Systematic Trader Index For May 2004

Monthly Rankings

Rank CTA/Program May 2004 Min Inv Inception
90 Parizek Capital
Futures Trading Program
-10.36 500k 4/1/2000
89 Keck Capital Management LLC
The Keck Program
-9.16 2,000k 12/1/2003
88 Tactical Investment Management
Tactical Institutional Commodity Program
-7.83 10,000k 4/1/1993
87 Mulvaney Capital Management
The Mulvaney Global Markets Program
-6.99 100k 5/1/1999
86 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-6.84 100k 11/1/1984
85 Estlander & Partners
Global XL
-6.64 5,000k 8/1/1991
84 Drury Capital
Diversified Trend-Following Program
-6.06 5,000k 5/1/1997
83 Hyman Beck and Company
Global Portfolio
-5.63 1,000k 3/1/1991
82 EMC Capital Advisors, LLC
Classic
-5.60 5,000k 1/1/1985
81 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.90 100k 5/1/1989
80 Covenant Capital Management
Original Program
-4.37 5,000k 9/1/1999
79 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.95 200k 11/1/1999
78 Rabar Market Research
Diversified Program
-3.85 2,000k 1/1/1989
77 Estlander & Partners
Global Markets
-3.73 10,000k 8/1/1999
76 Covenant Capital Management
Aggressive Program
-3.60 3,000k 2/1/2004
75 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.51 100k 6/1/1994
74 Red Rock Capital, LLC
Systematic Global Macro
-3.36 500k 9/1/2003
73 Quality Capital Management
Global Diversified Programme
-2.98 10,000k 12/1/1995
72 Spectrum Asset Management LLC
Global Diversified
-2.71 2,000k 1/1/2001
71 Alder Capital DAC
Alder Global 20
-2.65 2,500k 2/1/2001
70 Millburn Corporation
Diversified Program
-2.13 20,000k 2/1/1977
69 Hawksbill Capital Management
Global Diversified
-2.01 5,000k 11/1/1988
68 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.99 1,000k 3/1/2003
67 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.81 3,000k 7/1/2001
66 ISAM
ISAM Systematic Trend Fund
-1.78 1,000k 6/1/2001
65 FORT LP
Fort Global Contrarian
-1.77 2,000k 10/1/2002
64 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-1.75 500k 12/1/2003
63 Mobius Asset Management
Custom Trading Program
-1.57 100k 1/1/2002
62 Dreiss Research Corporation
Diversified Program
-1.45 1,000k 5/1/1991
61 Alder Capital DAC
Alder Global 10
-1.10 2,500k 10/1/2000
60 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.07 10,000k 1/1/1991
59 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.01 0k 11/1/1996
58 Northfield Trading
Diversified
-0.80 2,000k 7/1/1989
57 Rivoli Fund Management
Rivoli International Fund (V9)
-0.59 5,000k 1/1/2002
56 Southwest Managed Investments, LLC
Global Diversified
-0.53 200k 1/1/2002
55 Mondiale Asset Management
Mondiale Trading Program
-0.51 0k 9/1/1997
54 Chesapeake Capital
Diversified (LV)
-0.50 100k 2/1/1988
53 Mark J. Walsh Company
Standard Program
-0.41 2,000k 9/1/1985
52 FORT LP
Fort Global Diversified
-0.37 2,000k 10/1/1993
51 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.29 10,000k 8/1/1999
50 M.S. Capital Management
Global Diversified Program
-0.28 2,000k 11/1/1998
48 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.26 250k 6/1/2001
49 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.26 5,000k 6/1/2001
47 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.25 10,000k 1/1/1995
46 Estlander & Partners
Alpha Trend
-0.23 30,000k 10/1/1991
45 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.21 10,000k 2/1/1999
44 Alee Capital Management, LLC
Mistral Program
-0.18 2,500k 1/1/1999
43 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.13 10,000k 1/1/2001
42 Clarke Capital Management
FX Plus
0.00 1,000k 5/1/2004
41 Eckhardt Trading Company
Evolution Strategies
0.04 20,000k 8/1/1991
40 Witter & Lester, Inc.
Redstone
0.06 500k 9/1/1994
39 Eckhardt Trading Company
Evolution Strategies 1.2X
0.06 10,000k 10/1/1991
38 Saxon Investment Corporation
Aggressive Diversified Program
0.06 2,000k 11/1/1993
37 Saxon Investment Corporation
Diversified Program
0.08 3,000k 9/1/1988
36 Eclipse Capital Management
Global Monetary
0.20 5,000k 8/1/1990
35 Winton Capital Management
Diversified
0.28 50,000k 10/1/1997
34 IKOS
The IKOS Hedge Fund
0.28 10,000k 7/1/1998
33 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.32 400k 1/1/1988
32 MERIT Alternative Investments GmbH
Futures Portfolio
0.34 2,000k 6/1/1998
31 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.42 1,000k 3/1/1998
30 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.45 1,000k 9/1/1997
29 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.73 5,000k 8/1/2000
28 Lynx Asset Management AB
Lynx Program
0.83 75k 5/1/2000
27 Alee Capital Management, LLC
Poniente Program
0.85 2,500k 1/1/1999
26 Conquest Capital Group
Conquest Macro
1.20 250k 5/1/1999
25 John Locke Investments
Cyril Systematic Program
1.28 8,000k 7/1/2000
24 Crabel Capital Management
Crabel Multi-Product
1.29 1,000k 3/1/1998
23 Clarke Capital Management
Worldwide
1.31 250k 1/1/1996
22 Clarke Capital Management
Global Magnum
1.40 100k 8/1/1997
21 Mobius Asset Management
Diversified Program
1.49 250k 3/1/2004
20 Rivoli Fund Management
Rivoli International Fund (MAP)
1.61 5,000k 10/1/1996
19 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.64 10,000k 4/1/2003
18 Kelly Angle Inc.
Genesis Program
1.87 2,000k 4/1/2000
17 RAM Management Group
RAM MRTP 1X-Conservative
2.15 1,000k 9/1/1993
16 Abraham Trading Company
Diversified Program
2.53 10,000k 1/1/1988
15 Quantitative Investment Management
Quantitative Global Program
2.94 20,000k 10/1/2003
14 Rhicon Currency Management
Rhicon Systematic Currency Program
3.05 3,000k 1/1/2004
13 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
3.34 10,000k 4/1/2004
12 Heyden & Steindl GmbH
TOMAC2
3.80 5,000k 3/1/2003
11 Kinkopf Capital Management
KCM S&P (Proprietary)
3.86 100k 1/1/1999
10 Superfund Group
Superfund Green Q-AG
4.08 2k 3/1/1996
9 RAM Management Group
MRTP Aggressive
4.65 1,000k 2/1/1998
8 Superfund Group
Superfund Green GCT USD
4.70 15k 1/1/2000
7 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
5.98 100k 1/1/2000
6 Clarke Capital Management
Global Basic
6.74 50k 2/1/1996
5 Superfund Group
Superfund Green L.P. Series A
7.21 5k 10/1/2002
4 Clarke Capital Management
Millennium
8.06 1,000k 1/1/1998
3 Superfund Group
Superfund Green L.P. Series B
9.11 5k 10/1/2002
2 Superfund Group
Superfund Green Master
9.27 2,000k 5/1/2001
1 Shield Plus LLC
Shield Plus Natural Gas
42.46 50k 1/1/2004

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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