Systematic Trader Index For March 2015

Monthly Rankings

Rank CTA/Program Mar 2015 Min Inv Inception
263 Structured Markets Inc.
Structured Markets Inc.
-15.97 2,000k 8/1/2012
262 RAM Management Group
MRTP Aggressive
-14.41 1,000k 2/1/1998
261 Revolution Capital Management
Mosaic Program
-13.94 10,000k 10/1/2006
260 Zoi Capital, LLC
Telio Program (Client)
-13.44 200k 4/1/2010
259 White Indian Trading Co.
STAIRS - Futures Program (Client)
-9.15 250k 10/1/2008
258 White Indian Trading Co.
STAIRS (Client)
-8.81 250k 5/1/2009
257 White Indian Trading Co.
SCS Interest Rate Program (Client)
-8.24 250k 8/1/2011
256 Pacific Capital Advisors
Agilis Program
-7.98 100k 12/1/2012
255 HASAFUMA
Börstjänaren Hedgehog
-7.23 100k 5/1/2012
254 Pacific Capital Advisors
Vanguard Program
-6.30 100k 4/1/2007
253 Revolution Capital Management
Mosaic Institutional Program
-5.76 25,000k 9/1/2009
252 GaveKal Investments S.A.
GaveKal Dynamic Futures Fund
-5.67 20k 2/1/2013
251 Kinkopf Capital Management
KCM S&P (Proprietary)
-5.54 100k 1/1/1999
250 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-5.47 100k 10/1/2010
249 Adamah Capital LLC
Asset Allocator Program
-5.40 50k 3/1/2011
248 Clarke Capital Management
Global Basic
-5.36 50k 2/1/1996
247 RAM Management Group
RAM MRTP 1X-Conservative
-5.10 1,000k 9/1/1993
246 Abraham Investment Management
Formula 72 H
-4.84 150k 8/1/2012
245 Revolution Capital Management
Alpha Fund
-4.18 50k 1/1/2005
244 GIC Trading LLC
Global Diversified Trading Program
-4.12 500k 11/1/1998
243 Revolution Capital Management
Alpha Program
-4.09 5,000k 6/1/2007
242 Alee Capital Management, LLC
Mistral Program
-3.92 2,500k 1/1/1999
241 Bifrost Quest Capital LLC
IndexQuest (Client)
-3.68 500k 11/1/2011
240 John Locke Investments
JL Commodity Long Flat Program
-3.62 5,000k 12/1/2007
239 Alee Capital Management, LLC
Poniente Program
-3.28 2,500k 1/1/1999
238 Estlander & Partners
Alpha Trend II - Class P
-3.06 100k 12/1/2008
237 W.G. Wealth Guardian Ltd.
SAFI2 Program
-3.05 1,000k 9/1/1997
236 Sona Trading Strategies LLC.
Diversified Program
-3.05 1,000k 9/1/2006
235 Claughton Capital
Auto-Reactive Positioning
-3.02 1,000k 10/1/2005
234 Saxon Investment Corporation
Aggressive Diversified Program
-2.93 2,000k 11/1/1993
233 ALFAKRAFT
ALFA Commodity Fund
-2.55 16k 6/1/2010
232 Superfund Group
Superfund Red EUR SICAV
-2.54 10k 3/1/2013
231 Clarke Capital Management
Worldwide
-2.49 250k 1/1/1996
230 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-2.28 1,000k 5/1/2010
229 Covenant Capital Management
Aggressive Program
-2.27 3,000k 2/1/2004
228 Superfund Group
Superfund Red USD SICAV
-2.26 10k 3/1/2013
227 3D
S&P Program (Client)
-2.17 100k 11/1/2010
226 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
-1.98 100k 7/1/2011
225 3D
Bull Program (Client)
-1.98 10k 11/1/2010
224 TMS Capital Limited
Arktos Global Currency Program II
-1.95 100k 2/1/2008
223 Rabar Market Research
Diversified Program
-1.91 2,000k 1/1/1989
222 White Indian Trading Co.
SCS Program (Client)
-1.83 250k 2/1/2011
221 Superfund Group
Superfund Green Gold A (SPC)
