Systematic Trader Index For May 2007

Monthly Rankings

Rank CTA/Program May 2007 Min Inv Inception
142 Conquest Capital Group
Conquest Macro
-8.44 250k 5/1/1999
141 Romanesco Capital Management B.V
Persistence Program
-6.23 5,000k 9/1/2005
140 Robinson-Langley Capital Management, LLC
Managed Account Program
-5.52 200k 1/1/2007
139 Parizek Capital
Currency Program
-5.08 1,000k 4/1/2006
138 Somers Brothers Capital
Diversified Futures Program #1
-4.90 100k 1/1/2005
137 Trigon Investment Advisors, LLC
Foreign Exchange Program
-4.35 5,000k 8/1/2000
136 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.21 200k 11/1/1999
135 Quantitative Investment Management
Quantitative Global Program
-3.80 20,000k 10/1/2003
134 Rhicon Currency Management
Rhicon Systematic Currency Program
-3.48 3,000k 1/1/2004
133 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.21 100k 1/1/2000
132 Clarke Capital Management
Millennium
-2.96 1,000k 1/1/1998
131 Quantum Leap Capital Management
Managed Account Program
-2.73 300k 8/1/2006
130 Pacific Capital Advisors
Vanguard Program
-2.72 100k 4/1/2007
129 Crabel Capital Management
Crabel Multi-Product
-2.70 1,000k 3/1/1998
128 Rotella Capital Management
Rotella Orion (Short-Term) Program
-2.63 10,000k 3/1/2006
127 Parizek Capital
Futures Trading Program
-2.59 500k 4/1/2000
126 Dominion Capital
Sapphire Program
-2.14 3,000k 5/1/2005
125 John Locke Investments
Cyril Systematic Program
-2.01 8,000k 7/1/2000
124 Mark J. Walsh Company
Standard Program
-1.42 2,000k 9/1/1985
123 Red Rock Capital, LLC
Systematic Global Macro
-1.24 500k 9/1/2003
122 Mobius Asset Management
Energy Weighted Program
-1.00 250k 1/1/2005
121 Mobius Asset Management
Custom Trading Program
-0.95 100k 1/1/2002
120 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.77 10,000k 1/1/1991
119 Clarke Capital Management
Global Basic
-0.76 50k 2/1/1996
118 Tactical Investment Management
Tactical Institutional Commodity Program
-0.61 10,000k 4/1/1993
117 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.40 50k 4/1/2005
116 Clarke Capital Management
Global Magnum
-0.33 100k 8/1/1997
115 Briarwood Capital Management, Inc.
Diversified 2XL
-0.22 250k 11/1/2004
114 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.22 3,000k 7/1/2001
113 Saxon Investment Corporation
Diversified Program
-0.22 3,000k 9/1/1988
112 Shield Plus LLC
Shield Plus Natural Gas
-0.20 50k 1/1/2004
111 Quality Capital Management
Global Diversified Programme
-0.12 10,000k 12/1/1995
110 Jaguar Investments Ltd
Vario Capital Strategy
-0.10 1,000k 5/1/2016
109 Mobius Asset Management
Diversified Program
-0.05 250k 3/1/2004
108 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.04 10,000k 4/1/2004
107 Altradis Capital AG
AlphAlgo
0.00 100k 5/1/2007
106 Amplitude Capital International Limited
Dynamic Strategy
0.06 6/1/2005
105 Saxon Investment Corporation
Aggressive Diversified Program
0.08 2,000k 11/1/1993
104 Dendrich Ltd
QEP
0.12 50k 12/1/2005
103 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.33 250k 6/1/2001
102 NuWave Investment Management, LLC
Combined Futures Portfolio
0.34 5,000k 6/1/2001
101 Neural Capital Ltd
Sentinel Trading Program
0.42 2,000k 1/1/2006
100 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.44 5,000k 1/1/2005
99 Covenant Capital Management
Original Program
0.49 5,000k 9/1/1999
98 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.51 10,000k 1/1/2001
97 Covenant Capital Management
Aggressive Program
0.60 3,000k 2/1/2004
96 Superfund Group
Superfund Green Gold A (SPC)
