Systematic Trader Index For January 2014

Monthly Rankings

Rank CTA/Program Jan 2014 Min Inv Inception
266 Clarke Capital Management
Jupiter
-16.63 3,000k 5/1/2005
265 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-11.25 250k 10/1/2009
264 Manning & Napier
MN Xenon Managed Futures (2x) Program
-10.47 5,000k 6/1/2006
263 Angle Capital Management LLC
AIP Program
-9.62 100k 1/1/2010
262 Estlander & Partners
Alpha Trend II - Class P
-9.58 100k 12/1/2008
261 Kelly Angle Inc.
Genesis Program
-9.20 2,000k 4/1/2000
260 Clarke Capital Management
FX Plus
-8.80 1,000k 5/1/2004
259 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-7.99 1,000k 5/1/2010
258 Rivoli Fund Management
Rivoli International Fund (MAP)
-7.75 5,000k 10/1/1996
257 Quality Capital Management
Alpha Financials Program
-7.45 10,000k 6/1/2012
256 Clarke Capital Management
Global Magnum
-7.37 100k 8/1/1997
255 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-7.15 100k 1/1/2000
254 Eclipse Capital Management
Global Monetary
-7.10 5,000k 8/1/1990
253 Pinstripe Trading, LLC
Standard
-6.99 125k 8/1/2009
252 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-6.85 50k 9/1/2009
251 Hyman Beck and Company
Global Portfolio
-6.56 1,000k 3/1/1991
250 Keck Capital Management LLC
The Keck Program
-6.53 2,000k 12/1/2003
249 Blackwater Capital Management
Global Program
-6.39 5,000k 7/1/2005
248 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.22 100k 6/1/1994
247 Mark J. Walsh Company
Standard Program
-6.04 2,000k 9/1/1985
246 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-5.96 25k 4/1/2010
245 Covenant Capital Management
Aggressive Program
-5.75 3,000k 2/1/2004
244 Alder Capital DAC
Alder Global 20
-5.60 2,500k 2/1/2001
243 Kinkopf Capital Management
KCM S&P (Proprietary)
-5.57 100k 1/1/1999
242 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-5.52 1,500k 1/1/2009
241 FTC Capital GmbH
FTC Global Diversified
-5.39 0k 3/1/2012
240 Robinson-Langley Capital Management, LLC
Managed Account Program
-5.33 200k 1/1/2007
239 Lynx Asset Management AB
Lynx Program
-5.29 75k 5/1/2000
238 Drury Capital
Diversified Trend-Following Program
-5.28 5,000k 5/1/1997
237 Rho Asset Management
Rho Altius 1XL Program
-5.24 5,000k 11/1/2007
236 Rivoli Fund Management
Rivoli International Fund (V9)
-5.08 5,000k 1/1/2002
235 Superfund Group
Superfund Green Master
-4.93 2,000k 5/1/2001
234 RAM Management Group
MRTP Aggressive
-4.85 1,000k 2/1/1998
233 Quality Capital Management
Global Diversified Programme
-4.78 10,000k 12/1/1995
232 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-4.61 3,000k 5/1/2010
231 Conquest Capital Group
Conquest Select
-4.56 250k 6/1/2004
230 Zoi Capital, LLC
Telio Program (Client)
