Systematic Trader Index For July 2007

Monthly Rankings

Rank CTA/Program Jul 2007 Min Inv Inception
147 DUNN Capital Management
DUNN Combined Fund (DCF)
-22.01 100k 5/1/1989
146 Superfund Group
Superfund Green Master
-19.67 2,000k 5/1/2001
145 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-17.75 100k 11/1/1984
144 Keck Capital Management LLC
The Keck Program
-16.92 2,000k 12/1/2003
143 Mulvaney Capital Management
The Mulvaney Global Markets Program
-16.89 100k 5/1/1999
142 Dreiss Research Corporation
Diversified Program
-16.70 1,000k 5/1/1991
141 DUNN Capital Management
D'Best Futures Fund, L.P.
-16.50 100k 6/1/1994
140 Kelly Angle Inc.
Genesis Program
-13.49 2,000k 4/1/2000
139 Superfund Group
Superfund Green GCT USD
-13.16 15k 1/1/2000
138 Superfund Group
Superfund Green Gold C (SPC)
-12.56 100k 10/1/2005
137 Xplor Capital Management, LLC
Global CTA Program
-10.56 1,500k 7/1/2004
136 Superfund Group
Superfund Green L.P. Series B
-10.11 5k 10/1/2002
135 Crescent Bay Capital Management
Premium Stock Index Program
-10.10 10k 10/1/2005
134 Emil van Essen
Spread Trading Program
-9.70 5,000k 12/1/2006
133 Clarke Capital Management
FX Plus
-9.69 1,000k 5/1/2004
132 Superfund Group
Superfund Green Gold B (SPC)
-9.06 50k 10/1/2005
131 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-8.48 200k 11/1/1999
130 Chesapeake Capital
Diversified (LV)
-8.30 100k 2/1/1988
129 Spectrum Asset Management LLC
Global Diversified
-7.33 2,000k 1/1/2001
128 EMC Capital Advisors, LLC
Classic
-7.30 5,000k 1/1/1985
127 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-7.20 75k 6/1/2007
126 Wavefront Global Asset Management
IMFC Global Investment Program
-7.01 2,000k 2/1/2007
125 Superfund Group
Superfund Green Q-AG
-6.84 2k 3/1/1996
124 Beach Horizon LLP
Managed Account
-6.78 5,000k 5/1/2005
123 Superfund Group
Superfund Green L.P. Series A
-6.78 5k 10/1/2002
122 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-6.60 500k 12/1/2003
121 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-6.46 0k 11/1/1996
120 Revolution Capital Management
Alpha Program
-6.17 5,000k 6/1/2007
119 ISAM
ISAM Systematic Trend Fund
-6.15 1,000k 6/1/2001
118 Hyman Beck and Company
Global Portfolio
-6.11 1,000k 3/1/1991
117 Superfund Group
Superfund Green Gold A (SPC)
