Systematic Trader Index For January 2006

Monthly Rankings

Rank CTA/Program Jan 2006 Min Inv Inception
125 Dendrich Ltd
QEP
-11.24 50k 12/1/2005
124 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.75 100k 5/1/1989
123 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-7.00 200k 11/1/1999
122 Clarke Capital Management
Global Magnum
-6.18 100k 8/1/1997
121 Revolution Capital Management
Alpha Fund
-3.85 50k 1/1/2005
120 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.78 100k 6/1/1994
119 Clarke Capital Management
Worldwide
-3.72 250k 1/1/1996
118 Clarke Capital Management
Millennium
-3.71 1,000k 1/1/1998
117 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-3.63 100k 11/1/1984
116 Mobius Asset Management
Diversified Program
-2.63 250k 3/1/2004
115 Blackwater Capital Management
Global Program
-2.58 5,000k 7/1/2005
114 Clarke Capital Management
Jupiter
-2.43 3,000k 5/1/2005
113 Clarke Capital Management
FX Plus
-2.08 1,000k 5/1/2004
112 RAM Management Group
MRTP Aggressive
-2.03 1,000k 2/1/1998
111 Mark J. Walsh Company
Standard Program
-1.93 2,000k 9/1/1985
110 Clarke Capital Management
Global Basic
-1.90 50k 2/1/1996
109 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.90 1,000k 9/1/1997
108 RAM Management Group
RAM MRTP 1X-Conservative
-0.73 1,000k 9/1/1993
107 Alee Capital Management, LLC
Poniente Program
-0.65 2,500k 1/1/1999
106 Drury Capital
Diversified Trend-Following Program
-0.51 5,000k 5/1/1997
105 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.50 400k 1/1/1988
104 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.31 10,000k 4/1/2003
103 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.26 1,000k 3/1/1998
102 Systematic Alpha Management
Systematic Alpha Futures Program
-0.23 100k 6/1/2004
101 Witter & Lester, Inc.
Redstone
-0.17 500k 9/1/1994
100 Manning & Napier
MN Xenon Global Fixed Income Program
-0.07 2,000k 8/1/2004
98 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.00 500k 1/1/2006
99 Neural Capital Ltd
Sentinel Trading Program
0.00 2,000k 1/1/2006
97 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.09 100k 1/1/2000
96 Rhicon Currency Management
Rhicon Systematic Currency Program
0.11 3,000k 1/1/2004
95 Lynx Asset Management AB
Lynx Program
0.16 75k 5/1/2000
94 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.19 5,000k 8/1/2000
93 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.28 10,000k 4/1/2004
92 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
0.38 500k 12/1/2003
91 Kelly Angle Inc.
Genesis Program
0.48 2,000k 4/1/2000
90 Jaguar Investments Ltd
Vario Capital Strategy
0.54 1,000k 5/1/2016
89 Quantitative Investment Management
Quantitative Global Program
0.57 20,000k 10/1/2003
88 Eclipse Capital Management
Global Monetary
0.60 5,000k 8/1/1990
87 IKOS
The IKOS Hedge Fund
0.63 10,000k 7/1/1998
86 Eckhardt Trading Company
Evolution Strategies
0.67 20,000k 8/1/1991
85 Eckhardt Trading Company
Evolution Strategies 1.2X
0.68 10,000k 10/1/1991
84 MERIT Alternative Investments GmbH
Futures Portfolio
0.77 2,000k 6/1/1998
83 FORT LP
Fort Global Diversified
0.86 2,000k 10/1/1993
82 Transtrend B.V.
DTP – Standard Risk (EUR)
1.04 10,000k 2/1/1999
81 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.14 10,000k 1/1/2001
80 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.19 0k 11/1/1996
79 Dominion Capital
Sapphire Program
1.46 3,000k 5/1/2005
78 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.51 10,000k 8/1/2004
77 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.56 1,000k 3/1/2003
76 Southwest Managed Investments, LLC
Global Diversified
1.62 200k 1/1/2002
75 Mobius Asset Management
Energy Weighted Program
1.67 250k 1/1/2005
74 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.67 10,000k 8/1/1999
73 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.78 10,000k 1/1/1995
72 Alder Capital DAC
Alder Global 10
1.90 2,500k 10/1/2000
71 FORT LP
Fort Global Contrarian
1.93 2,000k 10/1/2002
70 Northfield Trading
Diversified
2.00 2,000k 7/1/1989
69 Hawksbill Capital Management
Global Diversified
2.04 5,000k 11/1/1988
68 Crabel Capital Management
Crabel Multi-Product
2.04 1,000k 3/1/1998
67 Conquest Capital Group
Conquest Select
2.20 250k 6/1/2004
66 Rivoli Fund Management
Rivoli International Fund (V9)
2.29 5,000k 1/1/2002
65 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
2.37 5,000k 1/1/2005
64 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.47 10,000k 1/1/1991
63 Abraham Trading Company
