Systematic Trader Index For October 2009

Monthly Rankings

Rank CTA/Program Oct 2009 Min Inv Inception
199 Superfund Group
Superfund Green L.P. Series B
-18.34 5k 10/1/2002
198 Superfund Group
Superfund Green Master
-18.32 2,000k 5/1/2001
197 Superfund Group
Superfund Green Gold C (SPC)
-15.86 100k 10/1/2005
196 Clarke Capital Management
Global Magnum
-14.81 100k 8/1/1997
195 Superfund Group
Superfund Green GCT USD
-13.45 15k 1/1/2000
194 Clarke Capital Management
Global Basic
-12.45 50k 2/1/1996
193 Superfund Group
Superfund Green L.P. Series A
-11.60 5k 10/1/2002
192 Superfund Group
Superfund Green Gold B (SPC)
-11.33 50k 10/1/2005
191 FRP CAPITAL LLC
FRP125+
-10.97 125k 1/1/2010
190 Estlander & Partners
Alpha Trend II - Class P
-10.63 100k 12/1/2008
189 Superfund Group
Superfund Green Gold L.P. Series B-1
-10.59 5k 4/1/2009
188 Crabel Capital Management
WPD Crabel Futures Program
-9.73 1,000k 7/1/2008
187 Keck Capital Management LLC
The Keck Program
-9.34 2,000k 12/1/2003
186 Superfund Group
Superfund Green Q-AG
-9.25 2k 3/1/1996
185 DUNN Capital Management
D'Best Futures Fund, L.P.
-8.79 100k 6/1/1994
184 Mark J. Walsh Company
Standard Program
-8.28 2,000k 9/1/1985
183 RAM Management Group
MRTP Aggressive
-8.27 1,000k 2/1/1998
182 Clarke Capital Management
Millennium
-7.90 1,000k 1/1/1998
181 Mulvaney Capital Management
The Mulvaney Global Markets Program
-7.86 100k 5/1/1999
180 QQFund.com
Investment Program 1
-7.83 300k 9/1/2008
179 Esulep LLC MAX
Esulep LLC MAX
-7.75 500k 5/1/2008
178 Clarke Capital Management
Jupiter
-7.27 3,000k 5/1/2005
177 Covenant Capital Management
Aggressive Program
-6.92 3,000k 2/1/2004
176 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.73 100k 5/1/1989
175 Superfund Group
Superfund Green Gold A (SPC)
-6.72 5k 10/1/2005
174 Claughton Capital
Auto-Reactive Positioning
-5.77 1,000k 10/1/2005
173 Covenant Capital Management
Original Program
-5.64 5,000k 9/1/1999
172 Parizek Capital
Futures Trading Program
-5.52 500k 4/1/2000
171 Revolution Capital Management
Mosaic Program
-5.51 10,000k 10/1/2006
170 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.43 10,000k 10/1/1991
169 AllMountain Capital AG
Mount Denali Global Trends
-5.35 160k 7/1/2007
168 Southwest Managed Investments, LLC
Global Diversified
-5.31 200k 1/1/2002
167 Rivoli Fund Management
Rivoli International Fund (MAP)
-5.24 5,000k 10/1/1996
166 Kelly Angle Inc.
Genesis Program
-5.19 2,000k 4/1/2000
165 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-4.97 100k 1/1/2005
164 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.94 200k 11/1/1999
163 Altradis Capital AG
AlphAlgo
-4.87 100k 5/1/2007
162 Eckhardt Trading Company
Evolution Strategies
-4.85 20,000k 8/1/1991
161 Rho Asset Management
Rho Altius 1XL Program
-4.75 5,000k 11/1/2007
160 White Indian Trading Co.
STAIRS (Client)
-4.73 250k 5/1/2009
159 Chesapeake Capital
Diversified (LV)
