Systematic Trader Index For March 2007

Monthly Rankings

Rank CTA/Program Mar 2007 Min Inv Inception
140 Superfund Group
Superfund Green L.P. Series B
-12.65 5k 10/1/2002
139 Kelly Angle Inc.
Genesis Program
-10.46 2,000k 4/1/2000
138 Quantum Leap Capital Management
Managed Account Program
-10.02 300k 8/1/2006
137 Covenant Capital Management
Aggressive Program
-9.69 3,000k 2/1/2004
136 RAM Management Group
MRTP Aggressive
-9.33 1,000k 2/1/1998
135 Crescent Bay Capital Management
Premium Stock Index Program
-9.18 10k 10/1/2005
134 Mulvaney Capital Management
The Mulvaney Global Markets Program
-8.82 100k 5/1/1999
133 Superfund Group
Superfund Green L.P. Series A
-8.73 5k 10/1/2002
132 Dreiss Research Corporation
Diversified Program
-8.58 1,000k 5/1/1991
131 Superfund Group
Superfund Green Gold C (SPC)
-8.34 100k 10/1/2005
130 Superfund Group
Superfund Green Master
-8.32 2,000k 5/1/2001
129 Somers Brothers Capital
Diversified Futures Program #1
-7.45 100k 1/1/2005
128 Hawksbill Capital Management
Global Diversified
-7.26 5,000k 11/1/1988
127 Welton Investment Partners
Welton Global
-7.24 10,000k 6/1/2004
126 Tactical Investment Management
Tactical Institutional Commodity Program
-7.15 10,000k 4/1/1993
125 Xplor Capital Management, LLC
Global CTA Program
-7.14 1,500k 7/1/2004
124 M.S. Capital Management
Global Diversified Program
-6.53 2,000k 11/1/1998
123 Superfund Group
Superfund Green Gold B (SPC)
-6.41 50k 10/1/2005
122 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.40 100k 6/1/1994
121 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.07 100k 5/1/1989
120 Covenant Capital Management
Original Program
-6.02 5,000k 9/1/1999
119 Superfund Group
Superfund Green GCT USD
-5.69 15k 1/1/2000
118 Heyden & Steindl GmbH
TOMAC2
-5.45 5,000k 3/1/2003
117 Quality Capital Management
Global Diversified Programme
-5.16 10,000k 12/1/1995
116 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.80 0k 11/1/1996
115 Superfund Group
Superfund Green Gold A (SPC)
