Systematic Trader Index For February 2005

Monthly Rankings

Rank CTA/Program Feb 2005 Min Inv Inception
106 Rivoli Fund Management
Rivoli International Fund (MAP)
-9.35 5,000k 10/1/1996
105 Abraham Trading Company
Diversified Program
-8.95 10,000k 1/1/1988
104 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-6.72 100k 11/1/1984
103 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.62 100k 5/1/1989
102 Keck Capital Management LLC
The Keck Program
-6.06 2,000k 12/1/2003
101 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.27 100k 6/1/1994
100 Clarke Capital Management
Millennium
-4.66 1,000k 1/1/1998
99 Drury Capital
Diversified Trend-Following Program
-4.57 5,000k 5/1/1997
98 Revolution Capital Management
Alpha Fund
-4.31 50k 1/1/2005
97 Rivoli Fund Management
Rivoli International Fund (V9)
-3.90 5,000k 1/1/2002
96 Rhicon Currency Management
Rhicon Systematic Currency Program
-3.43 3,000k 1/1/2004
95 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.92 5,000k 8/1/2000
94 Estlander & Partners
Global XL
-2.44 5,000k 8/1/1991
93 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.41 0k 11/1/1996
92 Quantica Capital AG
Quantica Managed Futures
-2.40 5,000k 1/1/2005
91 Xplor Capital Management, LLC
Global CTA Program
-2.13 1,500k 7/1/2004
90 Saxon Investment Corporation
Aggressive Diversified Program
-1.69 2,000k 11/1/1993
89 Quantitative Investment Management
Quantitative Global Program
-1.65 20,000k 10/1/2003
88 Kelly Angle Inc.
Genesis Program
-1.65 2,000k 4/1/2000
87 Eclipse Capital Management
Global Monetary
-1.62 5,000k 8/1/1990
86 Estlander & Partners
Global Markets
-1.03 10,000k 8/1/1999
85 Conquest Capital Group
Conquest Macro
-1.02 250k 5/1/1999
84 Spectrum Asset Management LLC
Global Diversified
-0.98 2,000k 1/1/2001
83 Saxon Investment Corporation
Diversified Program
-0.97 3,000k 9/1/1988
82 ISAM
ISAM Systematic Trend Fund
-0.96 1,000k 6/1/2001
81 Red Rock Capital, LLC
Systematic Global Macro
-0.95 500k 9/1/2003
80 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.72 250k 6/1/2001
79 FORT LP
Fort Global Diversified
-0.63 2,000k 10/1/1993
78 Somers Brothers Capital
Diversified Futures Program #1
-0.60 100k 1/1/2005
77 Hyman Beck and Company
Global Portfolio
-0.59 1,000k 3/1/1991
76 Superfund Group
Superfund Green Master
-0.53 2,000k 5/1/2001
75 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.48 5,000k 6/1/2001
74 Alee Capital Management, LLC
Poniente Program
-0.47 2,500k 1/1/1999
73 FORT LP
Fort Global Contrarian
-0.44 2,000k 10/1/2002
72 M.S. Capital Management
Global Diversified Program
-0.35 2,000k 11/1/1998
71 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.33 10,000k 4/1/2003
70 Jaguar Investments Ltd
Vario Capital Strategy
-0.25 1,000k 5/1/2016
69 Clarke Capital Management
Worldwide
-0.18 250k 1/1/1996
68 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.13 1,000k 9/1/1997
67 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
66 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.13 10,000k 1/1/2001
65 Eckhardt Trading Company
Evolution Strategies
0.23 20,000k 8/1/1991
64 Millburn Corporation
Diversified Program
0.27 20,000k 2/1/1977
63 Eckhardt Trading Company
Evolution Strategies 1.2X
0.29 10,000k 10/1/1991
62 Northfield Trading
Diversified
0.30 2,000k 7/1/1989
61 Southwest Managed Investments, LLC
Global Diversified
0.43 200k 1/1/2002
60 Chesapeake Capital
Diversified (LV)
0.46 100k 2/1/1988
59 Quality Capital Management
Global Diversified Programme
0.49 10,000k 12/1/1995
58 Superfund Group
Superfund Green Q-AG
0.49 2k 3/1/1996
57 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.54 100k 5/1/1999
56 Welton Investment Partners
Welton Global
0.56 10,000k 6/1/2004
55 Clarke Capital Management
Global Basic
0.65 50k 2/1/1996
54 Mondiale Asset Management