-4.68 100k 2/1/1988
158 White Indian Trading Co.
STAIRS - Futures Program (Client)
-4.62 250k 10/1/2008
157 Wavefront Global Asset Management
IMFC Global Concentrated
-4.61 500k 4/1/2009
156 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.54 0k 11/1/1996
155 Beach Horizon LLP
Managed Account
-4.39 5,000k 5/1/2005
154 Wavefront Global Asset Management
IMFC Global Investment Program
-4.28 2,000k 2/1/2007
153 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.14 100k 11/1/1984
152 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-4.14 1,000k 10/1/2006
151 Clarke Capital Management
Worldwide
-4.04 250k 1/1/1996
150 Clarke Capital Management
FX Plus
-3.93 1,000k 5/1/2004
149 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-3.83 10,000k 4/1/2004
148 Amplitude Capital International Limited
Klassik Strategy
-3.75 1,000k 9/1/2009
147 Lynx Asset Management AB
Lynx Program
-3.72 75k 5/1/2000
146 Somers Brothers Capital
Diversified Futures Program #1
-3.64 100k 1/1/2005
145 Drury Capital
Diversified Trend-Following Program
-3.53 5,000k 5/1/1997
144 Quality Capital Management
Global Diversified Programme
-3.53 10,000k 12/1/1995
143 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.48 10,000k 1/1/1995
142 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-3.40 75k 6/1/2007
141 Rivoli Fund Management
Rivoli International Fund (V9)