-1.76 5k 10/1/2005
220 Mark J. Walsh Company
Standard Program
-1.65 2,000k 9/1/1985
219 Clarke Capital Management
Millennium
-1.57 1,000k 1/1/1998
218 Clarke Capital Management
Jupiter
-1.56 3,000k 5/1/2005
217 Covenant Capital Management
Original Program
-1.56 5,000k 9/1/1999
216 ALFAKRAFT
ALFA Edge Fund
-1.53 16k 12/1/2011
215 UNISystems Research Inc.
ODINET
-1.47 10k 12/1/2012
214 Wavefront Global Asset Management
IMFC Global Concentrated
-1.45 500k 4/1/2009
213 Saxon Investment Corporation
Diversified Program
-1.45 3,000k 9/1/1988
212 Quantitative Investment Management
Quantitative Global Program
-1.42 20,000k 10/1/2003
211 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-1.39 100k 2/1/2010
210 Eclipse Capital Management
Global Monetary
-1.34 5,000k 8/1/1990
209 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-1.33 5,000k 1/1/2005
208 Mehnert Capital Management, LLC
DTP (Client)
-1.32 1,000k 3/1/2012
207 HB Capital Management Inc.
Diversified Program
-1.29 50k 3/1/2008
206 Ion Asset Architecture
Ion Nivium Fund
-1.28 100k 5/1/2013
205 Xplor Capital Management, LLC
Global CTA Program
-1.23 1,500k 7/1/2004
204 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-1.22 100k 8/1/2009
203 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
-1.21 100k 1/1/2012
202 Superfund Group
Superfund Green Gold B (SPC)
-1.21 50k 10/1/2005
201 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-1.13 1,000k 5/1/2006
200 Mondiale Asset Management
Mondiale Trading Program
-1.02 0k 9/1/1997
199 Parizek Capital
Futures Trading Program
-1.01 500k 4/1/2000
198 Cauldron Investments, LLC
Stock Index Plus
-1.00 1,000k 10/1/2009
197 Diversified Capital Management
Diversified Strategies Investment Fund
-0.98 100k 11/1/2012
196 Manning & Napier
MN Xenon Global Fixed Income Program
-0.97 2,000k 8/1/2004
195 Turning Wheel Capital, Inc.
Pure Alpha
-0.96 10,000k 1/1/2012
194 Typhon Capital Management, LLC
Chiron Currency Program
-0.93 250k 2/1/2008
193 Estlander & Partners
Alpha Trend
-0.90 30,000k 10/1/1991
192 Robust Methods LLC
Macro Managed Account
-0.89 5,000k 1/1/2005
191 Emil van Essen
Long-Short Commodity Program
-0.79 1,000k 6/1/2013
190 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.77 10,000k 10/1/1991
189 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.73 10,000k 1/1/2007
188 Diamond Capital Management
Enhanced S&P Program
-0.71 100k 10/1/2009
187 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-0.71 1,000k 10/1/2006
186 Eckhardt Trading Company
Evolution Strategies
-0.66 20,000k 8/1/1991
185 Non Correlated Capital
Positive Theta Fund
-0.66 50k 10/1/2007
184 Garraway Capital Management LLP
Garraway Financial Trends
-0.62 100k 9/1/2012
183 Metolius Capital LLC
Metolius Diversified
-0.61 100k 6/1/2010
182 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
-0.61 100k 3/1/2013
181 Non Correlated Capital
Positive Theta Program
-0.55 250k 10/1/2007
180 Superfund Group
Superfund Green Gold C (SPC)
-0.55 100k 10/1/2005
179 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.48 10,000k 8/1/2009
178 Rabar Market Research
Short-Term Program
-0.47 2,000k 11/1/2009
177 Futures Truth Company, FTC-CTA
MS4
-0.45 250k 10/1/2007
176 Blake Capital Management, Inc.
SRD Short Equities
-0.44 100k 1/1/2011
175 Blake Capital Management, Inc.
SRD Energies
-0.38 100k 8/1/2011
174 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.36 1,000k 3/1/1998
173 Dominion Capital
Sapphire Program
-0.35 3,000k 5/1/2005
172 Seven Capital Management
Seven Absolute Return
-0.34 100k 6/1/2009
171 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-0.30 10,000k 10/1/2006
170 Neural Capital Ltd
Sentinel Trading Program
-0.27 2,000k 1/1/2006
169 Superfund Group
Superfund Green L.P. Series A
-0.14 5k 10/1/2002
168 JKI-Futures, LLC
ETIRON Large 2x (Client)
