Systematic Trader Index For April 2007

Monthly Rankings

Rank CTA/Program Apr 2007 Min Inv Inception
141 Clarke Capital Management
Global Magnum
-6.06 100k 8/1/1997
140 Romanesco Capital Management B.V
Persistence Program
-3.58 5,000k 9/1/2005
139 Mobius Asset Management
Custom Trading Program
-3.15 100k 1/1/2002
138 Crescent Bay Capital Management
Premium Stock Index Program
-2.73 10k 10/1/2005
137 Mobius Asset Management
Diversified Program
-2.45 250k 3/1/2004
136 Clarke Capital Management
Global Basic
-2.11 50k 2/1/1996
135 Saxon Investment Corporation
Aggressive Diversified Program
-1.41 2,000k 11/1/1993
134 Crabel Capital Management
Crabel Multi-Product
-1.34 1,000k 3/1/1998
133 Auspice Capital Advisors Ltd
Auspice Diversified Program
-0.79 1,500k 4/1/2006
132 Clarke Capital Management
Millennium
-0.78 1,000k 1/1/1998
131 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-0.72 500k 12/1/2003
130 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.30 10,000k 1/1/2007
129 Systematic Alpha Management
Systematic Alpha Futures Program
-0.17 100k 6/1/2004
128 Parizek Capital
Currency Program
-0.09 1,000k 4/1/2006
126 Pacific Capital Advisors
Vanguard Program
0.00 100k 4/1/2007
127 Rhicon Currency Management
Rhicon Systematic Currency Program
0.00 3,000k 1/1/2004
125 Dominion Capital
Sapphire Program
0.02 3,000k 5/1/2005
124 Xplor Capital Management, LLC
Global CTA Program
0.13 1,500k 7/1/2004
123 Alder Capital DAC
Alder Global 20
0.20 2,500k 2/1/2001
122 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.20 10,000k 3/1/2006
121 Shield Plus LLC
Shield Plus Natural Gas
0.22 50k 1/1/2004
120 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.23 10,000k 4/1/2003
119 Alder Capital DAC
Alder Global 10
0.30 2,500k 10/1/2000
118 Jaguar Investments Ltd
Vario Capital Strategy
0.34 1,000k 5/1/2016
117 Manning & Napier
MN Xenon Global Fixed Income Program
0.48 2,000k 8/1/2004
116 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.53 10,000k 1/1/2001
115 Witter & Lester, Inc.
Redstone
0.55 500k 9/1/1994
114 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.57 5,000k 8/1/2000
113 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.75 10,000k 4/1/2004
112 Saxon Investment Corporation
Diversified Program
0.77 3,000k 9/1/1988
111 John Locke Investments
Cyril Systematic Program
0.92 8,000k 7/1/2000
110 Mondiale Asset Management
Mondiale Trading Program
0.97 0k 9/1/1997
109 Heyden & Steindl GmbH
TOMAC2
0.98 5,000k 3/1/2003
108 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.09 5,000k 6/1/2006
107 Superfund Group
Superfund Blue SPC Class A (EUR)
