Systematic Trader Index For July 2008

Monthly Rankings

Rank CTA/Program Jul 2008 Min Inv Inception
167 Superfund Group
Superfund Green Gold C (SPC)
-28.18 100k 10/1/2005
166 Superfund Group
Superfund Green Master
-24.06 2,000k 5/1/2001
165 Superfund Group
Superfund Green Gold B (SPC)
-21.36 50k 10/1/2005
164 Mulvaney Capital Management
The Mulvaney Global Markets Program
-18.78 100k 5/1/1999
163 Somers Brothers Capital
Diversified Futures Program #1
-17.61 100k 1/1/2005
162 Clarke Capital Management
Millennium
-16.44 1,000k 1/1/1998
161 Quantum Leap Capital Management
Managed Account Program
-16.37 300k 8/1/2006
160 Superfund Group
Superfund Green Gold A (SPC)
-15.52 5k 10/1/2005
159 Future Trade AG
Thales Swing Trading Programme
-15.37 250k 6/1/2007
158 Superfund Group
Superfund Green L.P. Series B
-15.00 5k 10/1/2002
157 Superfund Group
Superfund Green GCT USD
-14.87 15k 1/1/2000
156 Clarke Capital Management
Jupiter
-14.44 3,000k 5/1/2005
155 Kelly Angle Inc.
Genesis Program
-14.03 2,000k 4/1/2000
154 Clarke Capital Management
FX Plus
-13.64 1,000k 5/1/2004
153 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-13.23 5,000k 10/1/2007
152 Clarke Capital Management
Worldwide
-12.34 250k 1/1/1996
151 Quality Capital Management
Global Diversified Programme
-12.33 10,000k 12/1/1995
150 Tactical Investment Management
Tactical Institutional Commodity Program
-12.30 10,000k 4/1/1993
149 Shield Plus LLC
Shield Plus Natural Gas
-12.02 50k 1/1/2004
148 Rho Asset Management
Rho Altius 1XL Program
-11.42 5,000k 11/1/2007
147 Beach Horizon LLP
Managed Account
-11.02 5,000k 5/1/2005
146 Superfund Group
Superfund Green Q-AG
-10.26 2k 3/1/1996
145 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-10.18 100k 11/1/1984
144 Briarwood Capital Management, Inc.
Diversified 2XL
-10.12 250k 11/1/2004
143 Robinson-Langley Capital Management, LLC
Managed Account Program
-9.84 200k 1/1/2007
142 Superfund Group
Superfund Green L.P. Series A
-9.65 5k 10/1/2002
141 DUNN Capital Management
D'Best Futures Fund, L.P.
-9.52 100k 6/1/1994
140 Drury Capital
Diversified Trend-Following Program
-9.45 5,000k 5/1/1997
139 Chesapeake Capital
Diversified (LV)
-9.39 100k 2/1/1988
138 Conquest Capital Group
Conquest Select
-9.28 250k 6/1/2004
137 Mark J. Walsh Company
Standard Program
-8.97 2,000k 9/1/1985
136 DUNN Capital Management
DUNN Combined Fund (DCF)
