Systematic Trader Index For November 2010 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 Nov 2010 Min Inv Inception 222 Kelly Angle Inc. Genesis Program -13.48 2,000k 4/1/2000 221 Clarke Capital Management Global Basic -11.69 50k 2/1/1996 220 DUNN Capital Management DUNN Combined Fund (DCF) -11.63 100k 5/1/1989 219 DUNN Capital Management D'Best Futures Fund, L.P. -10.22 100k 6/1/1994 218 Revolution Capital Management Mosaic Program -9.49 10,000k 10/1/2006 217 Angle Capital Management LLC AIP Program -8.84 100k 1/1/2010 216 DUNN Capital Management World Monetary and Agriculture Program (WMA) -8.73 100k 11/1/1984 215 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -8.41 200k 11/1/1999 214 Altradis Capital AG AlphAlgo -7.91 100k 5/1/2007 213 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -7.63 0k 11/1/1996 212 Clarke Capital Management FX Plus -7.61 1,000k 5/1/2004 211 Parizek Capital Futures Trading Program -7.32 500k 4/1/2000 210 Dreiss Research Corporation Diversified Program -7.24 1,000k 5/1/1991 209 Hawksbill Capital Management Global Diversified -6.69 5,000k 11/1/1988 208 Rho Asset Management Rho Altius 1XL Program -6.66 5,000k 11/1/2007 207 Zoi Capital, LLC Telio Program (Client) -6.66 200k 4/1/2010 206 Global Vista Advisors, LLC Global Vista Options ("GVO") -6.55 50k 10/1/2010 205 Rivoli Fund Management Rivoli International Fund (MAP) -6.49 5,000k 10/1/1996 204 Heyden & Steindl GmbH TOMAC2 -6.42 5,000k 3/1/2003 203 Manning & Napier MN Xenon Managed Futures (2x) Program -6.19 5,000k 6/1/2006 202 Chesapeake Capital Diversified (LV) -6.11 100k 2/1/1988 201 Manning & Napier MN Xenon Global Fixed Income (2x) Program -5.93 1,000k 5/1/2010 200 RAM Management Group MRTP Aggressive -5.93 1,000k 2/1/1998 199 Claughton Capital Institutional Program -5.72 1,000k 10/1/2005 198 AllMountain Capital AG Mount Denali Global Trends -5.68 160k 7/1/2007 197 M.S. Capital Management Global Diversified Program -5.58 2,000k 11/1/1998 196 Eclipse Capital Management Global Monetary -5.53 5,000k 8/1/1990 195 Clarke Capital Management Global Magnum -5.43 100k 8/1/1997 194 Mulvaney Capital Management The Mulvaney Global Markets Fund -5.36 100k 5/1/1999 193 Conquest Capital Group Conquest Macro -5.29 250k 5/1/1999 192 Estlander & Partners Alpha Trend II - Class P -5.24 100k 12/1/2008 191 FORT LP Fort Global Diversified -5.22 2,000k 10/1/1993 190 JLC Futures Management Company JLC Managed Futures Fund I, LP. -5.16 100k 8/1/2009 189 Mark J. Walsh Company Standard Program -4.86 2,000k 9/1/1985 188 Dominion Capital Sapphire Program -4.75 3,000k 5/1/2005 187 ISAM ISAM Systematic Trend Fund -4.65 1,000k 6/1/2001 186 Southwest Managed Investments, LLC Global Diversified -4.65 200k 1/1/2002 185 Conquest Capital Group Conquest Select -4.61 250k 6/1/2004 184 Hyman Beck and Company Global Portfolio -4.56 1,000k 3/1/1991 183 Revolution Capital Management Alpha Fund -4.53 50k 1/1/2005 182 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -4.53 5,000k 11/1/2012 181 Superfund Group Superfund Green Master -4.51 2,000k 5/1/2001 180 Lynx Asset Management AB Lynx Program -4.39 75k 5/1/2000 179 Blackwater Capital Management Global Program -4.37 5,000k 7/1/2005 178 Romanesco Capital