-3.39 5,000k 1/1/2002
140 Dreiss Research Corporation
Diversified Program
-3.39 1,000k 5/1/1991
139 Ancile Capital Management
Global Markets Program
-3.38 2,000k 4/1/2005
138 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.36 10,000k 8/1/1999
137 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.28 10,000k 8/1/2004
136 Gladius Asset Management
Fulham Program
-3.21 2,000k 1/1/2008
135 Quantica Capital AG
Quantica Managed Futures
-3.21 5,000k 1/1/2005
134 Briarwood Capital Management, Inc.
Diversified 2XL
-3.18 250k 11/1/2004
133 Hawksbill Capital Management
Global Diversified
-3.17 5,000k 11/1/1988
132 John Locke Investments
Cyril Systematic Program
-2.98 8,000k 7/1/2000
131 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.96 10,000k 1/1/1991
130 Millburn Corporation
Diversified Program
-2.93 20,000k 2/1/1977
129 Estlander & Partners
Alpha Trend
-2.90 30,000k 10/1/1991
128 Millburn Corporation
Commodity Program
-2.87 25,000k 3/1/2005
127 RAM Management Group
RAM MRTP 1X-Conservative
-2.67 1,000k 9/1/1993
126 Future Trade AG
Thales Swing Trading Programme
-2.57 250k 6/1/2007
125 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.49 10,000k 2/1/1999
124 Quantitative Investment Management
Quantitative Global Program
-2.38 20,000k 10/1/2003
123 Manning & Napier
MN Xenon Managed Futures (2x) Program
-2.33 5,000k 6/1/2006
122 IDS Capital
IDS F&F Systematic Trading
-2.30 50k 7/1/2013
121 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.30 1,500k 4/1/2006
120 Blackwater Capital Management
Global Program
-2.29 5,000k 7/1/2005
119 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-2.25 100k 8/1/2009
118 Witter & Lester, Inc.
Stock Index Futures Trading Program
-2.23 400k 1/1/1988
117 Purple Valley Capital, Inc.
Diversified Trend 1
-2.22 100k 8/1/2008
116 Millburn Corporation
Multi-Markets Program
-2.19 25,000k 10/1/2004
115 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-2.17 1,000k 3/1/1998
114 Acorn Global Investments Inc.
Acorn Diversified Program
-2.08 10k 7/1/2005
113 Quantis Asset Management
Ulysses Futures
-2.07 1,000k 7/1/2009
112 Revolution Capital Management
Mosaic Institutional Program
-2.03 25,000k 9/1/2009
111 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-1.94 4,000k 11/1/2008
110 Hyman Beck and Company
Global Portfolio
-1.91 1,000k 3/1/1991
109 EMC Capital Advisors, LLC
Classic
-1.90 5,000k 1/1/1985
108 NuWave Investment Management, LLC
NuWave Investment Partners LP
-1.88 250k 6/1/2001
107 NuWave Investment Management, LLC
Combined Futures Portfolio
-1.86 5,000k 6/1/2001
106 Revolution Capital Management
Alpha Program
-1.85 5,000k 6/1/2007
105 Welton Investment Partners
Welton Global
-1.82 10,000k 6/1/2004
104 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-1.81 1,000k 9/1/2009
103 Seven Capital Management
Seven Absolute Return
-1.80 100k 6/1/2009
102 Revolution Capital Management
Alpha Fund
-1.79 50k 1/1/2005
101 Rhicon Currency Management
Rhicon Systematic Currency Program
-1.74 3,000k 1/1/2004
100 M.S. Capital Management
Global Diversified Program
-1.71 2,000k 11/1/1998
99 Shield Plus LLC
Shield Plus Natural Gas
-1.71 50k 1/1/2004
98 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-1.68 10,000k 8/1/2009
97 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.67 10,000k 8/1/2009
96 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.64 1,000k 3/1/2003
95 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.61 10,000k 1/1/2001
94 Winton Capital Management
Diversified
-1.59 50,000k 10/1/1997
93 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.51 3,000k 7/1/2001
92 Conquest Capital Group
Conquest Select
-1.50 250k 6/1/2004
91 Tactical Investment Management
Tactical Institutional Commodity Program
-1.49 10,000k 4/1/1993
90 Spectrum Asset Management LLC
Global Diversified
-1.45 2,000k 1/1/2001
89 Pacific Capital Advisors
Vanguard Program
-1.36 100k 4/1/2007
88 Robinson-Langley Capital Management, LLC
Managed Account Program
-1.28 200k 1/1/2007
87 Northfield Trading
Diversified
-1.23 2,000k 7/1/1989
86 Abraham Trading Company
Diversified Program
-1.12 10,000k 1/1/1988
85 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-1.09 500k 4/1/2009
84 Tyche Capital Advisors LLC
TCA Energy Spreads
-1.09 100k 8/1/2008
83 Crabel Capital Management
Crabel Multi-Product
-1.08 1,000k 3/1/1998
82 Quantica Capital AG
Quantica Diversified FX
-1.03 5,000k 3/1/2007
81 MERIT Alternative Investments GmbH
Futures Portfolio
-1.00 2,000k 6/1/1998
80 Jaguar Investments Ltd
Vario Capital Strategy
-1.00 1,000k 5/1/2016
79 Crescent Bay Capital Management
Premium Stock Index Program
-0.93 10k 10/1/2005
78 FORT LP
Fort Global Diversified
-0.91 2,000k 10/1/1993
77 Molinero Capital Management LLP
Global Markets Program
-0.88 2,000k 7/1/2005
76 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.78 5,000k 8/1/2000
75 Witter & Lester, Inc.
Redstone
-0.78 500k 9/1/1994
74 Eclipse Capital Management
Global Monetary
-0.76 5,000k 8/1/1990
73 Red Rock Capital, LLC
Systematic Global Macro