-0.12 1,000k 8/1/2012
167 Emil van Essen
EvE Systematic Global Opportunities
-0.11 1,000k 9/1/2007
166 Jaguar Investments Ltd
Vario Capital Strategy
-0.07 1,000k 5/1/2016
165 Bluegrass Capital Management
Cross Market Bias Model
-0.04 3,000k 7/1/2014
164 Superfund Group
Superfund Green L.P. Series B
-0.03 5k 10/1/2002
163 1OAK Capital Limited
ACORN Commodity
0.01 5,000k 5/1/2012
162 Heyden & Steindl GmbH
TOMAC2
0.02 5,000k 3/1/2003
161 Ion Asset Architecture
Ion Fund Program
0.02 10,000k 11/1/2007
160 Ion Asset Architecture (Fund Program)
Ion Fund
0.02 100k 11/1/2007
159 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.04 10,000k 4/1/2003
158 Estlander & Partners
Freedom
0.04 20,000k 8/1/2010
157 Hawksbill Capital Management
Global Diversified
0.05 5,000k 11/1/1988
156 City Fund Management
BH
0.05 500k 1/1/2010
155 Mobius Asset Management
Energy Weighted Program
0.06 250k 1/1/2005
154 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.07 250k 10/1/2011
153 Eagle Trading Systems Inc.
Eagle Global Financials
0.08 10,000k 1/1/1996
152 Gladius Asset Management
Fulham Program
0.09 2,000k 1/1/2008
151 Ritenour Investment Group, LLC
RIG_ES_Client
0.11 25k 3/1/2013
150 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
0.14 10,000k 8/1/2009
149 Systematic Alpha Management
Systematic Alpha Futures Program
0.15 100k 6/1/2004
148 Blake Capital Management, Inc.
SRD Currencies
0.17 100k 3/1/2013
147 ROW Asset Managment
Row Currency Program
0.18 1,000k 11/1/2010
146 QERI LLC
QERI LLC Fundamental Commodity Strategy
0.18 2,000k 7/1/2012
145 Mobius Asset Management
Custom Trading Program
0.20 100k 1/1/2002
144 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
0.21 6/1/2012
143 Witter & Lester, Inc.
Redstone
0.28 500k 9/1/1994
142 ALFAKRAFT
ALFA Rubicon Fund
0.28 16k 8/1/2011
141 MERIT Alternative Investments GmbH
Futures Portfolio
0.29 2,000k 6/1/1998
140 Quantica Capital AG
Quantica Diversified FX
0.30 5,000k 3/1/2007
139 Ion Asset Architecture
Ion Volium Fund
0.32 0k 4/1/2011
138 Amplitude Capital International Limited
Dynamic Strategy
0.33 6/1/2005
137 EMC Capital Advisors, LLC
EMC Alpha Program
0.35 5,000k 6/1/2013
136 Mobius Asset Management
Diversified Program
0.41 250k 3/1/2004
135 Clarke Capital Management
Global Magnum
0.45 100k 8/1/1997
134 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.47 1,500k 4/1/2006
133 Vivienne Investissement
OUESSANT UCITS FUND
0.50 100k 5/1/2012
132 Tactical Investment Management
Tactical Institutional Commodity Program
0.56 10,000k 4/1/1993
131 EMC Capital Advisors, LLC
Classic
0.57 5,000k 1/1/1985
130 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.58 10,000k 2/1/2008
129 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
0.58 100k 8/1/2011
128 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
0.58 1,000k 9/1/2009
127 Esulep LLC MAX
Esulep LLC MAX
0.62 500k 5/1/2008
126 Estlander & Partners
Global Markets
0.63 10,000k 8/1/1999
125 3D
Intraday Program (Client)
0.69 100k 2/1/2012
124 FORT LP
Fort Global Contrarian
0.70 2,000k 10/1/2002
123 John Locke Investments
Cyril Systematic Program
0.75 8,000k 7/1/2000
122 Wavefront Global Asset Management
IMFC Global Investment Program
0.76 2,000k 2/1/2007
121 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.76 400k 1/1/1988
120 Beach Horizon LLP
Managed Account
0.80 5,000k 5/1/2005
119 Daksh Asset Management Limited
Visorr
0.83 60k 3/1/2013
118 Superfund Group
Superfund Green Q-AG
0.83 2k 3/1/1996
117 Amplitude Capital International Limited
Klassik Strategy
0.84 1,000k 9/1/2009
116 ROW Asset Managment
Row Diversified Fund, L.P.