0.63 5k 10/1/2005
95 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.68 10,000k 1/1/2007
94 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.71 1,500k 4/1/2006
93 Millburn Corporation
Commodity Program
0.73 25,000k 3/1/2005
92 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.74 10,000k 4/1/2003
91 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.78 500k 1/1/2006
90 MERIT Alternative Investments GmbH
Futures Portfolio
0.95 2,000k 6/1/1998
89 Alee Capital Management, LLC
Poniente Program
0.96 2,500k 1/1/1999
88 Southwest Managed Investments, LLC
Global Diversified
0.97 200k 1/1/2002
87 Witter & Lester, Inc.
Redstone
1.16 500k 9/1/1994
86 Acorn Global Investments Inc.
Acorn Diversified Program
1.33 10k 7/1/2005
85 Mondiale Asset Management
Mondiale Trading Program
1.36 0k 9/1/1997
84 Clarke Capital Management
Worldwide
1.40 250k 1/1/1996
83 Systematic Alpha Management
Systematic Alpha Futures Program
1.55 100k 6/1/2004
82 M.S. Capital Management
Global Diversified Program
1.69 2,000k 11/1/1998
81 IKOS
The IKOS Hedge Fund
1.70 10,000k 7/1/1998
80 Eckhardt Trading Company
Evolution Strategies
1.70 20,000k 8/1/1991
79 FORT LP
Fort Global Contrarian
1.86 2,000k 10/1/2002
78 Rivoli Fund Management
Rivoli International Fund (V9)
2.05 5,000k 1/1/2002
77 Eckhardt Trading Company
Evolution Strategies 1.2X
2.10 10,000k 10/1/1991
76 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.14 1,000k 3/1/1998
75 Alder Capital DAC
Alder Global 10
2.20 2,500k 10/1/2000
74 Spectrum Asset Management LLC
Global Diversified
2.24 2,000k 1/1/2001
73 RAM Management Group
RAM MRTP 1X-Conservative
2.28 1,000k 9/1/1993
72 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.34 1k 10/1/2006
71 Superfund Group
Superfund Green L.P. Series A
2.39 5k 10/1/2002
70 Quantica Capital AG
Quantica Diversified FX
2.50 5,000k 3/1/2007
69 Conquest Capital Group
Conquest Select
2.55 250k 6/1/2004
68 FORT LP
Fort Global Diversified
2.61 2,000k 10/1/1993
67 Manning & Napier
MN Xenon Global Fixed Income Program
2.71 2,000k 8/1/2004
66 Superfund Group
Superfund Green Gold B (SPC)
2.76 50k 10/1/2005
65 Hawksbill Capital Management
Global Diversified
2.77 5,000k 11/1/1988
64 Alee Capital Management, LLC
Mistral Program
2.84 2,500k 1/1/1999
63 Quantica Capital AG
Quantica Managed Futures
2.90 5,000k 1/1/2005
62 Arcanum Asset Management
Equity Index Option Program (Prop)
3.00 500k 7/1/2006
61 Estlander & Partners
Global Markets
3.28 10,000k 8/1/1999
60 Hyman Beck and Company
Global Portfolio
3.35 1,000k 3/1/1991
59 Robust Methods LLC
Macro Managed Account
3.38 5,000k 1/1/2005
58 Drury Capital
Diversified Trend-Following Program
3.39 5,000k 5/1/1997
57 Superfund Group
Superfund Green L.P. Series B
3.41 5k 10/1/2002
56 Superfund Group
Superfund Green Q-AG
3.52 2k 3/1/1996
55 Welton Investment Partners
Welton Global
3.53 10,000k 6/1/2004
54 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.57 1,000k 9/1/1997
53 EMC Capital Advisors, LLC
Classic
3.60 5,000k 1/1/1985
52 Rivoli Fund Management
Rivoli International Fund (MAP)
3.65 5,000k 10/1/1996
51 Estlander & Partners
Alpha Trend
3.78 30,000k 10/1/1991
50 Blackwater Capital Management
Global Program
3.86 5,000k 7/1/2005
49 Alder Capital DAC
Alder Global 20
3.90 2,500k 2/1/2001
48 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
4.05 1,000k 10/1/2006
47 Kinkopf Capital Management
KCM S&P (Proprietary)
