Systematic Trader Index For November 2005

Monthly Rankings

Rank CTA/Program Nov 2005 Min Inv Inception
122 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-3.32 1,000k 3/1/1998
121 Mobius Asset Management
Diversified Program
-2.75 250k 3/1/2004
120 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-2.11 500k 12/1/2003
119 Mobius Asset Management
Energy Weighted Program
-1.60 250k 1/1/2005
118 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.89 1,000k 9/1/1997
117 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.59 400k 1/1/1988
116 Blackwater Capital Management
Global Program
-0.47 5,000k 7/1/2005
115 Rhicon Currency Management
Rhicon Systematic Currency Program
-0.33 3,000k 1/1/2004
114 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.18 10,000k 4/1/2004
113 Witter & Lester, Inc.
Redstone
-0.05 500k 9/1/1994
112 Manning & Napier
MN Xenon Global Fixed Income Program
0.04 2,000k 8/1/2004
111 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.36 10,000k 4/1/2003
110 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.37 10,000k 1/1/2001
109 Amplitude Capital International Limited
Dynamic Strategy
0.50 6/1/2005
108 Eckhardt Trading Company
Evolution Strategies
0.64 20,000k 8/1/1991
107 Eckhardt Trading Company
Evolution Strategies 1.2X
0.72 10,000k 10/1/1991
106 Dominion Capital
Sapphire Program
0.88 3,000k 5/1/2005
105 Crescent Bay Capital Management
Premium Stock Index Program
0.93 10k 10/1/2005
104 Mobius Asset Management
Custom Trading Program
1.10 100k 1/1/2002
103 Romanesco Capital Management B.V
Persistence Program
1.28 5,000k 9/1/2005
102 Clarke Capital Management
Worldwide
1.40 250k 1/1/1996
101 IKOS
The IKOS Hedge Fund
1.43 10,000k 7/1/1998
100 Hawksbill Capital Management
Global Diversified
1.43 5,000k 11/1/1988
99 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
1.44 5,000k 1/1/2005
98 Southwest Managed Investments, LLC
Global Diversified
1.55 200k 1/1/2002
97 Systematic Alpha Management
Systematic Alpha Futures Program
1.56 100k 6/1/2004
96 Mondiale Asset Management
Mondiale Trading Program
1.59 0k 9/1/1997
95 Clarke Capital Management
Global Basic
1.61 50k 2/1/1996
94 Superfund Group
Superfund Blue SPC Class A (EUR)
2.00 50k 4/1/2005
93 Quantitative Investment Management
Quantitative Global Program
2.04 20,000k 10/1/2003
92 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.04 10,000k 1/1/1991
91 Transtrend B.V.
DTP – Standard Risk (EUR)
2.25 10,000k 2/1/1999
90 Trigon Investment Advisors, LLC
Foreign Exchange Program
2.35 5,000k 8/1/2000
89 Spectrum Asset Management LLC
Global Diversified
2.50 2,000k 1/1/2001
88 Jaguar Investments Ltd
Vario Capital Strategy
2.74 1,000k 5/1/2016
87 Heyden & Steindl GmbH
TOMAC2
2.86 5,000k 3/1/2003
86 Molinero Capital Management LLP
Global Markets Program
3.00 2,000k 7/1/2005
85 Alder Capital DAC
Alder Global 10
3.00 2,500k 10/1/2000
84 Crabel Capital Management
Crabel Multi-Product
3.06 1,000k 3/1/1998
83 Rabar Market Research
Diversified Program
3.12 2,000k 1/1/1989
82 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.14 10,000k 8/1/2004
81 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.26 10,000k 8/1/1999
80 Saxon Investment Corporation
Diversified Program
3.30 3,000k 9/1/1988
79 Conquest Capital Group
Conquest Select
3.38 250k 6/1/2004
78 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.40 10,000k 1/1/1995
77 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
3.46 200k 11/1/1999
76 Clarke Capital Management
Global Magnum
3.76 100k 8/1/1997
75 FORT LP
Fort Global Diversified
3.90 2,000k 10/1/1993
74 Northfield Trading
Diversified
4.10 2,000k 7/1/1989
73 Parizek Capital
Futures Trading Program
4.12 500k 4/1/2000
72 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.15 1,000k 3/1/2003
71 FORT LP
Fort Global Contrarian
4.20 2,000k 10/1/2002
70 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
4.27 100k 1/1/2000
69 RAM Management Group
RAM MRTP 1X-Conservative
4.27 1,000k 9/1/1993
68 Chesapeake Capital
Diversified (LV)
4.33 100k 2/1/1988
67 Claughton Capital
Auto-Reactive Positioning
4.34 1,000k 10/1/2005
66 DUNN Capital Management
DUNN Combined Fund (DCF)
4.36 100k 5/1/1989
65 Lynx Asset Management AB
Lynx Program
4.48 75k 5/1/2000
64 Quantica Capital AG
Quantica Managed Futures
4.50 5,000k 1/1/2005
63 Robust Methods LLC
Macro Managed Account
4.63 5,000k 1/1/2005
62 Eclipse Capital Management
