Systematic Trader Index For October 2005

Monthly Rankings

Rank CTA/Program Oct 2005 Min Inv Inception
122 Superfund Group
Superfund Green Master
-15.12 2,000k 5/1/2001
121 Superfund Group
Superfund Green GCT USD
-13.00 15k 1/1/2000
120 Keck Capital Management LLC
The Keck Program
-11.98 2,000k 12/1/2003
119 Superfund Group
Superfund Green L.P. Series B
-10.77 5k 10/1/2002
118 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-9.80 100k 1/1/2000
117 Quality Capital Management
Global Diversified Programme
-9.14 10,000k 12/1/1995
116 Clarke Capital Management
FX Plus
-8.76 1,000k 5/1/2004
115 Estlander & Partners
Global XL
-8.22 5,000k 8/1/1991
114 Superfund Group
Superfund Green L.P. Series A
-7.93 5k 10/1/2002
113 EMC Capital Advisors, LLC
Classic
-7.60 5,000k 1/1/1985
112 NuWave Investment Management, LLC
Combined Futures Portfolio
-7.18 5,000k 6/1/2001
111 Acorn Global Investments Inc.
Acorn Diversified Program
-7.02 10k 7/1/2005
110 NuWave Investment Management, LLC
NuWave Investment Partners LP
-6.50 250k 6/1/2001
109 Superfund Group
Superfund Green Q-AG
-6.29 2k 3/1/1996
108 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-6.18 5,000k 1/1/2005
107 Clarke Capital Management
Jupiter
-6.11 3,000k 5/1/2005
106 Abraham Trading Company
Diversified Program
-5.98 10,000k 1/1/1988
105 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-5.88 100k 1/1/2005
104 Rivoli Fund Management
Rivoli International Fund (V9)
-5.82 5,000k 1/1/2002
103 Robust Methods LLC
Macro Managed Account
-5.78 5,000k 1/1/2005
102 Mulvaney Capital Management
The Mulvaney Global Markets Program
-5.64 100k 5/1/1999
101 Rivoli Fund Management
Rivoli International Fund (MAP)
-5.61 5,000k 10/1/1996
100 Eclipse Capital Management
Global Monetary
-5.28 5,000k 8/1/1990
99 Mobius Asset Management
Energy Weighted Program
-5.10 250k 1/1/2005
98 Hawksbill Capital Management
Global Diversified
-4.92 5,000k 11/1/1988
97 Chesapeake Capital
Diversified (LV)
-4.75 100k 2/1/1988
96 Quantica Capital AG
Quantica Managed Futures
-4.70 5,000k 1/1/2005
95 Estlander & Partners
Global Markets
-4.04 10,000k 8/1/1999
94 Clarke Capital Management
Millennium
-4.02 1,000k 1/1/1998
93 Tactical Investment Management
Tactical Institutional Commodity Program
-4.01 10,000k 4/1/1993
92 Mark J. Walsh Company
Standard Program
-3.91 2,000k 9/1/1985
91 Rabar Market Research
Diversified Program
-3.71 2,000k 1/1/1989
90 Molinero Capital Management LLP
Global Markets Program
-3.68 2,000k 7/1/2005
89 FORT LP
Fort Global Diversified
-3.52 2,000k 10/1/1993
88 Superfund Group
Superfund Blue SPC Class A (EUR)
-3.47 50k 4/1/2005
87 RAM Management Group
MRTP Aggressive
-3.39 1,000k 2/1/1998
86 FORT LP
Fort Global Contrarian
-3.35 2,000k 10/1/2002
85 Trigon Investment Advisors, LLC
Foreign Exchange Program
-3.31 5,000k 8/1/2000
84 Beach Horizon LLP
Managed Account
-3.10 5,000k 5/1/2005
83 Spectrum Asset Management LLC
Global Diversified
-3.06 2,000k 1/1/2001
82 Winton Capital Management
Diversified
-2.95 50,000k 10/1/1997
81 ISAM
ISAM Systematic Trend Fund
-2.87 1,000k 6/1/2001
80 Conquest Capital Group
Conquest Select
-2.85 250k 6/1/2004
79 Millburn Corporation
Diversified Program
-2.84 20,000k 2/1/1977
78 Welton Investment Partners
Welton Global
-2.23 10,000k 6/1/2004
77 Crabel Capital Management
Crabel Multi-Product
-2.21 1,000k 3/1/1998
76 Ancile Capital Management
Global Markets Program
-2.18 2,000k 4/1/2005
75 Millburn Corporation
Multi-Markets Program
-2.04 25,000k 10/1/2004
74 MERIT Alternative Investments GmbH
Futures Portfolio
-2.01 2,000k 6/1/1998
73 Heyden & Steindl GmbH
TOMAC2
-1.84 5,000k 3/1/2003
72 Blackwater Capital Management
Global Program
-1.78 5,000k 7/1/2005
71 Clarke Capital Management
Worldwide
-1.48 250k 1/1/1996
70 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-1.43 10,000k 8/1/2004
69 Southwest Managed Investments, LLC
Global Diversified
-1.35 200k 1/1/2002
68 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.22 200k 11/1/1999
67 RAM Management Group
RAM MRTP 1X-Conservative
-1.12 1,000k 9/1/1993
66 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.12 10,000k 8/1/1999
65 Conquest Capital Group
Conquest Macro
-1.07 250k 5/1/1999
64 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-0.94 100k 11/1/1984
63 Northfield Trading
Diversified
-0.90 2,000k 7/1/1989
62 Covenant Capital Management
Aggressive Program
-0.78 3,000k 2/1/2004