1.00 1,000k 11/1/2011
115 Aquantum
Aquantum Global Systematic UCITS Fund (I)
1.10 500k 3/1/2013
114 Briarwood Capital Management, Inc.
Diversified Trading Program
1.12 3,000k 7/1/2001
113 Pinstripe Trading, LLC
Standard
1.14 125k 8/1/2009
112 Global Sigma Group, LLC
Global Sigma Plus
1.15 1,000k 11/1/2009
111 Crescent Bay Capital Management
Premium Stock Index Program
1.19 10k 10/1/2005
110 Drury Capital
Diversified Trend-Following Program
1.20 5,000k 5/1/1997
109 Quantica Capital AG
Quantica Managed Futures
1.20 5,000k 1/1/2005
108 Abraham Trading Company
Diversified Program
1.21 10,000k 1/1/1988
107 Superfund Group
Superfund Green GCT USD
1.21 15k 1/1/2000
106 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
1.25 25,000k 3/1/2010
105 Estlander & Partners
Global XL
1.32 5,000k 8/1/1991
104 FORT LP
Fort Global Diversified
1.32 2,000k 10/1/1993
103 Ring Capital Management LLC
S&P E-Mini Select
1.34 100k 1/1/2012
102 Acorn Global Investments Inc.
Acorn Diversified Program
1.36 10k 7/1/2005
101 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.36 100k 1/1/2005
100 Certeza Asset Management
Macro Vega
1.44 200k 1/1/2012
99 Auctos Capital Management
Auctos Global Diversified
1.44 3,000k 11/1/2007
98 Future Trade AG
Thales Swing Trading Programme
1.46 250k 6/1/2007
97 Tianyou Asset Management, LLC
Tianyou Fund LP
1.47 100k 10/1/2012
96 Double Helix Capital Management
Double Helix
1.50 50k 1/1/2012
95 Matic Capital Allocation, LLC
Matic Program
1.50 250k 1/1/2013
94 Southwest Managed Investments, LLC
Global Diversified
1.51 200k 1/1/2002
93 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
1.51 4,000k 11/1/2008
92 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.52 10,000k 3/1/2006
91 Endeavour Capital LLP
Endeavour Pembroke
1.54 2,000k 7/1/2007
90 HASAFUMA
FX Momentum
1.54 30k 7/1/2012
89 Crabel Capital Management
Crabel Multi-Product
1.56 1,000k 3/1/1998
88 Melissinos Trading
Eupatrid Program
1.60 50k 1/1/2011
87 NuWave Investment Management, LLC
NuWave Investment Partners LP
1.60 250k 6/1/2001
86 Transtrend B.V.
DTP – Standard Risk (EUR)
1.63 10,000k 2/1/1999
85 Alpha Z Advisors LLC
Managed Account Program
1.64 250k 11/1/2014
84 Chesapeake Capital
Diversified (LV)
1.65 100k 2/1/1988
83 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.72 1,000k 3/1/2003
82 Huygens Capital LLC
Navigator
1.72 1,000k 2/1/2012
81 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.79 10,000k 1/1/1991
80 NuWave Investment Management, LLC
Combined Futures Portfolio
1.81 5,000k 6/1/2001
79 IStar Capital B.V.
IStar Systematic Fund
1.81 1,000k 9/1/2011
78 QQFund.com
Investment Program 1
1.82 300k 9/1/2008
77 IDS Capital
IDS F&F Systematic Trading
1.83 50k 7/1/2013
76 Clarke Capital Management
FX Plus
1.85 1,000k 5/1/2004
75 Conquest Capital Group
Conquest Macro
1.88 250k 5/1/1999
74 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
1.89 5,000k 12/1/2010
73 Soaring Pelican, LLC
Diversified S&P Program
1.97 100k 1/1/2011
72 Somers Brothers Capital
Diversified Futures Program #1
2.01 100k 1/1/2005
71 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.03 10,000k 1/1/1995
70 Purple Valley Capital, Inc.
Diversified Trend 1
2.08 100k 8/1/2008
69 Alder Capital DAC
Alder Global 20
2.10 2,500k 2/1/2001
68 Paskewitz Asset Management LLC
Multi-strategy Futures Program
2.26 3,000k 5/1/2010
67 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.26 10,000k 8/1/1999
66 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
2.29 0k 11/1/1996
65 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.36 10,000k 8/1/2004
64 Robinson-Langley Capital Management, LLC
Managed Account Program
2.39 200k 1/1/2007
63 Molinero Capital Management LLP
Global Markets Program
2.42 2,000k 7/1/2005
62 Sandpiper Asset Management
Sandpiper Global Macro Program
2.43 1,000k 8/1/2012
61 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.50 1k 10/1/2006
60 Romanesco Capital Management B.V
Persistence Program
2.52 5,000k 9/1/2005
59 Ancile Capital Management
Global Markets Program
2.56 2,000k 4/1/2005
58 Red Rock Capital, LLC
Systematic Global Macro
2.78 500k 9/1/2003
57 Urban Tree Capital, LLC
UTC Plus (Client)
