Systematic Trader Index For June 2007

Monthly Rankings

Rank CTA/Program Jun 2007 Min Inv Inception
145 Emil van Essen
Spread Trading Program
-20.86 5,000k 12/1/2006
144 RAM Management Group
MRTP Aggressive
-7.13 1,000k 2/1/1998
143 Shield Plus LLC
Shield Plus Natural Gas
-5.52 50k 1/1/2004
142 Amplitude Capital International Limited
Dynamic Strategy
-3.79 6/1/2005
141 Quantum Leap Capital Management
Managed Account Program
-3.72 300k 8/1/2006
140 Mobius Asset Management
Custom Trading Program
-3.10 100k 1/1/2002
139 Clarke Capital Management
Jupiter
-3.07 3,000k 5/1/2005
138 Jaguar Investments Ltd
Vario Capital Strategy
-2.90 1,000k 5/1/2016
137 Mobius Asset Management
Energy Weighted Program
-2.26 250k 1/1/2005
136 Superfund Group
Superfund Blue SPC Class A (EUR)
-2.22 50k 4/1/2005
135 Southwest Managed Investments, LLC
Global Diversified
-2.02 200k 1/1/2002
134 Pacific Capital Advisors
Vanguard Program
-1.97 100k 4/1/2007
133 RAM Management Group
RAM MRTP 1X-Conservative
-1.88 1,000k 9/1/1993
132 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.67 200k 11/1/1999
131 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.52 5,000k 10/1/1996
130 Clarke Capital Management
Global Basic
-1.51 50k 2/1/1996
129 Mobius Asset Management
Diversified Program
-1.50 250k 3/1/2004
128 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.32 1,500k 4/1/2006
127 Clarke Capital Management
Global Magnum
-0.94 100k 8/1/1997
126 Manning & Napier
MN Xenon Global Fixed Income Program
-0.89 2,000k 8/1/2004
125 Millburn Corporation
Commodity Program
-0.77 25,000k 3/1/2005
124 Conquest Capital Group
Conquest Macro
-0.74 250k 5/1/1999
123 Alee Capital Management, LLC
Mistral Program
-0.72 2,500k 1/1/1999
122 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.68 5,000k 8/1/2000
121 Rivoli Fund Management
Rivoli International Fund (V9)
-0.64 5,000k 1/1/2002
120 Alder Capital DAC
Alder Global 20
-0.40 2,500k 2/1/2001
119 Mondiale Asset Management
Mondiale Trading Program
-0.40 0k 9/1/1997
118 Covenant Capital Management
Original Program
-0.35 5,000k 9/1/1999
117 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.32 10,000k 1/1/2001
116 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-0.23 1,000k 10/1/2006
115 Quality Capital Management
Global Diversified Programme
-0.22 10,000k 12/1/1995
114 FORT LP
Fort Global Contrarian
-0.14 2,000k 10/1/2002
110 Alder Capital DAC
Alder Global 10
0.00 2,500k 10/1/2000
111 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
0.00 75k 6/1/2007
112 Revolution Capital Management
Alpha Program
0.00 5,000k 6/1/2007
113 Future Trade AG
Thales Swing Trading Programme
0.00 250k 6/1/2007
109 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.08 1,000k 3/1/1998
108 Estlander & Partners
Alpha Trend
0.11 30,000k 10/1/1991
107 Clarke Capital Management
FX Plus
0.13 1,000k 5/1/2004
106 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.16 10,000k 1/1/2007
105 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.21 10,000k 4/1/2004
104 IKOS
The IKOS Hedge Fund
0.25 10,000k 7/1/1998
103 Spectrum Asset Management LLC
Global Diversified
0.30 2,000k 1/1/2001
102 Red Rock Capital, LLC
Systematic Global Macro
0.31 500k 9/1/2003
101 Covenant Capital Management
Aggressive Program
0.45 3,000k 2/1/2004
100 Claughton Capital
Auto-Reactive Positioning
0.46 1,000k 10/1/2005
99 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.49 10,000k 1/1/1991
98 Crescent Bay Capital Management
Premium Stock Index Program
0.60 10k 10/1/2005
97 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.67 100k 1/1/2005
96 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.76 100k 1/1/2000
95 Chesapeake Capital
Diversified (LV)
