Systematic Trader Index For August 2004

Monthly Rankings

Rank CTA/Program Aug 2004 Min Inv Inception
96 Heyden & Steindl GmbH
TOMAC2
-16.76 5,000k 3/1/2003
95 Abraham Trading Company
Diversified Program
-12.25 10,000k 1/1/1988
94 Shield Plus LLC
Shield Plus Natural Gas
-11.15 50k 1/1/2004
93 ISAM
ISAM Systematic Trend Fund
-10.51 1,000k 6/1/2001
92 Dreiss Research Corporation
Diversified Program
-10.41 1,000k 5/1/1991
91 Superfund Group
Superfund Green L.P. Series B
-9.29 5k 10/1/2002
90 Clarke Capital Management
Millennium
-8.91 1,000k 1/1/1998
89 Superfund Group
Superfund Green Master
-8.12 2,000k 5/1/2001
88 Parizek Capital
Futures Trading Program
-7.94 500k 4/1/2000
87 Alder Capital DAC
Alder Global 20
-7.80 2,500k 2/1/2001
86 Keck Capital Management LLC
The Keck Program
-7.49 2,000k 12/1/2003
85 Superfund Group
Superfund Green L.P. Series A
-6.84 5k 10/1/2002
84 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-6.83 100k 1/1/2000
83 Quality Capital Management
Global Diversified Programme
-6.37 10,000k 12/1/1995
82 Mulvaney Capital Management
The Mulvaney Global Markets Program
-6.21 100k 5/1/1999
81 Drury Capital
Diversified Trend-Following Program
-5.85 5,000k 5/1/1997
80 Superfund Group
Superfund Green GCT USD
-5.75 15k 1/1/2000
79 RAM Management Group
MRTP Aggressive
-5.34 1,000k 2/1/1998
78 Red Rock Capital, LLC
Systematic Global Macro
-5.10 500k 9/1/2003
77 Southwest Managed Investments, LLC
Global Diversified
-4.84 200k 1/1/2002
76 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.22 0k 11/1/1996
75 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-3.80 10,000k 1/1/2001
74 Superfund Group
Superfund Green Q-AG
-3.80 2k 3/1/1996
73 Alder Capital DAC
Alder Global 10
-3.70 2,500k 10/1/2000
72 Hyman Beck and Company
Global Portfolio
-3.55 1,000k 3/1/1991
71 Estlander & Partners
Alpha Trend
-3.48 30,000k 10/1/1991
70 Rivoli Fund Management
Rivoli International Fund (V9)
-3.25 5,000k 1/1/2002
69 Chesapeake Capital
Diversified (LV)
-3.23 100k 2/1/1988
68 Tactical Investment Management
Tactical Institutional Commodity Program
-3.17 10,000k 4/1/1993
67 Estlander & Partners
Global XL
-2.65 5,000k 8/1/1991
66 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.54 5,000k 8/1/2000
65 M.S. Capital Management
Global Diversified Program
-2.39 2,000k 11/1/1998
64 Clarke Capital Management
Worldwide
-2.37 250k 1/1/1996
63 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.26 3,000k 7/1/2001
62 Millburn Corporation
Diversified Program
-2.10 20,000k 2/1/1977
61 Rabar Market Research
Diversified Program
-1.92 2,000k 1/1/1989
60 RAM Management Group
RAM MRTP 1X-Conservative
-1.90 1,000k 9/1/1993
59 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.70 5,000k 10/1/1996
58 Conquest Capital Group
Conquest Select
-1.66 250k 6/1/2004
57 MERIT Alternative Investments GmbH
Futures Portfolio
-1.35 2,000k 6/1/1998
56 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.09 200k 11/1/1999
55 Estlander & Partners
Global Markets
-1.03 10,000k 8/1/1999
54 Mondiale Asset Management
Mondiale Trading Program
-0.95 0k 9/1/1997
53 Clarke Capital Management
Global Magnum
-0.86 100k 8/1/1997
52 Xplor Capital Management, LLC
Global CTA Program
-0.66 1,500k 7/1/2004
51 Kelly Angle Inc.
Genesis Program
-0.64 2,000k 4/1/2000
50 Mobius Asset Management
Diversified Program
-0.63 250k 3/1/2004
49 Mark J. Walsh Company
Standard Program
-0.47 2,000k 9/1/1985
48 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.42 10,000k 1/1/1995
