Systematic Trader Index For February 2007

Monthly Rankings

Rank CTA/Program Feb 2007 Min Inv Inception
139 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-13.04 200k 11/1/1999
138 Superfund Group
Superfund Green Master
-12.76 2,000k 5/1/2001
137 Keck Capital Management LLC
The Keck Program
-12.67 2,000k 12/1/2003
136 Superfund Group
Superfund Green Gold C (SPC)
-11.93 100k 10/1/2005
135 DUNN Capital Management
DUNN Combined Fund (DCF)
-11.81 100k 5/1/1989
134 Dreiss Research Corporation
Diversified Program
-11.48 1,000k 5/1/1991
133 DUNN Capital Management
D'Best Futures Fund, L.P.
-10.92 100k 6/1/1994
132 Superfund Group
Superfund Green L.P. Series B
-10.67 5k 10/1/2002
131 Superfund Group
Superfund Green GCT USD
-10.67 15k 1/1/2000
130 Parizek Capital
Currency Program
-9.29 1,000k 4/1/2006
129 Xplor Capital Management, LLC
Global CTA Program
-9.03 1,500k 7/1/2004
128 Superfund Group
Superfund Green Gold B (SPC)
-9.03 50k 10/1/2005
127 Clarke Capital Management
Millennium
-8.61 1,000k 1/1/1998
126 Alder Capital DAC
Alder Global 20
-8.50 2,500k 2/1/2001
125 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.30 100k 11/1/1984
124 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-7.81 500k 12/1/2003
123 Superfund Group
Superfund Green L.P. Series A
-7.54 5k 10/1/2002
122 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-7.52 0k 11/1/1996
121 Quantum Leap Capital Management
Managed Account Program
-7.46 300k 8/1/2006
120 Kelly Angle Inc.
Genesis Program
-7.11 2,000k 4/1/2000
119 Clarke Capital Management
FX Plus
-7.00 1,000k 5/1/2004
118 Estlander & Partners
Global XL
-6.86 5,000k 8/1/1991
117 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-6.79 100k 1/1/2000
116 Hawksbill Capital Management
Global Diversified
-6.77 5,000k 11/1/1988
115 Superfund Group
Superfund Green Q-AG
-6.43 2k 3/1/1996
114 Winton Capital Management
Diversified
-5.93 50,000k 10/1/1997
113 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-5.82 100k 1/1/2005
112 ISAM
ISAM Systematic Trend Fund
-5.71 1,000k 6/1/2001
111 Neural Capital Ltd
Sentinel Trading Program
-5.41 2,000k 1/1/2006
110 Rivoli Fund Management
Rivoli International Fund (MAP)
-5.41 5,000k 10/1/1996
109 Superfund Group
Superfund Green Gold A (SPC)