Diversified Program
2.56 10,000k 1/1/1988
62 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.84 250k 6/1/2001
61 Conquest Capital Group
Conquest Macro
2.89 250k 5/1/1999
60 NuWave Investment Management, LLC
Combined Futures Portfolio
2.89 5,000k 6/1/2001
59 Estlander & Partners
Global Markets
3.14 10,000k 8/1/1999
58 Superfund Group
Superfund Blue SPC Class A (EUR)
3.34 50k 4/1/2005
57 Spectrum Asset Management LLC
Global Diversified
3.51 2,000k 1/1/2001
56 Keck Capital Management LLC
The Keck Program
3.63 2,000k 12/1/2003
55 Saxon Investment Corporation
Diversified Program
3.80 3,000k 9/1/1988
54 Rivoli Fund Management
Rivoli International Fund (MAP)
3.81 5,000k 10/1/1996
53 Covenant Capital Management
Original Program
3.82 5,000k 9/1/1999
52 ISAM
ISAM Systematic Trend Fund
3.86 1,000k 6/1/2001
51 Molinero Capital Management LLP
Global Markets Program
3.86 2,000k 7/1/2005
50 M.S. Capital Management
Global Diversified Program
3.93 2,000k 11/1/1998
49 Mondiale Asset Management
Mondiale Trading Program
3.98 0k 9/1/1997
48 Welton Investment Partners
Welton Global
4.02 10,000k 6/1/2004
47 Claughton Capital
Auto-Reactive Positioning
4.04 1,000k 10/1/2005
46 Quantica Capital AG
Quantica Managed Futures
4.10 5,000k 1/1/2005
45 Winton Capital Management
Diversified
4.20 50,000k 10/1/1997
44 Hyman Beck and Company
Global Portfolio
4.43 1,000k 3/1/1991
43 Ancile Capital Management
Global Markets Program
4.48 2,000k 4/1/2005
42 Alder Capital DAC
Alder Global 20
4.56 2,500k 2/1/2001
41 EMC Capital Advisors, LLC
Classic
4.60 5,000k 1/1/1985
40 Kinkopf Capital Management
KCM S&P (Proprietary)
4.71 100k 1/1/1999
39 Superfund Group
Superfund Green Q-AG
4.77 2k 3/1/1996
38 Amplitude Capital International Limited
Dynamic Strategy
4.86 6/1/2005
37 Mobius Asset Management
Custom Trading Program
5.04 100k 1/1/2002
36 Heyden & Steindl GmbH
TOMAC2
5.10 5,000k 3/1/2003
35 Alee Capital Management, LLC
Mistral Program
5.28 2,500k 1/1/1999
34 Romanesco Capital Management B.V
Persistence Program
5.30 5,000k 9/1/2005
33 Rabar Market Research
Diversified Program
5.38 2,000k 1/1/1989
32 John Locke Investments
Cyril Systematic Program
5.52 8,000k 7/1/2000
31 Chesapeake Capital
Diversified (LV)
5.54 100k 2/1/1988
30 Millburn Corporation
Diversified Program
5.55 20,000k 2/1/1977
29 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
5.57 100k 1/1/2005
28 Crescent Bay Capital Management
Premium Stock Index Program
5.57 10k 10/1/2005
27 Parizek Capital
Futures Trading Program
6.10 500k 4/1/2000
26 Beach Horizon LLP
Managed Account
6.25 5,000k 5/1/2005
25 Millburn Corporation
Multi-Markets Program
6.36 25,000k 10/1/2004
24 Briarwood Capital Management, Inc.
Diversified Trading Program
6.54 3,000k 7/1/2001
23 Estlander & Partners
Global XL
6.65 5,000k 8/1/1991
22 Estlander & Partners
Alpha Trend
6.69 30,000k 10/1/1991
21 Superfund Group
Superfund Green L.P. Series A
6.87 5k 10/1/2002
20 Xplor Capital Management, LLC
Global CTA Program
6.93 1,500k 7/1/2004
19 Red Rock Capital, LLC
Systematic Global Macro
7.08 500k 9/1/2003
18 Saxon Investment Corporation
Aggressive Diversified Program
7.79 2,000k 11/1/1993
17 Shield Plus LLC
Shield Plus Natural Gas
8.01 50k 1/1/2004
16 Superfund Group
Superfund Green GCT USD
8.26 15k 1/1/2000
15 Acorn Global Investments Inc.
Acorn Diversified Program
8.46 10k 7/1/2005
14 Covenant Capital Management
Aggressive Program
8.49 3,000k 2/1/2004
13 Somers Brothers Capital
Diversified Futures Program #1
8.50 100k 1/1/2005
12 Superfund Group
Superfund Green L.P. Series B
9.72 5k 10/1/2002
11 Millburn Corporation
Commodity Program
10.29 25,000k 3/1/2005
10 Briarwood Capital Management, Inc.
Diversified 2XL
10.46 250k 11/1/2004
9 Mulvaney Capital Management
The Mulvaney Global Markets Program
11.09 100k 5/1/1999
8 Robust Methods LLC
Macro Managed Account
11.76 5,000k 1/1/2005
7 Dreiss Research Corporation
Diversified Program
12.01 1,000k 5/1/1991
6 Quality Capital Management
Global Diversified Programme
12.16 10,000k 12/1/1995
5 Superfund Group
Superfund Green Master
12.82 2,000k 5/1/2001
4 Superfund Group
Superfund Green Gold A (SPC)
16.03 5k 10/1/2005
3 Tactical Investment Management
Tactical Institutional Commodity Program
16.31 10,000k 4/1/1993
2 Superfund Group
Superfund Green Gold B (SPC)
18.08 50k 10/1/2005
1 Superfund Group
Superfund Green Gold C (SPC)
19.27 100k 10/1/2005

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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