-8.90 100k 5/1/1989
135 Heyden & Steindl GmbH
TOMAC2
-8.69 5,000k 3/1/2003
134 Estlander & Partners
Global XL
-8.02 5,000k 8/1/1991
133 Gladius Asset Management
Fulham Program
-7.81 2,000k 1/1/2008
132 Manning & Napier
MN Xenon Managed Futures (2x) Program
-7.60 5,000k 6/1/2006
131 Covenant Capital Management
Aggressive Program
-7.46 3,000k 2/1/2004
130 ISAM
ISAM Systematic Trend Fund
-7.27 1,000k 6/1/2001
129 Lynx Asset Management AB
Lynx Program
-7.20 75k 5/1/2000
128 Southwest Managed Investments, LLC
Global Diversified
-7.09 200k 1/1/2002
127 Estlander & Partners
Alpha Trend
-6.98 30,000k 10/1/1991
126 Wavefront Global Asset Management
IMFC Global Investment Program
-6.98 2,000k 2/1/2007
125 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-6.97 75k 6/1/2007
124 Hawksbill Capital Management
Global Diversified
-6.95 5,000k 11/1/1988
123 Millburn Corporation
Commodity Program
-6.83 25,000k 3/1/2005
122 Alee Capital Management, LLC
Poniente Program
-6.71 2,500k 1/1/1999
121 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-6.64 200k 11/1/1999
120 Eckhardt Trading Company
Evolution Strategies 1.2X
-6.54 10,000k 10/1/1991
119 Red Rock Capital, LLC
Systematic Global Macro
-6.48 500k 9/1/2003
118 Conquest Capital Group
Conquest Macro
-6.40 250k 5/1/1999
117 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-6.30 0k 11/1/1996
116 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-6.14 100k 1/1/2000
115 EMC Capital Advisors, LLC
Classic
-6.10 5,000k 1/1/1985
114 Alder Capital DAC
Alder Global 20
-6.10 2,500k 2/1/2001
113 Ancile Capital Management
Global Markets Program
-6.03 2,000k 4/1/2005
112 Parizek Capital
Futures Trading Program
-5.85 500k 4/1/2000
111 Blackwater Capital Management
Global Program
-5.73 5,000k 7/1/2005
110 Auctos Capital Management
Auctos Global Diversified
-5.69 3,000k 11/1/2007
109 Eclipse Capital Management
Global Monetary
-5.65 5,000k 8/1/1990
108 Auspice Capital Advisors Ltd
Auspice Diversified Program
-5.61 1,500k 4/1/2006
107 Eckhardt Trading Company
Evolution Strategies
-5.47 20,000k 8/1/1991
106 John Locke Investments
Cyril Systematic Program
-5.45 8,000k 7/1/2000
105 John Locke Investments
JL Commodity Long Flat Program
-5.40 5,000k 12/1/2007
104 Dreiss Research Corporation
Diversified Program
-5.37 1,000k 5/1/1991
103 Alee Capital Management, LLC
Mistral Program
-5.07 2,500k 1/1/1999
102 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-4.99 100k 1/1/2005
101 Welton Investment Partners
Welton Global
-4.95 10,000k 6/1/2004
100 Briarwood Capital Management, Inc.
Diversified Trading Program
-4.87 3,000k 7/1/2001
99 FORT LP
Fort Global Diversified
-4.81 2,000k 10/1/1993
98 Saxon Investment Corporation
Aggressive Diversified Program
-4.74 2,000k 11/1/1993
97 Xplor Capital Management, LLC
Global CTA Program
-4.67 1,500k 7/1/2004
96 Winton Capital Management
Diversified
-4.63 50,000k 10/1/1997
95 Hyman Beck and Company
Global Portfolio
-4.60 1,000k 3/1/1991
94 Covenant Capital Management
Original Program
-4.59 5,000k 9/1/1999
93 Romanesco Capital Management B.V
Persistence Program
-4.38 5,000k 9/1/2005
92 Keck Capital Management LLC
The Keck Program
-4.28 2,000k 12/1/2003
91 Abraham Trading Company
Diversified Program
-4.19 10,000k 1/1/1988
90 Rabar Market Research
Diversified Program
-4.10 2,000k 1/1/1989
89 Estlander & Partners
Global Markets
-4.03 10,000k 8/1/1999
88 Millburn Corporation
Multi-Markets Program
-3.79 25,000k 10/1/2004
87 Rhicon Currency Management
Rhicon Systematic Currency Program
-3.62 3,000k 1/1/2004
86 Mobius Asset Management
Custom Trading Program
-3.50 100k 1/1/2002
85 Quantica Capital AG
Quantica Managed Futures
-3.40 5,000k 1/1/2005
84 Altradis Capital AG
AlphAlgo
-3.31 100k 5/1/2007
83 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-3.29 500k 1/1/2006
82 Millburn Corporation
Diversified Program
-3.10 20,000k 2/1/1977
81 Alder Capital DAC
Alder Global 10
-2.90 2,500k 10/1/2000
80 Spectrum Asset Management LLC
Global Diversified
-2.73 2,000k 1/1/2001
79 W.G. Wealth Guardian Ltd.
SAFI2 Program
-2.63 1,000k 9/1/1997
78 MERIT Alternative Investments GmbH
Futures Portfolio
-2.55 2,000k 6/1/1998
77 Saxon Investment Corporation
Diversified Program
-2.51 3,000k 9/1/1988
76 Emil van Essen
EvE Systematic Global Opportunities
-2.48 1,000k 9/1/2007
75 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.38 10,000k 1/1/1995
74 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.10 10,000k 8/1/2004
73 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.09 1k 10/1/2006
72 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.09 10,000k 8/1/1999
71 IKOS
IKOS FX Fund
-1.97 1,000k 3/1/2008
70 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.94 10,000k 2/1/1999
69 Quantitative Investment Management
Quantitative Global Program
-1.84 20,000k 10/1/2003