1.12 50k 4/1/2005
106 Quantitative Investment Management
Quantitative Global Program
1.27 20,000k 10/1/2003
105 MERIT Alternative Investments GmbH
Futures Portfolio
1.47 2,000k 6/1/1998
104 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.50 1,000k 5/1/2006
103 Ancile Capital Management
Global Markets Program
1.60 2,000k 4/1/2005
102 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.74 10,000k 1/1/1991
101 RAM Management Group
RAM MRTP 1X-Conservative
1.75 1,000k 9/1/1993
100 Millburn Corporation
Commodity Program
1.83 25,000k 3/1/2005
99 IKOS
The IKOS Hedge Fund
1.99 10,000k 7/1/1998
98 Briarwood Capital Management, Inc.
Diversified Trading Program
2.04 3,000k 7/1/2001
97 Robust Methods LLC
Macro Managed Account
2.18 5,000k 1/1/2005
96 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
2.21 500k 1/1/2006
95 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.29 400k 1/1/1988
94 Spectrum Asset Management LLC
Global Diversified
2.30 2,000k 1/1/2001
93 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.31 100k 1/1/2000
92 Conquest Capital Group
Conquest Macro
2.34 250k 5/1/1999
91 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.35 1,000k 3/1/1998
90 NuWave Investment Management, LLC
Combined Futures Portfolio
2.39 5,000k 6/1/2001
89 M.S. Capital Management
Global Diversified Program
2.43 2,000k 11/1/1998
88 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.43 1,000k 9/1/1997
87 Northfield Trading
Diversified
2.56 2,000k 7/1/1989
86 Mulvaney Capital Management
The Mulvaney Global Markets Program
2.59 100k 5/1/1999
85 Mobius Asset Management
Energy Weighted Program
2.65 250k 1/1/2005
84 Quantica Capital AG
Quantica Diversified FX
2.70 5,000k 3/1/2007
83 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.70 250k 6/1/2001
82 Conquest Capital Group
Conquest Select
2.73 250k 6/1/2004
81 Hawksbill Capital Management
Global Diversified
2.74 5,000k 11/1/1988
80 Estlander & Partners
Alpha Trend
3.00 30,000k 10/1/1991
79 Eckhardt Trading Company
Evolution Strategies
3.19 20,000k 8/1/1991
78 Drury Capital
Diversified Trend-Following Program
3.21 5,000k 5/1/1997
77 Arcanum Asset Management
Equity Index Option Program (Prop)
3.33 500k 7/1/2006
76 Lynx Asset Management AB
Lynx Program
3.38 75k 5/1/2000
75 Parizek Capital
Futures Trading Program
3.43 500k 4/1/2000
74 Kinkopf Capital Management
KCM S&P (Proprietary)
3.49 100k 1/1/1999
73 Transtrend B.V.
DTP – Standard Risk (EUR)
3.51 10,000k 2/1/1999
72 Clarke Capital Management
Worldwide
3.69 250k 1/1/1996
71 Eckhardt Trading Company
Evolution Strategies 1.2X
3.71 10,000k 10/1/1991
70 SEB Asset Management
SEB Asset Selection Fund C (EUR)
3.76 1k 10/1/2006
69 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
3.78 100k 1/1/2005
68 Quantica Capital AG
Quantica Managed Futures
3.80 5,000k 1/1/2005
67 Blackwater Capital Management
Global Program
3.82 5,000k 7/1/2005
66 FORT LP
Fort Global Contrarian
3.84 2,000k 10/1/2002
65 Southwest Managed Investments, LLC
Global Diversified
3.87 200k 1/1/2002
64 ISAM
ISAM Systematic Trend Fund
3.98 1,000k 6/1/2001
63 Alee Capital Management, LLC
Poniente Program
4.03 2,500k 1/1/1999
62 Kelly Angle Inc.
Genesis Program
4.05 2,000k 4/1/2000
61 DUNN Capital Management
DUNN Combined Fund (DCF)
4.10 100k 5/1/1989
60 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.14 1,000k 3/1/2003
59 EMC Capital Advisors, LLC
Classic
4.20 5,000k 1/1/1985
58 Acorn Global Investments Inc.
Acorn Diversified Program
4.21 10k 7/1/2005
57 Briarwood Capital Management, Inc.
Diversified 2XL
4.27 250k 11/1/2004
56 Mark J. Walsh Company
Standard Program
4.27 2,000k 9/1/1985
55 Rivoli Fund Management
Rivoli International Fund (V9)
4.36 5,000k 1/1/2002
54 FORT LP
Fort Global Diversified
4.46 2,000k 10/1/1993
53 Red Rock Capital, LLC
Systematic Global Macro
4.50 500k 9/1/2003
52 Chesapeake Capital
Diversified (LV)
4.53 100k 2/1/1988
51 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
4.55 1,000k 10/1/2006
50 Dreiss Research Corporation
Diversified Program
4.58 1,000k 5/1/1991
49 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
4.67 5,000k 1/1/2005
48 Claughton Capital
Auto-Reactive Positioning
4.72 1,000k 10/1/2005
47 Molinero Capital Management LLP
Global Markets Program
5.00 2,000k 7/1/2005
46 Beach Horizon LLP
Managed Account
5.03 5,000k 5/1/2005
45 Covenant Capital Management
Original Program
5.07 5,000k 9/1/1999
44 Hyman Beck and Company
Global Portfolio
5.19 1,000k 3/1/1991
43 Alee Capital Management, LLC
Mistral Program
5.33 2,500k 1/1/1999
42 DUNN Capital Management
D'Best Futures Fund, L.P.
