Systematic Trader Index For December 2007 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Dec 2007 Min Inv Inception 158 Parizek Capital Currency Program -10.41 1,000k 4/1/2006 157 Clarke Capital Management FX Plus -8.11 1,000k 5/1/2004 156 Claughton Capital Institutional Program -7.87 1,000k 10/1/2005 155 Neural Capital Ltd Sentinel Trading Program -5.73 2,000k 1/1/2006 154 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -4.55 200k 11/1/1999 153 Systematic Alpha Management Systematic Alpha Futures Program -3.52 100k 6/1/2004 152 Shield Plus LLC Shield Plus Natural Gas -3.47 50k 1/1/2004 151 Drury Capital Diversified Trend-Following Program -3.29 5,000k 5/1/1997 150 Keck Capital Management LLC The Keck Program -3.18 2,000k 12/1/2003 149 Emil van Essen Spread Trading Program -3.07 5,000k 12/1/2006 148 Northfield Trading Diversified -2.70 2,000k 7/1/1989 147 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.64 1k 10/1/2006 146 Alder Capital DAC Alder Global 20 -2.50 250k 2/1/2001 145 Lynx Asset Management AB Lynx Program -2.43 75k 5/1/2000 144 Parizek Capital Futures Trading Program -2.25 500k 4/1/2000 143 Covenant Capital Management Aggressive Program -2.02 3,000k 2/1/2004 142 Rotella Capital Management Rotella Polaris Program (Diversified) -1.52 10,000k 1/1/1991 141 Global Domain Partners, LLC Global Domain Vector Fund - Series A -1.17 500k 1/1/2006 140 Jaguar Investments Ltd Vario Capital Strategy -1.11 1,000k 5/1/2016 139 Pacific Capital Advisors Vanguard Program -1.03 100k 4/1/2007 138 Alder Capital DAC Alder Global 10 -1.00 250k 10/1/2000 137 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.96 10,000k 1/1/2001 136 Covenant Capital Management Original Program -0.90 5,000k 9/1/1999 135 Trigon Investment Advisors, LLC Foreign Exchange Program -0.78 5,000k 8/1/2000 134 Revolution Capital Management Mosaic Program -0.74 10,000k 10/1/2006 133 Quantum Leap Capital Management Managed Account Program -0.67 300k 8/1/2006 132 Welton Investment Partners Welton Global -0.52 10,000k 6/1/2004 131 Estlander & Partners Global XL -0.47 5,000k 8/1/1991 130 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.46 10,000k 4/1/2004 129 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -0.44 10k 7/1/2005 128 MERIT Alternative Investments GmbH Futures Portfolio -0.36 2,000k 6/1/1998 127 Robust Methods LLC Macro Managed Account -0.31 5,000k 1/1/2005 126 Conquest Capital Group Conquest Select -0.30 250k 6/1/2004 125 Blackwater Capital Management Global Program -0.29 5,000k 7/1/2005 124 Estlander & Partners Global Markets -0.25 10,000k 8/1/1999 123 Manning & Napier MN Xenon Global Fixed Income Program -0.17 2,000k 8/1/2004 122 Clarke Capital Management Worldwide -0.12 250k 1/1/1996 121 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -0.11 1,000k 5/1/2006 120 Molinero Capital Management LLP Global Markets Program -0.10 2,000k 7/1/2005 119 FORT LP Fort Global Diversified -0.06 2,000k 10/1/1993 118 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.04 100k 1/1/2005 115 Superfund Group Superfund Blue SPC Class A (Gold) 0.00 50k 12/1/2007 116 John Locke Investments JL Commodity Long Flat Program 0.00 5,000k 12/1/2007 117 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 114 Winton Capital Management Diversified 0.24 50,000k 10/1/1997 113 Future Trade AG Thales Swing Trading Programme 0.26 250k 6/1/2007 112 Romanesco Capital Management B.V Persistence Program 0.33 5,000k 9/1/2005 111 Kelly Angle Inc. Genesis Program 0.37 2,000k 4/1/2000 110 Rivoli Fund Management Rivoli International Fund (V9) 0.38 5,000k 1/1/2002 109 Revolution Capital Management Alpha Fund 0.38 50k 1/1/2005 108 Quantmetrics Capital Management LLP Premier 12V Strategy 0.48 10,000k 4/1/2003 107 Rivoli Fund Management Rivoli International Fund (E) 0.49 5,000k 10/1/1996 106 John Locke Investments Cyril Systematic Program 0.53 8,000k 7/1/2000 105 Revolution Capital Management Alpha Program 0.56 5,000k 6/1/2007 104 Quantica Capital AG Quantica Managed Futures 0.60 5,000k 1/1/2005 103 Clarke Capital Management Jupiter 0.61 3,000k 5/1/2005 102 FORT LP Fort Global Contrarian 0.66 2,000k 10/1/2002 101 Mondiale Asset Management Mondiale Trading Program 0.72 0k 9/1/1997 100 Mobius Asset Management Diversified Program 0.72 250k 3/1/2004 99 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.79 1,000k 3/1/1998 98 Transtrend B.V. DTP – Standard Risk (EUR) 0.82 10,000k 2/1/1999 97 Hyman Beck and Company Global Portfolio 0.82 1,000k 3/1/1991 96 Ion Asset Architecture Ion Fund Program 0.85 10,000k 11/1/2007 95 Ion Asset Architecture (Fund Program) Ion Fund 0.86 100k 11/1/2007 94 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.87 100k 1/1/2000 93 Kinkopf Capital Management KCM S&P (Proprietary) 0.90 100k 1/1/1999 92 Witter & Lester, Inc. Redstone 0.95 500k 9/1/1994 91 W.G. Wealth Guardian Ltd. SAFI2 Program 0.96 1,000k 9/1/1997 90 Altradis Capital AG AlphAlgo 0.99 100k 5/1/2007 89 Manning & Napier MN Xenon Managed Futures (2x) Program 1.02 5,000k 6/1/2006 88 Quantmetrics Capital Management LLP Directional 10V Strategy 1.12 10,000k 1/1/2007 87 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.14 10,000k 8/1/2004 86 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.16 1,000k 3/1/2003 85 Estlander & Partners Alpha Trend 1.19 30,000k 10/1/1991 84 Briarwood Capital Management, Inc. Diversified Trading Program 1.19 3,000k 7/1/2001 83 Quantitative Investment Management Quantitative Global Program 1.19 20,000k 10/1/2003 82 Clarke Capital Management Millennium 1.28 1,000k 1/1/1998 81 EMC Capital Advisors, LLC Classic 1.30 5,000k 1/1/1985 80 Conquest Capital Group Conquest Macro 1.30 250k 5/1/1999 79 Transtrend B.V. DTP – Enhanced Risk (USD) 1.32 10,000k 1/1/1995 78 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 1.33 1,000k 10/1/2006 77 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.36 10,000k 8/1/1999 76 Robinson-Langley Capital Management, LLC Managed Account Program 1.37 200k 1/1/2007 75 ISAM ISAM Systematic Trend Fund 1.50 1,000k 6/1/2001 74 IKOS The IKOS Hedge Fund 1.53 10,000k 7/1/1998 73 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.58 0k 11/1/1996 72 Quantica Capital AG Quantica Diversified FX 1.60 5,000k 3/1/2007 71 Millburn Ridgefield Corporation Diversified Program 1.64 20,000k 2/1/1977 70 Millburn Ridgefield Corporation Multi-Markets Program 1.76 25,000k 10/1/2004 69 Rabar Market Research Diversified Program 1.80 2,000k 1/1/1989 68 DUNN Capital Management D'Best Futures Fund, L.P. 1.85 100k 6/1/1994 67 Xplor Capital Management, LLC Global CTA Program 1.90 1,500k 7/1/2004 66 Tactical Investment Management Tactical Institutional Commodity Program 1.91 10,000k 4/1/1993 65 Dominion Capital Sapphire Program 1.96 3,000k 5/1/2005 64 Eclipse Capital Management Global Monetary 2.20 5,000k 8/1/1990 63 Wavefront Global Asset Management IMFC Global Investment Program 2.27 2,000k 2/1/2007 62 Auspice Capital Advisors Ltd Auspice Diversified Program 2.29 1,500k 4/1/2006 61 Briarwood Capital Management, Inc. Diversified 2XL 2.45 250k 11/1/2004 60 Southwest Managed Investments, LLC Global Diversified 2.48 200k 1/1/2002 59 RAM Management Group RAM MRTP 1X-Conservative 2.48 1,000k 9/1/1993 58 Rotella Capital Management Rotella Orion (Short-Term) Program 2.49 10,000k 3/1/2006 57 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 2.54 5,000k 1/1/2005 56 NuWave Investment Management, LLC Combined Futures Portfolio 2.57 5,000k 6/1/2001 55 NuWave Investment Management, LLC NuWave Investment Partners LP 2.74 250k 6/1/2001 54 Crescent Bay Capital