Systematic Trader Index For August 2006

Monthly Rankings

Rank CTA/Program Aug 2006 Min Inv Inception
132 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.76 100k 11/1/1984
131 Parizek Capital
Currency Program
-7.15 1,000k 4/1/2006
130 Amplitude Capital International Limited
Dynamic Strategy
-7.10 6/1/2005
129 Conquest Capital Group
Conquest Macro
-5.05 250k 5/1/1999
128 Rivoli Fund Management
Rivoli International Fund (MAP)
-4.96 5,000k 10/1/1996
127 Chesapeake Capital
Diversified (LV)
-4.66 100k 2/1/1988
126 Crabel Capital Management
Crabel Multi-Product
-4.43 1,000k 3/1/1998
125 Keck Capital Management LLC
The Keck Program
-3.87 2,000k 12/1/2003
124 Mobius Asset Management
Energy Weighted Program
-3.40 250k 1/1/2005
123 Romanesco Capital Management B.V
Persistence Program
-3.26 5,000k 9/1/2005
122 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.22 100k 5/1/1989
121 Ancile Capital Management
Global Markets Program
-3.08 2,000k 4/1/2005
120 Clarke Capital Management
Worldwide
-3.03 250k 1/1/1996
119 Mobius Asset Management
Diversified Program
-2.95 250k 3/1/2004
118 DUNN Capital Management
D'Best Futures Fund, L.P.
-2.79 100k 6/1/1994
117 Superfund Group
Superfund Green Gold B (SPC)
-2.71 50k 10/1/2005
116 Superfund Group
Superfund Green Gold C (SPC)
-2.66 100k 10/1/2005
115 Superfund Group
Superfund Green Gold A (SPC)
-2.57 5k 10/1/2005
114 Rivoli Fund Management
Rivoli International Fund (V9)
-2.53 5,000k 1/1/2002
113 Red Rock Capital, LLC
Systematic Global Macro
-2.49 500k 9/1/2003
112 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.41 0k 11/1/1996
111 Clarke Capital Management
Millennium
-2.38 1,000k 1/1/1998
110 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-2.25 10,000k 1/1/2001
109 Superfund Group
Superfund Blue SPC Class A (EUR)