-0.76 500k 9/1/2003
72 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.65 1k 10/1/2006
71 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-0.60 500k 1/1/2006
70 Xplor Capital Management, LLC
Global CTA Program
-0.55 1,500k 7/1/2004
69 Mondiale Asset Management
Mondiale Trading Program
-0.53 0k 9/1/1997
68 Diamond Peak Capital LLC
Northstar (2x) program
-0.53 250k 10/1/2008
67 Saxon Investment Corporation
Aggressive Diversified Program
-0.51 2,000k 11/1/1993
66 Pinstripe Trading, LLC
Standard
-0.47 125k 8/1/2009
65 FORT LP
Fort Global Contrarian
-0.37 2,000k 10/1/2002
64 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.37 10,000k 1/1/2007
63 Conquest Capital Group
Conquest Macro
-0.36 250k 5/1/1999
62 Saxon Investment Corporation
Diversified Program
-0.33 3,000k 9/1/1988
61 Romanesco Capital Management B.V
Persistence Program
-0.22 5,000k 9/1/2005
60 Auctos Capital Management
Auctos Global Diversified
-0.17 3,000k 11/1/2007
56 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
0.00 250k 10/1/2009
57 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.00 250k 10/1/2009
58 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
59 Diamond Capital Management
Enhanced S&P Program
0.00 100k 10/1/2009
54 Cranwood Capital Management
Cranwood International Fund
0.05 250k 4/1/2008
55 Cranwood Capital Management
Fixed Income Arbitrage Fund
0.05 250k 4/1/2008
53 Alder Capital DAC
Alder Global 10
0.20 2,500k 10/1/2000
52 Mobius Asset Management
Diversified Program
0.21 250k 3/1/2004
51 IKOS
The IKOS Hedge Fund
0.28 10,000k 7/1/1998
50 Manning & Napier
MN Xenon Global Fixed Income Program
0.36 2,000k 8/1/2004
49 Superfund Group
Superfund Blue SPC Class A (EUR)
0.39 50k 4/1/2005
48 IKOS
IKOS FX Fund
0.40 1,000k 3/1/2008
47 Cauldron Investments, LLC
Stock Index Plus
0.40 1,000k 10/1/2009
46 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
0.41 500k 12/1/2003
45 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.42 10,000k 4/1/2003
44 Alder Capital DAC
Alder Global 20
0.50 2,500k 2/1/2001
43 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.61 1,000k 9/1/1997
42 Systematic Alpha Management
Systematic Alpha Futures Program
0.77 100k 6/1/2004
41 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.82 5,000k 11/1/2012
40 GLOBIVEST LLC
Alpha Program
0.92 50k 4/1/2009
39 Estlander & Partners
Global Markets
0.96 10,000k 8/1/1999
38 Rabar Market Research
Diversified Program
0.98 2,000k 1/1/1989
37 Endeavour Capital LLP
Endeavour Pembroke
1.09 2,000k 7/1/2007
36 Robust Methods LLC
Macro Managed Account
1.10 5,000k 1/1/2005
35 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.16 100k 1/1/2000
34 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.20 1,000k 5/1/2006
33 Futures Truth Company, FTC-CTA
MS4
1.30 250k 10/1/2007
32 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.35 10,000k 3/1/2006
31 Emil van Essen
EvE Systematic Global Opportunities
1.36 1,000k 9/1/2007
30 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
1.40 50k 9/1/2009
29 Superfund Group
Superfund Green Gold L.P. Series A-1
1.40 5k 4/1/2009
28 ISAM
ISAM Systematic Trend Fund
1.60 1,000k 6/1/2001
27 John Locke Investments
JL Commodity Long Flat Program
1.62 5,000k 12/1/2007
26 Heyden & Steindl GmbH
TOMAC2
1.79 5,000k 3/1/2003
25 Estlander & Partners
Global XL
1.88 5,000k 8/1/1991
24 Mobius Asset Management
Energy Weighted Program
1.92 250k 1/1/2005
23 Ion Asset Architecture (Fund Program)
Ion Fund
1.99 100k 11/1/2007
22 Ion Asset Architecture
Ion Fund Program
1.99 10,000k 11/1/2007
21 Dominion Capital
Sapphire Program
2.02 3,000k 5/1/2005
20 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
2.03 10,000k 2/1/2008
19 Mobius Asset Management
Custom Trading Program
2.12 100k 1/1/2002
18 HB Capital Management Inc.
Diversified Program
2.13 50k 3/1/2008
17 Alee Capital Management, LLC
Poniente Program
2.17 2,500k 1/1/1999
16 Neural Capital Ltd
Sentinel Trading Program
2.48 2,000k 1/1/2006
15 Superfund Group
Superfund Blue SPC Class A (Gold)
2.90 50k 12/1/2007
14 Emil van Essen
Spread Trading Program
3.14 5,000k 12/1/2006
13 HiProb Trading Technology LLC
HiProb-I
3.50 5,000k 7/1/2008
12 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
3.62 750k 1/1/2009
11 Parizek Capital
Currency Program
3.67 1,000k 4/1/2006
10 Kinkopf Capital Management
KCM S&P (Proprietary)
3.71 100k 1/1/1999
9 Amplitude Capital International Limited
Dynamic Strategy
3.77 6/1/2005
8 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
3.82 1,500k 1/1/2009
7 Alee Capital Management, LLC
Mistral Program
4.11 2,500k 1/1/1999
6 Quantum Leap Capital Management
Managed Account Program
4.59 300k 8/1/2006
5 Commodity Strategies AG
CSAG Active Long Short Commodity Program
5.47 5,000k 10/1/2007
4 Arcanum Asset Management
Equity Index Option Program (Prop)
5.67 500k 7/1/2006
3 Non Correlated Capital
Positive Theta Program
9.21 250k 10/1/2007
2 Dendrich Ltd
QEP
11.14 50k 12/1/2005
1 Non Correlated Capital
Positive Theta Fund
12.05 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