Systematic Trader Index For December 2007

Monthly Rankings

Rank CTA/Program Dec 2007 Min Inv Inception
158 Parizek Capital
Currency Program
-10.41 1,000k 4/1/2006
157 Clarke Capital Management
FX Plus
-8.11 1,000k 5/1/2004
156 Claughton Capital
Auto-Reactive Positioning
-7.87 1,000k 10/1/2005
155 Neural Capital Ltd
Sentinel Trading Program
-5.73 2,000k 1/1/2006
154 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.55 200k 11/1/1999
153 Systematic Alpha Management
Systematic Alpha Futures Program
-3.52 100k 6/1/2004
152 Shield Plus LLC
Shield Plus Natural Gas
-3.47 50k 1/1/2004
151 Drury Capital
Diversified Trend-Following Program
-3.29 5,000k 5/1/1997
150 Keck Capital Management LLC
The Keck Program
-3.18 2,000k 12/1/2003
149 Emil van Essen
Spread Trading Program
-3.07 5,000k 12/1/2006
148 Northfield Trading
Diversified
-2.70 2,000k 7/1/1989
147 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.64 1k 10/1/2006
146 Alder Capital DAC
Alder Global 20
-2.50 2,500k 2/1/2001
145 Lynx Asset Management AB
Lynx Program
-2.43 75k 5/1/2000
144 Parizek Capital
Futures Trading Program
-2.25 500k 4/1/2000
143 Covenant Capital Management
Aggressive Program
-2.02 3,000k 2/1/2004
142 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.52 10,000k 1/1/1991
141 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.17 500k 1/1/2006
140 Jaguar Investments Ltd
Vario Capital Strategy
-1.11 1,000k 5/1/2016
139 Pacific Capital Advisors
Vanguard Program
-1.03 100k 4/1/2007
138 Alder Capital DAC
Alder Global 10
-1.00 2,500k 10/1/2000
137 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.96 10,000k 1/1/2001
136 Covenant Capital Management
Original Program
-0.90 5,000k 9/1/1999
135 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.78 5,000k 8/1/2000
134 Revolution Capital Management
Mosaic Program
-0.74 10,000k 10/1/2006
133 Quantum Leap Capital Management
Managed Account Program
-0.67 300k 8/1/2006
132 Welton Investment Partners
Welton Global
-0.52 10,000k 6/1/2004
131 Estlander & Partners
Global XL
-0.47 5,000k 8/1/1991
130 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.46 10,000k 4/1/2004
129 Acorn Global Investments Inc.
Acorn Diversified Program
-0.44 10k 7/1/2005
128 MERIT Alternative Investments GmbH
Futures Portfolio
-0.36 2,000k 6/1/1998
127 Robust Methods LLC
Macro Managed Account
-0.31 5,000k 1/1/2005
126 Conquest Capital Group
Conquest Select
-0.30 250k 6/1/2004
125 Blackwater Capital Management
Global Program
-0.29 5,000k 7/1/2005
124 Estlander & Partners
Global Markets
-0.25 10,000k 8/1/1999
123 Manning & Napier
MN Xenon Global Fixed Income Program
-0.17 2,000k 8/1/2004
122 Clarke Capital Management
Worldwide
-0.12 250k 1/1/1996
121 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-0.11 1,000k 5/1/2006
120 Molinero Capital Management LLP
Global Markets Program
-0.10 2,000k 7/1/2005
119 FORT LP
Fort Global Diversified
-0.06 2,000k 10/1/1993
118 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.04 100k 1/1/2005
117 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
116 John Locke Investments
JL Commodity Long Flat Program
0.00 5,000k 12/1/2007
115 Superfund Group
Superfund Blue SPC Class A (Gold)