Management B.V Persistence Program -4.35 5,000k 9/1/2005 177 Wimmer Horizon LLP Managed Account -4.34 5,000k 5/1/2005 176 Drury Capital Diversified Trend-Following Program -4.19 5,000k 5/1/1997 175 John Locke Investments Cyril Systematic Program -4.11 8,000k 7/1/2000 174 Emil van Essen Spread Trading Program -4.04 5,000k 12/1/2006 173 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -4.04 500k 4/1/2009 172 Rivoli Fund Management Rivoli International Fund (V9) -4.02 5,000k 1/1/2002 171 MERIT Alternative Investments GmbH Futures Portfolio -3.99 2,000k 6/1/1998 170 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -3.91 75k 6/1/2007 169 Revolution Capital Management Alpha Program -3.66 5,000k 6/1/2007 168 Superfund Group Superfund Green GCT USD -3.59 15k 1/1/2000 167 Clarke Capital Management Worldwide -3.53 250k 1/1/1996 166 Amplitude Capital International Limited Klassik Strategy -3.53 1,000k 9/1/2009 165 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -3.49 1,000k 9/1/2009 164 FORT LP Fort Global Contrarian -3.42 2,000k 10/1/2002 163 SEB Asset Management SEB Asset Selection Fund C (EUR) -3.39 1k 10/1/2006 162 Millburn Corporation Multi-Markets Program -3.36 25,000k 10/1/2004 161 Amplitude Capital International Limited Dynamic Strategy -3.31 6/1/2005 160 Revolution Capital Management Mosaic Institutional Program -3.29 25,000k 9/1/2009 159 Estlander & Partners Global XL -3.25 5,000k 8/1/1991 158 Cambridge Strategy Asset Management LTD Emerging Markets Alpha Programme -3.24 10,000k 2/1/2008 157 Superfund Group Superfund Green L.P. Series B -3.24 5k 10/1/2002 156 Seven Capital Management Seven Absolute Return -3.22 100k 6/1/2009 155 Welton Investment Partners Welton Global -3.21 10,000k 6/1/2004 154 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A -3.16 100k 10/1/2010 153 IKOS IKOS Futures Fund -3.11 1,000k 2/1/2010 152 Manning & Napier MN Xenon Global Fixed Income Program -3.03 2,000k 8/1/2004 151 Somers Brothers Capital Diversified Futures Program #1 -3.02 100k 1/1/2005 150 Rotella Capital Management Rotella Polaris Program (Diversified) -2.96 10,000k 1/1/1991 149 NuWave Investment Management, LLC NuWave Investment Partners LP -2.94 250k 6/1/2001 148 Eckhardt Trading Company Evolution Strategies 1.2X -2.92 10,000k 10/1/1991 147 Clarke Capital Management Jupiter -2.84 3,000k 5/1/2005 146 Millburn Corporation Diversified Program -2.81 20,000k 2/1/1977 145 Superfund Group Superfund Green Q-AG -2.72 2k 3/1/1996 144 Xplor Capital Management, LLC Global CTA Program -2.71 1,500k 7/1/2004 143 Superfund Group Superfund Green L.P. Series A -2.71 5k 10/1/2002 142 QMS Capital Management LP QMS Diversified Global Macro Strategy -2.70 5,000k 6/1/2010 141 Alee Capital Management, LLC Poniente Program -2.62 2,500k 1/1/1999 140 NuWave Investment Management, LLC Combined Futures Portfolio -2.54 5,000k 6/1/2001 139 Systematic Alpha Management Systematic Alpha Futures Program -2.54 100k 6/1/2004 138 Superfund Group Superfund Green Gold B (SPC) -2.47 50k 10/1/2005 137 Auspice Capital Advisors Ltd Auspice Diversified Program -2.46 1,500k 4/1/2006 136 Acorn Global Investments Inc. Acorn Diversified Program -2.45 10k 7/1/2005 135 Superfund Group Superfund Green