Systematic Trader Index For November 2007

Monthly Rankings

Rank CTA/Program Nov 2007 Min Inv Inception
156 Kinkopf Capital Management
KCM S&P (Proprietary)
-18.51 100k 1/1/1999
155 Xplor Capital Management, LLC
Global CTA Program
-13.63 1,500k 7/1/2004
154 Superfund Group
Superfund Green Gold C (SPC)
-13.09 100k 10/1/2005
153 Superfund Group
Superfund Green Gold B (SPC)
-9.98 50k 10/1/2005
152 Superfund Group
Superfund Green Master
-9.50 2,000k 5/1/2001
151 Witter & Lester, Inc.
Stock Index Futures Trading Program
-8.92 400k 1/1/1988
150 Mulvaney Capital Management
The Mulvaney Global Markets Program
-8.59 100k 5/1/1999
149 Estlander & Partners
Global XL
-8.55 5,000k 8/1/1991
148 Superfund Group
Superfund Green GCT USD
-8.54 15k 1/1/2000
147 Revolution Capital Management
Mosaic Program
-8.37 10,000k 10/1/2006
146 Tactical Investment Management
Tactical Institutional Commodity Program
-7.52 10,000k 4/1/1993
145 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-7.32 75k 6/1/2007
144 Superfund Group
Superfund Green Gold A (SPC)
-7.10 5k 10/1/2005
143 Superfund Group
Superfund Green L.P. Series B
-6.79 5k 10/1/2002
142 Chesapeake Capital
Diversified (LV)
-6.73 100k 2/1/1988
141 Altradis Capital AG
AlphAlgo
-6.22 100k 5/1/2007
140 Rotella Capital Management
Rotella Polaris Program (Diversified)