Mondiale Trading Program
0.80 0k 9/1/1997
53 IKOS
The IKOS Hedge Fund
0.86 10,000k 7/1/1998
52 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
0.96 200k 11/1/1999
51 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.05 10,000k 1/1/1991
50 Robust Methods LLC
Macro Managed Account
1.06 5,000k 1/1/2005
49 Manning & Napier
MN Xenon Global Fixed Income Program
1.12 2,000k 8/1/2004
48 Tactical Investment Management
Tactical Institutional Commodity Program
1.12 10,000k 4/1/1993
47 Witter & Lester, Inc.
Redstone
1.16 500k 9/1/1994
46 Mobius Asset Management
Energy Weighted Program
1.27 250k 1/1/2005
45 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.29 1,000k 3/1/2003
44 Alder Capital DAC
Alder Global 10
1.30 2,500k 10/1/2000
43 Crabel Capital Management
Crabel Multi-Product
1.40 1,000k 3/1/1998
42 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.49 100k 1/1/2005
41 MERIT Alternative Investments GmbH
Futures Portfolio
1.52 2,000k 6/1/1998
40 Lynx Asset Management AB
Lynx Program
1.61 75k 5/1/2000
39 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.66 100k 1/1/2000
38 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.72 1,000k 3/1/1998
37 Superfund Group
Superfund Green L.P. Series A
1.78 5k 10/1/2002
36 Transtrend B.V.
DTP – Standard Risk (EUR)
1.79 10,000k 2/1/1999
35 RAM Management Group
RAM MRTP 1X-Conservative
1.90 1,000k 9/1/1993
34 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.94 10,000k 4/1/2004
33 Mobius Asset Management
Custom Trading Program
2.21 100k 1/1/2002
32 Millburn Corporation
Multi-Markets Program
2.31 25,000k 10/1/2004
31 Superfund Group
Superfund Green GCT USD
2.54 15k 1/1/2000
30 Clarke Capital Management
FX Plus
2.57 1,000k 5/1/2004
29 Alder Capital DAC
Alder Global 20
2.60 2,500k 2/1/2001
28 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.74 10,000k 1/1/1995
27 Conquest Capital Group
Conquest Select
2.88 250k 6/1/2004
26 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.97 10,000k 8/1/1999
25 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.99 10,000k 8/1/2004
24 Briarwood Capital Management, Inc.
Diversified Trading Program
3.06 3,000k 7/1/2001
23 Heyden & Steindl GmbH
TOMAC2
3.28 5,000k 3/1/2003
22 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
3.32 500k 12/1/2003
21 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.65 400k 1/1/1988
20 Systematic Alpha Management
Systematic Alpha Futures Program
3.69 100k 6/1/2004
19 Parizek Capital
Futures Trading Program
3.88 500k 4/1/2000
18 Superfund Group
Superfund Green L.P. Series B
3.94 5k 10/1/2002
17 Kinkopf Capital Management
KCM S&P (Proprietary)
4.64 100k 1/1/1999
16 Dreiss Research Corporation
Diversified Program
5.13 1,000k 5/1/1991
15 Clarke Capital Management
Global Magnum
5.14 100k 8/1/1997
14 Rabar Market Research
Diversified Program
5.18 2,000k 1/1/1989
13 RAM Management Group
MRTP Aggressive
5.79 1,000k 2/1/1998
12 Briarwood Capital Management, Inc.
Diversified 2XL
6.26 250k 11/1/2004
11 Winton Capital Management
Diversified
6.58 50,000k 10/1/1997
10 Mark J. Walsh Company
Standard Program
6.73 2,000k 9/1/1985
9 John Locke Investments
Cyril Systematic Program
6.90 8,000k 7/1/2000
8 EMC Capital Advisors, LLC
Classic
7.30 5,000k 1/1/1985
7 Estlander & Partners
Alpha Trend
7.53 30,000k 10/1/1991
6 Alee Capital Management, LLC
Mistral Program
7.57 2,500k 1/1/1999
5 Mobius Asset Management
Diversified Program
8.49 250k 3/1/2004
4 Covenant Capital Management
Original Program
11.14 5,000k 9/1/1999
3 Shield Plus LLC
Shield Plus Natural Gas
13.34 50k 1/1/2004
2 Hawksbill Capital Management
Global Diversified
15.63 5,000k 11/1/1988
1 Covenant Capital Management
Aggressive Program
17.12 3,000k 2/1/2004

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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