Systematic Trader Index For June 2006

Monthly Rankings

Rank CTA/Program Jun 2006 Min Inv Inception
130 RAM Management Group
MRTP Aggressive
-22.62 1,000k 2/1/1998
129 Mark J. Walsh Company
Standard Program
-10.21 2,000k 9/1/1985
128 Kelly Angle Inc.
Genesis Program
-9.34 2,000k 4/1/2000
127 Superfund Group
Superfund Green Gold C (SPC)
-8.70 100k 10/1/2005
126 John Locke Investments
Cyril Systematic Program
-7.85 8,000k 7/1/2000
125 Superfund Group
Superfund Green Gold B (SPC)
-7.78 50k 10/1/2005
124 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.25 100k 5/1/1989
123 RAM Management Group
RAM MRTP 1X-Conservative
-7.24 1,000k 9/1/1993
122 Superfund Group
Superfund Green Gold A (SPC)
-7.02 5k 10/1/2005
121 Clarke Capital Management
Jupiter
-6.85 3,000k 5/1/2005
120 M.S. Capital Management
Global Diversified Program
-6.60 2,000k 11/1/1998
119 Clarke Capital Management
FX Plus
-6.47 1,000k 5/1/2004
118 Southwest Managed Investments, LLC
Global Diversified
-6.14 200k 1/1/2002
117 Mulvaney Capital Management
The Mulvaney Global Markets Program
-6.10 100k 5/1/1999
116 Superfund Group
Superfund Green Master
-5.99 2,000k 5/1/2001
115 Estlander & Partners
Global XL
-5.88 5,000k 8/1/1991
114 Welton Investment Partners
Welton Global
-5.76 10,000k 6/1/2004
113 Clarke Capital Management
Worldwide
-5.39 250k 1/1/1996
112 Parizek Capital
Futures Trading Program
-5.23 500k 4/1/2000
111 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.21 100k 6/1/1994
110 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-5.07 100k 1/1/2005
109 Estlander & Partners
Alpha Trend
-5.05 30,000k 10/1/1991
108 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-4.63 100k 1/1/2000
107 Heyden & Steindl GmbH
TOMAC2
-4.52 5,000k 3/1/2003
106 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.40 200k 11/1/1999
105 Acorn Global Investments Inc.
Acorn Diversified Program
-4.32 10k 7/1/2005
104 Conquest Capital Group
Conquest Select
-4.08 250k 6/1/2004
103 Clarke Capital Management
Global Magnum
-4.02 100k 8/1/1997
102 Xplor Capital Management, LLC
Global CTA Program
-4.01 1,500k 7/1/2004
101 Rabar Market Research
Diversified Program
-3.94 2,000k 1/1/1989
100 Beach Horizon LLP
Managed Account
-3.75 5,000k 5/1/2005
99 Revolution Capital Management
Alpha Fund
-3.71 50k 1/1/2005
98 Superfund Group
Superfund Green GCT USD
-3.70 15k 1/1/2000
97 Clarke Capital Management
Millennium
-3.62 1,000k 1/1/1998
96 ISAM
ISAM Systematic Trend Fund
-3.42 1,000k 6/1/2001
95 Quantica Capital AG
Quantica Managed Futures
-3.40 5,000k 1/1/2005
94 Saxon Investment Corporation
Aggressive Diversified Program
-3.20 2,000k 11/1/1993
93 Northfield Trading
Diversified
-3.20 2,000k 7/1/1989
92 Mobius Asset Management
Custom Trading Program
-3.06 100k 1/1/2002
91 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.93 1,500k 4/1/2006
90 Estlander & Partners
Global Markets
-2.92 10,000k 8/1/1999
89 Clarke Capital Management
Global Basic
-2.80 50k 2/1/1996
88 Dreiss Research Corporation
Diversified Program
-2.80 1,000k 5/1/1991
87 Millburn Corporation
Commodity Program
-2.80 25,000k 3/1/2005
86 Alee Capital Management, LLC
Poniente Program
-2.73 2,500k 1/1/1999
85 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.68 10,000k 1/1/1991
84 Tactical Investment Management
Tactical Institutional Commodity Program
-2.61 10,000k 4/1/1993
83 EMC Capital Advisors, LLC
Classic
-2.40 5,000k 1/1/1985
82 Abraham Trading Company
Diversified Program
-2.32 10,000k 1/1/1988
81 Quantitative Investment Management
Quantitative Global Program
-2.31 20,000k 10/1/2003
80 Briarwood Capital Management, Inc.
Diversified 2XL
-2.29 250k 11/1/2004
79 W.G. Wealth Guardian Ltd.
SAFI2 Program
-2.19 1,000k 9/1/1997
78 Superfund Group
Superfund Green Q-AG
-2.14 2k 3/1/1996
77 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.09 0k 11/1/1996
76 Red Rock Capital, LLC
Systematic Global Macro
-2.07 500k 9/1/2003
75 Lynx Asset Management AB
Lynx Program
-2.07 75k 5/1/2000
74 Conquest Capital Group
Conquest Macro
-2.03 250k 5/1/1999
73 Hawksbill Capital Management
Global Diversified
-1.99 5,000k 11/1/1988
72 Saxon Investment Corporation
Diversified Program
-1.87 3,000k 9/1/1988
71 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.65 5,000k 8/1/2000
70 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.63 100k 11/1/1984
69 Hyman Beck and Company
Global Portfolio
-1.62 1,000k 3/1/1991
68 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-1.56 10,000k 8/1/2004
67 Robust Methods LLC
Macro Managed Account
-1.54 5,000k 1/1/2005
66 Millburn Corporation
Diversified Program
-1.54 20,000k 2/1/1977
65 Millburn Corporation
Multi-Markets Program
-1.51 25,000k 10/1/2004
