Systematic Trader Index For September 2005

Monthly Rankings

Rank CTA/Program Sep 2005 Min Inv Inception
117 Clarke Capital Management
Millennium
-13.50 1,000k 1/1/1998
116 Hawksbill Capital Management
Global Diversified
-8.57 5,000k 11/1/1988
115 Kinkopf Capital Management
KCM S&P (Proprietary)
-7.81 100k 1/1/1999
114 Winton Capital Management
Diversified
-6.17 50,000k 10/1/1997
113 Abraham Trading Company
Diversified Program
-5.79 10,000k 1/1/1988
112 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.36 100k 5/1/1989
111 Heyden & Steindl GmbH
TOMAC2
-4.76 5,000k 3/1/2003
110 DUNN Capital Management
D'Best Futures Fund, L.P.
-4.52 100k 6/1/1994
109 Spectrum Asset Management LLC
Global Diversified
-3.61 2,000k 1/1/2001
108 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-3.51 100k 11/1/1984
107 Clarke Capital Management
Worldwide
-3.32 250k 1/1/1996
106 Northfield Trading
Diversified
-2.70 2,000k 7/1/1989
105 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-2.48 200k 11/1/1999
104 Clarke Capital Management
Global Magnum
-2.44 100k 8/1/1997
103 Jaguar Investments Ltd
Vario Capital Strategy
-2.39 1,000k 5/1/2016
102 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.25 10,000k 10/1/1991
101 M.S. Capital Management
Global Diversified Program
-2.23 2,000k 11/1/1998
100 W.G. Wealth Guardian Ltd.
SAFI2 Program
-2.19 1,000k 9/1/1997
99 Saxon Investment Corporation
Aggressive Diversified Program
-2.17 2,000k 11/1/1993
98 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.91 10,000k 1/1/1991
97 Eckhardt Trading Company
Evolution Strategies
-1.86 20,000k 8/1/1991
96 Estlander & Partners
Global XL
-1.72 5,000k 8/1/1991
95 FORT LP
Fort Global Diversified
-1.60 2,000k 10/1/1993
94 Blackwater Capital Management
Global Program
-1.53 5,000k 7/1/2005
93 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.48 5,000k 8/1/2000
92 MERIT Alternative Investments GmbH
Futures Portfolio
-1.20 2,000k 6/1/1998
91 Estlander & Partners
Global Markets
-1.17 10,000k 8/1/1999
90 Saxon Investment Corporation
Diversified Program
-1.13 3,000k 9/1/1988
89 John Locke Investments
Cyril Systematic Program
-1.10 8,000k 7/1/2000
88 Chesapeake Capital
Diversified (LV)
-1.10 100k 2/1/1988
87 Kelly Angle Inc.
Genesis Program
-1.02 2,000k 4/1/2000
86 Mobius Asset Management
Diversified Program
-0.88 250k 3/1/2004
85 Clarke Capital Management
Global Basic
-0.88 50k 2/1/1996
84 Quality Capital Management
Global Diversified Programme
-0.65 10,000k 12/1/1995
83 Estlander & Partners
Alpha Trend
-0.63 30,000k 10/1/1991
82 Conquest Capital Group
Conquest Macro
-0.53 250k 5/1/1999
81 Alder Capital DAC
Alder Global 20
-0.40 2,500k 2/1/2001
80 Manning & Napier
MN Xenon Global Fixed Income Program
-0.37 2,000k 8/1/2004
79 Southwest Managed Investments, LLC
Global Diversified
-0.32 200k 1/1/2002
78 Conquest Capital Group
Conquest Select
-0.18 250k 6/1/2004
77 Alder Capital DAC
Alder Global 10
-0.10 2,500k 10/1/2000
76 Romanesco Capital Management B.V
Persistence Program
0.00 5,000k 9/1/2005
75 Mobius Asset Management
Custom Trading Program
0.01 100k 1/1/2002
74 Alee Capital Management, LLC
Poniente Program
0.07 2,500k 1/1/1999
73 Millburn Corporation
Commodity Program
0.13 25,000k 3/1/2005
72 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.33 0k 11/1/1996
71 Keck Capital Management LLC
The Keck Program
0.34 2,000k 12/1/2003
70 Witter & Lester, Inc.
Redstone
0.39 500k 9/1/1994
69 Mondiale Asset Management
Mondiale Trading Program
0.45 0k 9/1/1997
68 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.50 10,000k 4/1/2003
67 Rhicon Currency Management
Rhicon Systematic Currency Program
0.50 3,000k 1/1/2004
66 Superfund Group
Superfund Green L.P. Series A
0.51 5k 10/1/2002
65 Crabel Capital Management
Crabel Multi-Product
0.61 1,000k 3/1/1998
64 RAM Management Group
RAM MRTP 1X-Conservative
0.62 1,000k 9/1/1993
63 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.71 10,000k 1/1/2001
62 Tactical Investment Management
Tactical Institutional Commodity Program
0.71 10,000k 4/1/1993
61 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.72 10,000k 4/1/2004
60 Quantitative Investment Management
Quantitative Global Program
0.86 20,000k 10/1/2003
