Systematic Trader Index For May 2006

Monthly Rankings

Rank CTA/Program May 2006 Min Inv Inception
129 Superfund Group
Superfund Green Gold C (SPC)
-13.83 100k 10/1/2005
128 Superfund Group
Superfund Green Gold B (SPC)
-10.94 50k 10/1/2005
127 Superfund Group
Superfund Green L.P. Series B
-10.37 5k 10/1/2002
126 Dendrich Ltd
QEP
-9.74 50k 12/1/2005
125 Estlander & Partners
Global XL
-9.62 5,000k 8/1/1991
124 Superfund Group
Superfund Green GCT USD
-9.42 15k 1/1/2000
123 Covenant Capital Management
Aggressive Program
-8.71 3,000k 2/1/2004
122 Superfund Group
Superfund Green Gold A (SPC)
-7.87 5k 10/1/2005
121 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-7.78 100k 11/1/1984
120 Kinkopf Capital Management
KCM S&P (Proprietary)
-7.66 100k 1/1/1999
119 Superfund Group
Superfund Green Master
-7.64 2,000k 5/1/2001
118 Superfund Group
Superfund Green L.P. Series A
-7.57 5k 10/1/2002
117 Robust Methods LLC
Macro Managed Account
-7.52 5,000k 1/1/2005
116 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-6.37 0k 11/1/1996
115 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.94 100k 5/1/1989
114 Millburn Corporation
Diversified Program
-5.78 20,000k 2/1/1977
113 Acorn Global Investments Inc.
Acorn Diversified Program
-5.78 10k 7/1/2005
112 Ancile Capital Management
Global Markets Program
-5.78 2,000k 4/1/2005
111 Superfund Group
Superfund Green Q-AG
-5.27 2k 3/1/1996
110 Estlander & Partners
Global Markets
-5.24 10,000k 8/1/1999
109 Amplitude Capital International Limited
Dynamic Strategy
-5.22 6/1/2005
108 Covenant Capital Management
Original Program
-5.15 5,000k 9/1/1999
107 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-4.98 500k 1/1/2006
106 RAM Management Group
MRTP Aggressive
-4.87 1,000k 2/1/1998
105 DUNN Capital Management
D'Best Futures Fund, L.P.
-4.86 100k 6/1/1994
104 Millburn Corporation
Multi-Markets Program
-4.79 25,000k 10/1/2004
103 Mulvaney Capital Management
The Mulvaney Global Markets Program
-4.27 100k 5/1/1999
102 Rivoli Fund Management
Rivoli International Fund (V9)
-4.18 5,000k 1/1/2002
101 Quantica Capital AG
Quantica Managed Futures
-4.00 5,000k 1/1/2005
100 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.96 10,000k 8/1/2004
99 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-3.95 500k 12/1/2003
98 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.92 10,000k 8/1/1999
97 ISAM
ISAM Systematic Trend Fund
-3.81 1,000k 6/1/2001
96 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.78 10,000k 1/1/1995
95 Eclipse Capital Management
Global Monetary
-3.56 5,000k 8/1/1990
94 FORT LP
Fort Global Contrarian
-3.51 2,000k 10/1/2002
93 Molinero Capital Management LLP
Global Markets Program
-3.36 2,000k 7/1/2005
92 Romanesco Capital Management B.V
Persistence Program
-3.24 5,000k 9/1/2005
91 Winton Capital Management
Diversified
-2.94 50,000k 10/1/1997
90 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-2.93 5,000k 1/1/2005
89 Kelly Angle Inc.
Genesis Program
-2.85 2,000k 4/1/2000
88 Neural Capital Ltd
Sentinel Trading Program
-2.74 2,000k 1/1/2006
87 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.62 10,000k 2/1/1999
86 FORT LP
Fort Global Diversified
-2.48 2,000k 10/1/1993
85 Quality Capital Management
Global Diversified Programme
-2.46 10,000k 12/1/1995
84 Mark J. Walsh Company
Standard Program
-2.26 2,000k 9/1/1985
83 Alee Capital Management, LLC
Poniente Program
-2.26 2,500k 1/1/1999
82 Rivoli Fund Management
Rivoli International Fund (MAP)
-2.16 5,000k 10/1/1996
81 Drury Capital
Diversified Trend-Following Program
-2.15 5,000k 5/1/1997
80 Beach Horizon LLP
Managed Account
-1.87 5,000k 5/1/2005
79 Shield Plus LLC
Shield Plus Natural Gas
-1.77 50k 1/1/2004
78 Crescent Bay Capital Management
Premium Stock Index Program
-1.75 10k 10/1/2005
77 Abraham Trading Company
Diversified Program
-1.70 10,000k 1/1/1988
76 RAM Management Group
RAM MRTP 1X-Conservative
-1.67 1,000k 9/1/1993
75 Dominion Capital
Sapphire Program
-1.62 3,000k 5/1/2005
74 Clarke Capital Management
FX Plus
-1.55 1,000k 5/1/2004
73 Chesapeake Capital
Diversified (LV)
