Systematic Trader Index For September 2006

Monthly Rankings

Rank CTA/Program Sep 2006 Min Inv Inception
132 Neural Capital Ltd
Sentinel Trading Program
-9.51 2,000k 1/1/2006
131 Hawksbill Capital Management
Global Diversified
-9.35 5,000k 11/1/1988
130 Clarke Capital Management
Global Basic
-8.91 50k 2/1/1996
129 Trigon Investment Advisors, LLC
Foreign Exchange Program
-7.36 5,000k 8/1/2000
128 Rivoli Fund Management
Rivoli International Fund (V9)
-6.19 5,000k 1/1/2002
127 Alder Capital DAC
Alder Global 20
-6.10 2,500k 2/1/2001
126 Clarke Capital Management
Global Magnum
-6.05 100k 8/1/1997
125 Conquest Capital Group
Conquest Macro
-5.95 250k 5/1/1999
124 RAM Management Group
MRTP Aggressive
-5.30 1,000k 2/1/1998
123 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.22 100k 11/1/1984
122 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-4.63 100k 1/1/2000
121 Tactical Investment Management
Tactical Institutional Commodity Program
-4.15 10,000k 4/1/1993
120 Shield Plus LLC
Shield Plus Natural Gas
-4.05 50k 1/1/2004
119 Mark J. Walsh Company
Standard Program
-3.96 2,000k 9/1/1985
118 Estlander & Partners
Alpha Trend
-3.87 30,000k 10/1/1991
117 Clarke Capital Management
Worldwide
-3.76 250k 1/1/1996
116 Quantum Leap Capital Management
Managed Account Program
-3.15 300k 8/1/2006
115 Lynx Asset Management AB
Lynx Program
-3.15 75k 5/1/2000
114 Beach Horizon LLP
Managed Account
-2.99 5,000k 5/1/2005
113 Xplor Capital Management, LLC
Global CTA Program
-2.78 1,500k 7/1/2004
112 Mobius Asset Management
Custom Trading Program
-2.78 100k 1/1/2002
111 Alder Capital DAC
Alder Global 10
-2.70 2,500k 10/1/2000
110 Crabel Capital Management
Crabel Multi-Product
-2.58 1,000k 3/1/1998
109 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.47 100k 5/1/1989
108 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.22 10,000k 10/1/1991
107 Kelly Angle Inc.
Genesis Program
-2.10 2,000k 4/1/2000
106 Mobius Asset Management
Diversified Program
-2.09 250k 3/1/2004
105 Conquest Capital Group
Conquest Select
-2.08 250k 6/1/2004
104 EMC Capital Advisors, LLC
Classic
-2.00 5,000k 1/1/1985
103 Eclipse Capital Management
Global Monetary
-1.84 5,000k 8/1/1990
102 Eckhardt Trading Company
Evolution Strategies
-1.79 20,000k 8/1/1991
101 RAM Management Group
RAM MRTP 1X-Conservative
-1.71 1,000k 9/1/1993
100 Mobius Asset Management
Energy Weighted Program
-1.70 250k 1/1/2005
99 Chesapeake Capital
Diversified (LV)
-1.53 100k 2/1/1988
98 Abraham Trading Company
Diversified Program
-1.51 10,000k 1/1/1988
97 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-1.35 100k 1/1/2005
96 Spectrum Asset Management LLC
Global Diversified
-1.23 2,000k 1/1/2001
95 Rhicon Currency Management
Rhicon Systematic Currency Program
-1.22 3,000k 1/1/2004
94 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-1.20 5,000k 1/1/2005
93 Quantitative Investment Management
Quantitative Global Program
-1.19 20,000k 10/1/2003
92 Claughton Capital
Auto-Reactive Positioning
-1.16 1,000k 10/1/2005
91 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.12 500k 1/1/2006
90 Winton Capital Management
Diversified
-1.10 50,000k 10/1/1997
89 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.96 5,000k 10/1/1996
88 DUNN Capital Management
D'Best Futures Fund, L.P.
-0.90 100k 6/1/1994
87 FORT LP
Fort Global Diversified
-0.85 2,000k 10/1/1993
86 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.82 10,000k 1/1/2001
85 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.80 50k 4/1/2005
84 Robust Methods LLC
Macro Managed Account
-0.74 5,000k 1/1/2005
83 MERIT Alternative Investments GmbH
Futures Portfolio
-0.65 2,000k 6/1/1998
82 Rabar Market Research
Diversified Program
-0.65 2,000k 1/1/1989
81 Parizek Capital
Currency Program
-0.64 1,000k 4/1/2006
80 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-0.63 0k 11/1/1996
79 Clarke Capital Management
FX Plus
-0.62 1,000k 5/1/2004
78 M.S. Capital Management
Global Diversified Program
-0.60 2,000k 11/1/1998
77 IKOS
The IKOS Hedge Fund
-0.47 10,000k 7/1/1998
76 Millburn Corporation
Multi-Markets Program
-0.42 25,000k 10/1/2004
75 Dominion Capital
Sapphire Program
-0.28 3,000k 5/1/2005
74 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.20 10,000k 4/1/2004
73 Hyman Beck and Company
Global Portfolio
-0.04 1,000k 3/1/1991
72 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.00 10,000k 8/1/2004
71 Molinero Capital Management LLP
Global Markets Program
0.03 2,000k 7/1/2005
70 Millburn Corporation
Diversified Program
0.04 20,000k 2/1/1977
69 Red Rock Capital, LLC
Systematic Global Macro
0.06 500k 9/1/2003
68 Transtrend B.V.
DTP – Standard Risk (EUR)
0.07 10,000k 2/1/1999
67 Covenant Capital Management
Original Program
0.08 5,000k 9/1/1999
