Systematic Trader Index For January 2010

Monthly Rankings

Rank CTA/Program Jan 2010 Min Inv Inception
205 Revolution Capital Management
Mosaic Program
-29.94 10,000k 10/1/2006
204 DUNN Capital Management
DUNN Combined Fund (DCF)
-25.15 100k 5/1/1989
203 Superfund Group
Superfund Green Gold C (SPC)
-21.20 100k 10/1/2005
202 Estlander & Partners
Alpha Trend II - Class P
-19.73 100k 12/1/2008
201 DUNN Capital Management
D'Best Futures Fund, L.P.
-19.53 100k 6/1/1994
200 Clarke Capital Management
Millennium
-18.95 1,000k 1/1/1998
199 Superfund Group
Superfund Green Master
-17.73 2,000k 5/1/2001
198 Clarke Capital Management
Jupiter
-17.26 3,000k 5/1/2005
197 Superfund Group
Superfund Green Gold B (SPC)
-16.59 50k 10/1/2005
196 Superfund Group
Superfund Green L.P. Series B
-14.51 5k 10/1/2002
195 Superfund Group
Superfund Green GCT USD
-13.91 15k 1/1/2000
194 Superfund Group
Superfund Green Gold L.P. Series B-1
-12.17 5k 4/1/2009
193 Dreiss Research Corporation
Diversified Program
-12.03 1,000k 5/1/1991
192 QQFund.com
Investment Program 1
-11.44 300k 9/1/2008
191 Superfund Group
Superfund Green Gold A (SPC)
-11.40 5k 10/1/2005
190 Revolution Capital Management
Mosaic Institutional Program
-11.14 25,000k 9/1/2009
189 EMC Capital Advisors, LLC
Classic
-11.00 5,000k 1/1/1985
188 Quality Capital Management
Global Diversified Programme
-10.20 10,000k 12/1/1995
187 Superfund Group
Superfund Green Q-AG
-9.79 2k 3/1/1996
186 Estlander & Partners
Global XL
-9.55 5,000k 8/1/1991
185 Superfund Group
Superfund Green L.P. Series A
-9.38 5k 10/1/2002
184 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-9.35 5,000k 10/1/2007
183 Purple Valley Capital, Inc.
Diversified Trend 1
-8.60 100k 8/1/2008
182 Somers Brothers Capital
Diversified Futures Program #1
-8.41 100k 1/1/2005
181 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-8.30 75k 6/1/2007
180 Eckhardt Trading Company
Evolution Strategies 1.2X
-8.11 10,000k 10/1/1991
179 Rabar Market Research
Diversified Program
-7.98 2,000k 1/1/1989
178 Revolution Capital Management
Alpha Fund
-7.93 50k 1/1/2005
177 FRP CAPITAL LLC
FRP125+
-7.79 125k 1/1/2010
176 Revolution Capital Management
Alpha Program
-7.49 5,000k 6/1/2007
175 Eckhardt Trading Company
Evolution Strategies
-6.92 20,000k 8/1/1991
174 Welton Investment Partners
Welton Global
-6.76 10,000k 6/1/2004
173 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-6.61 100k 11/1/1984
172 Estlander & Partners
Alpha Trend
-6.29 30,000k 10/1/1991
171 Rabar Market Research
Short-Term Program
-6.27 2,000k 11/1/2009
170 Drury Capital
Diversified Trend-Following Program
-6.25 5,000k 5/1/1997
169 Robinson-Langley Capital Management, LLC
Managed Account Program
-6.00 200k 1/1/2007
168 Chesapeake Capital
Diversified (LV)
-5.90 100k 2/1/1988
167 Covenant Capital Management
Aggressive Program
-5.88 3,000k 2/1/2004
166 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-5.81 500k 4/1/2009
165 Blackwater Capital Management
Global Program
-5.75 5,000k 7/1/2005
164 Clarke Capital Management
FX Plus
-5.56 1,000k 5/1/2004
163 Superfund Group
Superfund Green Gold L.P. Series A-1
-5.55 5k 4/1/2009
162 John Locke Investments
JL Commodity Long Flat Program
-5.33 5,000k 12/1/2007
161 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-5.33 100k 1/1/2005
160 Spectrum Asset Management LLC
Global Diversified
-5.06 2,000k 1/1/2001
159 Rho Asset Management
Rho Altius 1XL Program
-5.02 5,000k 11/1/2007
158 Estlander & Partners
Global Markets
-4.86 10,000k 8/1/1999
157 Rotella Capital Management
Rotella Polaris Program (Diversified)