-2.24 50k 4/1/2005
108 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.00 5,000k 8/1/2000
107 Mobius Asset Management
Custom Trading Program
-1.94 100k 1/1/2002
106 Clarke Capital Management
Global Magnum
-1.85 100k 8/1/1997
105 Superfund Group
Superfund Green GCT USD
-1.73 15k 1/1/2000
104 Rhicon Currency Management
Rhicon Systematic Currency Program
-1.71 3,000k 1/1/2004
103 Saxon Investment Corporation
Aggressive Diversified Program
-1.54 2,000k 11/1/1993
102 Millburn Corporation
Multi-Markets Program
-1.51 25,000k 10/1/2004
101 Spectrum Asset Management LLC
Global Diversified
-1.50 2,000k 1/1/2001
100 Millburn Corporation
Commodity Program
-1.50 25,000k 3/1/2005
99 Shield Plus LLC
Shield Plus Natural Gas
-1.42 50k 1/1/2004
98 Parizek Capital
Futures Trading Program
-1.27 500k 4/1/2000
97 Dreiss Research Corporation
Diversified Program
-1.25 1,000k 5/1/1991
96 Dominion Capital
Sapphire Program
-1.24 3,000k 5/1/2005
95 Drury Capital
Diversified Trend-Following Program
-1.22 5,000k 5/1/1997
94 Heyden & Steindl GmbH
TOMAC2
-1.17 5,000k 3/1/2003
93 Superfund Group
Superfund Green Master
-1.14 2,000k 5/1/2001
92 Clarke Capital Management
Global Basic
-1.08 50k 2/1/1996
91 Saxon Investment Corporation
Diversified Program
-1.06 3,000k 9/1/1988
90 Millburn Corporation
Diversified Program
-0.97 20,000k 2/1/1977
89 Acorn Global Investments Inc.
Acorn Diversified Program
-0.86 10k 7/1/2005
88 Briarwood Capital Management, Inc.
Diversified 2XL
-0.75 250k 11/1/2004
87 IKOS
The IKOS Hedge Fund
-0.73 10,000k 7/1/1998
86 Blackwater Capital Management
Global Program
-0.60 5,000k 7/1/2005
85 Quality Capital Management
Global Diversified Programme
-0.45 10,000k 12/1/1995
84 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.43 1,000k 9/1/1997
83 Jaguar Investments Ltd
Vario Capital Strategy
-0.37 1,000k 5/1/2016
82 Manning & Napier
MN Xenon Global Fixed Income Program
-0.36 2,000k 8/1/2004
81 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.33 3,000k 7/1/2001
80 Eclipse Capital Management
Global Monetary
-0.21 5,000k 8/1/1990
79 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.20 10,000k 4/1/2004
78 Superfund Group
Superfund Green Q-AG
-0.18 2k 3/1/1996
77 Clarke Capital Management
Jupiter
-0.16 3,000k 5/1/2005
76 Alee Capital Management, LLC
Mistral Program
-0.11 2,500k 1/1/1999
75 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-0.06 200k 11/1/1999
74 Quantitative Investment Management
Quantitative Global Program
-0.02 20,000k 10/1/2003
73 Mondiale Asset Management
Mondiale Trading Program
-0.01 0k 9/1/1997
72 Quantum Leap Capital Management
Managed Account Program
0.00 300k 8/1/2006
71 Manning & Napier
MN Xenon Managed Futures (2x) Program
0.02 5,000k 6/1/2006
70 RAM Management Group
RAM MRTP 1X-Conservative
0.21 1,000k 9/1/1993
69 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.32 10,000k 4/1/2003
68 Covenant Capital Management
Original Program
0.32 5,000k 9/1/1999
67 MERIT Alternative Investments GmbH
Futures Portfolio
0.37 2,000k 6/1/1998
66 Xplor Capital Management, LLC
Global CTA Program
0.37 1,500k 7/1/2004
65 Superfund Group
Superfund Green L.P. Series A
0.38 5k 10/1/2002
64 Covenant Capital Management
Aggressive Program
0.40 3,000k 2/1/2004
63 Systematic Alpha Management
Systematic Alpha Futures Program
0.43 100k 6/1/2004
62 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.49 10,000k 3/1/2006
61 Witter & Lester, Inc.
Redstone
0.50 500k 9/1/1994
60 Robust Methods LLC
Macro Managed Account
0.52 5,000k 1/1/2005
59 Superfund Group
Superfund Green L.P. Series B
0.55 5k 10/1/2002
58 Alee Capital Management, LLC
Poniente Program
0.65 2,500k 1/1/1999
57 Mark J. Walsh Company
Standard Program
0.66 2,000k 9/1/1985
56 Hyman Beck and Company
Global Portfolio
0.72 1,000k 3/1/1991
55 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.76 10,000k 1/1/1991
54 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.89 1,000k 3/1/2003
53 Beach Horizon LLP
Managed Account
0.98 5,000k 5/1/2005
52 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.05 1,000k 5/1/2006
51 M.S. Capital Management
Global Diversified Program
1.05 2,000k 11/1/1998
50 Conquest Capital Group
Conquest Select
1.12 250k 6/1/2004
49 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
1.19 5,000k 1/1/2005
48 John Locke Investments
Cyril Systematic Program
1.22 8,000k 7/1/2000
47 EMC Capital Advisors, LLC
Classic
1.30 5,000k 1/1/1985
46 RAM Management Group
MRTP Aggressive
1.45 1,000k 2/1/1998
45 ISAM
ISAM Systematic Trend Fund
1.48 1,000k 6/1/2001
44 Northfield Trading
Diversified
1.50 2,000k 7/1/1989
43 Southwest Managed Investments, LLC
Global Diversified
1.57 200k 1/1/2002
42 Quantica Capital AG
Quantica Managed Futures
1.60 5,000k 1/1/2005
41 Eckhardt Trading Company
Evolution Strategies
1.86 20,000k 8/1/1991
40 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.95 100k 5/1/1999
39 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.95 100k 1/1/2000
38 Rabar Market Research
Diversified Program
2.07 2,000k 1/1/1989
37 Eckhardt Trading Company
Evolution Strategies 1.2X
2.09 10,000k 10/1/1991
36 Hawksbill Capital Management
Global Diversified
2.14 5,000k 11/1/1988
35 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
2.29 500k 1/1/2006
34 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.44 400k 1/1/1988
33 Molinero Capital Management LLP
Global Markets Program
2.64 2,000k 7/1/2005
32 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.67 1,000k 3/1/1998
31 NuWave Investment Management, LLC
Combined Futures Portfolio
2.68 5,000k 6/1/2001
30 Abraham Trading Company
Diversified Program
2.72 10,000k 1/1/1988
29 Auspice Capital Advisors Ltd
Auspice Diversified Program
2.73 1,500k 4/1/2006
28 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.80 250k 6/1/2001
27 Revolution Capital Management
Alpha Fund
2.81 50k 1/1/2005
26 Transtrend B.V.
DTP – Standard Risk (EUR)
2.88 10,000k 2/1/1999
25 Neural Capital Ltd
Sentinel Trading Program
3.06 2,000k 1/1/2006
24 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
3.08 500k 12/1/2003
23 Alder Capital DAC
Alder Global 10
3.40 2,500k 10/1/2000
22 Arcanum Asset Management
Equity Index Option Program (Prop)
3.67 500k 7/1/2006
21 Estlander & Partners
Alpha Trend
3.70 30,000k 10/1/1991
20 Crescent Bay Capital Management
Premium Stock Index Program
3.82 10k 10/1/2005
19 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
3.83 100k 1/1/2005
18 Lynx Asset Management AB
Lynx Program
3.97 75k 5/1/2000
17 Somers Brothers Capital
Diversified Futures Program #1
4.10 100k 1/1/2005
16 Clarke Capital Management
FX Plus
4.24 1,000k 5/1/2004
15 Tactical Investment Management
Tactical Institutional Commodity Program
4.52 10,000k 4/1/1993
14 Winton Capital Management
Diversified
4.54 50,000k 10/1/1997
13 FORT LP
Fort Global Contrarian
4.63 2,000k 10/1/2002
12 Claughton Capital
Auto-Reactive Positioning
4.66 1,000k 10/1/2005
11 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.72 10,000k 1/1/1995
10 FORT LP
Fort Global Diversified
4.76 2,000k 10/1/1993
9 Estlander & Partners
Global Markets
4.84 10,000k 8/1/1999
8 Transtrend B.V.
DTP – Enhanced Risk (EUR)
4.86 10,000k 8/1/1999
7 Transtrend B.V.
DTP – Enhanced Risk (JPY)
4.86 10,000k 8/1/2004
6 Welton Investment Partners
Welton Global
4.90 10,000k 6/1/2004
5 Kelly Angle Inc.
Genesis Program
6.21 2,000k 4/1/2000
4 Alder Capital DAC
Alder Global 20
7.80 2,500k 2/1/2001
3 Kinkopf Capital Management
KCM S&P (Proprietary)
9.01 100k 1/1/1999
2 Estlander & Partners
Global XL
9.43 5,000k 8/1/1991
1 Dendrich Ltd
QEP
32.78 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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