Systematic Trader Index For March 2006

Monthly Rankings

Rank CTA/Program Mar 2006 Min Inv Inception
126 Alder Capital DAC
Alder Global 20
-7.20 2,500k 2/1/2001
125 Clarke Capital Management
Global Basic
-7.06 50k 2/1/1996
124 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.29 10,000k 10/1/1991
123 Briarwood Capital Management, Inc.
Diversified 2XL
-4.43 250k 11/1/2004
122 Eckhardt Trading Company
Evolution Strategies
-4.36 20,000k 8/1/1991
121 Alee Capital Management, LLC
Poniente Program
-4.32 2,500k 1/1/1999
120 Hawksbill Capital Management
Global Diversified
-3.63 5,000k 11/1/1988
119 Alder Capital DAC
Alder Global 10
-3.40 2,500k 10/1/2000
118 Estlander & Partners
Global XL
-3.22 5,000k 8/1/1991
117 Conquest Capital Group
Conquest Macro
-3.01 250k 5/1/1999
116 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.62 3,000k 7/1/2001
115 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.32 5,000k 8/1/2000
114 Kinkopf Capital Management
KCM S&P (Proprietary)
-2.22 100k 1/1/1999
113 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.15 100k 1/1/2000
112 Jaguar Investments Ltd
Vario Capital Strategy
-1.86 1,000k 5/1/2016
111 John Locke Investments
Cyril Systematic Program
-1.30 8,000k 7/1/2000
110 Estlander & Partners
Global Markets
-1.30 10,000k 8/1/1999
109 Mobius Asset Management
Energy Weighted Program
-1.09 250k 1/1/2005
108 Blackwater Capital Management
Global Program
-0.97 5,000k 7/1/2005
107 RAM Management Group
MRTP Aggressive
-0.90 1,000k 2/1/1998
106 Saxon Investment Corporation
Diversified Program
-0.77 3,000k 9/1/1988
105 Clarke Capital Management
Global Magnum
-0.75 100k 8/1/1997
104 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.63 10,000k 1/1/2001
103 Mobius Asset Management
Custom Trading Program
-0.58 100k 1/1/2002
102 Saxon Investment Corporation
Aggressive Diversified Program
-0.54 2,000k 11/1/1993
101 Alee Capital Management, LLC
Mistral Program
-0.53 2,500k 1/1/1999
100 RAM Management Group
RAM MRTP 1X-Conservative
-0.25 1,000k 9/1/1993
99 Southwest Managed Investments, LLC
Global Diversified
-0.22 200k 1/1/2002
98 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-0.21 5,000k 1/1/2005
97 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.03 10,000k 4/1/2003
96 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.00 10,000k 3/1/2006
95 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.09 1,000k 3/1/1998
94 FORT LP
Fort Global Contrarian
0.10 2,000k 10/1/2002
93 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.26 10,000k 4/1/2004
92 Parizek Capital
Futures Trading Program
0.34 500k 4/1/2000
91 Drury Capital
Diversified Trend-Following Program
0.37 5,000k 5/1/1997
90 Covenant Capital Management
Original Program
0.52 5,000k 9/1/1999
89 Witter & Lester, Inc.
Redstone
0.54 500k 9/1/1994
88 Covenant Capital Management
Aggressive Program
0.57 3,000k 2/1/2004
87 Clarke Capital Management
Millennium
0.64 1,000k 1/1/1998
86 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.66 10,000k 8/1/2004
85 Transtrend B.V.
DTP – Standard Risk (EUR)
0.72 10,000k 2/1/1999
84 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.76 10,000k 8/1/1999
83 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.84 250k 6/1/2001
82 NuWave Investment Management, LLC
Combined Futures Portfolio
0.85 5,000k 6/1/2001
81 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.89 10,000k 1/1/1995
80 Clarke Capital Management
Jupiter
0.91 3,000k 5/1/2005
79 Dominion Capital
Sapphire Program
0.96 3,000k 5/1/2005
78 Mobius Asset Management
Diversified Program
1.01 250k 3/1/2004
77 Northfield Trading
Diversified
1.10 2,000k 7/1/1989
76 Somers Brothers Capital
Diversified Futures Program #1
1.20 100k 1/1/2005
75 Systematic Alpha Management
Systematic Alpha Futures Program
1.20 100k 6/1/2004
74 Red Rock Capital, LLC
Systematic Global Macro
1.32 500k 9/1/2003
73 Amplitude Capital International Limited
Dynamic Strategy
1.37 6/1/2005
72 FORT LP
Fort Global Diversified
1.39 2,000k 10/1/1993
71 Mondiale Asset Management
Mondiale Trading Program
1.41 0k 9/1/1997
70 Quantitative Investment Management
Quantitative Global Program
1.48 20,000k 10/1/2003
69 Manning & Napier
MN Xenon Global Fixed Income Program
1.50 2,000k 8/1/2004
68 Claughton Capital
Auto-Reactive Positioning
1.60 1,000k 10/1/2005
67 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.75 10,000k 1/1/1991
66 Robust Methods LLC
Macro Managed Account
1.83 5,000k 1/1/2005
65 IKOS
The IKOS Hedge Fund
2.01 10,000k 7/1/1998