59 Systematic Alpha Management
Systematic Alpha Futures Program
0.97 100k 6/1/2004
58 Dominion Capital
Sapphire Program
1.00 3,000k 5/1/2005
57 Superfund Group
Superfund Green L.P. Series B
1.06 5k 10/1/2002
56 Superfund Group
Superfund Green Q-AG
1.11 2k 3/1/1996
55 Briarwood Capital Management, Inc.
Diversified Trading Program
1.14 3,000k 7/1/2001
54 Revolution Capital Management
Alpha Fund
1.15 50k 1/1/2005
53 Drury Capital
Diversified Trend-Following Program
1.15 5,000k 5/1/1997
52 FORT LP
Fort Global Contrarian
1.17 2,000k 10/1/2002
51 Mobius Asset Management
Energy Weighted Program
1.19 250k 1/1/2005
50 Transtrend B.V.
DTP – Standard Risk (EUR)
1.28 10,000k 2/1/1999
49 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.29 400k 1/1/1988
48 Eclipse Capital Management
Global Monetary
1.34 5,000k 8/1/1990
47 IKOS
The IKOS Hedge Fund
1.41 10,000k 7/1/1998
46 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
1.45 500k 12/1/2003
45 Beach Horizon LLP
Managed Account
1.51 5,000k 5/1/2005
44 Lynx Asset Management AB
Lynx Program
1.53 75k 5/1/2000
43 Acorn Global Investments Inc.
Acorn Diversified Program
1.59 10k 7/1/2005
42 Rabar Market Research
Diversified Program
1.68 2,000k 1/1/1989
41 Hyman Beck and Company
Global Portfolio
1.68 1,000k 3/1/1991
40 Mark J. Walsh Company
Standard Program
1.73 2,000k 9/1/1985
39 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.80 10,000k 1/1/1995
38 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.83 1,000k 3/1/1998
37 Parizek Capital
Futures Trading Program
1.91 500k 4/1/2000
36 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.94 10,000k 8/1/2004
35 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.99 10,000k 8/1/1999
34 ISAM
ISAM Systematic Trend Fund
2.00 1,000k 6/1/2001
33 Superfund Group
Superfund Green Master
2.05 2,000k 5/1/2001
32 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.08 100k 1/1/2000
31 RAM Management Group
MRTP Aggressive
2.09 1,000k 2/1/1998
30 Alee Capital Management, LLC
Mistral Program
2.42 2,500k 1/1/1999
29 NuWave Investment Management, LLC
Combined Futures Portfolio
2.59 5,000k 6/1/2001
28 Amplitude Capital International Limited
Dynamic Strategy
2.59 6/1/2005
27 Superfund Group
Superfund Blue SPC Class A (EUR)
2.77 50k 4/1/2005
26 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
2.82 5,000k 1/1/2005
25 NuWave Investment Management, LLC
NuWave Investment Partners LP
3.00 250k 6/1/2001
24 Red Rock Capital, LLC
Systematic Global Macro
3.23 500k 9/1/2003
23 Superfund Group
Superfund Green GCT USD
3.41 15k 1/1/2000
22 Clarke Capital Management
Jupiter
3.70 3,000k 5/1/2005
21 Ancile Capital Management
Global Markets Program
3.80 2,000k 4/1/2005
20 Millburn Corporation
Multi-Markets Program
3.85 25,000k 10/1/2004
19 EMC Capital Advisors, LLC
Classic
4.10 5,000k 1/1/1985
18 Briarwood Capital Management, Inc.
Diversified 2XL
4.19 250k 11/1/2004
17 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.48 1,000k 3/1/2003
16 Millburn Corporation
Diversified Program
5.22 20,000k 2/1/1977
15 Molinero Capital Management LLP
Global Markets Program
5.26 2,000k 7/1/2005
14 Robust Methods LLC
Macro Managed Account
5.32 5,000k 1/1/2005
13 Welton Investment Partners
Welton Global
5.48 10,000k 6/1/2004
12 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
6.33 100k 1/1/2005
11 Xplor Capital Management, LLC
Global CTA Program
6.96 1,500k 7/1/2004
10 Rivoli Fund Management
Rivoli International Fund (V9)
7.56 5,000k 1/1/2002
9 Covenant Capital Management
Original Program
7.59 5,000k 9/1/1999
8 Rivoli Fund Management
Rivoli International Fund (MAP)
7.63 5,000k 10/1/1996
7 Covenant Capital Management
Aggressive Program
9.36 3,000k 2/1/2004
6 Shield Plus LLC
Shield Plus Natural Gas
9.58 50k 1/1/2004
5 Somers Brothers Capital
Diversified Futures Program #1
10.60 100k 1/1/2005
4 Quantica Capital AG
Quantica Managed Futures
12.40 5,000k 1/1/2005
3 Mulvaney Capital Management
The Mulvaney Global Markets Program
13.57 100k 5/1/1999
2 Dreiss Research Corporation
Diversified Program
15.96 1,000k 5/1/1991
1 Clarke Capital Management
FX Plus
15.98 1,000k 5/1/2004

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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