-4.55 200k 4/1/2010
229 Emil van Essen
Spread Trading Program
-4.52 5,000k 12/1/2006
228 UNISystems Research Inc.
Wall Street Program
-4.50 20k 8/1/2011
227 Clarke Capital Management
Worldwide
-4.45 250k 1/1/1996
226 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-4.37 50k 10/1/2010
225 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.35 100k 11/1/1984
224 GLOBIVEST LLC
Alpha Program
-4.31 50k 4/1/2009
223 Superfund Group
Superfund Green GCT USD
-4.27 15k 1/1/2000
222 Molinero Capital Management LLP
Global Markets Program
-4.25 2,000k 7/1/2005
221 Briarwood Capital Management, Inc.
Diversified 2XL
-4.25 250k 11/1/2004
220 AllMountain Capital AG
Mount Denali Global Trends
-4.11 160k 7/1/2007
219 Clarke Capital Management
Global Basic
-4.10 50k 2/1/1996
218 Covenant Capital Management
Original Program
-4.04 5,000k 9/1/1999
217 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-3.91 100k 1/1/2005
216 Manning & Napier
MN Xenon Global Fixed Income Program
-3.89 2,000k 8/1/2004
215 Alee Capital Management, LLC
Mistral Program
-3.77 2,500k 1/1/1999
214 Cauldron Investments, LLC
Stock Index Plus
-3.76 1,000k 10/1/2009
213 Diamond Capital Management
Enhanced S&P Program
-3.71 100k 10/1/2009
212 Parizek Capital
Futures Trading Program
-3.68 500k 4/1/2000
211 Southwest Managed Investments, LLC
Global Diversified
-3.67 200k 1/1/2002
210 Estlander & Partners
Global XL
-3.58 5,000k 8/1/1991
209 Altradis Capital AG
AlphAlgo
-3.56 100k 5/1/2007
208 HASAFUMA
Börstjänaren Hedgehog
-3.49 100k 5/1/2012
207 Metolius Capital LLC
Metolius Diversified
-3.34 100k 6/1/2010
206 Quantica Capital AG
Quantica Managed Futures
-3.30 5,000k 1/1/2005
205 Chesapeake Capital
Diversified (LV)