-4.60 5k 10/1/2005
114 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.54 10,000k 10/1/1991
113 Millburn Corporation
Commodity Program
-4.53 25,000k 3/1/2005
112 Mark J. Walsh Company
Standard Program
-4.42 2,000k 9/1/1985
111 Acorn Global Investments Inc.
Acorn Diversified Program
-4.28 10k 7/1/2005
110 Neural Capital Ltd
Sentinel Trading Program
-4.08 2,000k 1/1/2006
109 Eckhardt Trading Company
Evolution Strategies
-4.07 20,000k 8/1/1991
108 Northfield Trading
Diversified
-4.03 2,000k 7/1/1989
107 Winton Capital Management
Diversified
-3.95 50,000k 10/1/1997
106 Lynx Asset Management AB
Lynx Program
-3.89 75k 5/1/2000
105 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.75 10,000k 8/1/2004
104 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.59 10,000k 8/1/1999
103 Superfund Group
Superfund Green Q-AG
-3.46 2k 3/1/1996
102 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.36 200k 11/1/1999
101 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-3.36 100k 11/1/1984
100 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-3.35 1,000k 10/1/2006
99 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.24 10,000k 1/1/1995
98 EMC Capital Advisors, LLC
Classic
-3.20 5,000k 1/1/1985
97 Clarke Capital Management
Millennium
-3.14 1,000k 1/1/1998
96 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-3.09 500k 12/1/2003
95 Alee Capital Management, LLC
Poniente Program
-3.09 2,500k 1/1/1999
94 Wavefront Global Asset Management
IMFC Global Investment Program
-3.03 2,000k 2/1/2007
93 RAM Management Group
RAM MRTP 1X-Conservative
-2.92 1,000k 9/1/1993
92 Saxon Investment Corporation
Aggressive Diversified Program
-2.87 2,000k 11/1/1993
91 Alee Capital Management, LLC
Mistral Program
-2.85 2,500k 1/1/1999
90 Witter & Lester, Inc.
Stock Index Futures Trading Program
-2.77 400k 1/1/1988
89 Rabar Market Research
Diversified Program
-2.73 2,000k 1/1/1989
88 Clarke Capital Management
FX Plus
-2.68 1,000k 5/1/2004
87 Mobius Asset Management
Diversified Program
-2.64 250k 3/1/2004
86 Conquest Capital Group
Conquest Select
-2.51 250k 6/1/2004
85 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-2.44 100k 1/1/2005
84 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.42 1,500k 4/1/2006
83 Beach Horizon LLP
Managed Account
-2.41 5,000k 5/1/2005
82 Mobius Asset Management
Custom Trading Program
-2.34 100k 1/1/2002
81 Estlander & Partners
Global XL
-2.33 5,000k 8/1/1991
80 Clarke Capital Management
Worldwide
-2.33 250k 1/1/1996
79 Abraham Trading Company
Diversified Program
-2.32 10,000k 1/1/1988
78 Romanesco Capital Management B.V
Persistence Program
-2.24 5,000k 9/1/2005
77 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.20 10,000k 2/1/1999
76 Clarke Capital Management
Jupiter
-1.98 3,000k 5/1/2005
75 NuWave Investment Management, LLC
Combined Futures Portfolio
-1.95 5,000k 6/1/2001
74 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.91 10,000k 1/1/2001
73 NuWave Investment Management, LLC
NuWave Investment Partners LP
-1.68 250k 6/1/2001
72 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.57 5,000k 10/1/1996
71 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.52 1,000k 3/1/1998
70 Spectrum Asset Management LLC
Global Diversified
-1.50 2,000k 1/1/2001
69 ISAM
ISAM Systematic Trend Fund
-1.42 1,000k 6/1/2001
68 Saxon Investment Corporation
Diversified Program
-1.42 3,000k 9/1/1988
67 Estlander & Partners
Alpha Trend
-1.33 30,000k 10/1/1991
66 Chesapeake Capital
Diversified (LV)
-1.27 100k 2/1/1988
65 Clarke Capital Management
Global Magnum
-1.24 100k 8/1/1997
64 Briarwood Capital Management, Inc.
Diversified 2XL
-1.20 250k 11/1/2004
63 Manning & Napier
MN Xenon Managed Futures (2x) Program
-1.14 5,000k 6/1/2006
62 Rivoli Fund Management
Rivoli International Fund (V9)
-1.10 5,000k 1/1/2002
61 Claughton Capital
Auto-Reactive Positioning
-1.08 1,000k 10/1/2005
60 Estlander & Partners
Global Markets
-0.98 10,000k 8/1/1999
59 John Locke Investments
Cyril Systematic Program
-0.92 8,000k 7/1/2000
58 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.91 5,000k 8/1/2000