0.00 50k 12/1/2007
114 Winton Capital Management
Diversified
0.24 50,000k 10/1/1997
113 Future Trade AG
Thales Swing Trading Programme
0.26 250k 6/1/2007
112 Romanesco Capital Management B.V
Persistence Program
0.33 5,000k 9/1/2005
111 Kelly Angle Inc.
Genesis Program
0.37 2,000k 4/1/2000
110 Rivoli Fund Management
Rivoli International Fund (V9)
0.38 5,000k 1/1/2002
109 Revolution Capital Management
Alpha Fund
0.38 50k 1/1/2005
108 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.48 10,000k 4/1/2003
107 Rivoli Fund Management
Rivoli International Fund (MAP)
0.49 5,000k 10/1/1996
106 John Locke Investments
Cyril Systematic Program
0.53 8,000k 7/1/2000
105 Revolution Capital Management
Alpha Program
0.56 5,000k 6/1/2007
104 Quantica Capital AG
Quantica Managed Futures
0.60 5,000k 1/1/2005
103 Clarke Capital Management
Jupiter
0.61 3,000k 5/1/2005
102 FORT LP
Fort Global Contrarian
0.66 2,000k 10/1/2002
101 Mondiale Asset Management
Mondiale Trading Program
0.72 0k 9/1/1997
100 Mobius Asset Management
Diversified Program
0.72 250k 3/1/2004
99 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.79 1,000k 3/1/1998
98 Transtrend B.V.
DTP – Standard Risk (EUR)
0.82 10,000k 2/1/1999
97 Hyman Beck and Company
Global Portfolio
0.82 1,000k 3/1/1991
96 Ion Asset Architecture
Ion Fund Program
0.85 10,000k 11/1/2007
95 Ion Asset Architecture (Fund Program)
Ion Fund
0.86 100k 11/1/2007
94 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.87 100k 1/1/2000
93 Kinkopf Capital Management
KCM S&P (Proprietary)
0.90 100k 1/1/1999
92 Witter & Lester, Inc.
Redstone
0.95 500k 9/1/1994
91 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.96 1,000k 9/1/1997
90 Altradis Capital AG
AlphAlgo
0.99 100k 5/1/2007
89 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.02 5,000k 6/1/2006
88 Quantmetrics Capital Management LLP
Directional 10V Strategy
1.12 10,000k 1/1/2007
87 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.14 10,000k 8/1/2004
86 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.16 1,000k 3/1/2003
85 Estlander & Partners
Alpha Trend
1.19 30,000k 10/1/1991
84 Briarwood Capital Management, Inc.
Diversified Trading Program
1.19 3,000k 7/1/2001
83 Quantitative Investment Management
Quantitative Global Program
1.19 20,000k 10/1/2003
82 Clarke Capital Management
Millennium
1.28 1,000k 1/1/1998
81 EMC Capital Advisors, LLC
Classic
1.30 5,000k 1/1/1985
80 Conquest Capital Group
Conquest Macro
1.30 250k 5/1/1999
79 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.32 10,000k 1/1/1995
78 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.33 1,000k 10/1/2006
77 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.36 10,000k 8/1/1999
76 Robinson-Langley Capital Management, LLC
Managed Account Program
1.37 200k 1/1/2007
75 ISAM
ISAM Systematic Trend Fund
1.50 1,000k 6/1/2001
74 IKOS
The IKOS Hedge Fund
1.53 10,000k 7/1/1998
73 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.58 0k 11/1/1996
72 Quantica Capital AG
Quantica Diversified FX
1.60 5,000k 3/1/2007
71 Millburn Corporation
Diversified Program
1.64 20,000k 2/1/1977
70 Millburn Corporation
Multi-Markets Program
1.76 25,000k 10/1/2004
69 Rabar Market Research
Diversified Program
1.80 2,000k 1/1/1989
68 DUNN Capital Management
D'Best Futures Fund, L.P.