64 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.14 1,000k 9/1/1997
63 Superfund Group
Superfund Green Q-AG
2.32 2k 3/1/1996
62 Millburn Corporation
Diversified Program
2.47 20,000k 2/1/1977
61 Crabel Capital Management
Crabel Multi-Product
2.72 1,000k 3/1/1998
60 Conquest Capital Group
Conquest Select
2.76 250k 6/1/2004
59 Superfund Group
Superfund Blue SPC Class A (EUR)
2.95 50k 4/1/2005
58 Crescent Bay Capital Management
Premium Stock Index Program
3.15 10k 10/1/2005
57 MERIT Alternative Investments GmbH
Futures Portfolio
3.29 2,000k 6/1/1998
56 Lynx Asset Management AB
Lynx Program
3.44 75k 5/1/2000
55 Rhicon Currency Management
Rhicon Systematic Currency Program
3.48 3,000k 1/1/2004
54 Shield Plus LLC
Shield Plus Natural Gas
3.51 50k 1/1/2004
53 Molinero Capital Management LLP
Global Markets Program
3.57 2,000k 7/1/2005
52 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.61 400k 1/1/1988
51 Clarke Capital Management
Worldwide
3.64 250k 1/1/1996
50 Dendrich Ltd
QEP
3.71 50k 12/1/2005
49 Clarke Capital Management
FX Plus
3.78 1,000k 5/1/2004
48 Rabar Market Research
Diversified Program
3.82 2,000k 1/1/1989
47 Millburn Corporation
Multi-Markets Program
3.85 25,000k 10/1/2004
46 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.85 1,000k 3/1/2003
45 Romanesco Capital Management B.V
Persistence Program
4.00 5,000k 9/1/2005
44 Winton Capital Management
Diversified
4.01 50,000k 10/1/1997
43 Superfund Group
Superfund Green Master
4.14 2,000k 5/1/2001
42 Rivoli Fund Management
Rivoli International Fund (V9)
4.21 5,000k 1/1/2002
41 Millburn Corporation
Commodity Program
4.24 25,000k 3/1/2005
40 Superfund Group
Superfund Green GCT USD
4.33 15k 1/1/2000
39 Mark J. Walsh Company
Standard Program
4.43 2,000k 9/1/1985
38 Superfund Group
Superfund Green L.P. Series A
4.48 5k 10/1/2002
37 Rivoli Fund Management
Rivoli International Fund (MAP)
4.81 5,000k 10/1/1996
36 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
4.85 500k 12/1/2003
35 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
4.99 500k 1/1/2006
34 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
5.01 100k 1/1/2005
33 Estlander & Partners
Alpha Trend
5.07 30,000k 10/1/1991
32 Quality Capital Management
Global Diversified Programme
5.11 10,000k 12/1/1995
31 Ancile Capital Management
Global Markets Program
5.16 2,000k 4/1/2005
30 Revolution Capital Management
Alpha Fund
5.19 50k 1/1/2005
29 Quantica Capital AG
Quantica Managed Futures
5.20 5,000k 1/1/2005
28 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.30 0k 11/1/1996
27 Chesapeake Capital
Diversified (LV)
5.37 100k 2/1/1988
26 Eclipse Capital Management
Global Monetary
5.47 5,000k 8/1/1990
25 Abraham Trading Company
Diversified Program
5.71 10,000k 1/1/1988
24 Heyden & Steindl GmbH
TOMAC2
5.98 5,000k 3/1/2003
23 Spectrum Asset Management LLC
Global Diversified
6.02 2,000k 1/1/2001
22 Superfund Group
Superfund Green L.P. Series B
6.32 5k 10/1/2002
21 Superfund Group
Superfund Green Gold A (SPC)
6.56 5k 10/1/2005
20 Beach Horizon LLP
Managed Account
6.73 5,000k 5/1/2005
19 Tactical Investment Management
Tactical Institutional Commodity Program
6.94 10,000k 4/1/1993
18 Acorn Global Investments Inc.
Acorn Diversified Program
7.04 10k 7/1/2005
17 Welton Investment Partners
Welton Global
7.30 10,000k 6/1/2004
16 EMC Capital Advisors, LLC
Classic
7.60 5,000k 1/1/1985
15 Superfund Group
Superfund Green Gold B (SPC)
8.13 50k 10/1/2005
14 Keck Capital Management LLC
The Keck Program
8.83 2,000k 12/1/2003
13 Superfund Group
Superfund Green Gold C (SPC)
9.34 100k 10/1/2005
12 DUNN Capital Management
D'Best Futures Fund, L.P.
9.49 100k 6/1/1994
11 ISAM
ISAM Systematic Trend Fund
9.51 1,000k 6/1/2001
10 Neural Capital Ltd
Sentinel Trading Program
9.70 2,000k 1/1/2006
9 Kelly Angle Inc.
Genesis Program
10.69 2,000k 4/1/2000
8 Hyman Beck and Company
Global Portfolio
10.77 1,000k 3/1/1991
7 Xplor Capital Management, LLC
Global CTA Program
10.92 1,500k 7/1/2004
6 DUNN Capital Management
DUNN Combined Fund (DCF)
11.41 100k 5/1/1989
5 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
12.42 100k 11/1/1984
4 Dreiss Research Corporation
Diversified Program
12.65 1,000k 5/1/1991
3 Mulvaney Capital Management
The Mulvaney Global Markets Program
13.05 100k 5/1/1999
2 M.S. Capital Management
Global Diversified Program
13.84 2,000k 11/1/1998
1 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
17.30 200k 11/1/1999

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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