-5.90 10,000k 1/1/1991
139 Superfund Group
Superfund Green Q-AG
-5.71 2k 3/1/1996
138 Clarke Capital Management
FX Plus
-5.33 1,000k 5/1/2004
137 Hyman Beck and Company
Global Portfolio
-5.00 1,000k 3/1/1991
136 Clarke Capital Management
Jupiter
-4.81 3,000k 5/1/2005
135 Superfund Group
Superfund Green L.P. Series A
-4.69 5k 10/1/2002
134 Mondiale Asset Management
Mondiale Trading Program
-4.12 0k 9/1/1997
133 Estlander & Partners
Global Markets
-4.11 10,000k 8/1/1999
132 Quantica Capital AG
Quantica Diversified FX
-3.90 5,000k 3/1/2007
131 Rabar Market Research
Diversified Program
-3.76 2,000k 1/1/1989
130 Spectrum Asset Management LLC
Global Diversified
-3.58 2,000k 1/1/2001
129 Keck Capital Management LLC
The Keck Program
-3.52 2,000k 12/1/2003
128 FORT LP
Fort Global Contrarian
-3.27 2,000k 10/1/2002
127 Millburn Corporation
Diversified Program
-3.23 20,000k 2/1/1977
126 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-3.22 500k 1/1/2006
125 Dreiss Research Corporation
Diversified Program
-3.17 1,000k 5/1/1991
124 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-2.92 5,000k 10/1/2007
123 Millburn Corporation
Multi-Markets Program
-2.87 25,000k 10/1/2004
122 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.86 10,000k 8/1/2004
121 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.39 10,000k 8/1/1999
120 Beach Horizon LLP
Managed Account
-2.36 5,000k 5/1/2005
119 Eclipse Capital Management
Global Monetary
-2.21 5,000k 8/1/1990
118 Shield Plus LLC
Shield Plus Natural Gas
-2.18 50k 1/1/2004
117 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.16 10,000k 1/1/1995
116 Robust Methods LLC
Macro Managed Account
-2.15 5,000k 1/1/2005
115 AllMountain Capital AG
Mount Denali Global Trends
-2.14 160k 7/1/2007
114 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.13 1,500k 4/1/2006
113 Blackwater Capital Management
Global Program
-1.84 5,000k 7/1/2005
112 Molinero Capital Management LLP
Global Markets Program
-1.78 2,000k 7/1/2005
111 Systematic Alpha Management
Systematic Alpha Futures Program
-1.74 100k 6/1/2004
110 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-1.68 5,000k 1/1/2005
109 Endeavour Capital LLP
Endeavour Pembroke
-1.56 2,000k 7/1/2007
108 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.53 10,000k 2/1/1999
107 Welton Investment Partners
Welton Global
-1.43 10,000k 6/1/2004
106 Wavefront Global Asset Management
IMFC Global Investment Program
-1.25 2,000k 2/1/2007
105 Emil van Essen
EvE Systematic Global Opportunities
-1.10 1,000k 9/1/2007
104 Covenant Capital Management
Original Program
-0.67 5,000k 9/1/1999
103 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.61 10,000k 4/1/2003
102 Estlander & Partners
Alpha Trend
-0.59 30,000k 10/1/1991
101 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.41 10,000k 3/1/2006
100 Red Rock Capital, LLC
Systematic Global Macro
-0.37 500k 9/1/2003
99 EMC Capital Advisors, LLC
Classic
-0.30 5,000k 1/1/1985
98 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.22 1,000k 9/1/1997
97 Witter & Lester, Inc.
Redstone
-0.17 500k 9/1/1994
96 Millburn Corporation
Commodity Program
-0.08 25,000k 3/1/2005
95 Covenant Capital Management
Aggressive Program
-0.03 3,000k 2/1/2004
90 Rho Asset Management
Rho Altius 1XL Program
0.00 5,000k 11/1/2007
91 Auctos Capital Management
Auctos Global Diversified
0.00 3,000k 11/1/2007
92 Ion Asset Architecture
Ion Fund Program
0.00 10,000k 11/1/2007
93 Ion Asset Architecture (Fund Program)
Ion Fund
0.00 100k 11/1/2007
94 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
89 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.01 0k 11/1/1996
88 Briarwood Capital Management, Inc.
Diversified Trading Program
0.40 3,000k 7/1/2001
87 Quality Capital Management
Global Diversified Programme
0.40 10,000k 12/1/1995
86 Mobius Asset Management
Energy Weighted Program
0.42 250k 1/1/2005
85 Southwest Managed Investments, LLC
Global Diversified
0.42 200k 1/1/2002
84 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.44 1k 10/1/2006
83 Conquest Capital Group
Conquest Select
0.52 250k 6/1/2004
82 Somers Brothers Capital
Diversified Futures Program #1
0.58 100k 1/1/2005
81 FORT LP
Fort Global Diversified
0.62 2,000k 10/1/1993
80 MERIT Alternative Investments GmbH
Futures Portfolio
0.64 2,000k 6/1/1998
79 Briarwood Capital Management, Inc.
Diversified 2XL
0.88 250k 11/1/2004
78 Alder Capital DAC
Alder Global 10
0.90 2,500k 10/1/2000
77 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.13 100k 1/1/2000
76 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.14 10,000k 4/1/2004
75 Abraham Trading Company
Diversified Program
1.16 10,000k 1/1/1988
74 Dominion Capital
Sapphire Program
1.19 3,000k 5/1/2005
73 Quantica Capital AG
Quantica Managed Futures
1.20 5,000k 1/1/2005
72 Future Trade AG
Thales Swing Trading Programme
1.22 250k 6/1/2007
71 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.23 1,000k 3/1/1998
70 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.25 10,000k 1/1/2001
69 Revolution Capital Management
Alpha Program
1.39 5,000k 6/1/2007
68 Alder Capital DAC
Alder Global 20
1.40 2,500k 2/1/2001
67 DUNN Capital Management
DUNN Combined Fund (DCF)
1.48 100k 5/1/1989
66 Rivoli Fund Management
Rivoli International Fund (V9)
1.53 5,000k 1/1/2002
65 Jaguar Investments Ltd
Vario Capital Strategy
1.77 1,000k 5/1/2016
64 Neural Capital Ltd
Sentinel Trading Program
1.83 2,000k 1/1/2006
63 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
2.09 1,000k 10/1/2006
62 Ancile Capital Management
Global Markets Program
2.17 2,000k 4/1/2005
61 Rivoli Fund Management
Rivoli International Fund (MAP)
2.23 5,000k 10/1/1996
60 Pacific Capital Advisors
Vanguard Program
2.32 100k 4/1/2007
59 Trigon Investment Advisors, LLC
Foreign Exchange Program
2.33 5,000k 8/1/2000
58 Winton Capital Management
Diversified
2.42 50,000k 10/1/1997
57 DUNN Capital Management
D'Best Futures Fund, L.P.
