Systematic Trader Index For September 2007 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 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 Sep 2007 Min Inv Inception 148 Emil van Essen Spread Trading Program -25.28 5,000k 12/1/2006 147 Kinkopf Capital Management KCM S&P (Proprietary) -5.89 100k 1/1/1999 146 Parizek Capital Currency Program -5.32 1,000k 4/1/2006 145 Rhicon Currency Management Rhicon Systematic Currency Program -1.86 3,000k 1/1/2004 144 Shield Plus LLC Shield Plus Natural Gas -1.11 50k 1/1/2004 143 Dominion Capital Sapphire Program -0.56 3,000k 5/1/2005 142 Superfund Group Superfund Blue SPC Class A (EUR) -0.48 50k 4/1/2005 141 Systematic Alpha Management Systematic Alpha Futures Program -0.42 100k 6/1/2004 140 Heyden & Steindl GmbH TOMAC2 -0.15 5,000k 3/1/2003 138 Emil van Essen EvE Systematic Global Opportunities 0.00 1,000k 9/1/2007 139 Ancile Capital Management Global Markets Program 0.00 2,000k 4/1/2005 137 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 0.07 1,000k 5/1/2006 136 Hyman Beck and Company Global Portfolio 0.12 1,000k 3/1/1991 135 Quantmetrics Capital Management LLP Premier 12V Strategy 0.16 10,000k 4/1/2003 134 Paskewitz Asset Management LLC Contrarian S&P Stock Index 0.55 500k 12/1/2003 133 Mondiale Asset Management Mondiale Trading Program 0.76 0k 9/1/1997 132 Quantitative Investment Management Quantitative Global Program 1.04 20,000k 10/1/2003 131 Witter & Lester, Inc. Stock Index Futures Trading Program 1.24 400k 1/1/1988 130 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.27 1,000k 3/1/1998 129 Witter & Lester, Inc. Redstone 1.42 500k 9/1/1994 128 AllMountain Capital AG Mount Denali Global Trends 1.50 160k 7/1/2007 127 ISAM ISAM Systematic Trend Fund 1.56 1,000k 6/1/2001 126 Quantmetrics Capital Management LLP Directional 10V Strategy 1.87 10,000k 1/1/2007 125 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 1.98 10,000k 1/1/2001 124 Briarwood Capital Management, Inc. Diversified Trading Program 2.05 3,000k 7/1/2001 123 Crabel Capital Management Crabel Multi-Product 2.12 1,000k 3/1/1998 122 Pacific Capital Advisors Vanguard Program 2.18 100k 4/1/2007 121 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 2.19 1,000k 10/1/2006 120 Alder Capital DAC Alder Global 10 2.20 250k 10/1/2000 119 NuWave Investment Management, LLC NuWave Investment Partners LP 2.20 250k 6/1/2001 118 NuWave Investment Management, LLC Combined Futures Portfolio 2.44 5,000k 6/1/2001 117 FORT LP Fort Global Diversified 2.55 2,000k 10/1/1993 116 IKOS The IKOS Hedge Fund 2.67 10,000k 7/1/1998 115 Trigon Investment Advisors, LLC Foreign Exchange Program 2.82 5,000k 8/1/2000 114 Rotella Capital Management Rotella Orion (Short-Term) Program 2.90 10,000k 3/1/2006 113 Manning & Napier MN Xenon Global Fixed Income Program 2.91 2,000k 8/1/2004 112 Drury Capital Diversified Trend-Following Program 2.93 5,000k 5/1/1997 111 Revolution Capital Management Mosaic Program 3.01 10,000k 10/1/2006 110 W.G. Wealth Guardian Ltd. SAFI2 Program 3.13 1,000k 9/1/1997 109 FORT LP Fort Global Contrarian 3.17 2,000k 10/1/2002 108 Neural Capital Ltd Sentinel Trading Program 3.32 2,000k 1/1/2006 107 SEB Asset Management SEB Asset Selection Fund C (EUR) 3.47 1k 10/1/2006 106 Jaguar Investments Ltd Vario Capital Strategy 3.62 1,000k 5/1/2016 105 M.S. Capital Management Global Diversified Program 3.73 2,000k 11/1/1998 104 Mulvaney Capital Management The Mulvaney Global Markets Fund 3.92 100k 5/1/1999 103 Endeavour Capital LLP Endeavour Pembroke 4.07 2,000k 7/1/2007 102 Mobius Asset Management Energy Weighted