57 MERIT Alternative Investments GmbH
Futures Portfolio
-0.90 2,000k 6/1/1998
56 Manning & Napier
MN Xenon Global Fixed Income Program
-0.89 2,000k 8/1/2004
55 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.79 3,000k 7/1/2001
54 Amplitude Capital International Limited
Dynamic Strategy
-0.77 6/1/2005
53 Quantica Capital AG
Quantica Managed Futures
-0.70 5,000k 1/1/2005
52 Clarke Capital Management
Global Basic
-0.66 50k 2/1/1996
51 Ancile Capital Management
Global Markets Program
-0.65 2,000k 4/1/2005
50 Robinson-Langley Capital Management, LLC
Managed Account Program
-0.49 200k 1/1/2007
49 Molinero Capital Management LLP
Global Markets Program
-0.45 2,000k 7/1/2005
48 Crabel Capital Management
Crabel Multi-Product
-0.45 1,000k 3/1/1998
47 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.45 1,000k 9/1/1997
46 Eclipse Capital Management
Global Monetary
-0.40 5,000k 8/1/1990
45 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.33 10,000k 1/1/1991
44 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.30 1k 10/1/2006
43 Jaguar Investments Ltd
Vario Capital Strategy
-0.28 1,000k 5/1/2016
42 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.17 100k 1/1/1999
41 Mondiale Asset Management
Mondiale Trading Program
-0.11 0k 9/1/1997
40 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-0.10 500k 1/1/2006
39 Mobius Asset Management
Energy Weighted Program
-0.07 250k 1/1/2005
38 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.01 10,000k 3/1/2006
37 Parizek Capital
Currency Program
-0.01 1,000k 4/1/2006
36 Quantica Capital AG
Quantica Diversified FX
0.00 5,000k 3/1/2007
35 Drury Capital
Diversified Trend-Following Program
0.08 5,000k 5/1/1997
34 Red Rock Capital, LLC
Systematic Global Macro
0.15 500k 9/1/2003
33 Witter & Lester, Inc.
Redstone
0.17 500k 9/1/1994
32 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.28 10,000k 4/1/2003
31 Superfund Group
Superfund Blue SPC Class A (EUR)
0.31 50k 4/1/2005
30 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.37 10,000k 4/1/2004
29 Dominion Capital
Sapphire Program
0.46 3,000k 5/1/2005
28 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.53 1,000k 3/1/2003
27 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.54 5,000k 1/1/2005
26 IKOS
The IKOS Hedge Fund
0.78 10,000k 7/1/1998
25 FORT LP
Fort Global Diversified
0.83 2,000k 10/1/1993
24 Alder Capital DAC
Alder Global 10
0.90 2,500k 10/1/2000
23 Robust Methods LLC
Macro Managed Account
1.27 5,000k 1/1/2005
22 Conquest Capital Group
Conquest Macro
1.29 250k 5/1/1999
21 Revolution Capital Management
Alpha Fund
1.33 50k 1/1/2005
20 Systematic Alpha Management
Systematic Alpha Futures Program
1.34 100k 6/1/2004
19 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.46 100k 1/1/2000
18 Alder Capital DAC
Alder Global 20
1.50 2,500k 2/1/2001
17 FORT LP
Fort Global Contrarian
1.52 2,000k 10/1/2002
16 Hyman Beck and Company
Global Portfolio
1.75 1,000k 3/1/1991
15 Rhicon Currency Management
Rhicon Systematic Currency Program
1.98 3,000k 1/1/2004
14 Blackwater Capital Management
Global Program
2.14 5,000k 7/1/2005
13 Millburn Corporation
Multi-Markets Program
2.43 25,000k 10/1/2004
12 Millburn Corporation
Diversified Program
2.72 20,000k 2/1/1977
11 Quantmetrics Capital Management LLP
Directional 10V Strategy
2.89 10,000k 1/1/2007
10 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
2.97 1,000k 5/1/2006
9 Keck Capital Management LLC
The Keck Program
3.29 2,000k 12/1/2003
8 Parizek Capital
Futures Trading Program
3.35 500k 4/1/2000
7 Southwest Managed Investments, LLC
Global Diversified
3.97 200k 1/1/2002
6 Shield Plus LLC
Shield Plus Natural Gas
4.14 50k 1/1/2004
5 Emil van Essen
Spread Trading Program
4.19 5,000k 12/1/2006
4 Dendrich Ltd
QEP
4.82 50k 12/1/2005
3 Quantitative Investment Management
Quantitative Global Program
5.40 20,000k 10/1/2003
2 Arcanum Asset Management
Equity Index Option Program (Prop)
5.67 500k 7/1/2006
1 Revolution Capital Management
Mosaic Program
8.87 10,000k 10/1/2006

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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