-4.76 10,000k 1/1/1991
156 Rotella Capital Management
Rotella Orion (Short-Term) Program
-4.73 10,000k 3/1/2006
155 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-4.47 10,000k 8/1/2009
154 Quantitative Investment Management
Quantitative Global Program
-4.32 20,000k 10/1/2003
153 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-4.30 1,000k 10/1/2006
152 Clarke Capital Management
Global Magnum
-4.09 100k 8/1/1997
151 Beach Horizon LLP
Managed Account
-4.08 5,000k 5/1/2005
150 Briarwood Capital Management, Inc.
Diversified 2XL
-4.04 250k 11/1/2004
149 Ancile Capital Management
Global Markets Program
-4.04 2,000k 4/1/2005
148 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.98 10,000k 8/1/1999
147 M.S. Capital Management
Global Diversified Program
-3.90 2,000k 11/1/1998
146 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.90 10,000k 1/1/1995
145 Mulvaney Capital Management
The Mulvaney Global Markets Program
-3.84 100k 5/1/1999
144 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.80 1k 10/1/2006
143 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-3.79 10,000k 8/1/2009
142 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.76 10,000k 8/1/2004
141 Acorn Global Investments Inc.
Acorn Diversified Program
-3.72 10k 7/1/2005
140 Emil van Essen
Spread Trading Program
-3.62 5,000k 12/1/2006
139 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-3.57 250k 10/1/2009
138 Kinkopf Capital Management
KCM S&P (Proprietary)