Gold C (SPC) -2.44 100k 10/1/2005 134 Rabar Market Research Diversified Program -2.41 2,000k 1/1/1989 133 TRYCON G.C.M. AG Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV) -2.37 100k 2/1/2010 132 Eckhardt Trading Company Evolution Strategies -2.35 20,000k 8/1/1991 131 Northfield Trading Diversified -2.33 2,000k 7/1/1989 130 Robinson-Langley Capital Management, LLC Managed Account Program -2.32 200k 1/1/2007 129 Beam Bayesian Efficient Asset Management LLC Multi-Strategy Client Composite -2.11 25,000k 3/1/2010 128 IKOS IKOS FX Fund -2.11 1,000k 3/1/2008 127 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -2.10 1,000k 5/1/2006 126 Liberty Funds Group, Inc Liberty Wealth Protection Fund -2.07 250k 10/1/2009 125 Red Rock Capital, LLC Systematic Global Macro -2.05 500k 9/1/2003 124 Rabar Market Research Short-Term Program -2.04 2,000k 11/1/2009 123 Winton Capital Management Diversified -2.01 50,000k 10/1/1997 122 IKOS The IKOS Hedge Fund -2.00 10,000k 7/1/1998 121 RAM Management Group RAM MRTP 1X-Conservative -1.99 1,000k 9/1/1993 120 Global Domain Partners, LLC Global Domain Vector Fund - Series A -1.97 500k 1/1/2006 119 Gladius Asset Management Fulham Program -1.92 2,000k 1/1/2008 118 Quantitative Investment Management Quantitative Global Program -1.90 20,000k 10/1/2003 117 Ancile Capital Management Global Markets Program -1.89 2,000k 4/1/2005 116 Wavefront Global Asset Management IMFC Global Investment Program -1.86 2,000k 2/1/2007 115 Metolius Capital LLC Metolius Diversified -1.84 100k 6/1/2010 114 Quantis Asset Management Ulysses Futures -1.83 1,000k 7/1/2009 113 Saxon Investment Corporation Aggressive Diversified Program -1.78 2,000k 11/1/1993 112 Alee Capital Management, LLC Mistral Program -1.72 2,500k 1/1/1999 111 Abraham Trading Company Diversified Program -1.72 10,000k 1/1/1988 110 Futures Truth Company, FTC-CTA 200K Options Strategy -1.72 200k 12/1/2009 109 John Locke Investments JL Commodity Long Flat Program -1.69 5,000k 12/1/2007 108 Estlander & Partners Freedom -1.64 20,000k 8/1/2010 107 Gap Partners LLC Gap -1.62 250k 11/1/2009 106 Estlander & Partners Global Markets -1.61 10,000k 8/1/1999 105 Quantum Leap Capital Management Managed Account Program -1.61 300k 8/1/2006 104 Cambridge Strategy Asset Management LTD Extended Markets Alpha Program -1.61 10,000k 4/1/2004 103 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -1.60 1,000k 10/1/2006 102 Clarke Capital Management Millennium -1.58 1,000k 1/1/1998 101 Crabel Capital Management Crabel Multi-Product -1.50 1,000k 3/1/1998 100 Quantica Capital AG Quantica Managed Futures -1.50 5,000k 1/1/2005 99 Keck Capital Management LLC The Keck Program -1.49 2,000k 12/1/2003 98 Endeavour Capital LLP Endeavour Pembroke -1.43 2,000k 7/1/2007 97 Shield Plus LLC Shield Plus Natural Gas -1.42 50k 1/1/2004 96 Molinero Capital Management LLP Global Markets Program -1.42 2,000k 7/1/2005 95 Tyche Capital Advisors LLC TCA Energy Spreads -1.39 100k 8/1/2008 94 Auctos Capital Management Auctos Global Diversified -1.33 3,000k 11/1/2007 93 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.32 250k 10/1/2009 92 Pinstripe Trading, LLC Standard -1.31 125k 8/1/2009 91 Crescent Bay Capital Management Premium