-3.27 100k 2/1/1988
204 Northfield Trading
Diversified
-3.26 2,000k 7/1/1989
203 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.25 10,000k 1/1/1995
202 Hawksbill Capital Management
Global Diversified
-3.24 5,000k 11/1/1988
201 IKOS
The IKOS Hedge Fund
-3.21 10,000k 7/1/1998
200 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.08 1k 10/1/2006
199 Deep Field Capital AG
SINGULARITY Fund
-3.07 100k 9/1/2011
198 Superfund Group
Superfund Green L.P. Series B
-3.07 5k 10/1/2002
197 EMC Capital Advisors, LLC
Classic
-3.05 5,000k 1/1/1985
196 Huygens Capital LLC
Navigator
-3.05 1,000k 2/1/2012
195 Superfund Group
Superfund Green Q-AG
-3.03 2k 3/1/1996
194 Trigon Investment Advisors, LLC
Foreign Exchange Program
-3.02 5,000k 8/1/2000
193 John Locke Investments
Cyril Systematic Program
-3.00 8,000k 7/1/2000
192 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.99 10,000k 8/1/2004
191 Estlander & Partners
Alpha Trend
-2.98 30,000k 10/1/1991
190 Systematic Alpha Management
Systematic Alpha Futures Program
-2.95 100k 6/1/2004
189 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.90 0k 11/1/1996
188 Seven Capital Management
Seven Absolute Return
-2.90 100k 6/1/2009
187 Quantis Asset Management
PFM Systematic
-2.86 15k 5/1/2010
186 Wavefront Global Asset Management
IMFC Global Investment Program
-2.85 2,000k 2/1/2007
185 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.83 10,000k 8/1/1999
184 Melissinos Trading
Eupatrid Program
-2.83 50k 1/1/2011
183 Wavefront Global Asset Management
IMFC Global Concentrated
-2.80 500k 4/1/2009
182 Rabar Market Research
Diversified Program
-2.80 2,000k 1/1/1989
181 Alder Capital DAC
Alder Global 10
-2.80 2,500k 10/1/2000
180 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.77 5,000k 6/1/2010
179 Estlander & Partners
Freedom
-2.57 20,000k 8/1/2010
178 ISAM
ISAM Systematic Trend Fund
-2.55 1,000k 6/1/2001
177 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.52 10,000k 10/1/1991
176 Xplor Capital Management, LLC
Global CTA Program
-2.51 1,500k 7/1/2004
175 Millburn Corporation
Multi-Markets Program
-2.45 25,000k 10/1/2004
174 Millburn Corporation
Diversified Program
-2.44 20,000k 2/1/1977
173 Double Helix Capital Management
Double Helix
-2.39 50k 1/1/2012
172 Eckhardt Trading Company
Evolution Strategies
-2.38 20,000k 8/1/1991
171 Winton Capital Management
Diversified
-2.37 50,000k 10/1/1997
170 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.34 10,000k 1/1/1991
169 Saxon Investment Corporation
Aggressive Diversified Program
-2.32 2,000k 11/1/1993
168 HB Capital Management Inc.
Diversified Program
-2.24 50k 3/1/2008
167 IStar Capital B.V.
IStar Systematic Fund
-2.24 1,000k 9/1/2011
166 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-2.17 5,000k 11/1/2012
165 Superfund Group
Superfund Green L.P. Series A
-2.13 5k 10/1/2002
164 Rabar Market Research
Short-Term Program
-2.13 2,000k 11/1/2009
163 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-2.10 5,000k 10/1/2007
162 Quantica Capital AG
Quantica Diversified FX
-2.10 5,000k 3/1/2007
161 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.08 10,000k 2/1/1999
160 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.04 3,000k 7/1/2001
159 Superfund Group
Superfund Green Gold C (SPC)
-2.04 100k 10/1/2005
158 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.02 1,500k 4/1/2006
157 Welton Investment Partners
Welton Global
-2.01 10,000k 6/1/2004
156 Tyche Capital Advisors LLC
TCA Energy Spreads
-1.99 100k 8/1/2008
155 ALFAKRAFT
ALFA Commodity Fund
-1.96 16k 6/1/2010
154 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-1.95 100k 10/1/2010
153 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.86 10,000k 1/1/2001
152 Estlander & Partners
Global Markets
-1.77 10,000k 8/1/1999
151 DUNN Capital Management
DUNN Combined Fund (DCF)
-1.77 100k 5/1/1989
150 Vantage Capital Management
VCM Growth Program
-1.70 100k 1/1/2011
149 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-1.67 5,000k 12/1/2010
148 MERIT Alternative Investments GmbH
Futures Portfolio
-1.63 2,000k 6/1/1998
147 RAM Management Group
RAM MRTP 1X-Conservative
-1.54 1,000k 9/1/1993
146 IKOS
IKOS Futures Fund
-1.51 1,000k 2/1/2010
145 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-1.48 75k 6/1/2007
144 Mulvaney Capital Management
The Mulvaney Global Markets Program
-1.46 100k 5/1/1999
143 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-1.44 5,000k 1/1/2005
142 Clarke Capital Management
Millennium
-1.37 1,000k 1/1/1998
141 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-1.36 4,000k 2/1/2011
140 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
-1.29 350k 8/1/2011
139 Neural Capital Ltd
Sentinel Trading Program
-1.24 2,000k 1/1/2006
138 Saxon Investment Corporation
Diversified Program
-1.23 3,000k 9/1/1988
137 FRP CAPITAL LLC
FRP125+
-1.19 125k 1/1/2010
136 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-1.15 10,000k 8/1/2009
135 FCI Capital Management
TSFX1
-1.11 20k 11/1/2010
134 IKOS
IKOS FX Fund
-1.09 1,000k 3/1/2008
133 M.S. Capital Management
Global Diversified Program
-1.07 2,000k 11/1/1998
132 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
-1.01 100k 1/1/2012
131 Superfund Group
Superfund Green Gold B (SPC)