Management Premium Stock Index Program 2.80 10k 10/1/2005 53 Superfund Group Superfund Green L.P. Series A 2.82 5k 10/1/2002 52 Non Correlated Capital Positive Theta Program 2.84 250k 10/1/2007 51 Superfund Group Superfund Blue SPC Class A (EUR) 3.38 50k 4/1/2005 50 Superfund Group Superfund Green Q-AG 3.43 2k 3/1/1996 49 Non Correlated Capital Positive Theta Fund 3.46 50k 10/1/2007 48 Futures Truth Company, FTC-CTA MS4 3.55 250k 10/1/2007 47 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 3.60 75k 6/1/2007 46 Mark J. Walsh Company Standard Program 3.66 2,000k 9/1/1985 45 Eckhardt Trading Company Evolution Strategies 3.76 20,000k 8/1/1991 44 QCM Global Diversified Programme 3.81 500k 12/1/1995 43 Hawksbill Capital Management Global Diversified 3.91 5,000k 11/1/1988 42 Emil van Essen EvE Systematic Global Opportunities 3.91 1,000k 9/1/2007 41 Red Rock Capital, LLC Systematic Global Macro 4.00 500k 9/1/2003 40 Crabel Capital Management Crabel Multi-Product 4.06 1,000k 3/1/1998 39 Mobius Asset Management Energy Weighted Program 4.11 250k 1/1/2005 38 Eckhardt Trading Company Evolution Strategies 1.2X 4.18 10,000k 10/1/1991 37 Endeavour Capital LLP Endeavour Pembroke 4.19 2,000k 7/1/2007 36 Witter & Lester, Inc. Stock Index Futures Trading Program 4.25 400k 1/1/1988 35 Rho Asset Management Rho Altius 1XL Program 4.31 5,000k 11/1/2007 34 Auctos Capital Management Auctos Global Diversified 4.41 3,000k 11/1/2007 33 Commodity Strategies AG CSAG Active Long Short Commodity Program 4.41 5,000k 10/1/2007 32 Superfund Group Superfund Green L.P. Series B 4.44 5k 10/1/2002 31 Somers Brothers Capital Diversified Futures Program #1 4.71 100k 1/1/2005 30 Saxon Investment Corporation Diversified Program 4.74 3,000k 9/1/1988 29 Rhicon Currency Management Rhicon Systematic Currency Program 4.78 3,000k 1/1/2004 28 Dreiss Research Corporation Diversified Program 5.01 1,000k 5/1/1991 27 Superfund Group Superfund Green GCT USD 5.42 15k 1/1/2000 26 Alee Capital Management, LLC Mistral Program 5.48 2,500k 1/1/1999 25 Chesapeake Capital Diversified (LV) 5.52 100k 2/1/1988 24 Millburn Ridgefield Corporation Commodity Program 5.60 25,000k 3/1/2005 23 Superfund Group Superfund Green Master 5.79 2,000k 5/1/2001 22 Wimmer Horizon LLP Managed Account 5.87 5,000k 5/1/2005 21 RAM Management Group MRTP Aggressive 5.94 1,000k 2/1/1998 20 AllMountain Capital AG Mount Denali Global Trends 5.99 160k 7/1/2007 19 Spectrum Asset Management LLC Global Diversified 5.99 2,000k 1/1/2001 18 Alee Capital Management, LLC Poniente Program 6.39 2,500k 1/1/1999 17 Amplitude Capital International Limited Dynamic Strategy 6.44 6/1/2005 16 Abraham Trading Company Diversified Program 6.47 10,000k 1/1/1988 15 DUNN Capital Management World Monetary and Agriculture Program (WMA) 6.55 100k 11/1/1984 14 Arcanum Asset Management Equity Index Option Program (Prop) 6.67 500k 7/1/2006 13 DUNN Capital Management DUNN Combined Fund (DCF) 6.83 100k 5/1/1989 12 Mobius Asset Management Custom Trading Program 7.02 100k 1/1/2002 11 Paskewitz Asset Management LLC Contrarian S&P Stock Index 7.28 500k 12/1/2003 10 Saxon Investment Corporation Aggressive Diversified Program 7.84 2,000k 11/1/1993 9 Ancile Capital Management Global Markets Program 8.21 2,000k 4/1/2005 8 Heyden & Steindl GmbH TOMAC2 8.44 5,000k 3/1/2003 7 Mulvaney Capital Management The Mulvaney Global Markets Fund 8.47 100k 5/1/1999 6 Clarke Capital Management Global Magnum 9.50 100k 8/1/1997 5 Superfund Group Superfund Green Gold A (SPC) 9.75 5k 10/1/2005 4 Superfund Group Superfund Green Gold B (SPC) 13.02 50k 10/1/2005 3 Superfund Group Superfund Green Gold C (SPC) 14.07 100k 10/1/2005 2 Clarke Capital Management Global Basic 18.96 50k 2/1/1996 1 Dendrich Ltd QEP 29.60 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.