Program 4.18 250k 1/1/2005 101 Briarwood Capital Management, Inc. Diversified 2XL 4.25 250k 11/1/2004 100 MERIT Alternative Investments GmbH Futures Portfolio 4.28 2,000k 6/1/1998 99 Conquest Capital Group Conquest Macro 4.28 250k 5/1/1999 98 Eclipse Capital Management Global Monetary 4.31 5,000k 8/1/1990 97 Lynx Asset Management AB Lynx Program 4.35 75k 5/1/2000 96 Claughton Capital Institutional Program 4.38 1,000k 10/1/2005 95 Insch Capital Management SA Interbank Currency Program - 3X Leverage 4.46 100k 1/1/2000 94 Transtrend B.V. DTP – Standard Risk (EUR) 4.48 10,000k 2/1/1999 93 Quantica Capital AG Quantica Diversified FX 4.50 5,000k 3/1/2007 92 Millburn Corporation Multi-Markets Program 4.53 25,000k 10/1/2004 91 Alder Capital DAC Alder Global 20 4.60 2,500k 2/1/2001 90 Crescent Bay Capital Management Premium Stock Index Program 4.70 10k 10/1/2005 89 Cambridge Strategy Asset Management LTD Extended Markets Alpha Program 4.71 10,000k 4/1/2004 88 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 4.72 1,000k 3/1/2003 87 Southwest Managed Investments, LLC Global Diversified 4.86 200k 1/1/2002 86 RAM Management Group RAM MRTP 1X-Conservative 4.87 1,000k 9/1/1993 85 Conquest Capital Group Conquest Select 4.92 250k 6/1/2004 84 Red Rock Capital, LLC Systematic Global Macro 5.01 500k 9/1/2003 83 Northfield Trading Diversified 5.05 2,000k 7/1/1989 82 Mobius Asset Management Diversified Program 5.07 250k 3/1/2004 81 Abraham Trading Company Diversified Program 5.20 10,000k 1/1/1988 80 Quantica Capital AG Quantica Managed Futures 5.20 5,000k 1/1/2005 79 Molinero Capital Management LLP Global Markets Program 5.30 2,000k 7/1/2005 78 Superfund Group Superfund Green Q-AG 5.36 2k 3/1/1996 77 Somers Brothers Capital Diversified Futures Program #1 5.41 100k 1/1/2005 76 Superfund Group Superfund Green L.P. Series A 5.57 5k 10/1/2002 75 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 5.79 0k 11/1/1996 74 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 5.82 5,000k 1/1/2005 73 Spectrum Asset Management LLC Global Diversified 5.82 2,000k 1/1/2001 72 Millburn Corporation Diversified Program 5.83 20,000k 2/1/1977 71 Auspice Capital Advisors Ltd Auspice Diversified Program 5.87 1,500k 4/1/2006 70 Rivoli Fund Management Rivoli International Fund (V9) 6.06 5,000k 1/1/2002 69 Future Trade AG Thales Swing Trading Programme 6.27 250k 6/1/2007 68 Global Domain Partners, LLC Global Domain Vector Fund - Series A 6.30 500k 1/1/2006 67 Rotella Capital Management Rotella Polaris Program (Diversified) 6.56 10,000k 1/1/1991 66 Romanesco Capital Management B.V Persistence Program 6.83 5,000k 9/1/2005 65 John Locke Investments Cyril Systematic Program 6.86 8,000k 7/1/2000 64 Winton Capital Management Diversified 6.99 50,000k 10/1/1997 63 Revolution Capital Management Alpha Program 6.99 5,000k 6/1/2007 62 Estlander & Partners Global Markets 7.14 10,000k 8/1/1999 61 Robinson-Langley Capital Management, LLC Managed Account Program 7.19 200k 1/1/2007 60 Arcanum Asset Management Equity Index Option Program (Prop) 7.33 500k 7/1/2006 59 Covenant Capital Management Original Program 7.43 5,000k 9/1/1999 58 Superfund Group Superfund Green GCT USD 7.49 15k 1/1/2000 57 Millburn Corporation Commodity Program 7.62 25,000k 3/1/2005 56 Transtrend B.V. DTP – Enhanced Risk (USD) 7.81 10,000k 1/1/1995 55 Revolution Capital Management Alpha Fund 7.90 50k 1/1/2005 54 Wimmer Horizon LLP Managed Account 7.91 5,000k 5/1/2005 53 Robust Methods LLC Macro Managed Account 7.94 5,000k 1/1/2005 52 Transtrend B.V. DTP – Enhanced Risk (EUR) 7.97 10,000k 8/1/1999 51 