-1.50 100k 2/1/1988
72 Northfield Trading
Diversified
-1.50 2,000k 7/1/1989
71 Hawksbill Capital Management
Global Diversified
-1.36 5,000k 11/1/1988
70 Rhicon Currency Management
Rhicon Systematic Currency Program
-1.27 3,000k 1/1/2004
69 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.00 1,000k 3/1/2003
68 Manning & Napier
MN Xenon Global Fixed Income Program
-0.92 2,000k 8/1/2004
67 Welton Investment Partners
Welton Global
-0.83 10,000k 6/1/2004
66 Rabar Market Research
Diversified Program
-0.82 2,000k 1/1/1989
65 IKOS
The IKOS Hedge Fund
-0.76 10,000k 7/1/1998
64 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.68 100k 1/1/2005
63 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.64 10,000k 4/1/2004
62 Revolution Capital Management
Alpha Fund
-0.33 50k 1/1/2005
61 Witter & Lester, Inc.
Redstone
-0.18 500k 9/1/1994
60 Mondiale Asset Management
Mondiale Trading Program
-0.13 0k 9/1/1997
59 Xplor Capital Management, LLC
Global CTA Program
-0.08 1,500k 7/1/2004
58 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.00 1,000k 5/1/2006
57 Blackwater Capital Management
Global Program
0.04 5,000k 7/1/2005
56 Estlander & Partners
Alpha Trend
0.05 30,000k 10/1/1991
55 Dreiss Research Corporation
Diversified Program
0.06 1,000k 5/1/1991
54 Clarke Capital Management
Global Basic
0.36 50k 2/1/1996
53 Spectrum Asset Management LLC
Global Diversified
0.56 2,000k 1/1/2001
52 Millburn Corporation
Commodity Program
0.58 25,000k 3/1/2005
51 Conquest Capital Group
Conquest Select
0.74 250k 6/1/2004
50 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.75 1,500k 4/1/2006
49 Heyden & Steindl GmbH
TOMAC2
0.76 5,000k 3/1/2003
48 Southwest Managed Investments, LLC
Global Diversified
0.78 200k 1/1/2002
47 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.86 10,000k 1/1/1991
46 Clarke Capital Management
Jupiter
0.89 3,000k 5/1/2005
45 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.97 250k 6/1/2001
44 NuWave Investment Management, LLC
Combined Futures Portfolio
0.99 5,000k 6/1/2001
43 Tactical Investment Management
Tactical Institutional Commodity Program
1.00 10,000k 4/1/1993
42 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.08 10,000k 4/1/2003
41 MERIT Alternative Investments GmbH
Futures Portfolio
1.09 2,000k 6/1/1998
40 Alder Capital DAC
Alder Global 10
1.10 2,500k 10/1/2000
39 EMC Capital Advisors, LLC
Classic
1.20 5,000k 1/1/1985
38 Eckhardt Trading Company
Evolution Strategies 1.2X
1.29 10,000k 10/1/1991
37 Eckhardt Trading Company
Evolution Strategies
1.34 20,000k 8/1/1991
36 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.38 100k 1/1/2000
35 Red Rock Capital, LLC
Systematic Global Macro
1.49 500k 9/1/2003
34 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.52 10,000k 3/1/2006
33 Superfund Group
Superfund Blue SPC Class A (EUR)
1.55 50k 4/1/2005
32 Keck Capital Management LLC
The Keck Program
1.69 2,000k 12/1/2003
31 Hyman Beck and Company
Global Portfolio
1.73 1,000k 3/1/1991
30 Alder Capital DAC
Alder Global 20
1.80 2,500k 2/1/2001
29 Mobius Asset Management
Energy Weighted Program
1.91 250k 1/1/2005
28 Lynx Asset Management AB
Lynx Program
1.92 75k 5/1/2000
27 John Locke Investments
Cyril Systematic Program
1.97 8,000k 7/1/2000
26 Claughton Capital
Auto-Reactive Positioning
2.14 1,000k 10/1/2005
25 Clarke Capital Management
Millennium
2.15 1,000k 1/1/1998
24 Parizek Capital
Futures Trading Program
2.21 500k 4/1/2000
23 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.29 1,000k 9/1/1997
22 Saxon Investment Corporation
Diversified Program
2.35 3,000k 9/1/1988
21 Clarke Capital Management
Worldwide
2.62 250k 1/1/1996
20 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.65 400k 1/1/1988
19 Crabel Capital Management
Crabel Multi-Product
2.70 1,000k 3/1/1998
18 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
2.78 10,000k 1/1/2001
17 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
3.23 1,000k 3/1/1998
16 Systematic Alpha Management
Systematic Alpha Futures Program
3.37 100k 6/1/2004
15 Trigon Investment Advisors, LLC
Foreign Exchange Program
3.38 5,000k 8/1/2000
14 Parizek Capital
Currency Program
3.64 1,000k 4/1/2006
13 Saxon Investment Corporation
Aggressive Diversified Program
3.79 2,000k 11/1/1993
12 Briarwood Capital Management, Inc.
Diversified Trading Program
3.93 3,000k 7/1/2001
11 M.S. Capital Management
Global Diversified Program
4.30 2,000k 11/1/1998
10 Mobius Asset Management
Custom Trading Program
5.00 100k 1/1/2002
9 Quantitative Investment Management
Quantitative Global Program
5.02 20,000k 10/1/2003
8 Conquest Capital Group
Conquest Macro
5.35 250k 5/1/1999
7 Alee Capital Management, LLC
Mistral Program
5.44 2,500k 1/1/1999
6 Somers Brothers Capital
Diversified Futures Program #1
5.90 100k 1/1/2005
5 Mobius Asset Management
Diversified Program
6.68 250k 3/1/2004
4 Clarke Capital Management
Global Magnum
6.69 100k 8/1/1997
3 Briarwood Capital Management, Inc.
Diversified 2XL
6.69 250k 11/1/2004
2 Jaguar Investments Ltd
Vario Capital Strategy
9.58 1,000k 5/1/2016
1 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
17.18 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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