Systematic Trader Index For March 2005

Monthly Rankings

Rank CTA/Program Mar 2005 Min Inv Inception
107 Kinkopf Capital Management
KCM S&P (Proprietary)
-7.58 100k 1/1/1999
106 Dreiss Research Corporation
Diversified Program
-6.40 1,000k 5/1/1991
105 Eclipse Capital Management
Global Monetary
-4.75 5,000k 8/1/1990
104 Red Rock Capital, LLC
Systematic Global Macro
-4.72 500k 9/1/2003
103 John Locke Investments
Cyril Systematic Program
-4.65 8,000k 7/1/2000
102 Clarke Capital Management
Worldwide
-4.26 250k 1/1/1996
101 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.04 100k 11/1/1984
100 ISAM
ISAM Systematic Trend Fund
-4.04 1,000k 6/1/2001
99 Rabar Market Research
Diversified Program
-3.80 2,000k 1/1/1989
98 Tactical Investment Management
Tactical Institutional Commodity Program
-3.78 10,000k 4/1/1993
97 Mark J. Walsh Company
Standard Program
-3.61 2,000k 9/1/1985
96 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.44 100k 5/1/1989
95 Millburn Corporation
Multi-Markets Program
-3.42 25,000k 10/1/2004
94 Millburn Corporation
Diversified Program
-3.16 20,000k 2/1/1977
93 RAM Management Group
MRTP Aggressive
-2.88 1,000k 2/1/1998
92 Robust Methods LLC
Macro Managed Account
-2.82 5,000k 1/1/2005
91 Revolution Capital Management
Alpha Fund
-2.79 50k 1/1/2005
90 Spectrum Asset Management LLC
Global Diversified
-2.56 2,000k 1/1/2001
89 Hyman Beck and Company
Global Portfolio
-2.45 1,000k 3/1/1991
88 Somers Brothers Capital
Diversified Futures Program #1
-2.40 100k 1/1/2005
87 Clarke Capital Management
FX Plus
-2.10 1,000k 5/1/2004
86 Lynx Asset Management AB
Lynx Program
-2.10 75k 5/1/2000
85 Hawksbill Capital Management
Global Diversified
-2.09 5,000k 11/1/1988
84 Xplor Capital Management, LLC
Global CTA Program
-2.03 1,500k 7/1/2004
83 Parizek Capital
Futures Trading Program
-2.00 500k 4/1/2000
82 EMC Capital Advisors, LLC
Classic
-1.80 5,000k 1/1/1985
81 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.76 0k 11/1/1996
80 Clarke Capital Management
Global Basic
-1.55 50k 2/1/1996
79 MERIT Alternative Investments GmbH
Futures Portfolio
-1.31 2,000k 6/1/1998
78 Mondiale Asset Management
Mondiale Trading Program
-1.28 0k 9/1/1997
77 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-1.23 500k 12/1/2003
76 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.20 1,000k 9/1/1997
75 Quantica Capital AG
Quantica Managed Futures
-1.10 5,000k 1/1/2005
74 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.10 10,000k 1/1/2001
73 Southwest Managed Investments, LLC
Global Diversified
-1.07 200k 1/1/2002
72 Abraham Trading Company
Diversified Program
-1.00 10,000k 1/1/1988
71 Estlander & Partners
Global XL
-0.96 5,000k 8/1/1991
70 Conquest Capital Group
Conquest Select
-0.86 250k 6/1/2004
69 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.77 10,000k 1/1/1991
68 Estlander & Partners
Alpha Trend
-0.52 30,000k 10/1/1991
67 RAM Management Group
RAM MRTP 1X-Conservative
-0.50 1,000k 9/1/1993
66 Estlander & Partners
Global Markets
-0.43 10,000k 8/1/1999
65 M.S. Capital Management
Global Diversified Program
-0.22 2,000k 11/1/1998
64 Northfield Trading
Diversified
-0.20 2,000k 7/1/1989
63 FORT LP
Fort Global Contrarian
-0.16 2,000k 10/1/2002
62 Alee Capital Management, LLC
Mistral Program
-0.10 2,500k 1/1/1999
61 Conquest Capital Group
Conquest Macro
-0.01 250k 5/1/1999
59 Millburn Corporation
Commodity Program
0.00 25,000k 3/1/2005
60 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
58 DUNN Capital Management
D'Best Futures Fund, L.P.
0.03 100k 6/1/1994
57 Rivoli Fund Management
Rivoli International Fund (MAP)
0.08 5,000k 10/1/1996
56 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.10 100k 1/1/2000
55 Witter & Lester, Inc.
Redstone
0.13 500k 9/1/1994
54 Systematic Alpha Management
Systematic Alpha Futures Program
0.26 100k 6/1/2004
53 Drury Capital