68 Manning & Napier
MN Xenon Global Fixed Income Program
-1.80 2,000k 8/1/2004
67 Mobius Asset Management
Diversified Program
-1.60 250k 3/1/2004
66 RAM Management Group
MRTP Aggressive
-1.48 1,000k 2/1/1998
65 AllMountain Capital AG
Mount Denali Global Trends
-1.45 160k 7/1/2007
64 Endeavour Capital LLP
Endeavour Pembroke
-1.35 2,000k 7/1/2007
63 Mobius Asset Management
Energy Weighted Program
-1.32 250k 1/1/2005
62 FORT LP
Fort Global Contrarian
-1.31 2,000k 10/1/2002
61 Clarke Capital Management
Global Basic
-1.19 50k 2/1/1996
60 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.15 10,000k 1/1/1991
59 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.94 400k 1/1/1988
58 Neural Capital Ltd
Sentinel Trading Program
-0.90 2,000k 1/1/2006
57 Amplitude Capital International Limited
Dynamic Strategy
-0.73 6/1/2005
56 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.66 10,000k 1/1/2007
55 Revolution Capital Management
Mosaic Program
-0.65 10,000k 10/1/2006
54 Revolution Capital Management
Alpha Fund
-0.52 50k 1/1/2005
53 RAM Management Group
RAM MRTP 1X-Conservative
-0.42 1,000k 9/1/1993
52 Witter & Lester, Inc.
Redstone
-0.14 500k 9/1/1994
51 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.12 100k 1/1/1999
50 Revolution Capital Management
Alpha Program
-0.11 5,000k 6/1/2007
49 Robust Methods LLC
Macro Managed Account
-0.02 5,000k 1/1/2005
44 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
45 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
46 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
47 HiProb Trading Technology LLC
HiProb-I
0.00 5,000k 7/1/2008
48 Crabel Capital Management
WPD Crabel Futures Program
0.00 1,000k 7/1/2008
43 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.03 10,000k 3/1/2006
42 Parizek Capital
Currency Program
0.16 1,000k 4/1/2006
41 Claughton Capital
Auto-Reactive Positioning
0.19 1,000k 10/1/2005
40 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.19 5,000k 8/1/2000
39 Molinero Capital Management LLP
Global Markets Program
0.24 2,000k 7/1/2005
38 Clarke Capital Management
Global Magnum
0.61 100k 8/1/1997
37 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.64 10,000k 4/1/2003
36 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.68 1,000k 3/1/1998
35 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.84 10,000k 4/1/2004
34 Jaguar Investments Ltd
Vario Capital Strategy
0.86 1,000k 5/1/2016
33 Crescent Bay Capital Management
Premium Stock Index Program
0.98 10k 10/1/2005
32 Ion Asset Architecture (Fund Program)
Ion Fund
1.05 100k 11/1/2007
31 Ion Asset Architecture
Ion Fund Program
1.10 10,000k 11/1/2007
30 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.15 10,000k 2/1/2008
29 Rivoli Fund Management
Rivoli International Fund (V9)
1.19 5,000k 1/1/2002
28 Rivoli Fund Management
Rivoli International Fund (MAP)
1.24 5,000k 10/1/1996
27 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.26 1,000k 10/1/2006
26 Northfield Trading
Diversified
1.28 2,000k 7/1/1989
25 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.52 1,000k 3/1/2003
24 Crabel Capital Management
Crabel Multi-Product
1.54 1,000k 3/1/1998
23 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.79 1,000k 5/1/2006
22 Dominion Capital
Sapphire Program
1.79 3,000k 5/1/2005
21 Emil van Essen
Spread Trading Program
1.80 5,000k 12/1/2006
20 Futures Truth Company, FTC-CTA
MS4
1.97 250k 10/1/2007
19 Esulep LLC MAX
Esulep LLC MAX
1.99 500k 5/1/2008
18 Acorn Global Investments Inc.
Acorn Diversified Program
2.02 10k 7/1/2005
17 Quantica Capital AG
Quantica Diversified FX
2.20 5,000k 3/1/2007
16 Pacific Capital Advisors
Vanguard Program
3.68 100k 4/1/2007
15 Systematic Alpha Management
Systematic Alpha Futures Program
3.85 100k 6/1/2004
14 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
3.91 10,000k 1/1/2001
13 HB Capital Management Inc.
Diversified Program
4.03 50k 3/1/2008
12 IKOS
The IKOS Hedge Fund
4.08 10,000k 7/1/1998
11 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
4.20 500k 12/1/2003
9 Cranwood Capital Management
Cranwood International Fund
6.45 250k 4/1/2008
10 Cranwood Capital Management
Fixed Income Arbitrage Fund
6.45 250k 4/1/2008
8 Superfund Group
Superfund Blue SPC Class A (Gold)
7.57 50k 12/1/2007
7 NuWave Investment Management, LLC
NuWave Investment Partners LP
8.29 250k 6/1/2001
6 Non Correlated Capital
Positive Theta Program
8.63 250k 10/1/2007
5 NuWave Investment Management, LLC
Combined Futures Portfolio
8.70 5,000k 6/1/2001
4 Arcanum Asset Management
Equity Index Option Program (Prop)
9.00 500k 7/1/2006
3 Dendrich Ltd
QEP
9.69 50k 12/1/2005
2 Superfund Group
Superfund Blue SPC Class A (EUR)
10.10 50k 4/1/2005
1 Non Correlated Capital
Positive Theta Fund
11.00 50k 10/1/2007

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan