Systematic Trader Index For July 2004

Monthly Rankings

Rank CTA/Program Jul 2004 Min Inv Inception
94 Clarke Capital Management
FX Plus
-15.98 1,000k 5/1/2004
93 Kelly Angle Inc.
Genesis Program
-7.58 2,000k 4/1/2000
92 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.26 100k 5/1/1989
91 Saxon Investment Corporation
Aggressive Diversified Program
-5.93 2,000k 11/1/1993
90 Eclipse Capital Management
Global Monetary
-5.74 5,000k 8/1/1990
89 Covenant Capital Management
Aggressive Program
-5.25 3,000k 2/1/2004
88 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.16 100k 11/1/1984
87 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-5.14 200k 11/1/1999
86 Hyman Beck and Company
Global Portfolio
-5.01 1,000k 3/1/1991
85 DUNN Capital Management
D'Best Futures Fund, L.P.
-4.93 100k 6/1/1994
84 Parizek Capital
Futures Trading Program
-4.92 500k 4/1/2000
83 W.G. Wealth Guardian Ltd.
SAFI2 Program
-4.86 1,000k 9/1/1997
82 Millburn Corporation
Diversified Program
-4.53 20,000k 2/1/1977
81 Hawksbill Capital Management
Global Diversified
-4.39 5,000k 11/1/1988
80 Covenant Capital Management
Original Program
-4.08 5,000k 9/1/1999
79 EMC Capital Advisors, LLC
Classic
-3.80 5,000k 1/1/1985
78 Lynx Asset Management AB
Lynx Program
-3.35 75k 5/1/2000
77 Saxon Investment Corporation
Diversified Program
-3.17 3,000k 9/1/1988
76 Welton Investment Partners
Welton Global
-3.10 10,000k 6/1/2004
75 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.08 10,000k 10/1/1991
73 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.93 250k 6/1/2001
74 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.93 5,000k 6/1/2001
72 Estlander & Partners
Global XL
-2.79 5,000k 8/1/1991
71 Eckhardt Trading Company
Evolution Strategies
-2.69 20,000k 8/1/1991
70 Dreiss Research Corporation
Diversified Program
-2.35 1,000k 5/1/1991
69 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-2.34 10,000k 1/1/2001
68 Mobius Asset Management
Diversified Program
-2.15 250k 3/1/2004
67 Rabar Market Research
Diversified Program
-2.14 2,000k 1/1/1989
66 Kinkopf Capital Management
KCM S&P (Proprietary)
-1.93 100k 1/1/1999
65 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.86 10,000k 1/1/1991
64 Chesapeake Capital
Diversified (LV)
-1.86 100k 2/1/1988
63 Rivoli Fund Management
Rivoli International Fund (V9)
-1.64 5,000k 1/1/2002
62 Conquest Capital Group
Conquest Macro
-1.59 250k 5/1/1999
61 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.54 0k 11/1/1996
60 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.49 5,000k 8/1/2000
59 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.34 10,000k 1/1/1995
58 Northfield Trading
Diversified
-1.30 2,000k 7/1/1989
57 Estlander & Partners
Global Markets
-1.25 10,000k 8/1/1999
56 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.10 10,000k 8/1/1999
55 Mondiale Asset Management
Mondiale Trading Program
-1.07 0k 9/1/1997
54 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.02 10,000k 2/1/1999
53 Conquest Capital Group
Conquest Select
-0.93 250k 6/1/2004
52 Clarke Capital Management
Global Basic
-0.93 50k 2/1/1996
51 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.81 1,000k 3/1/2003
50 Clarke Capital Management
Global Magnum
-0.80 100k 8/1/1997
49 Rhicon Currency Management
Rhicon Systematic Currency Program
-0.75 3,000k 1/1/2004
48 Drury Capital
Diversified Trend-Following Program