Diversified Trend-Following Program
0.27 5,000k 5/1/1997
52 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.33 10,000k 4/1/2003
51 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.50 10,000k 4/1/2004
50 Covenant Capital Management
Original Program
0.57 5,000k 9/1/1999
49 Mobius Asset Management
Custom Trading Program
0.58 100k 1/1/2002
48 Crabel Capital Management
Crabel Multi-Product
0.79 1,000k 3/1/1998
47 Manning & Napier
MN Xenon Global Fixed Income Program
0.86 2,000k 8/1/2004
46 Briarwood Capital Management, Inc.
Diversified Trading Program
0.86 3,000k 7/1/2001
45 Chesapeake Capital
Diversified (LV)
0.92 100k 2/1/1988
44 FORT LP
Fort Global Diversified
1.00 2,000k 10/1/1993
43 NuWave Investment Management, LLC
NuWave Investment Partners LP
1.06 250k 6/1/2001
42 NuWave Investment Management, LLC
Combined Futures Portfolio
1.10 5,000k 6/1/2001
41 Rhicon Currency Management
Rhicon Systematic Currency Program
1.21 3,000k 1/1/2004
40 Transtrend B.V.
DTP – Standard Risk (EUR)
1.29 10,000k 2/1/1999
39 Eckhardt Trading Company
Evolution Strategies
1.33 20,000k 8/1/1991
38 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.35 400k 1/1/1988
37 Trigon Investment Advisors, LLC
Foreign Exchange Program
1.39 5,000k 8/1/2000
36 Briarwood Capital Management, Inc.
Diversified 2XL
1.49 250k 11/1/2004
35 Eckhardt Trading Company
Evolution Strategies 1.2X
1.54 10,000k 10/1/1991
34 IKOS
The IKOS Hedge Fund
1.65 10,000k 7/1/1998
33 Clarke Capital Management
Global Magnum
1.66 100k 8/1/1997
32 Superfund Group
Superfund Green Q-AG
1.94 2k 3/1/1996
31 Rivoli Fund Management
Rivoli International Fund (V9)
1.94 5,000k 1/1/2002
30 Alee Capital Management, LLC
Poniente Program
2.01 2,500k 1/1/1999
29 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.03 10,000k 1/1/1995
28 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.11 10,000k 8/1/1999
27 Covenant Capital Management
Aggressive Program
2.19 3,000k 2/1/2004
26 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.25 1,000k 3/1/2003
25 Mulvaney Capital Management
The Mulvaney Global Markets Program
2.30 100k 5/1/1999
24 Welton Investment Partners
Welton Global
2.32 10,000k 6/1/2004
23 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.37 10,000k 8/1/2004
22 Alder Capital DAC
Alder Global 10
2.40 2,500k 10/1/2000
21 Saxon Investment Corporation
Diversified Program
2.47 3,000k 9/1/1988
20 Quality Capital Management
Global Diversified Programme
2.85 10,000k 12/1/1995
19 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
3.20 1,000k 3/1/1998
18 Clarke Capital Management
Millennium
3.25 1,000k 1/1/1998
17 Mobius Asset Management
Diversified Program
3.67 250k 3/1/2004
16 Shield Plus LLC
Shield Plus Natural Gas
3.76 50k 1/1/2004
15 Saxon Investment Corporation
Aggressive Diversified Program
3.85 2,000k 11/1/1993
14 Mobius Asset Management
Energy Weighted Program
4.01 250k 1/1/2005
13 Jaguar Investments Ltd
Vario Capital Strategy
4.20 1,000k 5/1/2016
12 Quantitative Investment Management
Quantitative Global Program
4.26 20,000k 10/1/2003
11 Superfund Group
Superfund Green GCT USD
4.26 15k 1/1/2000
10 Alder Capital DAC
Alder Global 20
4.50 2,500k 2/1/2001
9 Winton Capital Management
Diversified
4.64 50,000k 10/1/1997
8 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
5.16 100k 1/1/2005
7 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.39 200k 11/1/1999
6 Superfund Group
Superfund Green L.P. Series A
6.15 5k 10/1/2002
5 Heyden & Steindl GmbH
TOMAC2
6.17 5,000k 3/1/2003
4 Superfund Group
Superfund Green Master
6.60 2,000k 5/1/2001
3 Superfund Group
Superfund Green L.P. Series B
8.49 5k 10/1/2002
2 Kelly Angle Inc.
Genesis Program
9.00 2,000k 4/1/2000
1 Keck Capital Management LLC
The Keck Program
13.17 2,000k 12/1/2003

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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