-0.98 50k 10/1/2005
130 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.98 10,000k 4/1/2004
129 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-0.97 1,000k 5/1/2006
128 Spectrum Asset Management LLC
Global Diversified
-0.96 2,000k 1/1/2001
127 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.93 400k 1/1/1988
126 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-0.93 750k 1/1/2009
125 Adamah Capital LLC
Asset Allocator Program
-0.90 50k 3/1/2011
124 Alee Capital Management, LLC
Poniente Program
-0.88 2,500k 1/1/1999
123 Mobius Asset Management
Energy Weighted Program
-0.85 250k 1/1/2005
122 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-0.78 10,000k 2/1/2008
121 FCI Capital Management
TSFX2
-0.72 20k 1/1/2012
120 Diamond Peak Capital LLC
Northstar (2x) program
-0.71 250k 10/1/2008
119 Cranwood Capital Management
Cranwood International Fund
-0.65 250k 4/1/2008
118 Cranwood Capital Management
Fixed Income Arbitrage Fund
-0.65 250k 4/1/2008
117 White Indian Trading Co.
SCS Program (Client)
-0.62 250k 2/1/2011
116 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-0.58 4,000k 11/1/2008
115 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.57 10,000k 1/1/2007
114 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-0.55 1,000k 10/1/2006
113 ALFAKRAFT
ALFA Rubicon Fund
-0.52 16k 8/1/2011
112 Mobius Asset Management
Diversified Program
-0.50 250k 3/1/2004
111 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-0.47 100k 8/1/2009
110 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-0.47 150k 1/1/2011
109 John Locke Investments
JL Commodity Long Flat Program
-0.36 5,000k 12/1/2007
108 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
-0.36 25,000k 3/1/2010
107 Dendrich Ltd
QEP
-0.32 50k 12/1/2005
106 Auctos Capital Management
Auctos Global Diversified
-0.29 3,000k 11/1/2007
105 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.27 1,000k 9/1/1997
104 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.26 1,000k 3/1/1998
103 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.25 10,000k 8/1/2009
102 QQFund.com
Investment Program 1
-0.25 300k 9/1/2008
101 IMC Asset Management
IMC Quantitative Indicator Fund (QIF)
-0.16 100k 1/1/2012
100 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.09 100k 2/1/2010
99 Jaguar Investments Ltd
Vario Capital Strategy
-0.06 1,000k 5/1/2016
98 Gap Partners LLC
Gap
-0.04 250k 11/1/2009
97 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.03 250k 6/1/2001
96 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.03 250k 3/1/2010
92 Ion Asset Architecture
Ion Fund Program
0.00 10,000k 11/1/2007
93 Ion Asset Architecture (Fund Program)
Ion Fund
0.00 100k 11/1/2007
94 Tactical Investment Management
Tactical Institutional Commodity Program
0.00 10,000k 4/1/1993
95 NuWave Investment Management, LLC
Combined Futures Portfolio
0.00 5,000k 6/1/2001
91 Blake Capital Management, Inc.
SRD Short Equities
0.03 100k 1/1/2011
90 ALFAKRAFT
ALFA Edge Fund
0.05 16k 12/1/2011
89 Witter & Lester, Inc.
Redstone
0.06 500k 9/1/1994
88 Amplitude Capital International Limited
Dynamic Strategy
0.08 6/1/2005
87 Bifrost Quest Capital LLC
IndexQuest (Client)
0.09 500k 11/1/2011
86 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
0.12 100k 7/1/2011
85 Acorn Global Investments Inc.
Acorn Diversified Program
0.15 10k 7/1/2005
84 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
0.16 500k 12/1/2003
83 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
0.17 5,000k 5/1/2011
82 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
0.17 100k 8/1/2011
81 Gladius Asset Management
Fulham Program
0.18 2,000k 1/1/2008
80 FORT LP
Fort Global Contrarian
0.19 2,000k 10/1/2002
79 IDS Capital
IDS F&F Systematic Trading
0.20 50k 7/1/2013
78 Ion Asset Architecture
Ion Volium Fund
0.30 0k 4/1/2011
77 Superfund Group
Superfund Green Gold A (SPC)
0.32 5k 10/1/2005
76 Futures Truth Company, FTC-CTA
MS4
0.34 250k 10/1/2007
75 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.36 10,000k 4/1/2003
74 Altus Trading, LLC
Managed Forex Program A
0.41 50k 8/1/2011
73 Heyden & Steindl GmbH
TOMAC2
0.46 5,000k 3/1/2003
72 Blake Capital Management, Inc.
SRD Energies
0.54 100k 8/1/2011
71 Non Correlated Capital
Positive Theta Program
0.56 250k 10/1/2007
70 Sequoia Hill Capital Management
SHCM Gold AP
0.58 140k 5/1/2012
69 Superfund Group
Superfund Blue SPC Class A (EUR)
0.68 50k 4/1/2005
68 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.68 250k 10/1/2009
67 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.68 250k 10/1/2011
66 Revolution Capital Management
Mosaic Institutional Program
