Systematic Trader Index For August 2005

Monthly Rankings

Rank CTA/Program Aug 2005 Min Inv Inception
116 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-11.01 200k 11/1/1999
115 Parizek Capital
Futures Trading Program
-8.19 500k 4/1/2000
114 Hyman Beck and Company
Global Portfolio
-7.46 1,000k 3/1/1991
113 Mobius Asset Management
Diversified Program
-7.07 250k 3/1/2004
112 Somers Brothers Capital
Diversified Futures Program #1
-6.30 100k 1/1/2005
111 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.46 100k 11/1/1984
110 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.45 100k 5/1/1989
109 Clarke Capital Management
FX Plus
-5.14 1,000k 5/1/2004
108 Clarke Capital Management
Global Magnum
-4.59 100k 8/1/1997
107 Kinkopf Capital Management
KCM S&P (Proprietary)
-3.47 100k 1/1/1999
106 Red Rock Capital, LLC
Systematic Global Macro
-2.99 500k 9/1/2003
105 Saxon Investment Corporation
Aggressive Diversified Program
-2.89 2,000k 11/1/1993
104 M.S. Capital Management
Global Diversified Program
-2.81 2,000k 11/1/1998
103 Kelly Angle Inc.
Genesis Program
-2.38 2,000k 4/1/2000
102 Witter & Lester, Inc.
Stock Index Futures Trading Program
-2.37 400k 1/1/1988
101 Revolution Capital Management
Alpha Fund
-2.34 50k 1/1/2005
100 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.32 1,000k 3/1/2003
99 Mobius Asset Management
Custom Trading Program
-2.30 100k 1/1/2002
98 Alder Capital DAC
Alder Global 20
-2.30 2,500k 2/1/2001
97 Southwest Managed Investments, LLC
Global Diversified
-1.97 200k 1/1/2002
96 Mondiale Asset Management
Mondiale Trading Program
-1.91 0k 9/1/1997
95 Clarke Capital Management
Worldwide
-1.80 250k 1/1/1996
94 Rabar Market Research
Diversified Program
-1.79 2,000k 1/1/1989
93 Lynx Asset Management AB
Lynx Program
-1.60 75k 5/1/2000
92 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.59 100k 6/1/1994
91 Saxon Investment Corporation
Diversified Program
-1.39 3,000k 9/1/1988
90 Superfund Group
Superfund Green Q-AG
-1.16 2k 3/1/1996
89 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.13 1,000k 9/1/1997
88 Rhicon Currency Management
Rhicon Systematic Currency Program
-1.03 3,000k 1/1/2004
87 Alder Capital DAC
Alder Global 10
-1.00 2,500k 10/1/2000
86 FORT LP
Fort Global Contrarian
-0.97 2,000k 10/1/2002
85 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.87 10,000k 8/1/2004
84 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.75 10,000k 8/1/1999
83 Rivoli Fund Management
Rivoli International Fund (V9)
-0.70 5,000k 1/1/2002
82 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.69 5,000k 8/1/2000
81 Witter & Lester, Inc.
Redstone
-0.62 500k 9/1/1994
80 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.59 50k 4/1/2005
79 Molinero Capital Management LLP
Global Markets Program
-0.58 2,000k 7/1/2005
78 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.49 10,000k 1/1/1995
77 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.44 10,000k 2/1/1999
76 Systematic Alpha Management
Systematic Alpha Futures Program
-0.24 100k 6/1/2004
75 Spectrum Asset Management LLC
Global Diversified
0.03 2,000k 1/1/2001
74 Briarwood Capital Management, Inc.
Diversified Trading Program
0.06 3,000k 7/1/2001
73 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.15 10,000k 1/1/2001
72 Superfund Group
Superfund Green Master
0.15 2,000k 5/1/2001
71 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.27 10,000k 4/1/2004
70 IKOS
The IKOS Hedge Fund
0.28 10,000k 7/1/1998
69 Clarke Capital Management
Global Basic
0.29 50k 2/1/1996
68 Briarwood Capital Management, Inc.
Diversified 2XL
0.40 250k 11/1/2004
67 Superfund Group
Superfund Green GCT USD
0.59 15k 1/1/2000
66 FORT LP
Fort Global Diversified
0.77 2,000k 10/1/1993
65 Estlander & Partners
Alpha Trend
0.88 30,000k 10/1/1991
64 ISAM
ISAM Systematic Trend Fund
0.99 1,000k 6/1/2001
63 Ancile Capital Management
Global Markets Program
1.04 2,000k 4/1/2005
62 Millburn Corporation
Multi-Markets Program
1.20 25,000k 10/1/2004
61 Manning & Napier
MN Xenon Global Fixed Income Program
1.34 2,000k 8/1/2004
60 Quantitative Investment Management
Quantitative Global Program
1.40 20,000k 10/1/2003
59 Northfield Trading
Diversified
1.40 2,000k 7/1/1989