0.80 100k 2/1/1988
94 FORT LP
Fort Global Diversified
0.97 2,000k 10/1/1993
93 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.98 500k 1/1/2006
92 Witter & Lester, Inc.
Redstone
1.11 500k 9/1/1994
91 Superfund Group
Superfund Green Gold A (SPC)
1.13 5k 10/1/2005
90 Quantitative Investment Management
Quantitative Global Program
1.18 20,000k 10/1/2003
89 Eclipse Capital Management
Global Monetary
1.20 5,000k 8/1/1990
88 Quantica Capital AG
Quantica Managed Futures
1.20 5,000k 1/1/2005
87 Robust Methods LLC
Macro Managed Account
1.38 5,000k 1/1/2005
86 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.39 5,000k 6/1/2006
85 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.41 1,000k 9/1/1997
84 Alee Capital Management, LLC
Poniente Program
1.80 2,500k 1/1/1999
83 Winton Capital Management
Diversified
1.91 50,000k 10/1/1997
82 Molinero Capital Management LLP
Global Markets Program
1.94 2,000k 7/1/2005
81 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.02 1k 10/1/2006
80 Hawksbill Capital Management
Global Diversified
2.05 5,000k 11/1/1988
79 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
2.06 5,000k 1/1/2005
78 Quantmetrics Capital Management LLP
Premier 12V Strategy
2.10 10,000k 4/1/2003
77 Dominion Capital
Sapphire Program
2.12 3,000k 5/1/2005
76 Superfund Group
Superfund Green Gold B (SPC)
2.15 50k 10/1/2005
75 Rhicon Currency Management
Rhicon Systematic Currency Program
2.17 3,000k 1/1/2004
74 Briarwood Capital Management, Inc.
Diversified Trading Program
2.23 3,000k 7/1/2001
73 Altradis Capital AG
AlphAlgo
2.30 100k 5/1/2007
72 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.41 10,000k 3/1/2006
71 Superfund Group
Superfund Green Q-AG
2.45 2k 3/1/1996
70 Transtrend B.V.
DTP – Standard Risk (EUR)
2.47 10,000k 2/1/1999
69 Robinson-Langley Capital Management, LLC
Managed Account Program
2.47 200k 1/1/2007
68 Acorn Global Investments Inc.
Acorn Diversified Program
2.50 10k 7/1/2005
67 Xplor Capital Management, LLC
Global CTA Program
2.52 1,500k 7/1/2004
66 Superfund Group
Superfund Green Gold C (SPC)
2.60 100k 10/1/2005
65 Estlander & Partners
Global Markets
2.62 10,000k 8/1/1999
64 Hyman Beck and Company
Global Portfolio
2.65 1,000k 3/1/1991
63 Systematic Alpha Management
Systematic Alpha Futures Program
2.65 100k 6/1/2004
62 Somers Brothers Capital
Diversified Futures Program #1
2.90 100k 1/1/2005
61 Saxon Investment Corporation
Diversified Program
2.96 3,000k 9/1/1988
60 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
3.04 1,000k 5/1/2006
59 Quantica Capital AG
Quantica Diversified FX
3.20 5,000k 3/1/2007
58 MERIT Alternative Investments GmbH
Futures Portfolio
3.25 2,000k 6/1/1998
57 Arcanum Asset Management
Equity Index Option Program (Prop)
3.33 500k 7/1/2006
56 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.38 10,000k 8/1/2004
55 Mark J. Walsh Company
Standard Program
3.39 2,000k 9/1/1985
54 Millburn Corporation
Diversified Program
3.41 20,000k 2/1/1977
53 Rabar Market Research
Diversified Program
3.41 2,000k 1/1/1989
52 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.43 1,000k 3/1/2003
51 Conquest Capital Group
Conquest Select
3.52 250k 6/1/2004
50 Clarke Capital Management
Worldwide
3.61 250k 1/1/1996
49 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.62 10,000k 8/1/1999
48 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.65 10,000k 1/1/1995