0.69 25,000k 9/1/2009
65 ROW Asset Managment
Row Diversified Fund, L.P.
0.82 1,000k 11/1/2011
64 Parizek Capital
Currency Program
0.84 1,000k 4/1/2006
63 Crescent Bay Capital Management
Premium Stock Index Program
0.86 10k 10/1/2005
62 Endeavour Capital LLP
Endeavour Pembroke
0.86 2,000k 7/1/2007
61 Futures Truth Company, FTC-CTA
200K Options Strategy
0.87 200k 12/1/2009
60 Dreiss Research Corporation
Diversified Program
0.88 1,000k 5/1/1991
59 Robust Methods LLC
Macro Managed Account
0.97 5,000k 1/1/2005
58 ROW Asset Managment
Row Currency Program
0.97 1,000k 11/1/2010
57 Quantitative Investment Management
Quantitative Global Program
0.99 20,000k 10/1/2003
56 Esulep LLC MAX
Esulep LLC MAX
0.99 500k 5/1/2008
55 Revolution Capital Management
Alpha Program
1.01 5,000k 6/1/2007
54 Global Sigma Group, LLC
Global Sigma Plus
1.06 3,000k 11/1/2009
53 Dominion Capital
Sapphire Program
1.06 3,000k 5/1/2005
52 Mobius Asset Management
Custom Trading Program
1.15 100k 1/1/2002
51 Non Correlated Capital
Positive Theta Fund
1.20 50k 10/1/2007
50 Revolution Capital Management
Alpha Fund
1.20 50k 1/1/2005
49 Somers Brothers Capital
Diversified Futures Program #1
1.27 100k 1/1/2005
48 Superfund Group
Superfund Green Gold L.P. Series B-1
1.35 5k 4/1/2009
47 Revolution Capital Management
Mosaic Program
1.40 10,000k 10/1/2006
46 HiProb Trading Technology LLC
HiProb-I
1.41 5,000k 7/1/2008
45 Quantis Asset Management
Ulysses Futures
1.42 1,000k 7/1/2009
44 Rhicon Currency Management
Rhicon Systematic Currency Program
1.50 3,000k 1/1/2004
43 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.57 500k 1/1/2006
42 Pacific Capital Advisors
Vanguard Program
1.58 100k 4/1/2007
41 Red Rock Capital, LLC
Systematic Global Macro
1.63 500k 9/1/2003
40 Mondiale Asset Management
Mondiale Trading Program
1.70 0k 9/1/1997
39 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
1.73 1,000k 9/1/2009
38 FORT LP
Fort Global Diversified
1.74 2,000k 10/1/1993
37 1OAK Capital Limited
ACORN Commodity
1.75 5,000k 5/1/2012
36 Camkay Capital Management LLC
Stock Indices Short-Term
1.75 100k 3/1/2012
35 Superfund Group
Superfund Green Gold L.P. Series A-1
1.81 5k 4/1/2009
34 Wraith Capital LLP
Wraith Dynamic Futures Fund
1.90 100k 1/1/2011
33 Beach Horizon LLP
Managed Account
2.00 5,000k 5/1/2005
32 Abraham Trading Company
Diversified Program
2.39 10,000k 1/1/1988
31 Mehnert Capital Management, LLC
DTP (Client)
2.47 1,000k 3/1/2012
30 Serac, LLC
Diversified Reversal Program
2.53 200k 4/1/2011
29 Dixon Midland Company LLC
Dixon Midland Diversified LLC
2.61 250k 5/1/2011
28 White Indian Trading Co.
SCS Interest Rate Program (Client)
2.62 250k 8/1/2011
27 Amplitude Capital International Limited
Klassik Strategy
2.66 1,000k 9/1/2009
26 Millburn Corporation
Commodity Program
2.75 25,000k 3/1/2005
25 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
2.75 500k 4/1/2009
24 Purple Valley Capital, Inc.
Diversified Trend 1
2.81 100k 8/1/2008
23 Crabel Capital Management
WPD Crabel Futures Program
2.82 1,000k 7/1/2008
22 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.86 10,000k 3/1/2006
21 Arcanum Asset Management
Equity Index Option Program (Prop)
2.88 500k 7/1/2006
20 Ancile Capital Management
Global Markets Program
2.92 2,000k 4/1/2005
19 Turning Wheel Capital, Inc.
Pure Alpha
2.95 10,000k 1/1/2012
18 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
3.01 100k 5/1/2011
17 Emil van Essen
EvE Systematic Global Opportunities
3.82 1,000k 9/1/2007
16 Romanesco Capital Management B.V
Persistence Program
3.99 5,000k 9/1/2005
15 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
3.99 200k 11/1/1999
14 HASAFUMA
FX Momentum
5.11 30k 7/1/2012
13 Claughton Capital
Auto-Reactive Positioning
5.13 1,000k 10/1/2005
12 Quantis Asset Management
Intraday Futures
6.06 250k 1/1/2010
11 Superfund Group
Superfund Blue SPC Class A (Gold)
6.19 50k 12/1/2007
10 Sequoia Hill Capital Management
SHCM British Pound AP
6.25 50k 8/1/2011
9 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
6.30 1,000k 3/1/2003
8 Crabel Capital Management
Crabel Multi-Product
6.67 1,000k 3/1/1998
7 Quantum Leap Capital Management
Managed Account Program
6.81 300k 8/1/2006
6 White Indian Trading Co.
STAIRS (Client)
7.26 250k 5/1/2009
5 Future Trade AG
Thales Swing Trading Programme
7.84 250k 6/1/2007
4 Shield Plus LLC
Shield Plus Natural Gas
8.35 50k 1/1/2004
3 Soaring Pelican, LLC
Diversified S&P Program
9.50 100k 1/1/2011
2 White Indian Trading Co.
STAIRS - Futures Program (Client)
9.77 250k 10/1/2008
1 Conquest Capital Group
Conquest Macro
12.96 250k 5/1/1999

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