Systematic Trader Index For April 2006

Monthly Rankings

Rank CTA/Program Apr 2006 Min Inv Inception
128 Quantitative Investment Management
Quantitative Global Program
-2.15 20,000k 10/1/2003
127 Rivoli Fund Management
Rivoli International Fund (V9)
-1.44 5,000k 1/1/2002
126 Superfund Group
Superfund Blue SPC Class A (EUR)
-1.43 50k 4/1/2005
125 Revolution Capital Management
Alpha Fund
-1.21 50k 1/1/2005
124 IKOS
The IKOS Hedge Fund
-0.95 10,000k 7/1/1998
123 Mondiale Asset Management
Mondiale Trading Program
-0.84 0k 9/1/1997
122 RAM Management Group
MRTP Aggressive
-0.72 1,000k 2/1/1998
121 Dominion Capital
Sapphire Program
-0.24 3,000k 5/1/2005
120 RAM Management Group
RAM MRTP 1X-Conservative
-0.23 1,000k 9/1/1993
118 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.00 1,500k 4/1/2006
119 Parizek Capital
Currency Program
0.00 1,000k 4/1/2006
117 Covenant Capital Management
Aggressive Program
0.04 3,000k 2/1/2004
116 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.27 5,000k 1/1/2005
115 Manning & Napier
MN Xenon Global Fixed Income Program
0.33 2,000k 8/1/2004
114 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.33 10,000k 4/1/2003
113 Covenant Capital Management
Original Program
0.37 5,000k 9/1/1999
112 Witter & Lester, Inc.
Redstone
0.44 500k 9/1/1994
111 Systematic Alpha Management
Systematic Alpha Futures Program
0.45 100k 6/1/2004
110 Alder Capital DAC
Alder Global 10
0.56 2,500k 10/1/2000
109 Crabel Capital Management
Crabel Multi-Product
0.60 1,000k 3/1/1998
108 Estlander & Partners
Global Markets
0.61 10,000k 8/1/1999
107 FORT LP
Fort Global Contrarian
0.62 2,000k 10/1/2002
106 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.64 10,000k 4/1/2004
105 Mobius Asset Management
Custom Trading Program
0.80 100k 1/1/2002
104 Transtrend B.V.
DTP – Standard Risk (EUR)
1.06 10,000k 2/1/1999
103 FORT LP
Fort Global Diversified
1.14 2,000k 10/1/1993
102 Alder Capital DAC
Alder Global 20
1.23 2,500k 2/1/2001
101 Dendrich Ltd
QEP
1.46 50k 12/1/2005
100 Shield Plus LLC
Shield Plus Natural Gas
1.56 50k 1/1/2004
99 Parizek Capital
Futures Trading Program
1.60 500k 4/1/2000
98 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.74 10,000k 8/1/1999
97 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.77 10,000k 8/1/2004
96 Estlander & Partners
Global XL
1.88 5,000k 8/1/1991
95 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.94 10,000k 1/1/1995
94 Red Rock Capital, LLC
Systematic Global Macro
1.98 500k 9/1/2003
93 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.05 1,000k 3/1/1998
92 Rhicon Currency Management
Rhicon Systematic Currency Program
2.13 3,000k 1/1/2004
91 Ancile Capital Management
Global Markets Program
2.33 2,000k 4/1/2005
90 Romanesco Capital Management B.V
Persistence Program
2.36 5,000k 9/1/2005
89 Drury Capital
Diversified Trend-Following Program
2.38 5,000k 5/1/1997
88 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.42 400k 1/1/1988
87 Jaguar Investments Ltd
Vario Capital Strategy
2.58 1,000k 5/1/2016
86 Clarke Capital Management
Global Basic
2.66 50k 2/1/1996
85 Abraham Trading Company
Diversified Program
2.75 10,000k 1/1/1988
84 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.97 250k 6/1/2001
83 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.15 1,000k 9/1/1997
82 MERIT Alternative Investments GmbH
Futures Portfolio
3.19 2,000k 6/1/1998
81 Chesapeake Capital
Diversified (LV)
3.19 100k 2/1/1988
80 NuWave Investment Management, LLC
Combined Futures Portfolio
3.23 5,000k 6/1/2001
79 Lynx Asset Management AB
Lynx Program
3.24 75k 5/1/2000
78 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
3.32 500k 1/1/2006
77 Mobius Asset Management
Energy Weighted Program
3.47 250k 1/1/2005
76 Superfund Group
Superfund Green Q-AG
3.51 2k 3/1/1996
75 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
3.67 10,000k 1/1/2001
74 Acorn Global Investments Inc.
Acorn Diversified Program
3.78 10k 7/1/2005
73 Rivoli Fund Management
Rivoli International Fund (MAP)