47 Abraham Trading Company
Diversified Program
3.66 10,000k 1/1/1988
46 Superfund Group
Superfund Green GCT USD
3.76 15k 1/1/2000
45 Clarke Capital Management
Millennium
3.94 1,000k 1/1/1998
44 Ancile Capital Management
Global Markets Program
4.11 2,000k 4/1/2005
43 Millburn Corporation
Multi-Markets Program
4.18 25,000k 10/1/2004
42 Northfield Trading
Diversified
4.20 2,000k 7/1/1989
41 Beach Horizon LLP
Managed Account
4.20 5,000k 5/1/2005
40 Crabel Capital Management
Crabel Multi-Product
4.33 1,000k 3/1/1998
39 Dreiss Research Corporation
Diversified Program
4.41 1,000k 5/1/1991
38 Wavefront Global Asset Management
IMFC Global Investment Program
4.44 2,000k 2/1/2007
37 Neural Capital Ltd
Sentinel Trading Program
4.45 2,000k 1/1/2006
36 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
4.47 0k 11/1/1996
35 Revolution Capital Management
Alpha Fund
4.54 50k 1/1/2005
34 Romanesco Capital Management B.V
Persistence Program
4.61 5,000k 9/1/2005
33 EMC Capital Advisors, LLC
Classic
4.70 5,000k 1/1/1985
32 Briarwood Capital Management, Inc.
Diversified 2XL
4.79 250k 11/1/2004
31 Mulvaney Capital Management
The Mulvaney Global Markets Program
4.85 100k 5/1/1999
30 DUNN Capital Management
DUNN Combined Fund (DCF)
4.88 100k 5/1/1989
29 Lynx Asset Management AB
Lynx Program
4.96 75k 5/1/2000
28 Parizek Capital
Currency Program
4.96 1,000k 4/1/2006
27 Saxon Investment Corporation
Aggressive Diversified Program
5.15 2,000k 11/1/1993
26 Eckhardt Trading Company
Evolution Strategies
5.21 20,000k 8/1/1991
25 Welton Investment Partners
Welton Global
5.21 10,000k 6/1/2004
24 NuWave Investment Management, LLC
NuWave Investment Partners LP
5.30 250k 6/1/2001
23 John Locke Investments
Cyril Systematic Program
5.42 8,000k 7/1/2000
22 NuWave Investment Management, LLC
Combined Futures Portfolio
5.52 5,000k 6/1/2001
21 Estlander & Partners
Global XL
5.68 5,000k 8/1/1991
20 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
5.73 500k 12/1/2003
19 Eckhardt Trading Company
Evolution Strategies 1.2X
5.81 10,000k 10/1/1991
18 Witter & Lester, Inc.
Stock Index Futures Trading Program
6.22 400k 1/1/1988
17 Blackwater Capital Management
Global Program
6.67 5,000k 7/1/2005
16 Tactical Investment Management
Tactical Institutional Commodity Program
6.76 10,000k 4/1/1993
15 Superfund Group
Superfund Green L.P. Series A
6.84 5k 10/1/2002
14 Parizek Capital
Futures Trading Program
6.93 500k 4/1/2000
13 M.S. Capital Management
Global Diversified Program
7.23 2,000k 11/1/1998
12 DUNN Capital Management
D'Best Futures Fund, L.P.
7.36 100k 6/1/1994
11 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
7.39 100k 11/1/1984
10 Superfund Group
Superfund Green Master
7.51 2,000k 5/1/2001
9 Keck Capital Management LLC
The Keck Program
7.72 2,000k 12/1/2003
8 Drury Capital
Diversified Trend-Following Program
7.79 5,000k 5/1/1997
7 ISAM
ISAM Systematic Trend Fund
9.05 1,000k 6/1/2001
6 Kinkopf Capital Management
KCM S&P (Proprietary)
9.06 100k 1/1/1999
5 Superfund Group
Superfund Green L.P. Series B
9.77 5k 10/1/2002
4 Heyden & Steindl GmbH
TOMAC2
11.42 5,000k 3/1/2003
3 Kelly Angle Inc.
Genesis Program
12.30 2,000k 4/1/2000
2 Revolution Capital Management
Mosaic Program
13.16 10,000k 10/1/2006
1 Dendrich Ltd
QEP
16.94 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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