Systematic Trader Index For January 2005

Monthly Rankings

Rank CTA/Program Jan 2005 Min Inv Inception
106 Heyden & Steindl GmbH
TOMAC2
-17.03 5,000k 3/1/2003
105 Superfund Group
Superfund Green Master
-15.92 2,000k 5/1/2001
104 Superfund Group
Superfund Green L.P. Series B
-14.74 5k 10/1/2002
103 Superfund Group
Superfund Green GCT USD
-12.48 15k 1/1/2000
102 Clarke Capital Management
FX Plus
-12.35 1,000k 5/1/2004
101 Briarwood Capital Management, Inc.
Diversified 2XL
-11.05 250k 11/1/2004
100 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-10.10 200k 11/1/1999
99 Superfund Group
Superfund Green L.P. Series A
-9.87 5k 10/1/2002
98 John Locke Investments
Cyril Systematic Program
-9.87 8,000k 7/1/2000
97 Conquest Capital Group
Conquest Macro
-9.80 250k 5/1/1999
96 Alder Capital DAC
Alder Global 20
-9.20 2,500k 2/1/2001
95 Hawksbill Capital Management
Global Diversified
-8.83 5,000k 11/1/1988
94 Mark J. Walsh Company
Standard Program
-8.13 2,000k 9/1/1985
93 Alee Capital Management, LLC
Poniente Program
-7.77 2,500k 1/1/1999
92 Alee Capital Management, LLC
Mistral Program
-7.65 2,500k 1/1/1999
91 Hyman Beck and Company
Global Portfolio
-7.10 1,000k 3/1/1991
90 Superfund Group
Superfund Green Q-AG
-6.97 2k 3/1/1996
89 Parizek Capital
Futures Trading Program
-6.85 500k 4/1/2000
88 Clarke Capital Management
Millennium
-6.53 1,000k 1/1/1998
87 Rabar Market Research
Diversified Program
-6.37 2,000k 1/1/1989
86 Briarwood Capital Management, Inc.
Diversified Trading Program
-5.96 3,000k 7/1/2001
85 Saxon Investment Corporation
Aggressive Diversified Program
-5.93 2,000k 11/1/1993
84 Welton Investment Partners
Welton Global
-5.53 10,000k 6/1/2004
83 Dreiss Research Corporation
Diversified Program
-5.51 1,000k 5/1/1991
82 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.49 100k 6/1/1994
81 Abraham Trading Company
Diversified Program
-5.48 10,000k 1/1/1988
80 Winton Capital Management
Diversified
-5.38 50,000k 10/1/1997
79 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-5.32 0k 11/1/1996
78 Clarke Capital Management
Global Magnum
-5.20 100k 8/1/1997
77 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-5.18 1,000k 3/1/2003
76 Clarke Capital Management
Global Basic
-5.14 50k 2/1/1996
75 EMC Capital Advisors, LLC
Classic
-5.00 5,000k 1/1/1985
74 Eclipse Capital Management
Global Monetary
-4.95 5,000k 8/1/1990
73 Conquest Capital Group
Conquest Select
-4.88 250k 6/1/2004
72 Alder Capital DAC
Alder Global 10
-4.50 2,500k 10/1/2000
71 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-4.37 10,000k 8/1/2004
70 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.36 100k 5/1/1989
69 Quality Capital Management
Global Diversified Programme
-4.36 10,000k 12/1/1995
68 Transtrend B.V.
DTP – Enhanced Risk (USD)
-4.35 10,000k 1/1/1995
67 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-4.31 10,000k 8/1/1999
66 Mulvaney Capital Management
The Mulvaney Global Markets Program
-4.28 100k 5/1/1999
65 Tactical Investment Management
Tactical Institutional Commodity Program
-4.20 10,000k 4/1/1993
64 Lynx Asset Management AB
Lynx Program
-4.18 75k 5/1/2000
63 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.09 10,000k 10/1/1991
62 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.09 100k 11/1/1984
61 Southwest Managed Investments, LLC
Global Diversified
-3.88 200k 1/1/2002
60 Chesapeake Capital
Diversified (LV)