3.89 5,000k 10/1/1996
72 Briarwood Capital Management, Inc.
Diversified Trading Program
3.94 3,000k 7/1/2001
71 Millburn Corporation
Diversified Program
4.08 20,000k 2/1/1977
70 Crescent Bay Capital Management
Premium Stock Index Program
4.14 10k 10/1/2005
69 Robust Methods LLC
Macro Managed Account
4.16 5,000k 1/1/2005
68 Millburn Corporation
Multi-Markets Program
4.22 25,000k 10/1/2004
67 Spectrum Asset Management LLC
Global Diversified
4.26 2,000k 1/1/2001
66 Amplitude Capital International Limited
Dynamic Strategy
4.66 6/1/2005
65 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.66 1,000k 3/1/2003
64 Superfund Group
Superfund Green GCT USD
4.66 15k 1/1/2000
63 Rotella Capital Management
Rotella Orion (Short-Term) Program
4.69 10,000k 3/1/2006
62 Molinero Capital Management LLP
Global Markets Program
4.86 2,000k 7/1/2005
61 Eckhardt Trading Company
Evolution Strategies
4.92 20,000k 8/1/1991
60 Kinkopf Capital Management
KCM S&P (Proprietary)
4.95 100k 1/1/1999
59 Quantica Capital AG
Quantica Managed Futures
5.50 5,000k 1/1/2005
58 Eckhardt Trading Company
Evolution Strategies 1.2X
5.63 10,000k 10/1/1991
57 Winton Capital Management
Diversified
5.66 50,000k 10/1/1997
56 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
5.71 100k 1/1/2000
55 Superfund Group
Superfund Green L.P. Series A
5.79 5k 10/1/2002
54 Trigon Investment Advisors, LLC
Foreign Exchange Program
6.10 5,000k 8/1/2000
53 Alee Capital Management, LLC
Poniente Program
6.22 2,500k 1/1/1999
52 Northfield Trading
Diversified
6.30 2,000k 7/1/1989
51 Briarwood Capital Management, Inc.
Diversified 2XL
6.44 250k 11/1/2004
50 Eclipse Capital Management
Global Monetary
6.52 5,000k 8/1/1990
49 Clarke Capital Management
FX Plus
6.72 1,000k 5/1/2004
48 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
6.77 0k 11/1/1996
47 Rotella Capital Management
Rotella Polaris Program (Diversified)
6.99 10,000k 1/1/1991
46 Millburn Corporation
Commodity Program
7.37 25,000k 3/1/2005
45 Mobius Asset Management
Diversified Program
7.50 250k 3/1/2004
44 Saxon Investment Corporation
Diversified Program
7.74 3,000k 9/1/1988
43 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
7.79 100k 1/1/2005
42 Estlander & Partners
Alpha Trend
7.86 30,000k 10/1/1991
41 Keck Capital Management LLC
The Keck Program
7.94 2,000k 12/1/2003
40 Neural Capital Ltd
Sentinel Trading Program
8.00 2,000k 1/1/2006
39 Superfund Group
Superfund Green L.P. Series B
8.31 5k 10/1/2002
38 Claughton Capital
Auto-Reactive Positioning
8.34 1,000k 10/1/2005
37 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
8.59 500k 12/1/2003
36 Rabar Market Research
Diversified Program
8.85 2,000k 1/1/1989
35 Hyman Beck and Company
Global Portfolio
8.99 1,000k 3/1/1991
34 ISAM
ISAM Systematic Trend Fund
9.08 1,000k 6/1/2001
33 Xplor Capital Management, LLC
Global CTA Program
9.21 1,500k 7/1/2004
32 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.38 100k 11/1/1984
31 M.S. Capital Management
Global Diversified Program
9.51 2,000k 11/1/1998
30 Beach Horizon LLP
Managed Account
9.63 5,000k 5/1/2005
29 Superfund Group
Superfund Green Master
9.66 2,000k 5/1/2001
28 Clarke Capital Management
Global Magnum
10.19 100k 8/1/1997
27 Conquest Capital Group
Conquest Select
10.36 250k 6/1/2004
26 Welton Investment Partners
Welton Global
10.77 10,000k 6/1/2004
25 Clarke Capital Management
Jupiter
11.38 3,000k 5/1/2005
24 Somers Brothers Capital
Diversified Futures Program #1
11.40 100k 1/1/2005
23 Mulvaney Capital Management
The Mulvaney Global Markets Program
11.46 100k 5/1/1999
22 Blackwater Capital Management
Global Program
11.60 5,000k 7/1/2005
21 Conquest Capital Group
Conquest Macro
11.64 250k 5/1/1999
20 Dreiss Research Corporation
Diversified Program
12.86 1,000k 5/1/1991
19 DUNN Capital Management
DUNN Combined Fund (DCF)
13.25 100k 5/1/1989
18 Kelly Angle Inc.
Genesis Program
14.73 2,000k 4/1/2000
17 DUNN Capital Management
D'Best Futures Fund, L.P.
15.20 100k 6/1/1994
16 Saxon Investment Corporation
Aggressive Diversified Program
15.27 2,000k 11/1/1993
15 Southwest Managed Investments, LLC
Global Diversified
15.73 200k 1/1/2002
14 Tactical Investment Management
Tactical Institutional Commodity Program
15.83 10,000k 4/1/1993
13 EMC Capital Advisors, LLC
Classic
16.10 5,000k 1/1/1985
12 Heyden & Steindl GmbH
TOMAC2
16.15 5,000k 3/1/2003
11 John Locke Investments
Cyril Systematic Program
16.63 8,000k 7/1/2000
10 Quality Capital Management
Global Diversified Programme
16.83 10,000k 12/1/1995
9 Superfund Group
Superfund Green Gold A (SPC)
17.13 5k 10/1/2005
8 Alee Capital Management, LLC
Mistral Program
17.18 2,500k 1/1/1999
7 Superfund Group
Superfund Green Gold B (SPC)
18.53 50k 10/1/2005
6 Clarke Capital Management
Worldwide
18.95 250k 1/1/1996
5 Superfund Group
Superfund Green Gold C (SPC)
19.33 100k 10/1/2005
4 Clarke Capital Management
Millennium
20.25 1,000k 1/1/1998
3 Mark J. Walsh Company
Standard Program
23.68 2,000k 9/1/1985
2 Hawksbill Capital Management
Global Diversified
26.13 5,000k 11/1/1988
1 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
35.72 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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