-3.55 100k 1/1/1999
137 IDS Capital
IDS F&F Systematic Trading
-3.47 50k 7/1/2013
136 Southwest Managed Investments, LLC
Global Diversified
-3.37 200k 1/1/2002
135 Wavefront Global Asset Management
IMFC Global Investment Program
-3.36 2,000k 2/1/2007
134 Lynx Asset Management AB
Lynx Program
-3.35 75k 5/1/2000
133 Auctos Capital Management
Auctos Global Diversified
-3.32 3,000k 11/1/2007
132 Kelly Angle Inc.
Genesis Program
-3.31 2,000k 4/1/2000
131 Quantica Capital AG
Quantica Managed Futures
-3.28 5,000k 1/1/2005
130 Covenant Capital Management
Original Program
-3.25 5,000k 9/1/1999
129 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.22 1,500k 4/1/2006
128 Parizek Capital
Futures Trading Program
-3.20 500k 4/1/2000
127 RAM Management Group
MRTP Aggressive
-3.12 1,000k 2/1/1998
126 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-3.09 500k 1/1/2006
125 Molinero Capital Management LLP
Global Markets Program
-2.90 2,000k 7/1/2005
124 Shield Plus LLC
Shield Plus Natural Gas
-2.89 50k 1/1/2004
123 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.86 0k 11/1/1996
122 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.77 10,000k 2/1/1999
121 Amplitude Capital International Limited
Klassik Strategy
-2.75 1,000k 9/1/2009
120 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-2.74 200k 11/1/1999
119 Millburn Corporation
Multi-Markets Program
-2.66 25,000k 10/1/2004
118 Winton Capital Management
Diversified
-2.64 50,000k 10/1/1997
117 Witter & Lester, Inc.
Stock Index Futures Trading Program
-2.56 400k 1/1/1988
116 Dominion Capital
Sapphire Program
-2.56 3,000k 5/1/2005
115 Mark J. Walsh Company
Standard Program
-2.49 2,000k 9/1/1985
114 ISAM
ISAM Systematic Trend Fund
-2.48 1,000k 6/1/2001
113 Wavefront Global Asset Management
IMFC Global Concentrated
-2.38 500k 4/1/2009
112 Pinstripe Trading, LLC
Standard
-2.37 125k 8/1/2009
111 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-2.33 1,000k 3/1/1998
110 Hyman Beck and Company
Global Portfolio
-2.31 1,000k 3/1/1991
109 Mobius Asset Management
Diversified Program
-2.29 250k 3/1/2004
108 Millburn Corporation
Diversified Program
-2.26 20,000k 2/1/1977
107 Diamond Peak Capital LLC
Northstar (2x) program
-2.22 250k 10/1/2008
106 Quantis Asset Management
Ulysses Futures
-2.06 1,000k 7/1/2009
105 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-2.02 500k 12/1/2003
104 Alee Capital Management, LLC
Poniente Program
-2.02 2,500k 1/1/1999
103 Millburn Corporation
Commodity Program
-2.00 25,000k 3/1/2005
102 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.99 3,000k 7/1/2001
101 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.96 1,000k 3/1/2003
100 Mondiale Asset Management
Mondiale Trading Program
-1.92 0k 9/1/1997
99 John Locke Investments
Cyril Systematic Program
-1.85 8,000k 7/1/2000
98 Keck Capital Management LLC
The Keck Program
-1.77 2,000k 12/1/2003
97 Mobius Asset Management
Energy Weighted Program
-1.68 250k 1/1/2005
96 Saxon Investment Corporation
Aggressive Diversified Program
-1.67 2,000k 11/1/1993
95 Tactical Investment Management
Tactical Institutional Commodity Program
-1.63 10,000k 4/1/1993
94 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.58 250k 10/1/2009
93 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.57 1,000k 9/1/1997
92 Northfield Trading
Diversified
-1.48 2,000k 7/1/1989
91 White Indian Trading Co.
STAIRS - Futures Program (Client)
-1.35 250k 10/1/2008
90 Quantica Capital AG
Quantica Diversified FX
-1.27 5,000k 3/1/2007
89 Mobius Asset Management
Custom Trading Program
-1.25 100k 1/1/2002
88 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-1.25 1,000k 9/1/2009
87 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-1.14 10,000k 4/1/2004
86 Quantum Leap Capital Management
Managed Account Program
-1.12 300k 8/1/2006
85 Eclipse Capital Management
Global Monetary
-1.02 5,000k 8/1/1990
84 RAM Management Group
RAM MRTP 1X-Conservative
-1.01 1,000k 9/1/1993
83 Red Rock Capital, LLC
Systematic Global Macro
-1.00 500k 9/1/2003
82 White Indian Trading Co.
STAIRS (Client)