Global Monetary
4.66 5,000k 8/1/1990
61 Alee Capital Management, LLC
Poniente Program
4.94 2,500k 1/1/1999
60 Briarwood Capital Management, Inc.
Diversified Trading Program
5.01 3,000k 7/1/2001
59 NuWave Investment Management, LLC
Combined Futures Portfolio
5.06 5,000k 6/1/2001
58 M.S. Capital Management
Global Diversified Program
5.21 2,000k 11/1/1998
57 NuWave Investment Management, LLC
NuWave Investment Partners LP
5.22 250k 6/1/2001
56 Millburn Corporation
Multi-Markets Program
5.41 25,000k 10/1/2004
55 MERIT Alternative Investments GmbH
Futures Portfolio
5.48 2,000k 6/1/1998
54 Ancile Capital Management
Global Markets Program
5.58 2,000k 4/1/2005
53 John Locke Investments
Cyril Systematic Program
5.69 8,000k 7/1/2000
52 Conquest Capital Group
Conquest Macro
5.71 250k 5/1/1999
51 Clarke Capital Management
Millennium
5.76 1,000k 1/1/1998
50 Shield Plus LLC
Shield Plus Natural Gas
5.81 50k 1/1/2004
49 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.00 100k 11/1/1984
48 Saxon Investment Corporation
Aggressive Diversified Program
6.06 2,000k 11/1/1993
47 Millburn Corporation
Diversified Program
6.30 20,000k 2/1/1977
46 Estlander & Partners
Alpha Trend
6.36 30,000k 10/1/1991
45 Covenant Capital Management
Original Program
6.46 5,000k 9/1/1999
44 Estlander & Partners
Global Markets
6.49 10,000k 8/1/1999
43 Alder Capital DAC
Alder Global 20
6.60 2,500k 2/1/2001
42 Millburn Corporation
Commodity Program
6.73 25,000k 3/1/2005
41 Red Rock Capital, LLC
Systematic Global Macro
6.74 500k 9/1/2003
40 ISAM
ISAM Systematic Trend Fund
6.80 1,000k 6/1/2001
39 Acorn Global Investments Inc.
Acorn Diversified Program
6.98 10k 7/1/2005
38 Welton Investment Partners
Welton Global
7.14 10,000k 6/1/2004
37 DUNN Capital Management
D'Best Futures Fund, L.P.
7.22 100k 6/1/1994
36 Mark J. Walsh Company
Standard Program
7.26 2,000k 9/1/1985
35 Winton Capital Management
Diversified
7.32 50,000k 10/1/1997
34 Quality Capital Management
Global Diversified Programme
7.36 10,000k 12/1/1995
33 Clarke Capital Management
FX Plus
7.40 1,000k 5/1/2004
32 Drury Capital
Diversified Trend-Following Program
7.85 5,000k 5/1/1997
31 Keck Capital Management LLC
The Keck Program
8.05 2,000k 12/1/2003
30 EMC Capital Advisors, LLC
Classic
8.20 5,000k 1/1/1985
29 Xplor Capital Management, LLC
Global CTA Program
8.43 1,500k 7/1/2004
28 Rivoli Fund Management
Rivoli International Fund (V9)
8.78 5,000k 1/1/2002
27 Superfund Group
Superfund Green L.P. Series A
8.81 5k 10/1/2002
26 Briarwood Capital Management, Inc.
Diversified 2XL
8.88 250k 11/1/2004
25 Kelly Angle Inc.
Genesis Program
8.94 2,000k 4/1/2000
24 Tactical Investment Management
Tactical Institutional Commodity Program
9.14 10,000k 4/1/1993
23 Revolution Capital Management
Alpha Fund
9.14 50k 1/1/2005
22 Superfund Group
Superfund Green Q-AG
9.53 2k 3/1/1996
21 Rivoli Fund Management
Rivoli International Fund (MAP)
9.88 5,000k 10/1/1996
20 Hyman Beck and Company
Global Portfolio
9.92 1,000k 3/1/1991
19 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
10.21 100k 1/1/2005
18 Beach Horizon LLP
Managed Account
10.27 5,000k 5/1/2005
17 Kinkopf Capital Management
KCM S&P (Proprietary)
10.34 100k 1/1/1999
16 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
10.37 0k 11/1/1996
15 Clarke Capital Management
Jupiter
10.75 3,000k 5/1/2005
14 Superfund Group
Superfund Green L.P. Series B
12.93 5k 10/1/2002
13 Alee Capital Management, LLC
Mistral Program
13.07 2,500k 1/1/1999
12 Estlander & Partners
Global XL
13.09 5,000k 8/1/1991
11 Superfund Group
Superfund Green Gold A (SPC)
13.21 5k 10/1/2005
10 Dreiss Research Corporation
Diversified Program
13.39 1,000k 5/1/1991
9 Abraham Trading Company
Diversified Program
14.15 10,000k 1/1/1988
8 Covenant Capital Management
Aggressive Program
14.15 3,000k 2/1/2004
7 Superfund Group
Superfund Green GCT USD
14.20 15k 1/1/2000
6 RAM Management Group
MRTP Aggressive
14.44 1,000k 2/1/1998
5 Mulvaney Capital Management
The Mulvaney Global Markets Program
15.27 100k 5/1/1999
4 Superfund Group
Superfund Green Gold B (SPC)
16.58 50k 10/1/2005
3 Superfund Group
Superfund Green Master
17.29 2,000k 5/1/2001
2 Superfund Group
Superfund Green Gold C (SPC)
19.63 100k 10/1/2005
1 Somers Brothers Capital
Diversified Futures Program #1
19.70 100k 1/1/2005

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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