1.85 100k 6/1/1994
67 Xplor Capital Management, LLC
Global CTA Program
1.90 1,500k 7/1/2004
66 Tactical Investment Management
Tactical Institutional Commodity Program
1.91 10,000k 4/1/1993
65 Dominion Capital
Sapphire Program
1.96 3,000k 5/1/2005
64 Eclipse Capital Management
Global Monetary
2.20 5,000k 8/1/1990
63 Wavefront Global Asset Management
IMFC Global Investment Program
2.27 2,000k 2/1/2007
62 Auspice Capital Advisors Ltd
Auspice Diversified Program
2.29 1,500k 4/1/2006
61 Briarwood Capital Management, Inc.
Diversified 2XL
2.45 250k 11/1/2004
60 Southwest Managed Investments, LLC
Global Diversified
2.48 200k 1/1/2002
59 RAM Management Group
RAM MRTP 1X-Conservative
2.48 1,000k 9/1/1993
58 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.49 10,000k 3/1/2006
57 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
2.54 5,000k 1/1/2005
56 NuWave Investment Management, LLC
Combined Futures Portfolio
2.57 5,000k 6/1/2001
55 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.74 250k 6/1/2001
54 Crescent Bay Capital Management
Premium Stock Index Program
2.80 10k 10/1/2005
53 Superfund Group
Superfund Green L.P. Series A
2.82 5k 10/1/2002
52 Non Correlated Capital
Positive Theta Program
2.84 250k 10/1/2007
51 Superfund Group
Superfund Blue SPC Class A (EUR)
3.38 50k 4/1/2005
50 Superfund Group
Superfund Green Q-AG
3.43 2k 3/1/1996
49 Non Correlated Capital
Positive Theta Fund
3.46 50k 10/1/2007
48 Futures Truth Company, FTC-CTA
MS4
3.55 250k 10/1/2007
47 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
3.60 75k 6/1/2007
46 Mark J. Walsh Company
Standard Program
3.66 2,000k 9/1/1985
45 Eckhardt Trading Company
Evolution Strategies
3.76 20,000k 8/1/1991
44 Quality Capital Management
Global Diversified Programme
3.81 10,000k 12/1/1995
43 Hawksbill Capital Management
Global Diversified
3.91 5,000k 11/1/1988
42 Emil van Essen
EvE Systematic Global Opportunities
3.91 1,000k 9/1/2007
41 Red Rock Capital, LLC
Systematic Global Macro
4.00 500k 9/1/2003
40 Crabel Capital Management
Crabel Multi-Product
4.06 1,000k 3/1/1998
39 Mobius Asset Management
Energy Weighted Program
4.11 250k 1/1/2005
38 Eckhardt Trading Company
Evolution Strategies 1.2X
4.18 10,000k 10/1/1991
37 Endeavour Capital LLP
Endeavour Pembroke
4.19 2,000k 7/1/2007
36 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.25 400k 1/1/1988
35 Rho Asset Management
Rho Altius 1XL Program
4.31 5,000k 11/1/2007
34 Auctos Capital Management
Auctos Global Diversified
4.41 3,000k 11/1/2007
33 Commodity Strategies AG
CSAG Active Long Short Commodity Program
4.41 5,000k 10/1/2007
32 Superfund Group
Superfund Green L.P. Series B
4.44 5k 10/1/2002
31 Somers Brothers Capital
Diversified Futures Program #1
4.71 100k 1/1/2005
30 Saxon Investment Corporation
Diversified Program
4.74 3,000k 9/1/1988
29 Rhicon Currency Management
Rhicon Systematic Currency Program
4.78 3,000k 1/1/2004
28 Dreiss Research Corporation
Diversified Program
5.01 1,000k 5/1/1991
27 Superfund Group
Superfund Green GCT USD
5.42 15k 1/1/2000
26 Alee Capital Management, LLC
Mistral Program
5.48 2,500k 1/1/1999
25 Chesapeake Capital
Diversified (LV)
5.52 100k 2/1/1988
24 Millburn Corporation
Commodity Program
5.60 25,000k 3/1/2005
23 Superfund Group
Superfund Green Master
5.79 2,000k 5/1/2001
22 Beach Horizon LLP
Managed Account
5.87 5,000k 5/1/2005
21 RAM Management Group
MRTP Aggressive
5.94 1,000k 2/1/1998
20 AllMountain Capital AG
Mount Denali Global Trends
5.99 160k 7/1/2007
19 Spectrum Asset Management LLC
Global Diversified
5.99 2,000k 1/1/2001
18 Alee Capital Management, LLC
Poniente Program
6.39 2,500k 1/1/1999
17 Amplitude Capital International Limited
Dynamic Strategy
6.44 6/1/2005
16 Abraham Trading Company
Diversified Program
6.47 10,000k 1/1/1988
15 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.55 100k 11/1/1984
14 Arcanum Asset Management
Equity Index Option Program (Prop)
6.67 500k 7/1/2006
13 DUNN Capital Management
DUNN Combined Fund (DCF)
6.83 100k 5/1/1989
12 Mobius Asset Management
Custom Trading Program
7.02 100k 1/1/2002
11 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
7.28 500k 12/1/2003
10 Saxon Investment Corporation
Aggressive Diversified Program
7.84 2,000k 11/1/1993
9 Ancile Capital Management
Global Markets Program
8.21 2,000k 4/1/2005
8 Heyden & Steindl GmbH
TOMAC2
8.44 5,000k 3/1/2003
7 Mulvaney Capital Management
The Mulvaney Global Markets Program
8.47 100k 5/1/1999
6 Clarke Capital Management
Global Magnum
9.50 100k 8/1/1997
5 Superfund Group
Superfund Green Gold A (SPC)
9.75 5k 10/1/2005
4 Superfund Group
Superfund Green Gold B (SPC)
13.02 50k 10/1/2005
3 Superfund Group
Superfund Green Gold C (SPC)
14.07 100k 10/1/2005
2 Clarke Capital Management
Global Basic
18.96 50k 2/1/1996
1 Dendrich Ltd
QEP
29.60 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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