Parizek Capital Futures Trading Program 7.97 500k 4/1/2000 50 Estlander & Partners Alpha Trend 8.04 30,000k 10/1/1991 49 Mobius Asset Management Custom Trading Program 8.13 100k 1/1/2002 48 Superfund Group Superfund Green L.P. Series B 8.26 5k 10/1/2002 47 Saxon Investment Corporation Diversified Program 8.27 3,000k 9/1/1988 46 Amplitude Capital International Limited Dynamic Strategy 8.30 6/1/2005 45 Transtrend B.V. DTP – Enhanced Risk (JPY) 8.42 10,000k 8/1/2004 44 Blackwater Capital Management Global Program 8.48 5,000k 7/1/2005 43 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 8.64 200k 11/1/1999 42 Welton Investment Partners Welton Global 9.28 10,000k 6/1/2004 41 Kelly Angle Inc. Genesis Program 9.62 2,000k 4/1/2000 40 Rabar Market Research Diversified Program 9.80 2,000k 1/1/1989 39 Rivoli Fund Management Rivoli International Fund (MAP) 10.27 5,000k 10/1/1996 38 EMC Capital Advisors, LLC Classic 10.40 5,000k 1/1/1985 37 Manning & Napier MN Xenon Managed Futures (2x) Program 10.54 5,000k 6/1/2006 36 Xplor Capital Management, LLC Global CTA Program 11.24 1,500k 7/1/2004 35 Clarke Capital Management FX Plus 11.27 1,000k 5/1/2004 34 Mark J. Walsh Company Standard Program 11.30 2,000k 9/1/1985 33 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 11.37 75k 6/1/2007 32 Altradis Capital AG AlphAlgo 11.39 100k 5/1/2007 31 Chesapeake Capital Diversified (LV) 11.42 100k 2/1/1988 30 Wavefront Global Asset Management IMFC Global Investment Program 11.52 2,000k 2/1/2007 29 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 11.62 100k 1/1/2005 28 Eckhardt Trading Company Evolution Strategies 11.81 20,000k 8/1/1991 27 Acorn Global Investments Inc. Acorn Diversified Program 12.07 10k 7/1/2005 26 Superfund Group Superfund Green Master 12.30 2,000k 5/1/2001 25 Covenant Capital Management Aggressive Program 12.42 3,000k 2/1/2004 24 Alee Capital Management, LLC Poniente Program 12.94 2,500k 1/1/1999 23 Eckhardt Trading Company Evolution Strategies 1.2X 13.33 10,000k 10/1/1991 22 Clarke Capital Management Jupiter 13.57 3,000k 5/1/2005 21 Clarke Capital Management Global Basic 13.64 50k 2/1/1996 20 RAM Management Group MRTP Aggressive 14.31 1,000k 2/1/1998 19 Estlander & Partners Global XL 14.74 5,000k 8/1/1991 18 DUNN Capital Management D'Best Futures Fund, L.P. 15.11 100k 6/1/1994 17 Alee Capital Management, LLC Mistral Program 15.20 2,500k 1/1/1999 16 Dreiss Research Corporation Diversified Program 15.59 1,000k 5/1/1991 15 DUNN Capital Management DUNN Combined Fund (DCF) 15.68 100k 5/1/1989 14 Saxon Investment Corporation Aggressive Diversified Program 15.84 2,000k 11/1/1993 13 Superfund Group Superfund Green Gold A (SPC) 16.47 5k 10/1/2005 12 DUNN Capital Management World Monetary and Agriculture Program (WMA) 16.90 100k 11/1/1984 11 Superfund Group Superfund Green Gold B (SPC) 18.50 50k 10/1/2005 10 Clarke Capital Management Millennium 19.36 1,000k 1/1/1998 9 Quality Capital Management Global Diversified Programme 20.56 10,000k 12/1/1995 8 Keck Capital Management LLC The Keck Program 20.64 2,000k 12/1/2003 7 Superfund Group Superfund Green Gold C (SPC) 21.27 100k 10/1/2005 6 Clarke Capital Management Global Magnum 24.46 100k 8/1/1997 5 Hawksbill Capital Management Global Diversified 25.40 5,000k 11/1/1988 4 Tactical Investment Management Tactical Institutional Commodity Program 26.03 10,000k 4/1/1993 3 Quantum Leap Capital Management Managed Account Program 28.58 300k 8/1/2006 2 Clarke Capital Management Worldwide 30.57 250k 1/1/1996 1 Dendrich Ltd QEP 34.60 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.