-5.38 5k 10/1/2005
108 EMC Capital Advisors, LLC
Classic
-5.20 5,000k 1/1/1985
107 Mulvaney Capital Management
The Mulvaney Global Markets Program
-5.18 100k 5/1/1999
106 Lynx Asset Management AB
Lynx Program
-4.69 75k 5/1/2000
105 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-4.46 10,000k 8/1/2004
104 Acorn Global Investments Inc.
Acorn Diversified Program
-4.43 10k 7/1/2005
103 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-4.32 10,000k 8/1/1999
102 Rabar Market Research
Diversified Program
-4.18 2,000k 1/1/1989
101 Transtrend B.V.
DTP – Enhanced Risk (USD)
-4.07 10,000k 1/1/1995
100 Abraham Trading Company
Diversified Program
-4.00 10,000k 1/1/1988
99 Alder Capital DAC
Alder Global 10
-4.00 2,500k 10/1/2000
98 M.S. Capital Management
Global Diversified Program
-3.92 2,000k 11/1/1998
97 Hyman Beck and Company
Global Portfolio
-3.88 1,000k 3/1/1991
96 Somers Brothers Capital
Diversified Futures Program #1
-3.72 100k 1/1/2005
95 Conquest Capital Group
Conquest Select
-3.65 250k 6/1/2004
94 Drury Capital
Diversified Trend-Following Program
-3.51 5,000k 5/1/1997
93 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-3.50 1,000k 10/1/2006
92 Estlander & Partners
Global Markets
-3.35 10,000k 8/1/1999
91 Rivoli Fund Management
Rivoli International Fund (V9)
-3.25 5,000k 1/1/2002
90 Crescent Bay Capital Management
Premium Stock Index Program
-3.22 10k 10/1/2005
89 Alee Capital Management, LLC
Mistral Program
-3.09 2,500k 1/1/1999
88 Manning & Napier
MN Xenon Managed Futures (2x) Program
-2.92 5,000k 6/1/2006
87 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.92 10,000k 2/1/1999
86 Beach Horizon LLP
Managed Account
-2.91 5,000k 5/1/2005
85 Clarke Capital Management
Jupiter
-2.88 3,000k 5/1/2005
84 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.83 5,000k 6/1/2001
83 Millburn Corporation
Multi-Markets Program
-2.80 25,000k 10/1/2004
82 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.75 250k 6/1/2001
81 Millburn Corporation
Diversified Program
-2.73 20,000k 2/1/1977
80 Chesapeake Capital
Diversified (LV)
-2.33 100k 2/1/1988
79 Conquest Capital Group
Conquest Macro
-2.32 250k 5/1/1999
78 Parizek Capital
Futures Trading Program
-2.22 500k 4/1/2000
77 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.14 1,000k 3/1/2003
76 Molinero Capital Management LLP
Global Markets Program
-2.11 2,000k 7/1/2005
75 Superfund Group
Superfund Blue SPC Class A (EUR)