5.59 100k 6/1/1994
41 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.69 10,000k 1/1/1995
40 Millburn Corporation
Multi-Markets Program
5.73 25,000k 10/1/2004
39 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.73 10,000k 8/1/1999
38 Clarke Capital Management
Jupiter
5.75 3,000k 5/1/2005
37 Transtrend B.V.
DTP – Enhanced Risk (JPY)
5.85 10,000k 8/1/2004
36 Eclipse Capital Management
Global Monetary
5.90 5,000k 8/1/1990
35 Rabar Market Research
Diversified Program
5.94 2,000k 1/1/1989
34 RAM Management Group
MRTP Aggressive
6.01 1,000k 2/1/1998
33 Millburn Corporation
Diversified Program
6.26 20,000k 2/1/1977
32 Neural Capital Ltd
Sentinel Trading Program
6.42 2,000k 1/1/2006
31 Winton Capital Management
Diversified
6.46 50,000k 10/1/1997
30 Abraham Trading Company
Diversified Program
6.50 10,000k 1/1/1988
29 Welton Investment Partners
Welton Global
6.62 10,000k 6/1/2004
28 Estlander & Partners
Global Markets
6.64 10,000k 8/1/1999
27 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
6.71 0k 11/1/1996
26 Amplitude Capital International Limited
Dynamic Strategy
6.78 6/1/2005
25 Rivoli Fund Management
Rivoli International Fund (MAP)
7.01 5,000k 10/1/1996
24 Superfund Group
Superfund Green Q-AG
7.61 2k 3/1/1996
23 Quantum Leap Capital Management
Managed Account Program
7.84 300k 8/1/2006
22 Clarke Capital Management
FX Plus
7.89 1,000k 5/1/2004
21 Superfund Group
Superfund Green L.P. Series A
7.99 5k 10/1/2002
20 Quality Capital Management
Global Diversified Programme
8.13 10,000k 12/1/1995
19 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
8.22 100k 11/1/1984
18 Covenant Capital Management
Aggressive Program
8.50 3,000k 2/1/2004
17 Tactical Investment Management
Tactical Institutional Commodity Program
8.58 10,000k 4/1/1993
16 Wavefront Global Asset Management
IMFC Global Investment Program
9.05 2,000k 2/1/2007
15 Keck Capital Management LLC
The Keck Program
9.59 2,000k 12/1/2003
14 Superfund Group
Superfund Green Gold A (SPC)
10.21 5k 10/1/2005
13 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
10.66 200k 11/1/1999
12 Superfund Group
Superfund Green GCT USD
10.93 15k 1/1/2000
11 Superfund Group
Superfund Green L.P. Series B
11.38 5k 10/1/2002
10 Revolution Capital Management
Alpha Fund
12.99 50k 1/1/2005
9 Somers Brothers Capital
Diversified Futures Program #1
13.42 100k 1/1/2005
8 Superfund Group
Superfund Green Gold B (SPC)
13.44 50k 10/1/2005
7 Revolution Capital Management
Mosaic Program
13.52 10,000k 10/1/2006
6 Estlander & Partners
Global XL
13.60 5,000k 8/1/1991
5 Robinson-Langley Capital Management, LLC
Managed Account Program
13.70 200k 1/1/2007
4 Dendrich Ltd
QEP
15.43 50k 12/1/2005
3 Superfund Group
Superfund Green Master
16.84 2,000k 5/1/2001
2 Superfund Group
Superfund Green Gold C (SPC)
18.86 100k 10/1/2005
1 Emil van Essen
Spread Trading Program
25.23 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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