Systematic Trader Index For September 2004

Monthly Rankings

Rank CTA/Program Sep 2004 Min Inv Inception
96 RAM Management Group
MRTP Aggressive
-6.86 1,000k 2/1/1998
95 John Locke Investments
Cyril Systematic Program
-3.83 8,000k 7/1/2000
94 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.82 400k 1/1/1988
93 Hawksbill Capital Management
Global Diversified
-3.28 5,000k 11/1/1988
92 Conquest Capital Group
Conquest Macro
-3.28 250k 5/1/1999
91 Clarke Capital Management
Global Basic
-3.01 50k 2/1/1996
90 Northfield Trading
Diversified
-3.00 2,000k 7/1/1989
89 Alee Capital Management, LLC
Poniente Program
-2.64 2,500k 1/1/1999
88 DUNN Capital Management
D'Best Futures Fund, L.P.
-2.01 100k 6/1/1994
87 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.69 5,000k 10/1/1996
86 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.63 10,000k 1/1/2001
85 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.59 5,000k 8/1/2000
84 EMC Capital Advisors, LLC
Classic
-1.50 5,000k 1/1/1985
83 RAM Management Group
RAM MRTP 1X-Conservative
-1.37 1,000k 9/1/1993
82 Quality Capital Management
Global Diversified Programme
-0.97 10,000k 12/1/1995
81 Xplor Capital Management, LLC
Global CTA Program
-0.91 1,500k 7/1/2004
80 Estlander & Partners
Alpha Trend
-0.87 30,000k 10/1/1991
79 Kelly Angle Inc.
Genesis Program
-0.84 2,000k 4/1/2000
78 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.70 100k 1/1/1999
77 Witter & Lester, Inc.
Redstone
-0.63 500k 9/1/1994
76 Lynx Asset Management AB
Lynx Program
-0.60 75k 5/1/2000
75 Mondiale Asset Management
Mondiale Trading Program
-0.53 0k 9/1/1997
74 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-0.53 500k 12/1/2003
73 Clarke Capital Management
FX Plus
-0.48 1,000k 5/1/2004
72 Mobius Asset Management
Diversified Program
-0.38 250k 3/1/2004
71 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.34 3,000k 7/1/2001
70 Dreiss Research Corporation
Diversified Program
-0.34 1,000k 5/1/1991
69 Southwest Managed Investments, LLC
Global Diversified
-0.09 200k 1/1/2002
68 Clarke Capital Management
Global Magnum
-0.07 100k 8/1/1997
67 Alder Capital DAC
Alder Global 10
-0.05 2,500k 10/1/2000
65 Alder Capital DAC
Alder Global 20
0.00 2,500k 2/1/2001
66 DUNN Capital Management
DUNN Combined Fund (DCF)
0.00 100k 5/1/1989
64 Manning & Napier
MN Xenon Global Fixed Income Program
0.04 2,000k 8/1/2004
63 Rhicon Currency Management
Rhicon Systematic Currency Program
0.05 3,000k 1/1/2004
62 MERIT Alternative Investments GmbH
Futures Portfolio
0.08 2,000k 6/1/1998
61 Heyden & Steindl GmbH
TOMAC2
0.11 5,000k 3/1/2003
60 Crabel Capital Management
Crabel Multi-Product
0.16 1,000k 3/1/1998
59 Spectrum Asset Management LLC
Global Diversified
0.23 2,000k 1/1/2001
58 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.46 1,000k 3/1/2003
57 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.74 10,000k 1/1/1991
56 Eckhardt Trading Company
Evolution Strategies
0.86 20,000k 8/1/1991
55 Rabar Market Research
Diversified Program
0.92 2,000k 1/1/1989
54 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.96 1,000k 9/1/1997
53 Transtrend B.V.
DTP – Standard Risk (EUR)
1.07 10,000k 2/1/1999
52 Eckhardt Trading Company
Evolution Strategies 1.2X
1.08 10,000k 10/1/1991
51 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.09 1,000k 3/1/1998
50 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.25 10,000k 4/1/2003
49 Millburn Corporation
Diversified Program