-0.45 5,000k 5/1/1997
47 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.41 100k 5/1/1999
46 Mobius Asset Management
Custom Trading Program
-0.39 100k 1/1/2002
45 Superfund Group
Superfund Green L.P. Series A
-0.16 5k 10/1/2002
44 Superfund Group
Superfund Green L.P. Series B
-0.09 5k 10/1/2002
43 Alee Capital Management, LLC
Mistral Program
-0.05 2,500k 1/1/1999
42 Xplor Capital Management, LLC
Global CTA Program
0.00 1,500k 7/1/2004
41 Clarke Capital Management
Worldwide
0.12 250k 1/1/1996
40 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.21 1,000k 3/1/1998
39 Estlander & Partners
Alpha Trend
0.32 30,000k 10/1/1991
38 Witter & Lester, Inc.
Redstone
0.41 500k 9/1/1994
37 Superfund Group
Superfund Green Q-AG
0.52 2k 3/1/1996
36 Crabel Capital Management
Crabel Multi-Product
0.54 1,000k 3/1/1998
35 MERIT Alternative Investments GmbH
Futures Portfolio
0.54 2,000k 6/1/1998
34 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
0.76 500k 12/1/2003
33 Quality Capital Management
Global Diversified Programme
0.89 10,000k 12/1/1995
32 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.96 10,000k 4/1/2004
31 FORT LP
Fort Global Diversified
1.05 2,000k 10/1/1993
30 Southwest Managed Investments, LLC
Global Diversified
1.08 200k 1/1/2002
29 Alder Capital DAC
Alder Global 10
1.19 2,500k 10/1/2000
28 Winton Capital Management
Diversified
1.33 50,000k 10/1/1997
27 Red Rock Capital, LLC
Systematic Global Macro
1.36 500k 9/1/2003
26 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.38 10,000k 4/1/2003
25 IKOS
The IKOS Hedge Fund
1.44 10,000k 7/1/1998
24 Superfund Group
Superfund Green GCT USD
1.70 15k 1/1/2000
23 Superfund Group
Superfund Green Master
2.06 2,000k 5/1/2001
22 Quantitative Investment Management
Quantitative Global Program
2.07 20,000k 10/1/2003
21 Spectrum Asset Management LLC
Global Diversified
2.09 2,000k 1/1/2001
20 ISAM
ISAM Systematic Trend Fund
2.11 1,000k 6/1/2001
19 Alder Capital DAC
Alder Global 20
2.30 2,500k 2/1/2001
18 Alee Capital Management, LLC
Poniente Program
2.54 2,500k 1/1/1999
17 FORT LP
Fort Global Contrarian
2.67 2,000k 10/1/2002
16 Systematic Alpha Management
Systematic Alpha Futures Program
2.67 100k 6/1/2004
15 John Locke Investments
Cyril Systematic Program
2.85 8,000k 7/1/2000
14 Briarwood Capital Management, Inc.
Diversified Trading Program
3.01 3,000k 7/1/2001
13 Mark J. Walsh Company
Standard Program
3.20 2,000k 9/1/1985
12 M.S. Capital Management
Global Diversified Program
3.55 2,000k 11/1/1998
11 RAM Management Group
RAM MRTP 1X-Conservative
3.78 1,000k 9/1/1993
10 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.90 400k 1/1/1988
9 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
4.48 100k 1/1/2000
8 Rivoli Fund Management
Rivoli International Fund (MAP)
5.19 5,000k 10/1/1996
7 Tactical Investment Management
Tactical Institutional Commodity Program
6.49 10,000k 4/1/1993
6 Abraham Trading Company
Diversified Program
6.74 10,000k 1/1/1988
5 Clarke Capital Management
Millennium
6.80 1,000k 1/1/1998
4 Keck Capital Management LLC
The Keck Program
6.94 2,000k 12/1/2003
3 RAM Management Group
MRTP Aggressive
11.44 1,000k 2/1/1998
2 Shield Plus LLC
Shield Plus Natural Gas
13.97 50k 1/1/2004
1 Heyden & Steindl GmbH
TOMAC2
35.56 5,000k 3/1/2003

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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