Systematic Trader Index For October 2009 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 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 Fund -7.86 100k 5/1/1999 180 QQFund.com Investment Program 1 -7.83 0k 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 Institutional Program -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 Wimmer 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 Mesirow Financial Investment Management, Inc. 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 500k 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 ReSolve Asset Management Inc. Resolve 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 250k 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 Mesirow Financial Investment Management, Inc. 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.