Systematic Trader Index For November 2004

Monthly Rankings

Rank CTA/Program Nov 2004 Min Inv Inception
99 Kinkopf Capital Management
KCM S&P (Proprietary)
-5.81 100k 1/1/1999
98 Rivoli Fund Management
Rivoli International Fund (MAP)
-4.11 5,000k 10/1/1996
97 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-4.09 500k 12/1/2003
96 Heyden & Steindl GmbH
TOMAC2
-2.81 5,000k 3/1/2003
95 Parizek Capital
Futures Trading Program
-1.47 500k 4/1/2000
94 Manning & Napier
MN Xenon Global Fixed Income Program
-0.87 2,000k 8/1/2004
93 Shield Plus LLC
Shield Plus Natural Gas
-0.32 50k 1/1/2004
92 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.27 1,000k 9/1/1997
91 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.22 10,000k 4/1/2003
90 Rhicon Currency Management
Rhicon Systematic Currency Program
-0.12 3,000k 1/1/2004
88 Briarwood Capital Management, Inc.
Diversified 2XL
0.00 250k 11/1/2004
89 Jaguar Investments Ltd
Vario Capital Strategy
0.00 1,000k 5/1/2016
87 Xplor Capital Management, LLC
Global CTA Program
0.07 1,500k 7/1/2004
86 Eclipse Capital Management
Global Monetary
0.13 5,000k 8/1/1990
85 Clarke Capital Management
Global Magnum
0.48 100k 8/1/1997
84 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.84 1,000k 3/1/1998
83 Witter & Lester, Inc.
Redstone
0.89 500k 9/1/1994
82 IKOS
The IKOS Hedge Fund
1.09 10,000k 7/1/1998
81 Crabel Capital Management
Crabel Multi-Product
1.35 1,000k 3/1/1998
80 Mondiale Asset Management
Mondiale Trading Program
1.80 0k 9/1/1997
79 MERIT Alternative Investments GmbH
Futures Portfolio
1.87 2,000k 6/1/1998
78 Mobius Asset Management
Custom Trading Program
2.20 100k 1/1/2002
77 Clarke Capital Management
Global Basic
2.66 50k 2/1/1996
76 Conquest Capital Group
Conquest Macro
2.69 250k 5/1/1999
75 Abraham Trading Company
Diversified Program
2.79 10,000k 1/1/1988
74 Northfield Trading
Diversified
2.80 2,000k 7/1/1989
73 Alee Capital Management, LLC
Poniente Program
3.07 2,500k 1/1/1999
72 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
3.11 10,000k 1/1/2001
71 FORT LP
Fort Global Contrarian
3.12 2,000k 10/1/2002
70 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
3.37 100k 1/1/2000
69 Systematic Alpha Management
Systematic Alpha Futures Program
3.86 100k 6/1/2004
68 Alder Capital DAC
Alder Global 10
3.90 2,500k 10/1/2000
67 John Locke Investments
Cyril Systematic Program
4.07 8,000k 7/1/2000
66 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.12 400k 1/1/1988
65 Eckhardt Trading Company
Evolution Strategies
4.39 20,000k 8/1/1991
64 FORT LP
Fort Global Diversified
4.40 2,000k 10/1/1993
63 RAM Management Group
RAM MRTP 1X-Conservative
4.45 1,000k 9/1/1993
62 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.59 10,000k 1/1/1991
61 Quality Capital Management
Global Diversified Programme
4.61 10,000k 12/1/1995
60 Rivoli Fund Management
Rivoli International Fund (V9)
4.64 5,000k 1/1/2002
59 M.S. Capital Management
Global Diversified Program
4.69 2,000k 11/1/1998
58 Kelly Angle Inc.
Genesis Program
4.91 2,000k 4/1/2000
57 Estlander & Partners
Alpha Trend
5.06 30,000k 10/1/1991
56 Spectrum Asset Management LLC
Global Diversified
5.09 2,000k 1/1/2001
55 Saxon Investment Corporation
Diversified Program
5.27 3,000k 9/1/1988
54 Eckhardt Trading Company
Evolution Strategies 1.2X
5.28 10,000k 10/1/1991
53 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
5.32 100k 11/1/1984
52 Mobius Asset Management
Diversified Program
5.66 250k 3/1/2004
51 Transtrend B.V.
DTP – Standard Risk (EUR)
5.67 10,000k 2/1/1999
50 Conquest Capital Group
Conquest Select