-6.01 5k 10/1/2005
116 Drury Capital
Diversified Trend-Following Program
-5.60 5,000k 5/1/1997
115 Quantica Capital AG
Quantica Managed Futures
-5.40 5,000k 1/1/2005
114 Revolution Capital Management
Alpha Fund
-5.27 50k 1/1/2005
113 Eclipse Capital Management
Global Monetary
-4.99 5,000k 8/1/1990
112 Millburn Corporation
Multi-Markets Program
-4.76 25,000k 10/1/2004
111 Estlander & Partners
Global XL
-4.75 5,000k 8/1/1991
110 Millburn Corporation
Diversified Program
-4.57 20,000k 2/1/1977
109 Ancile Capital Management
Global Markets Program
-4.40 2,000k 4/1/2005
108 FORT LP
Fort Global Contrarian
-4.37 2,000k 10/1/2002
107 Acorn Global Investments Inc.
Acorn Diversified Program
-4.35 10k 7/1/2005
106 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.96 1,000k 3/1/2003
105 FORT LP
Fort Global Diversified
-3.92 2,000k 10/1/1993
104 Somers Brothers Capital
Diversified Futures Program #1
-3.87 100k 1/1/2005
103 Manning & Napier
MN Xenon Managed Futures (2x) Program
-3.66 5,000k 6/1/2006
102 Altradis Capital AG
AlphAlgo
-3.58 100k 5/1/2007
101 Manning & Napier
MN Xenon Global Fixed Income Program
-3.37 2,000k 8/1/2004
100 Dendrich Ltd
QEP
-3.32 50k 12/1/2005
99 Quality Capital Management
Global Diversified Programme
-3.16 10,000k 12/1/1995
98 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.16 1,500k 4/1/2006
97 Rabar Market Research
Diversified Program
-3.10 2,000k 1/1/1989
96 Molinero Capital Management LLP
Global Markets Program
-2.85 2,000k 7/1/2005
95 M.S. Capital Management
Global Diversified Program
-2.85 2,000k 11/1/1998
94 Welton Investment Partners
Welton Global
-2.84 10,000k 6/1/2004
93 Red Rock Capital, LLC
Systematic Global Macro
-2.84 500k 9/1/2003
92 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.75 10,000k 8/1/2004
91 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.70 10,000k 8/1/1999
90 Abraham Trading Company
Diversified Program
-2.54 10,000k 1/1/1988
89 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.50 10,000k 1/1/1995
88 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.48 5,000k 6/1/2001
87 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.39 250k 6/1/2001
86 Estlander & Partners
Global Markets
-2.31 10,000k 8/1/1999
85 Southwest Managed Investments, LLC
Global Diversified
-2.08 200k 1/1/2002
84 IKOS
The IKOS Hedge Fund
-2.06 10,000k 7/1/1998
83 Lynx Asset Management AB
Lynx Program
-1.97 75k 5/1/2000
82 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.96 500k 1/1/2006
81 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.89 1k 10/1/2006
80 Mondiale Asset Management
Mondiale Trading Program
-1.86 0k 9/1/1997
79 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.71 1,000k 9/1/1997
78 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.67 10,000k 2/1/1999
77 Tactical Investment Management
Tactical Institutional Commodity Program
-1.66 10,000k 4/1/1993
76 Winton Capital Management
Diversified
-1.18 50,000k 10/1/1997
75 Estlander & Partners
Alpha Trend
-0.98 30,000k 10/1/1991
74 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.75 5,000k 10/1/1996
73 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.67 10,000k 1/1/2007
72 Clarke Capital Management
Jupiter
-0.66 3,000k 5/1/2005
71 Clarke Capital Management
Global Basic
-0.59 50k 2/1/1996
70 Quantica Capital AG
Quantica Diversified FX
-0.50 5,000k 3/1/2007
69 Mark J. Walsh Company
Standard Program
-0.50 2,000k 9/1/1985
68 Shield Plus LLC
Shield Plus Natural Gas
-0.50 50k 1/1/2004
67 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.43 10,000k 1/1/1991
66 Rivoli Fund Management
Rivoli International Fund (V9)
