Management
Original Program
4.76 5,000k 9/1/1999
63 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
4.81 75k 6/1/2007
62 Southwest Managed Investments, LLC
Global Diversified
4.92 200k 1/1/2002
61 Molinero Capital Management LLP
Global Markets Program
5.01 2,000k 7/1/2005
60 Millburn Corporation
Commodity Program
5.09 25,000k 3/1/2005
59 Estlander & Partners
Global Markets
5.10 10,000k 8/1/1999
58 FORT LP
Fort Global Diversified
5.14 2,000k 10/1/1993
57 Mobius Asset Management
Diversified Program
5.21 250k 3/1/2004
56 FORT LP
Fort Global Contrarian
5.24 2,000k 10/1/2002
55 Robust Methods LLC
Macro Managed Account
5.25 5,000k 1/1/2005
54 Red Rock Capital, LLC
Systematic Global Macro
5.34 500k 9/1/2003
53 Eckhardt Trading Company
Evolution Strategies
5.39 20,000k 8/1/1991
52 Mobius Asset Management
Custom Trading Program
5.40 100k 1/1/2002
51 Transtrend B.V.
DTP – Standard Risk (EUR)
5.66 10,000k 2/1/1999
50 Rabar Market Research
Diversified Program
5.99 2,000k 1/1/1989
49 Eckhardt Trading Company
Evolution Strategies 1.2X
6.04 10,000k 10/1/1991
48 Future Trade AG
Thales Swing Trading Programme
6.08 250k 6/1/2007
47 Alee Capital Management, LLC
Poniente Program
6.12 2,500k 1/1/1999
46 Altradis Capital AG
AlphAlgo
6.15 100k 5/1/2007
45 Covenant Capital Management
Aggressive Program
6.15 3,000k 2/1/2004
44 Rotella Capital Management
Rotella Orion (Short-Term) Program
6.26 10,000k 3/1/2006
43 Millburn Corporation
Diversified Program
6.37 20,000k 2/1/1977
42 Millburn Corporation
Multi-Markets Program
6.38 25,000k 10/1/2004
41 Eclipse Capital Management
Global Monetary
6.39 5,000k 8/1/1990
40 EMC Capital Advisors, LLC
Classic
6.60 5,000k 1/1/1985
39 AllMountain Capital AG
Mount Denali Global Trends
6.74 160k 7/1/2007
38 Ancile Capital Management
Global Markets Program
6.82 2,000k 4/1/2005
37 Lynx Asset Management AB
Lynx Program
6.82 75k 5/1/2000
36 IKOS
The IKOS Hedge Fund
7.05 10,000k 7/1/1998
35 Wavefront Global Asset Management
IMFC Global Investment Program
7.13 2,000k 2/1/2007
34 Blackwater Capital Management
Global Program
7.17 5,000k 7/1/2005
33 Welton Investment Partners
Welton Global
7.23 10,000k 6/1/2004
32 Robinson-Langley Capital Management, LLC
Managed Account Program
7.31 200k 1/1/2007
31 Quality Capital Management
Global Diversified Programme
7.33 10,000k 12/1/1995
30 Clarke Capital Management
Millennium
7.95 1,000k 1/1/1998
29 Rotella Capital Management
Rotella Polaris Program (Diversified)
8.09 10,000k 1/1/1991
28 Superfund Group
Superfund Green Q-AG
8.32 2k 3/1/1996
27 Saxon Investment Corporation
Aggressive Diversified Program
8.32 2,000k 11/1/1993
26 Transtrend B.V.
DTP – Enhanced Risk (JPY)
8.45 10,000k 8/1/2004
25 Clarke Capital Management
FX Plus
8.67 1,000k 5/1/2004
24 Transtrend B.V.
DTP – Enhanced Risk (EUR)
8.75 10,000k 8/1/1999
23 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
8.82 0k 11/1/1996
22 Transtrend B.V.
DTP – Enhanced Risk (USD)
9.02 10,000k 1/1/1995
21 Alee Capital Management, LLC
Mistral Program
9.14 2,500k 1/1/1999
20 Dreiss Research Corporation
Diversified Program
9.40 1,000k 5/1/1991
19 Spectrum Asset Management LLC
Global Diversified
9.52 2,000k 1/1/2001
18 Beach Horizon LLP
Managed Account
9.62 5,000k 5/1/2005
17 Superfund Group
Superfund Green L.P. Series A
9.92 5k 10/1/2002
16 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
10.33 200k 11/1/1999
15 Estlander & Partners
Global XL
10.49 5,000k 8/1/1991
14 Chesapeake Capital
Diversified (LV)
10.64 100k 2/1/1988
13 Xplor Capital Management, LLC
Global CTA Program
11.72 1,500k 7/1/2004
12 Clarke Capital Management
Jupiter
12.58 3,000k 5/1/2005
11 Superfund Group
Superfund Green GCT USD
12.77 15k 1/1/2000
10 Dendrich Ltd
QEP
13.30 50k 12/1/2005
9 Mulvaney Capital Management
The Mulvaney Global Markets Program
13.72 100k 5/1/1999
8 Somers Brothers Capital
Diversified Futures Program #1
13.74 100k 1/1/2005
7 Parizek Capital
Currency Program
13.89 1,000k 4/1/2006
6 Superfund Group
Superfund Green Gold A (SPC)
14.24 5k 10/1/2005
5 Superfund Group
Superfund Green L.P. Series B
14.57 5k 10/1/2002
4 Superfund Group
Superfund Green Gold B (SPC)
18.19 50k 10/1/2005
3 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
18.68 1,000k 3/1/2003
2 Superfund Group
Superfund Green Master
19.98 2,000k 5/1/2001
1 Superfund Group
Superfund Green Gold C (SPC)
22.56 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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan