Systematic Trader Index For April 2004

Monthly Rankings

Rank CTA/Program Apr 2004 Min Inv Inception
89 Superfund Group
Superfund Green GCT USD
-19.92 15k 1/1/2000
88 Superfund Group
Superfund Green Master
-19.92 2,000k 5/1/2001
87 Superfund Group
Superfund Green L.P. Series B
-19.60 5k 10/1/2002
86 Tactical Investment Management
Tactical Institutional Commodity Program
-18.94 10,000k 4/1/1993
85 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-18.35 100k 11/1/1984
84 DUNN Capital Management
D'Best Futures Fund, L.P.
-16.91 100k 6/1/1994
83 DUNN Capital Management
DUNN Combined Fund (DCF)
-15.45 100k 5/1/1989
82 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-15.18 0k 11/1/1996
81 Superfund Group
Superfund Green L.P. Series A
-14.20 5k 10/1/2002
80 FORT LP
Fort Global Diversified
-14.15 2,000k 10/1/1993
79 Keck Capital Management LLC
The Keck Program
-13.67 2,000k 12/1/2003
78 Kelly Angle Inc.
Genesis Program
-13.33 2,000k 4/1/2000
77 Rabar Market Research
Diversified Program
-13.07 2,000k 1/1/1989
76 EMC Capital Advisors, LLC
Classic
-12.50 5,000k 1/1/1985
75 Estlander & Partners
Global XL
-12.47 5,000k 8/1/1991
74 Superfund Group
Superfund Green Q-AG
-11.69 2k 3/1/1996
73 Mulvaney Capital Management
The Mulvaney Global Markets Program
-11.50 100k 5/1/1999
72 Eclipse Capital Management
Global Monetary
-11.32 5,000k 8/1/1990
71 Rivoli Fund Management
Rivoli International Fund (V9)
-10.43 5,000k 1/1/2002
70 Saxon Investment Corporation
Aggressive Diversified Program
-10.36 2,000k 11/1/1993
69 Hyman Beck and Company
Global Portfolio
-10.28 1,000k 3/1/1991
68 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-9.74 100k 1/1/2000
67 Millburn Corporation
Diversified Program
-9.19 20,000k 2/1/1977
66 Clarke Capital Management
Worldwide
-9.11 250k 1/1/1996
65 FORT LP
Fort Global Contrarian
-8.70 2,000k 10/1/2002
64 Hawksbill Capital Management
Global Diversified
-8.66 5,000k 11/1/1988
63 Winton Capital Management
Diversified
-8.62 50,000k 10/1/1997
62 M.S. Capital Management
Global Diversified Program
-8.16 2,000k 11/1/1998
61 Southwest Managed Investments, LLC
Global Diversified
-8.10 200k 1/1/2002
60 Parizek Capital
Futures Trading Program
-8.03 500k 4/1/2000
59 Red Rock Capital, LLC
Systematic Global Macro
-7.60 500k 9/1/2003
58 Clarke Capital Management
Millennium
-7.36 1,000k 1/1/1998
57 Drury Capital
Diversified Trend-Following Program
-6.97 5,000k 5/1/1997
56 Mark J. Walsh Company
Standard Program
-6.87 2,000k 9/1/1985
55 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-6.69 200k 11/1/1999
54 Saxon Investment Corporation
Diversified Program
-6.66 3,000k 9/1/1988
53 Rotella Capital Management
Rotella Polaris Program (Diversified)
-6.53 10,000k 1/1/1991
52 Estlander & Partners
Global Markets
-6.38 10,000k 8/1/1999
51 Abraham Trading Company
Diversified Program
-6.22 10,000k 1/1/1988
50 ISAM
ISAM Systematic Trend Fund
-6.16 1,000k 6/1/2001
49 Chesapeake Capital
Diversified (LV)
-6.05 100k 2/1/1988
48 Covenant Capital Management
Original Program
-5.99 5,000k 9/1/1999
47 Alee Capital Management, LLC
Mistral Program
-5.58 2,500k 1/1/1999
46 Covenant Capital Management
Aggressive Program
-5.57 3,000k 2/1/2004
45 RAM Management Group
MRTP Aggressive
-5.42 1,000k 2/1/1998
44 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.27 10,000k 10/1/1991
43 Estlander & Partners
Alpha Trend
-5.25 30,000k 10/1/1991
42 Spectrum Asset Management LLC
Global Diversified
-5.24 2,000k 1/1/2001
41 Eckhardt Trading Company
Evolution Strategies
-4.37 20,000k 8/1/1991
39 NuWave Investment Management, LLC
NuWave Investment Partners LP
-4.33 250k 6/1/2001
40 NuWave Investment Management, LLC
Combined Futures Portfolio
-4.33 5,000k 6/1/2001
38 Quality Capital Management
Global Diversified Programme
-3.53 10,000k 12/1/1995
37 Alee Capital Management, LLC
Poniente Program
-3.31 2,500k 1/1/1999
36 Mobius Asset Management
Diversified Program
-3.25 250k 3/1/2004
35 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.17 10,000k 1/1/1995
34 IKOS
The IKOS Hedge Fund
-3.12 10,000k 7/1/1998
33 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.09 10,000k 8/1/1999
32 Rivoli Fund Management
Rivoli International Fund (MAP)
-2.86 5,000k 10/1/1996
31 Heyden & Steindl GmbH
TOMAC2
-2.83 5,000k 3/1/2003
30 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.73 3,000k 7/1/2001
29 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.72 5,000k 8/1/2000
28 RAM Management Group
RAM MRTP 1X-Conservative
-2.18 1,000k 9/1/1993
27 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.06 10,000k 2/1/1999
26 Lynx Asset Management AB
Lynx Program
-2.05 75k 5/1/2000
25 Mobius Asset Management
Custom Trading Program
-1.81 100k 1/1/2002
24 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.72 1,000k 3/1/2003
23 Dreiss Research Corporation
Diversified Program
-1.26 1,000k 5/1/1991
22 Mondiale Asset Management
Mondiale Trading Program
-1.20 0k 9/1/1997
21 Quantitative Investment Management
Quantitative Global Program
-0.63 20,000k 10/1/2003
20 MERIT Alternative Investments GmbH
Futures Portfolio
-0.58 2,000k 6/1/1998
19 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.00 10,000k 4/1/2004
18 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.07 1,000k 9/1/1997
17 Shield Plus LLC
Shield Plus Natural Gas
0.14 50k 1/1/2004
16 Alder Capital DAC
Alder Global 10
0.15 2,500k 10/1/2000
15 Alder Capital DAC
Alder Global 20
0.15 2,500k 2/1/2001
14 Conquest Capital Group
Conquest Macro
0.18 250k 5/1/1999
13 Witter & Lester, Inc.
Redstone
0.44 500k 9/1/1994
12 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.91 10,000k 4/1/2003
11 Clarke Capital Management
Global Basic
1.13 50k 2/1/1996
10 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
2.21 10,000k 1/1/2001
9 Crabel Capital Management
Crabel Multi-Product
2.25 1,000k 3/1/1998
8 John Locke Investments
Cyril Systematic Program
2.41 8,000k 7/1/2000
7 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.49 400k 1/1/1988
6 Rhicon Currency Management
Rhicon Systematic Currency Program
2.72 3,000k 1/1/2004
5 Clarke Capital Management
Global Magnum
3.20 100k 8/1/1997
4 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
3.54 500k 12/1/2003
3 Northfield Trading
Diversified
3.80 2,000k 7/1/1989
2 Kinkopf Capital Management
KCM S&P (Proprietary)
4.41 100k 1/1/1999
1 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
5.26 1,000k 3/1/1998

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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