66 Welton Investment Partners
Welton Global
0.11 10,000k 6/1/2004
65 Estlander & Partners
Global XL
0.12 5,000k 8/1/1991
64 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.12 10,000k 1/1/1995
63 Manning & Napier
MN Xenon Global Fixed Income Program
0.13 2,000k 8/1/2004
62 Witter & Lester, Inc.
Redstone
0.17 500k 9/1/1994
61 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.17 10,000k 8/1/1999
60 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.22 10,000k 4/1/2003
59 Revolution Capital Management
Alpha Fund
0.24 50k 1/1/2005
58 Saxon Investment Corporation
Diversified Program
0.25 3,000k 9/1/1988
57 Estlander & Partners
Global Markets
0.25 10,000k 8/1/1999
56 ISAM
ISAM Systematic Trend Fund
0.26 1,000k 6/1/2001
55 Dreiss Research Corporation
Diversified Program
0.30 1,000k 5/1/1991
54 Alee Capital Management, LLC
Poniente Program
0.32 2,500k 1/1/1999
53 Quality Capital Management
Global Diversified Programme
0.42 10,000k 12/1/1995
52 Millburn Corporation
Commodity Program
0.42 25,000k 3/1/2005
51 FORT LP
Fort Global Contrarian
0.52 2,000k 10/1/2002
50 Mondiale Asset Management
Mondiale Trading Program
0.54 0k 9/1/1997
49 Covenant Capital Management
Aggressive Program
0.65 3,000k 2/1/2004
48 John Locke Investments
Cyril Systematic Program
0.68 8,000k 7/1/2000
47 Saxon Investment Corporation
Aggressive Diversified Program
0.68 2,000k 11/1/1993
46 Quantica Capital AG
Quantica Managed Futures
0.70 5,000k 1/1/2005
45 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.73 1,500k 4/1/2006
44 Manning & Napier
MN Xenon Managed Futures (2x) Program
0.88 5,000k 6/1/2006
43 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.89 1,000k 9/1/1997
42 Drury Capital
Diversified Trend-Following Program
0.91 5,000k 5/1/1997
41 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.98 1,000k 3/1/1998
40 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.99 1,000k 3/1/2003
39 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.00 100k 5/1/1999
38 Blackwater Capital Management
Global Program
1.03 5,000k 7/1/2005
37 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.07 400k 1/1/1988
36 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.11 10,000k 1/1/1991
35 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.35 1,000k 5/1/2006
34 Northfield Trading
Diversified
1.40 2,000k 7/1/1989
33 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.62 10,000k 3/1/2006
32 Superfund Group
Superfund Green Gold A (SPC)
1.69 5k 10/1/2005
31 Crescent Bay Capital Management
Premium Stock Index Program
1.76 10k 10/1/2005
30 Keck Capital Management LLC
The Keck Program
1.82 2,000k 12/1/2003
29 NuWave Investment Management, LLC
Combined Futures Portfolio
1.92 5,000k 6/1/2001
28 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.00 250k 6/1/2001
27 Somers Brothers Capital
Diversified Futures Program #1
2.10 100k 1/1/2005
26 Briarwood Capital Management, Inc.
Diversified Trading Program
2.18 3,000k 7/1/2001
25 Parizek Capital
Futures Trading Program
2.45 500k 4/1/2000
24 Systematic Alpha Management
Systematic Alpha Futures Program
2.61 100k 6/1/2004
23 Arcanum Asset Management
Equity Index Option Program (Prop)
2.67 500k 7/1/2006
22 Acorn Global Investments Inc.
Acorn Diversified Program
2.94 10k 7/1/2005
21 Amplitude Capital International Limited
Dynamic Strategy
3.13 6/1/2005
20 Superfund Group
Superfund Green L.P. Series A
3.20 5k 10/1/2002
19 Ancile Capital Management
Global Markets Program
3.52 2,000k 4/1/2005
18 Southwest Managed Investments, LLC
Global Diversified
3.55 200k 1/1/2002
17 Alee Capital Management, LLC
Mistral Program
3.60 2,500k 1/1/1999
16 Jaguar Investments Ltd
Vario Capital Strategy
4.14 1,000k 5/1/2016
15 Superfund Group
Superfund Green L.P. Series B
4.45 5k 10/1/2002
14 Clarke Capital Management
Jupiter
4.74 3,000k 5/1/2005
13 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
5.29 500k 12/1/2003
12 Superfund Group
Superfund Green Gold B (SPC)
5.33 50k 10/1/2005
11 Briarwood Capital Management, Inc.
Diversified 2XL
5.64 250k 11/1/2004
10 Superfund Group
Superfund Green Q-AG
6.01 2k 3/1/1996
9 Romanesco Capital Management B.V
Persistence Program
6.21 5,000k 9/1/2005
8 Kinkopf Capital Management
KCM S&P (Proprietary)
6.27 100k 1/1/1999
7 Dendrich Ltd
QEP
6.63 50k 12/1/2005
6 Superfund Group
Superfund Green GCT USD
8.73 15k 1/1/2000
5 Clarke Capital Management
Millennium
8.92 1,000k 1/1/1998
4 Superfund Group
Superfund Green Gold C (SPC)
9.15 100k 10/1/2005
3 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
10.86 200k 11/1/1999
2 Superfund Group
Superfund Green Master
11.12 2,000k 5/1/2001
1 Heyden & Steindl GmbH
TOMAC2
20.27 5,000k 3/1/2003

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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