Systematic Trader Index For July 2005

Monthly Rankings

Rank CTA/Program Jul 2005 Min Inv Inception
116 Abraham Trading Company
Diversified Program
-12.16 10,000k 1/1/1988
115 Clarke Capital Management
Millennium
-10.71 1,000k 1/1/1998
114 Saxon Investment Corporation
Aggressive Diversified Program
-8.97 2,000k 11/1/1993
113 Kinkopf Capital Management
KCM S&P (Proprietary)
-5.91 100k 1/1/1999
112 Clarke Capital Management
Worldwide
-5.47 250k 1/1/1996
111 Saxon Investment Corporation
Diversified Program
-5.04 3,000k 9/1/1988
110 Mark J. Walsh Company
Standard Program
-4.63 2,000k 9/1/1985
109 M.S. Capital Management
Global Diversified Program
-4.37 2,000k 11/1/1998
108 Quality Capital Management
Global Diversified Programme
-4.12 10,000k 12/1/1995
107 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.10 100k 5/1/1989
106 Mobius Asset Management
Diversified Program
-3.89 250k 3/1/2004
105 Mobius Asset Management
Custom Trading Program
-3.87 100k 1/1/2002
104 Tactical Investment Management
Tactical Institutional Commodity Program
-3.80 10,000k 4/1/1993
103 Rivoli Fund Management
Rivoli International Fund (MAP)
-3.71 5,000k 10/1/1996
102 Superfund Group
Superfund Green L.P. Series B
-3.68 5k 10/1/2002
101 RAM Management Group
MRTP Aggressive
-3.40 1,000k 2/1/1998
100 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.26 100k 6/1/1994
99 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.22 200k 11/1/1999
98 Clarke Capital Management
Jupiter
-3.09 3,000k 5/1/2005
97 Crabel Capital Management
Crabel Multi-Product
-2.97 1,000k 3/1/1998
96 Superfund Group
Superfund Green L.P. Series A
-2.85 5k 10/1/2002
95 Spectrum Asset Management LLC
Global Diversified
-2.79 2,000k 1/1/2001
94 ISAM
ISAM Systematic Trend Fund
-2.76 1,000k 6/1/2001
93 Beach Horizon LLP
Managed Account
-2.73 5,000k 5/1/2005
92 W.G. Wealth Guardian Ltd.
SAFI2 Program
-2.63 1,000k 9/1/1997
91 FORT LP
Fort Global Diversified
-2.62 2,000k 10/1/1993
90 Hyman Beck and Company
Global Portfolio
-2.55 1,000k 3/1/1991
89 Alee Capital Management, LLC
Poniente Program
-2.39 2,500k 1/1/1999
88 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.30 0k 11/1/1996
87 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-2.28 1,000k 3/1/1998
86 Conquest Capital Group
Conquest Select
-2.17 250k 6/1/2004
85 Hawksbill Capital Management
Global Diversified
-2.06 5,000k 11/1/1988
84 Conquest Capital Group
Conquest Macro
-1.96 250k 5/1/1999
83 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.89 100k 11/1/1984
82 Winton Capital Management
Diversified
-1.85 50,000k 10/1/1997
81 Parizek Capital
Futures Trading Program
-1.82 500k 4/1/2000
80 Kelly Angle Inc.
Genesis Program
-1.78 2,000k 4/1/2000
79 MERIT Alternative Investments GmbH
Futures Portfolio
-1.76 2,000k 6/1/1998
78 Clarke Capital Management
FX Plus
-1.60 1,000k 5/1/2004
77 Alee Capital Management, LLC
Mistral Program
-1.50 2,500k 1/1/1999
76 Lynx Asset Management AB
Lynx Program
-1.35 75k 5/1/2000
75 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.33 400k 1/1/1988
74 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.31 5,000k 8/1/2000
73 Clarke Capital Management
Global Magnum
-1.17 100k 8/1/1997
72 Briarwood Capital Management, Inc.
Diversified 2XL
-1.09 250k 11/1/2004
71 RAM Management Group
RAM MRTP 1X-Conservative
-0.94 1,000k 9/1/1993
70 Manning & Napier
MN Xenon Global Fixed Income Program
-0.86 2,000k 8/1/2004
69 Superfund Group
Superfund Green Q-AG
-0.82 2k 3/1/1996
68 John Locke Investments
Cyril Systematic Program
-0.78 8,000k 7/1/2000
67 Estlander & Partners
Global XL
-0.74 5,000k 8/1/1991
66 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-0.73 500k 12/1/2003
65 IKOS
The IKOS Hedge Fund
-0.68 10,000k 7/1/1998
64 Drury Capital
Diversified Trend-Following Program
-0.65 5,000k 5/1/1997
63 Xplor Capital Management, LLC
Global CTA Program
-0.58 1,500k 7/1/2004
62 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.38 10,000k 10/1/1991
61 Millburn Corporation
Commodity Program
-0.37 25,000k 3/1/2005
60 Estlander & Partners
Alpha Trend
-0.32 30,000k 10/1/1991
59 Superfund Group
Superfund Green Master
-0.30 2,000k 5/1/2001
58 Estlander & Partners