2.78 100k 3/1/2013
56 Manning & Napier
MN Xenon Managed Futures (2x) Program
2.79 5,000k 6/1/2006
55 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
2.79 50,000k 4/1/1983
54 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.89 250k 10/1/2009
53 Quality Capital Management
Alpha Financials Program
2.91 10,000k 6/1/2012
52 Bridgeton Fund Management, LLC
Bridgeton Tactical Advisors Fund
2.92 25k 4/1/1991
51 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.92 500k 12/1/2003
50 AI1 CTA Euro Invest
AI1 CTA Euro Invest
2.96 125k 5/1/2010
49 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
2.96 10,000k 1/1/2001
48 Candriam Investor Group
Alternative Return Systemat
3.01 125k 1/1/2007
47 Superfund Group
Superfund Green Master
3.02 2,000k 5/1/2001
46 Kelly Angle Inc.
Genesis Program
3.04 2,000k 4/1/2000
45 Hehmeyer Capital Management, LLC
R Best - Intraday Program
3.05 250k 3/1/2010
44 QMS Capital Management LP
QMS Diversified Global Macro Strategy
3.09 5,000k 6/1/2010
43 Quality Capital Management
Global Diversified Programme
3.10 10,000k 12/1/1995
42 M.S. Capital Management
Global Diversified Program
3.30 2,000k 11/1/1998
41 Dixon Midland Company LLC
Dixon Midland Diversified LLC
3.40 250k 5/1/2011
40 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
3.47 100k 10/1/2011
39 Welton Investment Partners
Welton Global
3.68 10,000k 6/1/2004
38 ISAM
ISAM Systematic Trend Fund
3.80 1,000k 6/1/2001
37 Mulvaney Capital Management
The Mulvaney Global Markets Program
3.84 100k 5/1/1999
36 Millburn Corporation
Diversified Program
3.86 20,000k 2/1/1977
35 Millburn Corporation
Commodity Program
3.89 25,000k 3/1/2005
34 Martin Fund Management LLC
Martin Fund One
3.90 500k 1/1/2013
33 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
3.98 200k 11/1/1999
32 Crabel Capital Management
WPD Crabel Futures Program
4.03 1,000k 7/1/2008
31 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
4.11 10,000k 4/1/2004
30 Millburn Corporation
Multi-Markets Program
4.15 25,000k 10/1/2004
29 Trigon Investment Advisors, LLC
Foreign Exchange Program
4.18 5,000k 8/1/2000
28 Angle Capital Management LLC
AIP Program
4.19 100k 1/1/2010
27 QTS Capital Management, LLC
FX Managed Account
4.29 100k 1/1/2011
26 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
4.32 1,000k 1/1/2013
25 Conquest Capital Group
Conquest Select
4.35 250k 6/1/2004
24 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
4.48 4,000k 2/1/2011
23 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
4.65 1k 6/1/2009
22 Hyman Beck and Company
Global Portfolio
5.15 1,000k 3/1/1991
21 IKOS
IKOS Futures Fund
5.25 1,000k 2/1/2010
20 Index Mechanics BV
Index Investments Program
5.70 1,000k 1/1/2016
19 Keck Capital Management LLC
The Keck Program
5.79 2,000k 12/1/2003
18 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
5.93 100k 1/1/2000
17 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
6.01 50k 7/1/2011
16 Emil van Essen
Spread Trading Program
6.03 5,000k 12/1/2006
15 Superfund Group
Superfund Blue SPC Class A (EUR)
6.21 50k 4/1/2005
14 Vision Capital Management
Global Futures
6.28 500k 2/1/2012
13 Deep Field Capital AG
SINGULARITY Fund
6.37 100k 9/1/2011
12 Dreiss Research Corporation
Diversified Program
6.52 1,000k 5/1/1991
11 dormouse Limited
dormouse - Managed Account
6.79 10,000k 7/1/2011
10 DUNN Capital Management
D'Best Futures Fund, L.P.
7.08 100k 6/1/1994
9 Dendrich Ltd
QEP
7.41 50k 12/1/2005
8 Camkay Capital Management LLC
Stock Indices Short-Term
7.61 100k 3/1/2012
7 Qbasis Invest
Futures Fund B
7.87 100k 3/1/2009
6 Superfund Group
Superfund Blue SPC Class A (Gold)
8.21 50k 12/1/2007
5 Qbasis Invest
Futures Fund A
8.64 100k 4/1/2008
4 IKOS
IKOS FX Fund
8.70 1,000k 3/1/2008
3 Vantage Capital Management
VCM Growth Program
9.21 100k 1/1/2011
2 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.30 100k 11/1/1984
1 Golden Point Capital
Global Diversified
9.96 250k 7/1/2012

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