-0.98 250k 5/1/2009
81 Saxon Investment Corporation
Diversified Program
-0.95 3,000k 9/1/1988
80 Abraham Trading Company
Diversified Program
-0.86 10,000k 1/1/1988
79 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-0.84 1,500k 1/1/2009
78 Robust Methods LLC
Macro Managed Account
-0.84 5,000k 1/1/2005
77 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.82 10,000k 1/1/2001
76 Emil van Essen
EvE Systematic Global Opportunities
-0.82 1,000k 9/1/2007
75 Gladius Asset Management
Fulham Program
-0.66 2,000k 1/1/2008
74 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-0.66 5,000k 11/1/2012
73 MERIT Alternative Investments GmbH
Futures Portfolio
-0.54 2,000k 6/1/1998
72 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.48 10,000k 1/1/2007
71 Crabel Capital Management
Crabel Multi-Product
-0.34 1,000k 3/1/1998
70 Systematic Alpha Management
Systematic Alpha Futures Program
-0.23 100k 6/1/2004
69 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-0.22 4,000k 11/1/2008
68 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.15 250k 6/1/2001
67 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.14 5,000k 6/1/2001
61 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
62 Cranwood Capital Management
Fixed Income Arbitrage Fund
0.00 250k 4/1/2008
63 Conquest Capital Group
Conquest Select
0.00 250k 6/1/2004
64 Angle Capital Management LLC
AIP Program
0.00 100k 1/1/2010
65 Quantis Asset Management
Intraday Futures
0.00 250k 1/1/2010
66 Cranwood Capital Management
Cranwood International Fund
0.00 250k 4/1/2008
60 Romanesco Capital Management B.V
Persistence Program
0.01 5,000k 9/1/2005
59 Manning & Napier
MN Xenon Managed Futures (2x) Program
0.04 5,000k 6/1/2006
58 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.12 10,000k 4/1/2003
57 Seven Capital Management
Seven Absolute Return
0.16 100k 6/1/2009
56 Witter & Lester, Inc.
Redstone
0.17 500k 9/1/1994
55 Alee Capital Management, LLC
Mistral Program
0.19 2,500k 1/1/1999
54 Neural Capital Ltd
Sentinel Trading Program
0.20 2,000k 1/1/2006
53 Rivoli Fund Management
Rivoli International Fund (V9)
0.24 5,000k 1/1/2002
52 Diamond Capital Management
Enhanced S&P Program
0.31 100k 10/1/2009
51 IKOS
The IKOS Hedge Fund
0.31 10,000k 7/1/1998
50 Cauldron Investments, LLC
Stock Index Plus
0.32 1,000k 10/1/2009
49 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.36 5,000k 8/1/2000
48 Rivoli Fund Management
Rivoli International Fund (MAP)
0.42 5,000k 10/1/1996
47 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.42 1,000k 5/1/2006
46 Jaguar Investments Ltd
Vario Capital Strategy
0.56 1,000k 5/1/2016
45 Crescent Bay Capital Management
Premium Stock Index Program
0.62 10k 10/1/2005
44 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
0.72 100k 8/1/2009
43 Alder Capital DAC
Alder Global 10
0.80 2,500k 10/1/2000
42 Superfund Group
Superfund Blue SPC Class A (EUR)
0.84 50k 4/1/2005
41 Conquest Capital Group
Conquest Macro
0.85 250k 5/1/1999
40 Crabel Capital Management
WPD Crabel Futures Program
0.89 1,000k 7/1/2008
39 Clarke Capital Management
Global Basic
0.92 50k 2/1/1996
38 Hawksbill Capital Management
Global Diversified
1.08 5,000k 11/1/1988
37 Endeavour Capital LLP
Endeavour Pembroke
1.12 2,000k 7/1/2007
36 Manning & Napier
MN Xenon Global Fixed Income Program
1.26 2,000k 8/1/2004
35 Altradis Capital AG
AlphAlgo
1.27 100k 5/1/2007
34 FORT LP
Fort Global Contrarian
1.42 2,000k 10/1/2002
33 Rhicon Currency Management
Rhicon Systematic Currency Program
1.45 3,000k 1/1/2004
32 HB Capital Management Inc.
Diversified Program
1.50 50k 3/1/2008
31 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
1.62 50k 9/1/2009
30 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.64 10,000k 2/1/2008
29 FORT LP
Fort Global Diversified
1.77 2,000k 10/1/1993
28 Ion Asset Architecture (Fund Program)
Ion Fund
1.82 100k 11/1/2007
27 Ion Asset Architecture
Ion Fund Program
1.82 10,000k 11/1/2007
26 Alder Capital DAC
Alder Global 20
1.90 2,500k 2/1/2001
25 Claughton Capital
Auto-Reactive Positioning
1.91 1,000k 10/1/2005
24 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
2.05 750k 1/1/2009
23 Esulep LLC MAX
Esulep LLC MAX
2.18 500k 5/1/2008
22 Global Sigma Group, LLC
Global Sigma Plus
2.26 1,000k 11/1/2009
21 GLOBIVEST LLC
Alpha Program
2.81 50k 4/1/2009
20 Parizek Capital
Currency Program
2.87 1,000k 4/1/2006
19 Pacific Capital Advisors
Vanguard Program
3.08 100k 4/1/2007
18 Amplitude Capital International Limited
Dynamic Strategy
3.20 6/1/2005
17 Superfund Group
Superfund Blue SPC Class A (Gold)
3.31 50k 12/1/2007
16 IKOS
IKOS FX Fund
3.36 1,000k 3/1/2008
15 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
3.48 100k 1/1/2000
14 Futures Truth Company, FTC-CTA
MS4
3.86 250k 10/1/2007
13 Xplor Capital Management, LLC
Global CTA Program
3.94 1,500k 7/1/2004
12 HiProb Trading Technology LLC
HiProb-I
4.10 5,000k 7/1/2008
11 Gap Partners LLC
Gap
4.54 250k 11/1/2009
10 Arcanum Asset Management
Equity Index Option Program (Prop)
4.67 500k 7/1/2006
9 Heyden & Steindl GmbH
TOMAC2
4.90 5,000k 3/1/2003
8 AllMountain Capital AG
Mount Denali Global Trends
5.06 160k 7/1/2007
7 Futures Truth Company, FTC-CTA
200K Options Strategy
5.07 200k 12/1/2009
6 Tyche Capital Advisors LLC
TCA Energy Spreads
5.11 100k 8/1/2008
5 Clarke Capital Management
Worldwide
5.90 250k 1/1/1996
4 Non Correlated Capital
Positive Theta Program
8.89 250k 10/1/2007
3 Dendrich Ltd
QEP
9.45 50k 12/1/2005
2 Future Trade AG
Thales Swing Trading Programme
10.17 250k 6/1/2007
1 Non Correlated Capital
Positive Theta Fund
11.49 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