1.26 20,000k 2/1/1977
48 Estlander & Partners
Global Markets
1.42 10,000k 8/1/1999
47 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.58 100k 11/1/1984
46 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.63 10,000k 1/1/1995
45 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.68 10,000k 8/1/1999
44 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.80 10,000k 8/1/2004
43 Mobius Asset Management
Custom Trading Program
2.00 100k 1/1/2002
42 Mark J. Walsh Company
Standard Program
2.12 2,000k 9/1/1985
41 Welton Investment Partners
Welton Global
2.18 10,000k 6/1/2004
40 Saxon Investment Corporation
Diversified Program
2.41 3,000k 9/1/1988
38 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.42 250k 6/1/2001
39 NuWave Investment Management, LLC
Combined Futures Portfolio
2.42 5,000k 6/1/2001
37 Parizek Capital
Futures Trading Program
2.54 500k 4/1/2000
36 Hyman Beck and Company
Global Portfolio
2.69 1,000k 3/1/1991
35 FORT LP
Fort Global Contrarian
2.72 2,000k 10/1/2002
34 Covenant Capital Management
Original Program
2.81 5,000k 9/1/1999
33 Eclipse Capital Management
Global Monetary
2.90 5,000k 8/1/1990
32 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.92 100k 1/1/2000
31 Conquest Capital Group
Conquest Select
3.01 250k 6/1/2004
30 Systematic Alpha Management
Systematic Alpha Futures Program
3.18 100k 6/1/2004
29 IKOS
The IKOS Hedge Fund
3.21 10,000k 7/1/1998
28 Estlander & Partners
Global XL
3.47 5,000k 8/1/1991
27 Chesapeake Capital
Diversified (LV)
3.50 100k 2/1/1988
26 Alee Capital Management, LLC
Mistral Program
3.73 2,500k 1/1/1999
25 M.S. Capital Management
Global Diversified Program
3.75 2,000k 11/1/1998
24 ISAM
ISAM Systematic Trend Fund
3.94 1,000k 6/1/2001
23 FORT LP
Fort Global Diversified
3.98 2,000k 10/1/1993
22 Superfund Group
Superfund Green Q-AG
4.04 2k 3/1/1996
21 Saxon Investment Corporation
Aggressive Diversified Program
4.11 2,000k 11/1/1993
20 Covenant Capital Management
Aggressive Program
4.13 3,000k 2/1/2004
19 Red Rock Capital, LLC
Systematic Global Macro
4.13 500k 9/1/2003
18 Clarke Capital Management
Worldwide
4.73 250k 1/1/1996
17 Keck Capital Management LLC
The Keck Program
5.04 2,000k 12/1/2003
16 Winton Capital Management
Diversified
5.14 50,000k 10/1/1997
15 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.14 0k 11/1/1996
14 Rivoli Fund Management
Rivoli International Fund (V9)
5.86 5,000k 1/1/2002
13 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
5.94 10,000k 4/1/2004
12 Tactical Investment Management
Tactical Institutional Commodity Program
5.98 10,000k 4/1/1993
11 Quantitative Investment Management
Quantitative Global Program
6.05 20,000k 10/1/2003
10 Mulvaney Capital Management
The Mulvaney Global Markets Program
7.76 100k 5/1/1999
9 Drury Capital
Diversified Trend-Following Program
7.78 5,000k 5/1/1997
8 Abraham Trading Company
Diversified Program
7.84 10,000k 1/1/1988
7 Superfund Group
Superfund Green GCT USD
8.19 15k 1/1/2000
6 Superfund Group
Superfund Green Master
9.39 2,000k 5/1/2001
5 Superfund Group
Superfund Green L.P. Series A
10.44 5k 10/1/2002
4 Clarke Capital Management
Millennium
11.60 1,000k 1/1/1998
3 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
11.72 200k 11/1/1999
2 Shield Plus LLC
Shield Plus Natural Gas
12.32 50k 1/1/2004
1 Superfund Group
Superfund Green L.P. Series B
14.75 5k 10/1/2002

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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