-2.09 50k 4/1/2005
74 Shield Plus LLC
Shield Plus Natural Gas
-2.04 50k 1/1/2004
73 John Locke Investments
Cyril Systematic Program
-2.04 8,000k 7/1/2000
72 Eclipse Capital Management
Global Monetary
-2.04 5,000k 8/1/1990
71 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.78 5,000k 8/1/2000
70 Clarke Capital Management
Worldwide
-1.77 250k 1/1/1996
69 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.76 1,500k 4/1/2006
68 Robust Methods LLC
Macro Managed Account
-1.69 5,000k 1/1/2005
67 Tactical Investment Management
Tactical Institutional Commodity Program
-1.68 10,000k 4/1/1993
66 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.65 10,000k 1/1/2001
65 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.65 1,000k 3/1/1998
64 MERIT Alternative Investments GmbH
Futures Portfolio
-1.61 2,000k 6/1/1998
63 Spectrum Asset Management LLC
Global Diversified
-1.54 2,000k 1/1/2001
62 Quantica Capital AG
Quantica Managed Futures
-1.40 5,000k 1/1/2005
61 Ancile Capital Management
Global Markets Program
-1.38 2,000k 4/1/2005
60 Southwest Managed Investments, LLC
Global Diversified
-1.26 200k 1/1/2002
59 Welton Investment Partners
Welton Global
-1.24 10,000k 6/1/2004
58 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.21 10,000k 1/1/1991
57 FORT LP
Fort Global Diversified
-1.18 2,000k 10/1/1993
56 IKOS
The IKOS Hedge Fund
-1.10 10,000k 7/1/1998
55 Manning & Napier
MN Xenon Global Fixed Income Program
-1.06 2,000k 8/1/2004
54 Dominion Capital
Sapphire Program
-0.97 3,000k 5/1/2005
53 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.96 1k 10/1/2006
52 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-0.93 500k 1/1/2006
51 Red Rock Capital, LLC
Systematic Global Macro
-0.92 500k 9/1/2003
50 Revolution Capital Management
Alpha Fund
-0.91 50k 1/1/2005
49 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.60 10,000k 3/1/2006
48 Clarke Capital Management
Global Magnum
-0.46 100k 8/1/1997
47 Briarwood Capital Management, Inc.
Diversified 2XL
-0.40 250k 11/1/2004
46 Estlander & Partners
Alpha Trend
-0.40 30,000k 10/1/1991
45 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.31 10,000k 4/1/2004
44 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.23 3,000k 7/1/2001
43 Northfield Trading
Diversified
-0.23 2,000k 7/1/1989
42 Heyden & Steindl GmbH
TOMAC2
-0.17 5,000k 3/1/2003
41 FORT LP
Fort Global Contrarian
-0.08 2,000k 10/1/2002
40 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.08 1,000k 9/1/1997
39 Wavefront Global Asset Management
IMFC Global Investment Program
0.00 2,000k 2/1/2007
38 Quality Capital Management
Global Diversified Programme
0.05 10,000k 12/1/1995
37 Covenant Capital Management
Original Program
0.18 5,000k 9/1/1999
36 Blackwater Capital Management
Global Program
0.33 5,000k 7/1/2005
35 Systematic Alpha Management
Systematic Alpha Futures Program
0.50 100k 6/1/2004
34 Witter & Lester, Inc.
Redstone
0.60 500k 9/1/1994
33 Millburn Corporation
Commodity Program
0.64 25,000k 3/1/2005
32 Eckhardt Trading Company
Evolution Strategies
0.67 20,000k 8/1/1991
31 Covenant Capital Management
Aggressive Program
0.81 3,000k 2/1/2004
30 Eckhardt Trading Company
Evolution Strategies 1.2X
0.84 10,000k 10/1/1991
29 Mondiale Asset Management
Mondiale Trading Program
0.87 0k 9/1/1997
28 Saxon Investment Corporation
Diversified Program
1.15 3,000k 9/1/1988
27 Clarke Capital Management
Global Basic
1.17 50k 2/1/1996
26 Amplitude Capital International Limited
Dynamic Strategy
1.30 6/1/2005
25 Jaguar Investments Ltd
Vario Capital Strategy
1.31 1,000k 5/1/2016
24 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.33 10,000k 4/1/2003
23 Rhicon Currency Management
Rhicon Systematic Currency Program
1.34 3,000k 1/1/2004
22 Quantmetrics Capital Management LLP
Directional 10V Strategy
1.35 10,000k 1/1/2007
21 Quantitative Investment Management
Quantitative Global Program
1.37 20,000k 10/1/2003
20 RAM Management Group
RAM MRTP 1X-Conservative
1.42 1,000k 9/1/1993
19 Robinson-Langley Capital Management, LLC
Managed Account Program
1.45 200k 1/1/2007
18 Alee Capital Management, LLC
Poniente Program
1.94 2,500k 1/1/1999
17 Mark J. Walsh Company
Standard Program
2.36 2,000k 9/1/1985
16 Mobius Asset Management
Energy Weighted Program
2.61 250k 1/1/2005
15 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
2.70 1,000k 5/1/2006
14 Saxon Investment Corporation
Aggressive Diversified Program
2.84 2,000k 11/1/1993
13 Crabel Capital Management
Crabel Multi-Product
3.04 1,000k 3/1/1998
12 Arcanum Asset Management
Equity Index Option Program (Prop)
3.33 500k 7/1/2006
11 Kinkopf Capital Management
KCM S&P (Proprietary)
3.71 100k 1/1/1999
10 Mobius Asset Management
Diversified Program
3.91 250k 3/1/2004
9 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.09 400k 1/1/1988
8 Claughton Capital
Auto-Reactive Positioning
4.13 1,000k 10/1/2005
7 Mobius Asset Management
Custom Trading Program
4.52 100k 1/1/2002
6 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
4.86 5,000k 1/1/2005
5 RAM Management Group
MRTP Aggressive
5.13 1,000k 2/1/1998
4 Romanesco Capital Management B.V
Persistence Program
5.47 5,000k 9/1/2005
3 Revolution Capital Management
Mosaic Program
5.52 10,000k 10/1/2006
2 Dendrich Ltd
QEP
9.93 50k 12/1/2005
1 Emil van Essen
Spread Trading Program
12.28 5,000k 12/1/2006

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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