64 Somers Brothers Capital
Diversified Futures Program #1
-1.50 100k 1/1/2005
63 Alee Capital Management, LLC
Mistral Program
-1.48 2,500k 1/1/1999
62 Mobius Asset Management
Diversified Program
-1.43 250k 3/1/2004
61 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.41 3,000k 7/1/2001
60 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.37 10,000k 8/1/1999
59 Drury Capital
Diversified Trend-Following Program
-1.28 5,000k 5/1/1997
58 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.26 10,000k 1/1/1995
57 Claughton Capital
Auto-Reactive Positioning
-1.25 1,000k 10/1/2005
56 Covenant Capital Management
Original Program
-1.22 5,000k 9/1/1999
55 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.20 500k 1/1/2006
54 NuWave Investment Management, LLC
Combined Futures Portfolio
-1.18 5,000k 6/1/2001
53 Winton Capital Management
Diversified
-1.17 50,000k 10/1/1997
52 Superfund Group
Superfund Blue SPC Class A (EUR)
-1.15 50k 4/1/2005
51 NuWave Investment Management, LLC
NuWave Investment Partners LP
-1.07 250k 6/1/2001
50 Covenant Capital Management
Aggressive Program
-0.92 3,000k 2/1/2004
49 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.90 10,000k 2/1/1999
48 Jaguar Investments Ltd
Vario Capital Strategy
-0.86 1,000k 5/1/2016
47 Chesapeake Capital
Diversified (LV)
-0.74 100k 2/1/1988
46 MERIT Alternative Investments GmbH
Futures Portfolio
-0.61 2,000k 6/1/1998
45 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.59 10,000k 1/1/2001
44 Shield Plus LLC
Shield Plus Natural Gas
-0.49 50k 1/1/2004
43 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-0.47 5,000k 1/1/2005
42 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.37 10,000k 3/1/2006
41 Superfund Group
Superfund Green L.P. Series A
-0.33 5k 10/1/2002
40 Dominion Capital
Sapphire Program
-0.31 3,000k 5/1/2005
39 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.27 5,000k 10/1/1996
38 Spectrum Asset Management LLC
Global Diversified
-0.22 2,000k 1/1/2001
37 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.17 10,000k 4/1/2004
36 Quality Capital Management
Global Diversified Programme
-0.13 10,000k 12/1/1995
35 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.09 100k 1/1/1999
34 Manning & Napier
MN Xenon Managed Futures (2x) Program
0.00 5,000k 6/1/2006
33 IKOS
The IKOS Hedge Fund
0.15 10,000k 7/1/1998
32 FORT LP
Fort Global Diversified
0.19 2,000k 10/1/1993
31 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.20 400k 1/1/1988
30 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.28 1,000k 3/1/2003
29 Superfund Group
Superfund Green L.P. Series B
0.29 5k 10/1/2002
28 Molinero Capital Management LLP
Global Markets Program
0.30 2,000k 7/1/2005
27 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.51 1,000k 3/1/1998
26 Crabel Capital Management
Crabel Multi-Product
0.55 1,000k 3/1/1998
25 Witter & Lester, Inc.
Redstone
0.59 500k 9/1/1994
24 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.64 10,000k 4/1/2003
23 Systematic Alpha Management
Systematic Alpha Futures Program
0.80 100k 6/1/2004
22 Eclipse Capital Management
Global Monetary
0.84 5,000k 8/1/1990
21 FORT LP
Fort Global Contrarian
0.98 2,000k 10/1/2002
20 Manning & Napier
MN Xenon Global Fixed Income Program
1.23 2,000k 8/1/2004
19 Blackwater Capital Management
Global Program
1.35 5,000k 7/1/2005
18 Ancile Capital Management
Global Markets Program
1.38 2,000k 4/1/2005
17 Amplitude Capital International Limited
Dynamic Strategy
1.44 6/1/2005
16 Alder Capital DAC
Alder Global 10
1.60 2,500k 10/1/2000
15 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
1.82 500k 12/1/2003
14 Eckhardt Trading Company
Evolution Strategies
1.83 20,000k 8/1/1991
13 Rhicon Currency Management
Rhicon Systematic Currency Program
2.05 3,000k 1/1/2004
12 Eckhardt Trading Company
Evolution Strategies 1.2X
2.06 10,000k 10/1/1991
11 Mondiale Asset Management
Mondiale Trading Program
2.22 0k 9/1/1997
10 Keck Capital Management LLC
The Keck Program
2.39 2,000k 12/1/2003
9 Crescent Bay Capital Management
Premium Stock Index Program
2.41 10k 10/1/2005
8 Rivoli Fund Management
Rivoli International Fund (V9)
2.48 5,000k 1/1/2002
7 Parizek Capital
Currency Program
3.01 1,000k 4/1/2006
6 Alder Capital DAC
Alder Global 20
3.10 2,500k 2/1/2001
5 Mobius Asset Management
Energy Weighted Program
4.48 250k 1/1/2005
4 Romanesco Capital Management B.V
Persistence Program
4.55 5,000k 9/1/2005
3 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
4.63 1,000k 5/1/2006
2 Neural Capital Ltd
Sentinel Trading Program
6.72 2,000k 1/1/2006
1 Dendrich Ltd
QEP
12.91 50k 12/1/2005

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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