-0.40 5,000k 1/1/2002
65 Witter & Lester, Inc.
Redstone
-0.34 500k 9/1/1994
64 Claughton Capital
Auto-Reactive Positioning
-0.21 1,000k 10/1/2005
63 Future Trade AG
Thales Swing Trading Programme
-0.13 250k 6/1/2007
62 Millburn Corporation
Commodity Program
-0.11 25,000k 3/1/2005
61 Alder Capital DAC
Alder Global 20
-0.10 2,500k 2/1/2001
60 Conquest Capital Group
Conquest Select
-0.05 250k 6/1/2004
58 AllMountain Capital AG
Mount Denali Global Trends
0.00 160k 7/1/2007
59 Endeavour Capital LLP
Endeavour Pembroke
0.00 2,000k 7/1/2007
57 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.04 10,000k 4/1/2004
56 Alder Capital DAC
Alder Global 10
0.10 2,500k 10/1/2000
55 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.20 5,000k 1/1/2005
54 Blackwater Capital Management
Global Program
0.25 5,000k 7/1/2005
53 Briarwood Capital Management, Inc.
Diversified Trading Program
0.36 3,000k 7/1/2001
52 Systematic Alpha Management
Systematic Alpha Futures Program
0.38 100k 6/1/2004
51 MERIT Alternative Investments GmbH
Futures Portfolio
0.43 2,000k 6/1/1998
50 Clarke Capital Management
Global Magnum
0.52 100k 8/1/1997
49 Mobius Asset Management
Custom Trading Program
0.54 100k 1/1/2002
48 Mobius Asset Management
Diversified Program
0.57 250k 3/1/2004
47 Parizek Capital
Futures Trading Program
0.58 500k 4/1/2000
46 Alee Capital Management, LLC
Poniente Program
0.63 2,500k 1/1/1999
45 Briarwood Capital Management, Inc.
Diversified 2XL
0.67 250k 11/1/2004
44 Jaguar Investments Ltd
Vario Capital Strategy
0.93 1,000k 5/1/2016
43 John Locke Investments
Cyril Systematic Program
0.94 8,000k 7/1/2000
42 Pacific Capital Advisors
Vanguard Program
1.10 100k 4/1/2007
41 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.16 10,000k 3/1/2006
40 Eckhardt Trading Company
Evolution Strategies
1.23 20,000k 8/1/1991
39 Dominion Capital
Sapphire Program
1.28 3,000k 5/1/2005
38 Clarke Capital Management
Millennium
1.42 1,000k 1/1/1998
37 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.44 10,000k 1/1/2001
36 Eckhardt Trading Company
Evolution Strategies 1.2X
1.48 10,000k 10/1/1991
35 Alee Capital Management, LLC
Mistral Program
1.54 2,500k 1/1/1999
34 Superfund Group
Superfund Blue SPC Class A (EUR)
1.55 50k 4/1/2005
33 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.65 10,000k 4/1/2003
32 Trigon Investment Advisors, LLC
Foreign Exchange Program
1.72 5,000k 8/1/2000
31 Rhicon Currency Management
Rhicon Systematic Currency Program
1.91 3,000k 1/1/2004
30 Robust Methods LLC
Macro Managed Account
1.95 5,000k 1/1/2005
29 Covenant Capital Management
Original Program
2.02 5,000k 9/1/1999
28 Quantitative Investment Management
Quantitative Global Program
2.03 20,000k 10/1/2003
27 Robinson-Langley Capital Management, LLC
Managed Account Program
2.21 200k 1/1/2007
26 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.25 1,000k 3/1/1998
25 Kinkopf Capital Management
KCM S&P (Proprietary)
2.41 100k 1/1/1999
24 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
2.54 1,000k 5/1/2006
23 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.84 400k 1/1/1988
22 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
3.08 100k 1/1/2005
21 Northfield Trading
Diversified
3.14 2,000k 7/1/1989
20 Saxon Investment Corporation
Diversified Program
3.58 3,000k 9/1/1988
19 Covenant Capital Management
Aggressive Program
3.66 3,000k 2/1/2004
18 Mobius Asset Management
Energy Weighted Program
3.90 250k 1/1/2005
17 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
3.91 1,000k 10/1/2006
16 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
3.93 100k 1/1/2000
15 Arcanum Asset Management
Equity Index Option Program (Prop)
4.33 500k 7/1/2006
14 RAM Management Group
RAM MRTP 1X-Conservative
4.55 1,000k 9/1/1993
13 Amplitude Capital International Limited
Dynamic Strategy
5.56 6/1/2005
12 Saxon Investment Corporation
Aggressive Diversified Program
6.13 2,000k 11/1/1993
11 Crabel Capital Management
Crabel Multi-Product
6.47 1,000k 3/1/1998
10 Clarke Capital Management
Worldwide
6.48 250k 1/1/1996
9 Quantum Leap Capital Management
Managed Account Program
6.57 300k 8/1/2006
8 Revolution Capital Management
Mosaic Program
6.98 10,000k 10/1/2006
7 Romanesco Capital Management B.V
Persistence Program
10.11 5,000k 9/1/2005
6 Heyden & Steindl GmbH
TOMAC2
10.17 5,000k 3/1/2003
5 Neural Capital Ltd
Sentinel Trading Program
10.46 2,000k 1/1/2006
4 Conquest Capital Group
Conquest Macro
11.55 250k 5/1/1999
3 Hawksbill Capital Management
Global Diversified
11.79 5,000k 11/1/1988
2 RAM Management Group
MRTP Aggressive
13.91 1,000k 2/1/1998
1 Parizek Capital
Currency Program
15.94 1,000k 4/1/2006

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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