Global Markets
-0.28 10,000k 8/1/1999
57 Rabar Market Research
Diversified Program
-0.28 2,000k 1/1/1989
56 Witter & Lester, Inc.
Redstone
-0.26 500k 9/1/1994
55 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.20 3,000k 7/1/2001
54 Eckhardt Trading Company
Evolution Strategies
-0.20 20,000k 8/1/1991
53 Superfund Group
Superfund Green GCT USD
-0.05 15k 1/1/2000
50 Molinero Capital Management LLP
Global Markets Program
0.00 2,000k 7/1/2005
51 Blackwater Capital Management
Global Program
0.00 5,000k 7/1/2005
52 Acorn Global Investments Inc.
Acorn Diversified Program
0.00 10k 7/1/2005
49 Millburn Corporation
Diversified Program
0.06 20,000k 2/1/1977
48 EMC Capital Advisors, LLC
Classic
0.20 5,000k 1/1/1985
47 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.24 100k 1/1/2005
46 Southwest Managed Investments, LLC
Global Diversified
0.27 200k 1/1/2002
45 FORT LP
Fort Global Contrarian
0.29 2,000k 10/1/2002
44 Eclipse Capital Management
Global Monetary
0.30 5,000k 8/1/1990
43 Dominion Capital
Sapphire Program
0.36 3,000k 5/1/2005
42 Chesapeake Capital
Diversified (LV)
0.45 100k 2/1/1988
41 Quantitative Investment Management
Quantitative Global Program
0.55 20,000k 10/1/2003
40 Revolution Capital Management
Alpha Fund
0.63 50k 1/1/2005
39 Millburn Corporation
Multi-Markets Program
0.63 25,000k 10/1/2004
38 Mobius Asset Management
Energy Weighted Program
0.71 250k 1/1/2005
37 Systematic Alpha Management
Systematic Alpha Futures Program
0.73 100k 6/1/2004
36 Red Rock Capital, LLC
Systematic Global Macro
0.87 500k 9/1/2003
35 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.01 10,000k 4/1/2003
34 Keck Capital Management LLC
The Keck Program
1.14 2,000k 12/1/2003
33 Clarke Capital Management
Global Basic
1.23 50k 2/1/1996
32 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.32 10,000k 1/1/1991
31 Heyden & Steindl GmbH
TOMAC2
1.43 5,000k 3/1/2003
30 Ancile Capital Management
Global Markets Program
1.57 2,000k 4/1/2005
29 Amplitude Capital International Limited
Dynamic Strategy
1.60 6/1/2005
28 Mondiale Asset Management
Mondiale Trading Program
1.72 0k 9/1/1997
27 Rivoli Fund Management
Rivoli International Fund (V9)
1.74 5,000k 1/1/2002
26 Somers Brothers Capital
Diversified Futures Program #1
1.80 100k 1/1/2005
25 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.87 100k 1/1/2000
24 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.87 10,000k 4/1/2004
23 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
1.88 5,000k 1/1/2005
22 Northfield Trading
Diversified
2.00 2,000k 7/1/1989
21 Alder Capital DAC
Alder Global 10
2.00 2,500k 10/1/2000
20 Dreiss Research Corporation
Diversified Program
2.02 1,000k 5/1/1991
19 Jaguar Investments Ltd
Vario Capital Strategy
2.05 1,000k 5/1/2016
18 Transtrend B.V.
DTP – Standard Risk (EUR)
2.18 10,000k 2/1/1999
17 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.60 1,000k 3/1/2003
16 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.26 10,000k 1/1/1995
15 Rhicon Currency Management
Rhicon Systematic Currency Program
3.32 3,000k 1/1/2004
14 Alder Capital DAC
Alder Global 20
3.40 2,500k 2/1/2001
13 Covenant Capital Management
Original Program
3.44 5,000k 9/1/1999
12 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.56 10,000k 8/1/1999
11 Welton Investment Partners
Welton Global
3.64 10,000k 6/1/2004
10 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
3.68 10,000k 1/1/2001
9 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.69 10,000k 8/1/2004
8 NuWave Investment Management, LLC
Combined Futures Portfolio
3.81 5,000k 6/1/2001
7 Covenant Capital Management
Aggressive Program
3.84 3,000k 2/1/2004
6 Robust Methods LLC
Macro Managed Account
3.88 5,000k 1/1/2005
5 Superfund Group
Superfund Blue SPC Class A (EUR)
3.99 50k 4/1/2005
4 Quantica Capital AG
Quantica Managed Futures
4.00 5,000k 1/1/2005
3 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.41 250k 6/1/2001
2 Shield Plus LLC
Shield Plus Natural Gas
5.09 50k 1/1/2004
1 Mulvaney Capital Management
The Mulvaney Global Markets Program
6.62 100k 5/1/1999

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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