47 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.33 10,000k 2/1/1999
46 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.30 10,000k 8/1/1999
45 Alee Capital Management, LLC
Mistral Program
-0.26 2,500k 1/1/1999
44 Conquest Capital Group
Conquest Macro
-0.17 250k 5/1/1999
43 Alee Capital Management, LLC
Poniente Program
-0.08 2,500k 1/1/1999
42 Mobius Asset Management
Custom Trading Program
-0.06 100k 1/1/2002
41 IKOS
The IKOS Hedge Fund
-0.05 10,000k 7/1/1998
39 Manning & Napier
MN Xenon Global Fixed Income Program
0.00 2,000k 8/1/2004
40 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.00 10,000k 8/1/2004
38 Quantitative Investment Management
Quantitative Global Program
0.10 20,000k 10/1/2003
37 EMC Capital Advisors, LLC
Classic
0.10 5,000k 1/1/1985
36 Systematic Alpha Management
Systematic Alpha Futures Program
0.10 100k 6/1/2004
35 Spectrum Asset Management LLC
Global Diversified
0.13 2,000k 1/1/2001
34 Crabel Capital Management
Crabel Multi-Product
0.23 1,000k 3/1/1998
33 Rhicon Currency Management
Rhicon Systematic Currency Program
0.27 3,000k 1/1/2004
31 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.29 250k 6/1/2001
32 NuWave Investment Management, LLC
Combined Futures Portfolio
0.29 5,000k 6/1/2001
30 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.43 1,000k 3/1/1998
29 Saxon Investment Corporation
Diversified Program
0.47 3,000k 9/1/1988
28 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.60 10,000k 4/1/2003
27 Saxon Investment Corporation
Aggressive Diversified Program
0.63 2,000k 11/1/1993
26 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.67 10,000k 1/1/1991
25 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.08 1,000k 3/1/2003
24 Eclipse Capital Management
Global Monetary
1.12 5,000k 8/1/1990
23 Witter & Lester, Inc.
Redstone
1.26 500k 9/1/1994
22 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.26 10,000k 4/1/2004
21 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.61 1,000k 9/1/1997
20 Lynx Asset Management AB
Lynx Program
2.12 75k 5/1/2000
19 John Locke Investments
Cyril Systematic Program
2.21 8,000k 7/1/2000
18 Clarke Capital Management
Global Basic
2.35 50k 2/1/1996
17 Northfield Trading
Diversified
2.60 2,000k 7/1/1989
16 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.63 500k 12/1/2003
15 Covenant Capital Management
Original Program
3.08 5,000k 9/1/1999
14 Winton Capital Management
Diversified
3.09 50,000k 10/1/1997
13 FORT LP
Fort Global Contrarian
3.39 2,000k 10/1/2002
12 DUNN Capital Management
D'Best Futures Fund, L.P.
3.85 100k 6/1/1994
11 Clarke Capital Management
FX Plus
3.94 1,000k 5/1/2004
10 Hawksbill Capital Management
Global Diversified
3.95 5,000k 11/1/1988
9 Welton Investment Partners
Welton Global
4.01 10,000k 6/1/2004
8 Eckhardt Trading Company
Evolution Strategies
4.40 20,000k 8/1/1991
7 Covenant Capital Management
Aggressive Program
4.46 3,000k 2/1/2004
6 Eckhardt Trading Company
Evolution Strategies 1.2X
5.11 10,000k 10/1/1991
5 FORT LP
Fort Global Diversified
5.18 2,000k 10/1/1993
4 Witter & Lester, Inc.
Stock Index Futures Trading Program
7.10 400k 1/1/1988
3 DUNN Capital Management
DUNN Combined Fund (DCF)
8.14 100k 5/1/1989
2 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.29 100k 11/1/1984
1 Kinkopf Capital Management
KCM S&P (Proprietary)
10.25 100k 1/1/1999

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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