4.18 100k 1/1/1999
46 Transtrend B.V.
DTP – Standard Risk (EUR)
4.32 10,000k 2/1/1999
45 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
4.33 1,000k 5/1/2006
44 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.48 400k 1/1/1988
43 Clarke Capital Management
Jupiter
4.65 3,000k 5/1/2005
42 Mulvaney Capital Management
The Mulvaney Global Markets Program
4.70 100k 5/1/1999
41 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
4.87 100k 1/1/2005
40 Abraham Trading Company
Diversified Program
4.96 10,000k 1/1/1988
39 Beach Horizon LLP
Managed Account
4.98 5,000k 5/1/2005
38 Winton Capital Management
Diversified
5.05 50,000k 10/1/1997
37 Heyden & Steindl GmbH
TOMAC2
5.06 5,000k 3/1/2003
36 Superfund Group
Superfund Green Gold C (SPC)
5.12 100k 10/1/2005
35 Xplor Capital Management, LLC
Global CTA Program
5.15 1,500k 7/1/2004
34 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.30 1,000k 3/1/2003
33 Eclipse Capital Management
Global Monetary
5.45 5,000k 8/1/1990
32 Chesapeake Capital
Diversified (LV)
5.48 100k 2/1/1988
31 Molinero Capital Management LLP
Global Markets Program
5.48 2,000k 7/1/2005
30 Wavefront Global Asset Management
IMFC Global Investment Program
5.56 2,000k 2/1/2007
29 Ancile Capital Management
Global Markets Program
5.86 2,000k 4/1/2005
28 Rabar Market Research
Diversified Program
5.88 2,000k 1/1/1989
27 Superfund Group
Superfund Green GCT USD
5.99 15k 1/1/2000
26 Lynx Asset Management AB
Lynx Program
6.09 75k 5/1/2000
25 RAM Management Group
MRTP Aggressive
6.15 1,000k 2/1/1998
24 Claughton Capital
Auto-Reactive Positioning
6.46 1,000k 10/1/2005
23 Millburn Corporation
Multi-Markets Program
6.53 25,000k 10/1/2004
22 ISAM
ISAM Systematic Trend Fund
6.61 1,000k 6/1/2001
21 Revolution Capital Management
Mosaic Program
6.68 10,000k 10/1/2006
20 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
6.75 0k 11/1/1996
19 Clarke Capital Management
FX Plus
6.76 1,000k 5/1/2004
18 Crescent Bay Capital Management
Premium Stock Index Program
6.77 10k 10/1/2005
17 Millburn Corporation
Diversified Program
6.78 20,000k 2/1/1977
16 Estlander & Partners
Global XL
6.79 5,000k 8/1/1991
15 Transtrend B.V.
DTP – Enhanced Risk (USD)
6.84 10,000k 1/1/1995
14 Manning & Napier
MN Xenon Managed Futures (2x) Program
6.91 5,000k 6/1/2006
13 Transtrend B.V.
DTP – Enhanced Risk (JPY)
7.25 10,000k 8/1/2004
12 Transtrend B.V.
DTP – Enhanced Risk (EUR)
7.42 10,000k 8/1/1999
11 Kelly Angle Inc.
Genesis Program
7.47 2,000k 4/1/2000
10 DUNN Capital Management
DUNN Combined Fund (DCF)
7.47 100k 5/1/1989
9 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
8.41 500k 12/1/2003
8 Superfund Group
Superfund Green Master
8.98 2,000k 5/1/2001
7 Dreiss Research Corporation
Diversified Program
9.10 1,000k 5/1/1991
6 Northfield Trading
Diversified
9.10 2,000k 7/1/1989
5 DUNN Capital Management
D'Best Futures Fund, L.P.
11.28 100k 6/1/1994
4 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
11.77 100k 11/1/1984
3 Revolution Capital Management
Alpha Fund
12.82 50k 1/1/2005
2 Keck Capital Management LLC
The Keck Program
12.98 2,000k 12/1/2003
1 Emil van Essen
Spread Trading Program
15.83 5,000k 12/1/2006

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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