Stock Index Program -1.28 10k 10/1/2005 90 Briarwood Capital Management, Inc. Diversified 2XL -1.27 250k 11/1/2004 89 Estlander & Partners Alpha Trend -1.20 30,000k 10/1/1991 88 Ion Asset Architecture (Fund Program) Ion Fund -1.19 100k 11/1/2007 87 Ion Asset Architecture Ion Fund Program -1.19 10,000k 11/1/2007 86 Crabel Capital Management WPD Crabel Futures Program -1.05 1,000k 7/1/2008 85 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.04 1,000k 3/1/1998 84 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.98 100k 1/1/2005 83 Superfund Group Superfund Green Gold L.P. Series B-1 -0.97 5k 4/1/2009 82 Arcanum Asset Management Equity Index Option Program (Prop) -0.92 500k 7/1/2006 81 Transtrend B.V. DTP – Enhanced Risk (JPY) -0.89 10,000k 8/1/2004 80 Covenant Capital Management Original Program -0.89 5,000k 9/1/1999 79 Non Correlated Capital Positive Theta Fund -0.85 50k 10/1/2007 78 Saxon Investment Corporation Diversified Program -0.83 3,000k 9/1/1988 77 Transtrend B.V. DTP – Enhanced Risk (USD) -0.82 10,000k 1/1/1995 76 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.81 10,000k 8/1/1999 75 QQFund.com Investment Program 1 -0.81 500k 9/1/2008 74 Jaguar Investments Ltd Vario Capital Strategy -0.73 1,000k 5/1/2016 73 Briarwood Capital Management, Inc. Diversified Trading Program -0.71 3,000k 7/1/2001 72 Quality Capital Management Global Diversified Programme -0.69 10,000k 12/1/1995 71 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.67 1,000k 3/1/2003 70 Superfund Group Superfund Green Gold A (SPC) -0.64 5k 10/1/2005 69 Transtrend B.V. DTP – Standard Risk (EUR) -0.63 10,000k 2/1/1999 68 Covenant Capital Management Aggressive Program -0.61 3,000k 2/1/2004 67 Wavefront Global Asset Management IMFC Global Concentrated -0.60 500k 4/1/2009 66 Non Correlated Capital Positive Theta Program -0.58 250k 10/1/2007 65 Spectrum Asset Management LLC Global Diversified -0.55 2,000k 1/1/2001 64 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.53 4,000k 11/1/2008 63 Quantmetrics Capital Management LLP Premier 12V Strategy -0.53 10,000k 4/1/2003 62 ALFAKRAFT ALFA Commodity Fund -0.49 16k 6/1/2010 61 Quantis Asset Management Intraday Futures -0.46 250k 1/1/2010 60 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -0.46 1,500k 1/1/2009 59 White Indian Trading Co. STAIRS (Client) -0.45 250k 5/1/2009 58 Pacific Capital Advisors Vanguard Program -0.42 100k 4/1/2007 57 FRP CAPITAL LLC FRP125+ -0.42 125k 1/1/2010 56 Quantmetrics Capital Management LLP Directional 10V Strategy -0.40 10,000k 1/1/2007 55 Diamond Peak Capital LLC Northstar (2x) program -0.34 250k 10/1/2008 54 Trigon Investment Advisors, LLC Foreign Exchange Program -0.31 5,000k 8/1/2000 53 Superfund Group Superfund Green Gold L.P. Series A-1 -0.29 5k 4/1/2009 52 Mobius Asset Management Diversified Program -0.20 250k 3/1/2004 51 EMC Capital Advisors, LLC Classic -0.20 5,000k 1/1/1985 50 IDS Capital IDS F&F Systematic Trading -0.18 50k 7/1/2013 49 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.12 250k 3/1/2010 46 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 47 ROW Asset Managment Row Currency Program 0.00 1,000k 11/1/2010 48 FCI Capital Management TSFX1 0.00 20k 11/1/2010 45 