5.80 250k 6/1/2004
49 Estlander & Partners
Global Markets
5.99 10,000k 8/1/1999
48 Keck Capital Management LLC
The Keck Program
6.03 2,000k 12/1/2003
47 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
6.13 10,000k 4/1/2004
46 Clarke Capital Management
Worldwide
6.15 250k 1/1/1996
45 Welton Investment Partners
Welton Global
6.22 10,000k 6/1/2004
44 Millburn Corporation
Multi-Markets Program
6.35 25,000k 10/1/2004
43 Winton Capital Management
Diversified
6.37 50,000k 10/1/1997
42 Lynx Asset Management AB
Lynx Program
6.45 75k 5/1/2000
41 Trigon Investment Advisors, LLC
Foreign Exchange Program
6.84 5,000k 8/1/2000
40 Southwest Managed Investments, LLC
Global Diversified
7.01 200k 1/1/2002
39 Drury Capital
Diversified Trend-Following Program
7.20 5,000k 5/1/1997
38 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
7.45 0k 11/1/1996
37 Hawksbill Capital Management
Global Diversified
8.20 5,000k 11/1/1988
36 Alder Capital DAC
Alder Global 20
8.40 2,500k 2/1/2001
35 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
8.43 1,000k 3/1/2003
34 Alee Capital Management, LLC
Mistral Program
8.53 2,500k 1/1/1999
33 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
8.65 200k 11/1/1999
32 Transtrend B.V.
DTP – Enhanced Risk (EUR)
8.77 10,000k 8/1/1999
31 Transtrend B.V.
DTP – Enhanced Risk (JPY)
8.80 10,000k 8/1/2004
30 Mark J. Walsh Company
Standard Program
8.81 2,000k 9/1/1985
29 Chesapeake Capital
Diversified (LV)
8.89 100k 2/1/1988
28 DUNN Capital Management
DUNN Combined Fund (DCF)
8.93 100k 5/1/1989
27 Transtrend B.V.
DTP – Enhanced Risk (USD)
8.97 10,000k 1/1/1995
26 Superfund Group
Superfund Green Q-AG
8.99 2k 3/1/1996
25 DUNN Capital Management
D'Best Futures Fund, L.P.
9.13 100k 6/1/1994
24 Clarke Capital Management
Millennium
9.39 1,000k 1/1/1998
23 Red Rock Capital, LLC
Systematic Global Macro
9.42 500k 9/1/2003
22 Quantitative Investment Management
Quantitative Global Program
9.58 20,000k 10/1/2003
21 Mulvaney Capital Management
The Mulvaney Global Markets Program
9.63 100k 5/1/1999
20 Millburn Corporation
Diversified Program
9.90 20,000k 2/1/1977
19 Briarwood Capital Management, Inc.
Diversified Trading Program
10.22 3,000k 7/1/2001
18 ISAM
ISAM Systematic Trend Fund
10.28 1,000k 6/1/2001
17 EMC Capital Advisors, LLC
Classic
10.50 5,000k 1/1/1985
15 NuWave Investment Management, LLC
NuWave Investment Partners LP
10.54 250k 6/1/2001
16 NuWave Investment Management, LLC
Combined Futures Portfolio
10.54 5,000k 6/1/2001
14 Saxon Investment Corporation
Aggressive Diversified Program
10.94 2,000k 11/1/1993
13 Dreiss Research Corporation
Diversified Program
10.95 1,000k 5/1/1991
12 Rabar Market Research
Diversified Program
11.94 2,000k 1/1/1989
11 Superfund Group
Superfund Green L.P. Series A
12.30 5k 10/1/2002
10 Estlander & Partners
Global XL
12.38 5,000k 8/1/1991
9 Tactical Investment Management
Tactical Institutional Commodity Program
12.75 10,000k 4/1/1993
8 Hyman Beck and Company
Global Portfolio
12.81 1,000k 3/1/1991
7 RAM Management Group
MRTP Aggressive
13.80 1,000k 2/1/1998
6 Covenant Capital Management
Original Program
14.54 5,000k 9/1/1999
5 Superfund Group
Superfund Green GCT USD
15.42 15k 1/1/2000
4 Superfund Group
Superfund Green L.P. Series B
17.33 5k 10/1/2002
3 Covenant Capital Management
Aggressive Program
23.11 3,000k 2/1/2004
2 Superfund Group
Superfund Green Master
25.74 2,000k 5/1/2001
1 Clarke Capital Management
FX Plus
33.10 1,000k 5/1/2004

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.

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