58 Millburn Corporation
Diversified Program
1.49 20,000k 2/1/1977
57 Dominion Capital
Sapphire Program
1.59 3,000k 5/1/2005
56 Amplitude Capital International Limited
Dynamic Strategy
1.67 6/1/2005
55 Crabel Capital Management
Crabel Multi-Product
1.72 1,000k 3/1/1998
54 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.73 10,000k 4/1/2003
53 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.82 0k 11/1/1996
52 Drury Capital
Diversified Trend-Following Program
1.83 5,000k 5/1/1997
51 Welton Investment Partners
Welton Global
1.83 10,000k 6/1/2004
50 Eclipse Capital Management
Global Monetary
1.99 5,000k 8/1/1990
49 Estlander & Partners
Global Markets
2.04 10,000k 8/1/1999
48 Rivoli Fund Management
Rivoli International Fund (MAP)
2.08 5,000k 10/1/1996
47 Robust Methods LLC
Macro Managed Account
2.10 5,000k 1/1/2005
46 MERIT Alternative Investments GmbH
Futures Portfolio
2.14 2,000k 6/1/1998
45 Covenant Capital Management
Original Program
2.19 5,000k 9/1/1999
44 Jaguar Investments Ltd
Vario Capital Strategy
2.64 1,000k 5/1/2016
43 Conquest Capital Group
Conquest Macro
2.66 250k 5/1/1999
42 Mulvaney Capital Management
The Mulvaney Global Markets Program
2.78 100k 5/1/1999
41 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.91 500k 12/1/2003
40 Conquest Capital Group
Conquest Select
3.18 250k 6/1/2004
39 Quantica Capital AG
Quantica Managed Futures
3.50 5,000k 1/1/2005
38 EMC Capital Advisors, LLC
Classic
3.70 5,000k 1/1/1985
37 Eckhardt Trading Company
Evolution Strategies
3.72 20,000k 8/1/1991
36 Covenant Capital Management
Aggressive Program
3.72 3,000k 2/1/2004
35 Estlander & Partners
Global XL
3.87 5,000k 8/1/1991
34 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
3.90 1,000k 3/1/1998
33 Blackwater Capital Management
Global Program
3.93 5,000k 7/1/2005
32 Beach Horizon LLP
Managed Account
4.15 5,000k 5/1/2005
31 Acorn Global Investments Inc.
Acorn Diversified Program
4.17 10k 7/1/2005
30 Xplor Capital Management, LLC
Global CTA Program
4.53 1,500k 7/1/2004
29 Chesapeake Capital
Diversified (LV)
4.70 100k 2/1/1988
28 RAM Management Group
RAM MRTP 1X-Conservative
4.73 1,000k 9/1/1993
27 Eckhardt Trading Company
Evolution Strategies 1.2X
4.87 10,000k 10/1/1991
26 Hawksbill Capital Management
Global Diversified
4.91 5,000k 11/1/1988
25 Clarke Capital Management
Jupiter
5.37 3,000k 5/1/2005
24 Rotella Capital Management
Rotella Polaris Program (Diversified)
5.57 10,000k 1/1/1991
23 Superfund Group
Superfund Green L.P. Series A
5.69 5k 10/1/2002
22 Mark J. Walsh Company
Standard Program
5.77 2,000k 9/1/1985
21 Alee Capital Management, LLC
Poniente Program
5.84 2,500k 1/1/1999
20 Alee Capital Management, LLC
Mistral Program
5.90 2,500k 1/1/1999
19 Mobius Asset Management
Energy Weighted Program
5.93 250k 1/1/2005
18 NuWave Investment Management, LLC
NuWave Investment Partners LP
6.28 250k 6/1/2001
17 Millburn Corporation
Commodity Program
6.51 25,000k 3/1/2005
16 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
6.71 100k 1/1/2005
15 Keck Capital Management LLC
The Keck Program
6.72 2,000k 12/1/2003
14 NuWave Investment Management, LLC
Combined Futures Portfolio
6.80 5,000k 6/1/2001
13 John Locke Investments
Cyril Systematic Program
6.84 8,000k 7/1/2000
12 Tactical Investment Management
Tactical Institutional Commodity Program
6.90 10,000k 4/1/1993
11 Winton Capital Management
Diversified
7.63 50,000k 10/1/1997
10 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
7.89 5,000k 1/1/2005
9 Superfund Group
Superfund Green L.P. Series B
8.02 5k 10/1/2002
8 Dreiss Research Corporation
Diversified Program
8.02 1,000k 5/1/1991
7 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
8.26 100k 1/1/2000
6 Quality Capital Management
Global Diversified Programme
8.93 10,000k 12/1/1995
5 Clarke Capital Management
Millennium
12.22 1,000k 1/1/1998
4 Heyden & Steindl GmbH
TOMAC2
13.55 5,000k 3/1/2003
3 Abraham Trading Company
Diversified Program
15.74 10,000k 1/1/1988
2 RAM Management Group
MRTP Aggressive
16.81 1,000k 2/1/1998
1 Shield Plus LLC
Shield Plus Natural Gas
29.70 50k 1/1/2004

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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