61 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-0.76 0k 11/1/1996
60 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.67 10,000k 1/1/1995
59 Jaguar Investments Ltd
Vario Capital Strategy
-0.50 1,000k 5/1/2016
58 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.43 10,000k 2/1/1999
57 Clarke Capital Management
Global Basic
-0.28 50k 2/1/1996
56 Clarke Capital Management
Global Magnum
-0.21 100k 8/1/1997
55 Dreiss Research Corporation
Diversified Program
-0.21 1,000k 5/1/1991
54 Covenant Capital Management
Original Program
-0.21 5,000k 9/1/1999
53 Millburn Corporation
Commodity Program
-0.16 25,000k 3/1/2005
52 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-0.08 500k 12/1/2003
47 Crescent Bay Capital Management
Premium Stock Index Program
0.00 10k 10/1/2005
48 Claughton Capital
Auto-Reactive Positioning
0.00 1,000k 10/1/2005
49 Superfund Group
Superfund Green Gold A (SPC)
0.00 5k 10/1/2005
50 Superfund Group
Superfund Green Gold B (SPC)
0.00 50k 10/1/2005
51 Superfund Group
Superfund Green Gold C (SPC)
0.00 100k 10/1/2005
46 Shield Plus LLC
Shield Plus Natural Gas
0.02 50k 1/1/2004
45 Mondiale Asset Management
Mondiale Trading Program
0.06 0k 9/1/1997
44 Alee Capital Management, LLC
Poniente Program
0.06 2,500k 1/1/1999
43 IKOS
The IKOS Hedge Fund
0.20 10,000k 7/1/1998
42 Eckhardt Trading Company
Evolution Strategies 1.2X
0.31 10,000k 10/1/1991
41 Eckhardt Trading Company
Evolution Strategies
0.31 20,000k 8/1/1991
40 Witter & Lester, Inc.
Redstone
0.35 500k 9/1/1994
39 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.35 10,000k 4/1/2003
38 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.44 10,000k 1/1/1991
37 M.S. Capital Management
Global Diversified Program
0.49 2,000k 11/1/1998
36 Quantitative Investment Management
Quantitative Global Program
0.56 20,000k 10/1/2003
35 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.58 1,000k 9/1/1997
34 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.64 10,000k 4/1/2004
33 Rhicon Currency Management
Rhicon Systematic Currency Program
0.75 3,000k 1/1/2004
32 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.76 10,000k 1/1/2001
31 Xplor Capital Management, LLC
Global CTA Program
0.81 1,500k 7/1/2004
30 Saxon Investment Corporation
Diversified Program
0.89 3,000k 9/1/1988
29 Drury Capital
Diversified Trend-Following Program
0.95 5,000k 5/1/1997
28 Dominion Capital
Sapphire Program
1.03 3,000k 5/1/2005
27 Romanesco Capital Management B.V
Persistence Program
1.15 5,000k 9/1/2005
26 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.21 1,000k 3/1/1998
25 Estlander & Partners
Alpha Trend
1.22 30,000k 10/1/1991
24 Saxon Investment Corporation
Aggressive Diversified Program
1.49 2,000k 11/1/1993
23 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.63 1,000k 3/1/2003
22 Manning & Napier
MN Xenon Global Fixed Income Program
1.75 2,000k 8/1/2004
21 Lynx Asset Management AB
Lynx Program
1.96 75k 5/1/2000
20 John Locke Investments
Cyril Systematic Program
2.04 8,000k 7/1/2000
19 Briarwood Capital Management, Inc.
Diversified Trading Program
2.19 3,000k 7/1/2001
18 DUNN Capital Management
DUNN Combined Fund (DCF)
2.38 100k 5/1/1989
17 Revolution Capital Management
Alpha Fund
2.53 50k 1/1/2005
16 Parizek Capital
Futures Trading Program
2.55 500k 4/1/2000
15 Systematic Alpha Management
Systematic Alpha Futures Program
2.56 100k 6/1/2004
14 Somers Brothers Capital
Diversified Futures Program #1
2.60 100k 1/1/2005
13 Alee Capital Management, LLC
Mistral Program
2.61 2,500k 1/1/1999
12 Hyman Beck and Company
Global Portfolio
2.94 1,000k 3/1/1991
11 Alder Capital DAC
Alder Global 10
3.00 2,500k 10/1/2000
10 DUNN Capital Management
D'Best Futures Fund, L.P.
3.10 100k 6/1/1994
9 Mobius Asset Management
Custom Trading Program
3.15 100k 1/1/2002
8 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.37 400k 1/1/1988
7 Mobius Asset Management
Diversified Program
3.38 250k 3/1/2004
6 Briarwood Capital Management, Inc.
Diversified 2XL
4.57 250k 11/1/2004
5 Red Rock Capital, LLC
Systematic Global Macro
4.69 500k 9/1/2003
4 Alder Capital DAC
Alder Global 20
5.80 2,500k 2/1/2001
3 Kinkopf Capital Management
KCM S&P (Proprietary)
6.28 100k 1/1/1999
2 Amplitude Capital International Limited
Dynamic Strategy
6.91 6/1/2005
1 Kelly Angle Inc.
Genesis Program
11.56 2,000k 4/1/2000

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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