2.50 100k 6/1/1994
56 Revolution Capital Management
Alpha Fund
2.56 50k 1/1/2005
55 Clarke Capital Management
Worldwide
2.61 250k 1/1/1996
54 Robinson-Langley Capital Management, LLC
Managed Account Program
2.62 200k 1/1/2007
53 IKOS
The IKOS Hedge Fund
2.65 10,000k 7/1/1998
52 Quantmetrics Capital Management LLP
Directional 10V Strategy
2.67 10,000k 1/1/2007
51 Superfund Group
Superfund Blue SPC Class A (EUR)
2.68 50k 4/1/2005
50 Rhicon Currency Management
Rhicon Systematic Currency Program
2.69 3,000k 1/1/2004
49 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.83 1,000k 3/1/2003
48 Lynx Asset Management AB
Lynx Program
2.83 75k 5/1/2000
47 Northfield Trading
Diversified
2.90 2,000k 7/1/1989
46 Clarke Capital Management
Millennium
2.97 1,000k 1/1/1998
45 NuWave Investment Management, LLC
Combined Futures Portfolio
3.04 5,000k 6/1/2001
44 Eckhardt Trading Company
Evolution Strategies
3.06 20,000k 8/1/1991
43 Alee Capital Management, LLC
Mistral Program
3.17 2,500k 1/1/1999
42 NuWave Investment Management, LLC
NuWave Investment Partners LP
3.18 250k 6/1/2001
41 Eckhardt Trading Company
Evolution Strategies 1.2X
3.36 10,000k 10/1/1991
40 Quantitative Investment Management
Quantitative Global Program
3.40 20,000k 10/1/2003
39 ISAM
ISAM Systematic Trend Fund
3.45 1,000k 6/1/2001
38 Drury Capital
Diversified Trend-Following Program
3.56 5,000k 5/1/1997
37 Mobius Asset Management
Diversified Program
3.62 250k 3/1/2004
36 Non Correlated Capital
Positive Theta Fund
3.65 50k 10/1/2007
35 John Locke Investments
Cyril Systematic Program
3.73 8,000k 7/1/2000
34 Manning & Napier
MN Xenon Global Fixed Income Program
3.77 2,000k 8/1/2004
33 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
3.87 200k 11/1/1999
32 Crabel Capital Management
Crabel Multi-Product
3.98 1,000k 3/1/1998
31 RAM Management Group
RAM MRTP 1X-Conservative
4.15 1,000k 9/1/1993
30 Romanesco Capital Management B.V
Persistence Program
4.23 5,000k 9/1/2005
29 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
4.26 1,000k 5/1/2006
28 Dendrich Ltd
QEP
4.39 50k 12/1/2005
27 Non Correlated Capital
Positive Theta Program
4.49 250k 10/1/2007
26 Manning & Napier
MN Xenon Managed Futures (2x) Program
4.68 5,000k 6/1/2006
25 Alee Capital Management, LLC
Poniente Program
4.73 2,500k 1/1/1999
24 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
4.82 100k 1/1/2005
23 Hawksbill Capital Management
Global Diversified
4.86 5,000k 11/1/1988
22 Mobius Asset Management
Custom Trading Program
5.01 100k 1/1/2002
21 Mark J. Walsh Company
Standard Program
5.38 2,000k 9/1/1985
20 Saxon Investment Corporation
Diversified Program
5.48 3,000k 9/1/1988
19 Futures Truth Company, FTC-CTA
MS4
5.48 250k 10/1/2007
18 Crescent Bay Capital Management
Premium Stock Index Program
5.50 10k 10/1/2005
17 Conquest Capital Group
Conquest Macro
6.70 250k 5/1/1999
16 Acorn Global Investments Inc.
Acorn Diversified Program
6.73 10k 7/1/2005
15 Kelly Angle Inc.
Genesis Program
6.75 2,000k 4/1/2000
14 Parizek Capital
Futures Trading Program
6.87 500k 4/1/2000
13 Amplitude Capital International Limited
Dynamic Strategy
7.01 6/1/2005
12 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
7.17 500k 12/1/2003
11 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
7.78 100k 11/1/1984
10 Clarke Capital Management
Global Magnum
7.86 100k 8/1/1997
9 Arcanum Asset Management
Equity Index Option Program (Prop)
8.00 500k 7/1/2006
8 Saxon Investment Corporation
Aggressive Diversified Program
9.06 2,000k 11/1/1993
7 Parizek Capital
Currency Program
9.70 1,000k 4/1/2006
6 Heyden & Steindl GmbH
TOMAC2
11.98 5,000k 3/1/2003
5 Claughton Capital
Auto-Reactive Positioning
12.11 1,000k 10/1/2005
4 RAM Management Group
MRTP Aggressive
14.32 1,000k 2/1/1998
3 Clarke Capital Management
Global Basic
17.81 50k 2/1/1996
2 Emil van Essen
Spread Trading Program
22.94 5,000k 12/1/2006
1 Quantum Leap Capital Management
Managed Account Program
25.29 300k 8/1/2006

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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