Systematic Trader Index For April 2008

Monthly Rankings

Rank CTA/Program Apr 2008 Min Inv Inception
164 Parizek Capital
Currency Program
-22.10 1,000k 4/1/2006
163 Clarke Capital Management
FX Plus
-19.15 1,000k 5/1/2004
162 Kelly Angle Inc.
Genesis Program
-16.50 2,000k 4/1/2000
161 Keck Capital Management LLC
The Keck Program
-14.90 2,000k 12/1/2003
160 Superfund Group
Superfund Green Gold C (SPC)
-9.49 100k 10/1/2005
159 FORT LP
Fort Global Diversified
-8.89 2,000k 10/1/1993
158 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-8.88 200k 11/1/1999
157 Mulvaney Capital Management
The Mulvaney Global Markets Program
-8.58 100k 5/1/1999
156 Superfund Group
Superfund Green Gold B (SPC)
-8.26 50k 10/1/2005
155 Clarke Capital Management
Worldwide
-7.57 250k 1/1/1996
154 Dreiss Research Corporation
Diversified Program
-7.42 1,000k 5/1/1991
153 Xplor Capital Management, LLC
Global CTA Program
-7.39 1,500k 7/1/2004
152 Parizek Capital
Futures Trading Program
-7.33 500k 4/1/2000
151 Superfund Group
Superfund Green Gold A (SPC)
-7.01 5k 10/1/2005
150 Briarwood Capital Management, Inc.
Diversified 2XL
-6.79 250k 11/1/2004
149 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.75 100k 5/1/1989
148 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-6.55 100k 11/1/1984
147 ISAM
ISAM Systematic Trend Fund
-6.55 1,000k 6/1/2001
146 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-6.49 100k 1/1/2000
145 Alee Capital Management, LLC
Poniente Program
-6.11 2,500k 1/1/1999
144 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-6.06 0k 11/1/1996
143 Rivoli Fund Management
Rivoli International Fund (MAP)
-6.02 5,000k 10/1/1996
142 NuWave Investment Management, LLC
NuWave Investment Partners LP
-5.98 250k 6/1/2001
141 Superfund Group
Superfund Blue SPC Class A (EUR)
-5.88 50k 4/1/2005
140 Superfund Group
Superfund Blue SPC Class A (Gold)
-5.80 50k 12/1/2007
139 NuWave Investment Management, LLC
Combined Futures Portfolio
-5.75 5,000k 6/1/2001
138 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.73 100k 6/1/1994
137 Hyman Beck and Company
Global Portfolio
-5.59 1,000k 3/1/1991
136 Future Trade AG
Thales Swing Trading Programme
-5.58 250k 6/1/2007
135 FORT LP
Fort Global Contrarian
-5.55 2,000k 10/1/2002
134 Drury Capital
Diversified Trend-Following Program
-5.44 5,000k 5/1/1997
133 Robinson-Langley Capital Management, LLC
Managed Account Program
-4.99 200k 1/1/2007
132 Manning & Napier
MN Xenon Managed Futures (2x) Program
-4.98 5,000k 6/1/2006
131 Southwest Managed Investments, LLC
Global Diversified
-4.77 200k 1/1/2002
130 Molinero Capital Management LLP
Global Markets Program
-4.53 2,000k 7/1/2005
129 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-4.34 1k 10/1/2006
128 Romanesco Capital Management B.V
Persistence Program
-4.22 5,000k 9/1/2005
127 Beach Horizon LLP
Managed Account
-4.04 5,000k 5/1/2005
126 Clarke Capital Management
Jupiter
-4.03 3,000k 5/1/2005
125 Superfund Group
Superfund Green Master
-3.93 2,000k 5/1/2001
124 Lynx Asset Management AB
Lynx Program
-3.83 75k 5/1/2000
123 Rivoli Fund Management
Rivoli International Fund (V9)
