Systematic Trader Index For December 2004

Monthly Rankings

Rank CTA/Program Dec 2004 Min Inv Inception
99 RAM Management Group
MRTP Aggressive
-10.75 1,000k 2/1/1998
98 Shield Plus LLC
Shield Plus Natural Gas
-10.01 50k 1/1/2004
97 Keck Capital Management LLC
The Keck Program
-10.00 2,000k 12/1/2003
96 Alee Capital Management, LLC
Mistral Program
-6.47 2,500k 1/1/1999
95 Briarwood Capital Management, Inc.
Diversified 2XL
-5.80 250k 11/1/2004
94 Clarke Capital Management
Global Magnum
-5.20 100k 8/1/1997
93 Mobius Asset Management
Diversified Program
-5.19 250k 3/1/2004
92 Clarke Capital Management
Millennium
-5.11 1,000k 1/1/1998
91 Mulvaney Capital Management
The Mulvaney Global Markets Program
-4.94 100k 5/1/1999
90 Mark J. Walsh Company
Standard Program
-4.70 2,000k 9/1/1985
89 Clarke Capital Management
Worldwide
-4.29 250k 1/1/1996
88 Quality Capital Management
Global Diversified Programme
-3.90 10,000k 12/1/1995
87 Spectrum Asset Management LLC
Global Diversified
-3.86 2,000k 1/1/2001
86 Hawksbill Capital Management
Global Diversified
-3.84 5,000k 11/1/1988
85 EMC Capital Advisors, LLC
Classic
-3.80 5,000k 1/1/1985
84 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.68 100k 5/1/1989
83 RAM Management Group
RAM MRTP 1X-Conservative
-3.48 1,000k 9/1/1993
82 Alee Capital Management, LLC
Poniente Program
-3.48 2,500k 1/1/1999
81 Mobius Asset Management
Custom Trading Program
-3.36 100k 1/1/2002
80 Briarwood Capital Management, Inc.
Diversified Trading Program
-3.28 3,000k 7/1/2001
79 Dreiss Research Corporation
Diversified Program
-3.21 1,000k 5/1/1991
78 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.08 100k 6/1/1994
77 Xplor Capital Management, LLC
Global CTA Program
-2.88 1,500k 7/1/2004
76 Systematic Alpha Management
Systematic Alpha Futures Program
-2.83 100k 6/1/2004
75 John Locke Investments
Cyril Systematic Program
-2.68 8,000k 7/1/2000
74 Red Rock Capital, LLC
Systematic Global Macro
-2.40 500k 9/1/2003
73 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-2.30 1,000k 3/1/1998
72 M.S. Capital Management
Global Diversified Program
-2.19 2,000k 11/1/1998
71 Northfield Trading
Diversified
-1.90 2,000k 7/1/1989
70 Quantitative Investment Management
Quantitative Global Program
-1.69 20,000k 10/1/2003
69 Saxon Investment Corporation
Aggressive Diversified Program
-1.64 2,000k 11/1/1993
68 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.37 200k 11/1/1999
67 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.19 10,000k 10/1/1991
66 Eckhardt Trading Company
Evolution Strategies
-1.12 20,000k 8/1/1991
65 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.08 10,000k 1/1/1991
64 Saxon Investment Corporation
Diversified Program
-0.92 3,000k 9/1/1988
63 Kelly Angle Inc.
Genesis Program
-0.85 2,000k 4/1/2000
62 Rabar Market Research
Diversified Program
-0.84 2,000k 1/1/1989
61 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-0.69 100k 11/1/1984
60 FORT LP
Fort Global Diversified
-0.59 2,000k 10/1/1993
59 Conquest Capital Group
Conquest Select
-0.58 250k 6/1/2004
58 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.51 5,000k 8/1/2000
57 Abraham Trading Company
Diversified Program
-0.51 10,000k 1/1/1988
56 Parizek Capital
Futures Trading Program
-0.40 500k 4/1/2000
55 Drury Capital
Diversified Trend-Following Program
-0.36 5,000k 5/1/1997
54 Superfund Group
Superfund Green Master
-0.29 2,000k 5/1/2001
53 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.23 10,000k 1/1/2001
52 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.21 1,000k 9/1/1997
51 Winton Capital Management
Diversified
-0.19 50,000k 10/1/1997
50 Southwest Managed Investments, LLC
Global Diversified
-0.09 200k 1/1/2002
49 MERIT Alternative Investments GmbH
Futures Portfolio
-0.03 2,000k 6/1/1998
48 Manning & Napier
MN Xenon Global Fixed Income Program
0.01 2,000k 8/1/2004
47 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.07 0k 11/1/1996
46 Witter & Lester, Inc.
Redstone
0.15 500k 9/1/1994
45 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.18 10,000k 4/1/2003
44 Superfund Group
Superfund Green L.P. Series A
0.19 5k 10/1/2002
43 Heyden & Steindl GmbH
TOMAC2
0.26 5,000k 3/1/2003
42 Tactical Investment Management
Tactical Institutional Commodity Program
0.39 10,000k 4/1/1993
41 Superfund Group
Superfund Green L.P. Series B
0.41 5k 10/1/2002
40 Eclipse Capital Management
Global Monetary
0.43 5,000k 8/1/1990
39 Mondiale Asset Management
Mondiale Trading Program
0.43 0k 9/1/1997
38 Millburn Corporation
Multi-Markets Program
0.71 25,000k 10/1/2004
37 Superfund Group
Superfund Green GCT USD
0.75 15k 1/1/2000
36 Crabel Capital Management
Crabel Multi-Product
0.81 1,000k 3/1/1998
35 Transtrend B.V.
DTP – Standard Risk (EUR)
1.04 10,000k 2/1/1999
34 Lynx Asset Management AB
Lynx Program
1.09 75k 5/1/2000
33 Millburn Corporation
Diversified Program
1.11 20,000k 2/1/1977
32 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.17 10,000k 4/1/2004
31 IKOS
The IKOS Hedge Fund
1.25 10,000k 7/1/1998
30 Clarke Capital Management
Global Basic
1.32 50k 2/1/1996
29 Rhicon Currency Management
Rhicon Systematic Currency Program
1.36 3,000k 1/1/2004
28 FORT LP
Fort Global Contrarian
1.45 2,000k 10/1/2002
27 Chesapeake Capital
Diversified (LV)
1.53 100k 2/1/1988
26 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.55 10,000k 8/1/2004
25 Clarke Capital Management
FX Plus
1.56 1,000k 5/1/2004
24 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.57 10,000k 8/1/1999
23 Estlander & Partners
Global Markets
1.63 10,000k 8/1/1999
22 Estlander & Partners
Alpha Trend
1.70 30,000k 10/1/1991
21 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.71 10,000k 1/1/1995
20 Estlander & Partners
Global XL
1.82 5,000k 8/1/1991
19 Alder Capital DAC
Alder Global 10
1.95 2,500k 10/1/2000
18 Welton Investment Partners
Welton Global
2.08 10,000k 6/1/2004
17 Kinkopf Capital Management
KCM S&P (Proprietary)
2.33 100k 1/1/1999
16 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.34 500k 12/1/2003
15 Hyman Beck and Company
Global Portfolio
2.63 1,000k 3/1/1991
13 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.69 250k 6/1/2001
14 NuWave Investment Management, LLC
Combined Futures Portfolio
2.69 5,000k 6/1/2001
12 Superfund Group
Superfund Green Q-AG
2.74 2k 3/1/1996
11 Rivoli Fund Management
Rivoli International Fund (MAP)
2.75 5,000k 10/1/1996
10 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.78 400k 1/1/1988
9 Rivoli Fund Management
Rivoli International Fund (V9)
3.17 5,000k 1/1/2002
8 Conquest Capital Group
Conquest Macro
3.80 250k 5/1/1999
7 Jaguar Investments Ltd
Vario Capital Strategy
3.82 1,000k 5/1/2016
6 ISAM
ISAM Systematic Trend Fund
4.18 1,000k 6/1/2001
5 Alder Capital DAC
Alder Global 20
4.26 2,500k 2/1/2001
4 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.39 1,000k 3/1/2003
3 Covenant Capital Management
Original Program
6.60 5,000k 9/1/1999
2 Covenant Capital Management
Aggressive Program
10.34 3,000k 2/1/2004
1 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
13.69 100k 1/1/2000

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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