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.06 100k 1/1/2000 44 Commodity Strategies AG CSAG Active Long Short Commodity Program 0.17 5,000k 10/1/2007 42 Cranwood Capital Management Fixed Income Arbitrage Fund 0.20 250k 4/1/2008 43 Cranwood Capital Management Cranwood International Fund 0.20 250k 4/1/2008 41 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.26 10,000k 1/1/2001 40 Neural Capital Ltd Sentinel Trading Program 0.39 2,000k 1/1/2006 39 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 0.43 50k 9/1/2009 38 Esulep LLC MAX Esulep LLC MAX 0.44 500k 5/1/2008 37 Mobius Asset Management Energy Weighted Program 0.50 250k 1/1/2005 36 Paskewitz Asset Management LLC Contrarian S&P Stock Index 0.55 500k 12/1/2003 35 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.61 10,000k 8/1/2009 34 Millburn Corporation Commodity Program 0.67 25,000k 3/1/2005 33 Quantica Capital AG Quantica Diversified FX 0.70 5,000k 3/1/2007 32 White Indian Trading Co. STAIRS - Futures Program (Client) 0.77 250k 10/1/2008 31 Alder Capital DAC Alder Global 10 0.80 250k 10/1/2000 30 Robust Methods LLC Macro Managed Account 0.81 5,000k 1/1/2005 29 Witter & Lester, Inc. Redstone 0.83 500k 9/1/1994 28 Purple Valley Capital, Inc. Diversified Trend 1 0.88 100k 8/1/2008 27 Emil van Essen EvE Systematic Global Opportunities 1.01 1,000k 9/1/2007 26 W.G. Wealth Guardian Ltd. SAFI2 Program 1.01 1,000k 9/1/1997 25 Diamond Capital Management Enhanced S&P Program 1.12 100k 10/1/2009 24 Cauldron Investments, LLC Stock Index Plus 1.14 1,000k 10/1/2009 23 Mobius Asset Management Custom Trading Program 1.21 100k 1/1/2002 22 HB Capital Management Inc. Diversified Program 1.73 50k 3/1/2008 21 Quantis Asset Management PFM Systematic 1.74 15k 5/1/2010 20 Mondiale Asset Management Mondiale Trading Program 1.78 0k 9/1/1997 19 Future Trade AG Thales Swing Trading Programme 1.78 250k 6/1/2007 18 Global Sigma Group, LLC Global Sigma Plus 1.81 3,000k 11/1/2009 17 Futures Truth Company, FTC-CTA MS4 1.92 250k 10/1/2007 16 Alder Capital DAC Alder Global 20 2.00 2,500k 2/1/2001 15 Paskewitz Asset Management LLC Multi-strategy Futures Program 2.09 3,000k 5/1/2010 14 GLOBIVEST LLC Alpha Program 2.11 50k 4/1/2009 13 Dendrich Ltd QEP 2.59 50k 12/1/2005 12 Rhicon Currency Management Rhicon Systematic Currency Program 2.60 3,000k 1/1/2004 11 Superfund Group Superfund Blue SPC Class A (EUR) 2.62 50k 4/1/2005 10 Kinkopf Capital Management KCM S&P (Proprietary) 2.99 100k 1/1/1999 9 Rotella Capital Management Rotella Orion (Short-Term) Program 3.07 10,000k 3/1/2006 8 Witter & Lester, Inc. Stock Index Futures Trading Program 3.25 400k 1/1/1988 7 Liberty Funds Group, Inc Liberty Diversified Option Strategy 3.59 750k 1/1/2009 6 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 3.68 10,000k 8/1/2009 5 HiProb Trading Technology LLC HiProb-I 6.40 5,000k 7/1/2008 4 Parizek Capital Currency Program 7.44 1,000k 4/1/2006 3 Tactical Investment Management Tactical Institutional Commodity Program 9.23 10,000k 4/1/1993 2 Superfund Group Superfund Blue SPC Class A (Gold) 11.55 50k 12/1/2007 1 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 11.91 25k 4/1/2010 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.