-3.82 100k 2/1/1988
59 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-3.73 1,000k 3/1/1998
58 Saxon Investment Corporation
Diversified Program
-3.72 3,000k 9/1/1988
57 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.59 100k 1/1/2000
56 Kelly Angle Inc.
Genesis Program
-3.51 2,000k 4/1/2000
55 Millburn Corporation
Diversified Program
-3.48 20,000k 2/1/1977
54 Eckhardt Trading Company
Evolution Strategies
-3.38 20,000k 8/1/1991
53 Transtrend B.V.
DTP – Standard Risk (EUR)
-3.04 10,000k 2/1/1999
52 Estlander & Partners
Alpha Trend
-2.92 30,000k 10/1/1991
51 Covenant Capital Management
Aggressive Program
-2.77 3,000k 2/1/2004
50 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.74 10,000k 1/1/1991
49 Millburn Corporation
Multi-Markets Program
-2.70 25,000k 10/1/2004
47 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.67 250k 6/1/2001
48 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.67 5,000k 6/1/2001
46 Rivoli Fund Management
Rivoli International Fund (MAP)
-2.63 5,000k 10/1/1996
45 Mondiale Asset Management
Mondiale Trading Program
-2.55 0k 9/1/1997
44 Covenant Capital Management
Original Program
-2.49 5,000k 9/1/1999
43 Estlander & Partners
Global XL
-2.48 5,000k 8/1/1991
42 MERIT Alternative Investments GmbH
Futures Portfolio
-2.44 2,000k 6/1/1998
41 Drury Capital
Diversified Trend-Following Program
-2.34 5,000k 5/1/1997
40 RAM Management Group
MRTP Aggressive
-2.11 1,000k 2/1/1998
39 Clarke Capital Management
Worldwide
-1.83 250k 1/1/1996
38 M.S. Capital Management
Global Diversified Program
-1.80 2,000k 11/1/1998
37 Jaguar Investments Ltd
Vario Capital Strategy
-1.79 1,000k 5/1/2016
36 Keck Capital Management LLC
The Keck Program
-1.69 2,000k 12/1/2003
35 Spectrum Asset Management LLC
Global Diversified
-1.57 2,000k 1/1/2001
34 Estlander & Partners
Global Markets
-1.22 10,000k 8/1/1999
33 Kinkopf Capital Management
KCM S&P (Proprietary)
-1.13 100k 1/1/1999
32 Rhicon Currency Management
Rhicon Systematic Currency Program
-1.04 3,000k 1/1/2004
31 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.01 10,000k 1/1/2001
30 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.96 400k 1/1/1988
29 Northfield Trading
Diversified
-0.90 2,000k 7/1/1989
28 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.77 5,000k 8/1/2000
27 Witter & Lester, Inc.
Redstone
-0.73 500k 9/1/1994
26 RAM Management Group
RAM MRTP 1X-Conservative
-0.70 1,000k 9/1/1993
25 Crabel Capital Management
Crabel Multi-Product
-0.55 1,000k 3/1/1998
24 Quantitative Investment Management
Quantitative Global Program
-0.40 20,000k 10/1/2003
23 Red Rock Capital, LLC
Systematic Global Macro
-0.34 500k 9/1/2003
22 FORT LP
Fort Global Diversified
-0.19 2,000k 10/1/1993
15 Mobius Asset Management
Energy Weighted Program
0.00 250k 1/1/2005
16 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.00 100k 1/1/2005
17 Quantica Capital AG
Quantica Managed Futures
0.00 5,000k 1/1/2005
18 Revolution Capital Management
Alpha Fund
0.00 50k 1/1/2005
19 Somers Brothers Capital
Diversified Futures Program #1
0.00 100k 1/1/2005
20 Robust Methods LLC
Macro Managed Account
0.00 5,000k 1/1/2005
21 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
14 Mobius Asset Management
Diversified Program
0.07 250k 3/1/2004
13 Manning & Napier
MN Xenon Global Fixed Income Program
0.60 2,000k 8/1/2004
12 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.64 10,000k 4/1/2003
11 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.79 10,000k 4/1/2004
10 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.80 1,000k 9/1/1997
9 Xplor Capital Management, LLC
Global CTA Program
0.91 1,500k 7/1/2004
8 Systematic Alpha Management
Systematic Alpha Futures Program
1.09 100k 6/1/2004
7 FORT LP
Fort Global Contrarian
1.25 2,000k 10/1/2002
6 ISAM
ISAM Systematic Trend Fund
1.30 1,000k 6/1/2001
5 Mobius Asset Management
Custom Trading Program
1.57 100k 1/1/2002
4 Rivoli Fund Management
Rivoli International Fund (V9)
2.19 5,000k 1/1/2002
3 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.19 500k 12/1/2003
2 IKOS
The IKOS Hedge Fund
3.27 10,000k 7/1/1998
1 Shield Plus LLC
Shield Plus Natural Gas
6.27 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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