-3.72 5,000k 1/1/2002
122 Eclipse Capital Management
Global Monetary
-3.65 5,000k 8/1/1990
121 Gladius Asset Management
Fulham Program
-3.61 2,000k 1/1/2008
120 Somers Brothers Capital
Diversified Futures Program #1
-3.50 100k 1/1/2005
119 Briarwood Capital Management, Inc.
Diversified Trading Program
-3.49 3,000k 7/1/2001
118 Clarke Capital Management
Global Basic
-3.46 50k 2/1/1996
117 Trigon Investment Advisors, LLC
Foreign Exchange Program
-3.30 5,000k 8/1/2000
116 Neural Capital Ltd
Sentinel Trading Program
-3.27 2,000k 1/1/2006
115 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.86 1,000k 3/1/2003
114 Wavefront Global Asset Management
IMFC Global Investment Program
-2.78 2,000k 2/1/2007
113 Heyden & Steindl GmbH
TOMAC2
-2.72 5,000k 3/1/2003
112 Conquest Capital Group
Conquest Select
-2.71 250k 6/1/2004
111 Superfund Group
Superfund Green GCT USD
-2.65 15k 1/1/2000
110 Acorn Global Investments Inc.
Acorn Diversified Program
-2.38 10k 7/1/2005
109 Alee Capital Management, LLC
Mistral Program
-2.28 2,500k 1/1/1999
108 Quantum Leap Capital Management
Managed Account Program
-2.20 300k 8/1/2006
107 Manning & Napier
MN Xenon Global Fixed Income Program
-1.98 2,000k 8/1/2004
106 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-1.97 75k 6/1/2007
105 Clarke Capital Management
Global Magnum
-1.84 100k 8/1/1997
104 Endeavour Capital LLP
Endeavour Pembroke
-1.76 2,000k 7/1/2007
103 MERIT Alternative Investments GmbH
Futures Portfolio
-1.72 2,000k 6/1/1998
102 AllMountain Capital AG
Mount Denali Global Trends
-1.72 160k 7/1/2007
101 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.59 1,500k 4/1/2006
100 Superfund Group
Superfund Green L.P. Series A
-1.57 5k 10/1/2002
99 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-1.54 1,000k 10/1/2006
98 Robust Methods LLC
Macro Managed Account
-1.25 5,000k 1/1/2005
97 Superfund Group
Superfund Green Q-AG
-1.23 2k 3/1/1996
96 Superfund Group
Superfund Green L.P. Series B
-1.20 5k 10/1/2002
95 Futures Truth Company, FTC-CTA
MS4
-1.17 250k 10/1/2007
94 Mobius Asset Management
Diversified Program
-1.07 250k 3/1/2004
93 Emil van Essen
EvE Systematic Global Opportunities
-1.04 1,000k 9/1/2007
92 Winton Capital Management
Diversified
-0.99 50,000k 10/1/1997
91 Millburn Corporation
Diversified Program
-0.96 20,000k 2/1/1977
90 Crabel Capital Management
Crabel Multi-Product
-0.93 1,000k 3/1/1998
89 Millburn Corporation
Multi-Markets Program
-0.87 25,000k 10/1/2004
88 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.86 100k 1/1/2005
87 Northfield Trading
Diversified
-0.86 2,000k 7/1/1989
86 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.82 1,000k 3/1/1998
85 Auctos Capital Management
Auctos Global Diversified
-0.65 3,000k 11/1/2007
84 RAM Management Group
MRTP Aggressive
-0.41 1,000k 2/1/1998
83 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.34 10,000k 1/1/1991
82 John Locke Investments
Cyril Systematic Program
-0.25 8,000k 7/1/2000
81 RAM Management Group
RAM MRTP 1X-Conservative
-0.20 1,000k 9/1/1993
80 Altradis Capital AG
AlphAlgo
-0.13 100k 5/1/2007
79 Estlander & Partners
Global XL
-0.08 5,000k 8/1/1991
78 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.04 10,000k 4/1/2003
72 Quantica Capital AG
Quantica Managed Futures
0.00 5,000k 1/1/2005
73 Quantica Capital AG
Quantica Diversified FX
0.00 5,000k 3/1/2007
74 Cranwood Capital Management
Cranwood International Fund
0.00 250k 4/1/2008
75 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
76 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
77 Cranwood Capital Management
Fixed Income Arbitrage Fund
0.00 250k 4/1/2008
71 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.03 10,000k 3/1/2006
70 Alder Capital DAC
Alder Global 20
0.10 2,500k 2/1/2001
69 Estlander & Partners
Global Markets
0.10 10,000k 8/1/1999
68 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.13 1,000k 9/1/1997
67 Tactical Investment Management
Tactical Institutional Commodity Program
0.14 10,000k 4/1/1993
66 Eckhardt Trading Company
Evolution Strategies
0.14 20,000k 8/1/1991
65 Red Rock Capital, LLC
Systematic Global Macro
0.16 500k 9/1/2003
64 Alder Capital DAC
Alder Global 10
0.20 2,500k 10/1/2000
63 EMC Capital Advisors, LLC
Classic
0.20 5,000k 1/1/1985
62 Eckhardt Trading Company
Evolution Strategies 1.2X
0.23 10,000k 10/1/1991
61 Ion Asset Architecture (Fund Program)
Ion Fund
0.23 100k 11/1/2007
60 Ion Asset Architecture
Ion Fund Program
0.23 10,000k 11/1/2007
59 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.30 10,000k 1/1/2001
58 Transtrend B.V.
DTP – Standard Risk (EUR)
0.30 10,000k 2/1/1999
57 Hawksbill Capital Management
Global Diversified
0.32 5,000k 11/1/1988
56 Abraham Trading Company
Diversified Program
0.34 10,000k 1/1/1988
55 Spectrum Asset Management LLC
Global Diversified
0.43 2,000k 1/1/2001
54 Ancile Capital Management
Global Markets Program
0.47 2,000k 4/1/2005
53 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.55 500k 1/1/2006
52 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.56 10,000k 2/1/2008
51 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.59 10,000k 1/1/1995
50 Chesapeake Capital
Diversified (LV)
0.63 100k 2/1/1988
49 IKOS
The IKOS Hedge Fund
0.66 10,000k 7/1/1998
48 Saxon Investment Corporation
Diversified Program
0.69 3,000k 9/1/1988
47 Welton Investment Partners
Welton Global
0.69 10,000k 6/1/2004
46 Blackwater Capital Management
Global Program
0.71 5,000k 7/1/2005
45 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.73 10,000k 8/1/2004
44 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.73 10,000k 8/1/1999
43 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.75 10,000k 1/1/2007
42 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.98 10,000k 4/1/2004
41 Mobius Asset Management
Custom Trading Program
1.07 100k 1/1/2002
40 Jaguar Investments Ltd
Vario Capital Strategy
1.08 1,000k 5/1/2016
39 Saxon Investment Corporation
Aggressive Diversified Program
1.14 2,000k 11/1/1993
38 Revolution Capital Management
Alpha Program
1.26 5,000k 6/1/2007
37 Conquest Capital Group
Conquest Macro
1.42 250k 5/1/1999
36 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
1.60 5,000k 1/1/2005
35 Millburn Corporation
Commodity Program
1.66 25,000k 3/1/2005
34 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.74 1,000k 5/1/2006
33 Crescent Bay Capital Management
Premium Stock Index Program
1.78 10k 10/1/2005
32 Witter & Lester, Inc.
Redstone
1.79 500k 9/1/1994
31 John Locke Investments
JL Commodity Long Flat Program
1.83 5,000k 12/1/2007
30 Rhicon Currency Management
Rhicon Systematic Currency Program
1.85 3,000k 1/1/2004
29 Quantitative Investment Management
Quantitative Global Program
1.86 20,000k 10/1/2003
28 Rabar Market Research
Diversified Program
1.87 2,000k 1/1/1989
27 Claughton Capital
Auto-Reactive Positioning
1.95 1,000k 10/1/2005
26 Quality Capital Management
Global Diversified Programme
2.11 10,000k 12/1/1995
25 Shield Plus LLC
Shield Plus Natural Gas
2.29 50k 1/1/2004
24 Kinkopf Capital Management
KCM S&P (Proprietary)
2.56 100k 1/1/1999
23 HB Capital Management Inc.
Diversified Program
2.64 50k 3/1/2008
22 Revolution Capital Management
Alpha Fund
2.70 50k 1/1/2005
21 IKOS
IKOS FX Fund
2.82 1,000k 3/1/2008
20 Non Correlated Capital
Positive Theta Program
3.19 250k 10/1/2007
19 Covenant Capital Management
Original Program
3.29 5,000k 9/1/1999
18 Non Correlated Capital
Positive Theta Fund
3.36 50k 10/1/2007
17 Revolution Capital Management
Mosaic Program
3.39 10,000k 10/1/2006
16 Pacific Capital Advisors
Vanguard Program
3.66 100k 4/1/2007
15 Covenant Capital Management
Aggressive Program
3.92 3,000k 2/1/2004
14 Rho Asset Management
Rho Altius 1XL Program
3.93 5,000k 11/1/2007
13 Amplitude Capital International Limited
Dynamic Strategy
3.94 6/1/2005
12 Mobius Asset Management
Energy Weighted Program
4.00 250k 1/1/2005
11 Dominion Capital
Sapphire Program
4.03 3,000k 5/1/2005
10 Estlander & Partners
Alpha Trend
4.21 30,000k 10/1/1991
9 Arcanum Asset Management
Equity Index Option Program (Prop)
5.00 500k 7/1/2006
8 Systematic Alpha Management
Systematic Alpha Futures Program
5.47 100k 6/1/2004
7 Mark J. Walsh Company
Standard Program
5.85 2,000k 9/1/1985
6 Commodity Strategies AG
CSAG Active Long Short Commodity Program
6.11 5,000k 10/1/2007
5 Clarke Capital Management
Millennium
6.76 1,000k 1/1/1998
4 Dendrich Ltd
QEP
8.38 50k 12/1/2005
3 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
8.54 500k 12/1/2003
2 Emil van Essen
Spread Trading Program
10.25 5,000k 12/1/2006
1 Witter & Lester, Inc.
Stock Index Futures Trading Program
11.22 400k 1/1/1988

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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