Systematic Trader Index For August 2007

Monthly Rankings

Rank CTA/Program Aug 2007 Min Inv Inception
147 Somers Brothers Capital
Diversified Futures Program #1
-27.70 100k 1/1/2005
146 DUNN Capital Management
DUNN Combined Fund (DCF)
-24.39 100k 5/1/1989
145 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-22.63 100k 11/1/1984
144 Estlander & Partners
Global XL
-20.17 5,000k 8/1/1991
143 Xplor Capital Management, LLC
Global CTA Program
-20.02 1,500k 7/1/2004
142 Mulvaney Capital Management
The Mulvaney Global Markets Program
-19.40 100k 5/1/1999
141 Superfund Group
Superfund Green Gold C (SPC)
-17.98 100k 10/1/2005
140 Chesapeake Capital
Diversified (LV)
-16.42 100k 2/1/1988
139 DUNN Capital Management
D'Best Futures Fund, L.P.
-15.78 100k 6/1/1994
138 Superfund Group
Superfund Green Master
-14.70 2,000k 5/1/2001
137 Keck Capital Management LLC
The Keck Program
-14.52 2,000k 12/1/2003
136 Superfund Group
Superfund Green GCT USD
-13.80 15k 1/1/2000
135 Superfund Group
Superfund Green Gold B (SPC)
-13.35 50k 10/1/2005
134 Quantum Leap Capital Management
Managed Account Program
-13.32 300k 8/1/2006
133 NuWave Investment Management, LLC
Combined Futures Portfolio
-11.72 5,000k 6/1/2001
132 NuWave Investment Management, LLC
NuWave Investment Partners LP
-11.38 250k 6/1/2001
131 Kelly Angle Inc.
Genesis Program
-11.05 2,000k 4/1/2000
130 Saxon Investment Corporation
Aggressive Diversified Program
-10.73 2,000k 11/1/1993
129 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-10.56 200k 11/1/1999
128 Tactical Investment Management
Tactical Institutional Commodity Program
-10.49 10,000k 4/1/1993
127 Estlander & Partners
Global Markets
-10.23 10,000k 8/1/1999
126 Covenant Capital Management
Aggressive Program
-9.69 3,000k 2/1/2004
125 Blackwater Capital Management
Global Program
-9.41 5,000k 7/1/2005
124 Millburn Corporation
Diversified Program
-9.31 20,000k 2/1/1977
123 Beach Horizon LLP
Managed Account
-9.28 5,000k 5/1/2005
122 Welton Investment Partners
Welton Global
-9.15 10,000k 6/1/2004
121 Millburn Corporation
Multi-Markets Program
-8.96 25,000k 10/1/2004
120 Superfund Group
Superfund Green Gold A (SPC)
-8.95 5k 10/1/2005
119 Spectrum Asset Management LLC
Global Diversified
-8.94 2,000k 1/1/2001
118 Superfund Group
Superfund Green Q-AG
-8.71 2k 3/1/1996
117 Manning & Napier
MN Xenon Managed Futures (2x) Program
-8.14 5,000k 6/1/2006
116 M.S. Capital Management
Global Diversified Program
-7.91 2,000k 11/1/1998
115 Dendrich Ltd
QEP
-7.40 50k 12/1/2005
114 Clarke Capital Management
Millennium
-7.16 1,000k 1/1/1998
113 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-6.90 75k 6/1/2007
112 Quality Capital Management
Global Diversified Programme
-6.53 10,000k 12/1/1995
111 Alee Capital Management, LLC
Poniente Program
-6.48 2,500k 1/1/1999
110 Hyman Beck and Company
Global Portfolio
-6.35 1,000k 3/1/1991
109 Covenant Capital Management
Original Program
-6.07 5,000k 9/1/1999
108 Estlander & Partners
Alpha Trend
-6.04 30,000k 10/1/1991
107 Saxon Investment Corporation
Diversified Program
-5.93 3,000k 9/1/1988
106 FORT LP
Fort Global Contrarian
-5.87 2,000k 10/1/2002
105 Lynx Asset Management AB
Lynx Program
-5.81 75k 5/1/2000
104 Shield Plus LLC
Shield Plus Natural Gas
-5.67 50k 1/1/2004
103 Ancile Capital Management
Global Markets Program
-5.67 2,000k 4/1/2005
102 Southwest Managed Investments, LLC
Global Diversified
-5.51 200k 1/1/2002
101 Drury Capital
Diversified Trend-Following Program
-5.31 5,000k 5/1/1997
100 ISAM
ISAM Systematic Trend Fund
-5.23 1,000k 6/1/2001
99 Claughton Capital
Auto-Reactive Positioning
-5.19 1,000k 10/1/2005
98 Clarke Capital Management
Jupiter
-5.12 3,000k 5/1/2005
97 FORT LP
Fort Global Diversified
-5.09 2,000k 10/1/1993
96 Red Rock Capital, LLC
Systematic Global Macro
-4.93 500k 9/1/2003
95 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-4.90 1,000k 3/1/2003
94 Quantica Capital AG
Quantica Managed Futures
-4.70 5,000k 1/1/2005
93 Superfund Group
Superfund Green L.P. Series B
-4.66 5k 10/1/2002
92 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-4.51 500k 1/1/2006
91 Robinson-Langley Capital Management, LLC
Managed Account Program
-4.46 200k 1/1/2007
90 Parizek Capital
Futures Trading Program
-4.45 500k 4/1/2000
89 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-3.93 100k 1/1/2005
88 Conquest Capital Group
Conquest Select
-3.83 250k 6/1/2004
87 Abraham Trading Company
Diversified Program
-3.73 10,000k 1/1/1988
86 Wavefront Global Asset Management
IMFC Global Investment Program
-3.72 2,000k 2/1/2007
85 Alee Capital Management, LLC
Mistral Program
-3.71 2,500k 1/1/1999
84 Quantica Capital AG
Quantica Diversified FX
-3.70 5,000k 3/1/2007
83 Clarke Capital Management
Worldwide
-3.57 250k 1/1/1996
82 Dreiss Research Corporation
Diversified Program
-3.39 1,000k 5/1/1991
81 Superfund Group
Superfund Green L.P. Series A
-3.27 5k 10/1/2002
80 Millburn Corporation
Commodity Program
-3.13 25,000k 3/1/2005
79 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.07 1,500k 4/1/2006
78 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-2.92 5,000k 1/1/2005
77 Molinero Capital Management LLP
Global Markets Program
-2.91 2,000k 7/1/2005
76 Manning & Napier
MN Xenon Global Fixed Income Program
-2.90 2,000k 8/1/2004
75 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.90 10,000k 8/1/2004
74 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.77 10,000k 8/1/1999
73 Hawksbill Capital Management
Global Diversified
-2.59 5,000k 11/1/1988
72 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-2.55 10,000k 1/1/2001
71 Mark J. Walsh Company
Standard Program
-2.54 2,000k 9/1/1985
70 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.44 10,000k 1/1/1995
69 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.43 10,000k 1/1/1991
68 Rabar Market Research
Diversified Program
-2.32 2,000k 1/1/1989
67 Robust Methods LLC
Macro Managed Account
-2.28 5,000k 1/1/2005
66 Eclipse Capital Management
Global Monetary
-2.21 5,000k 8/1/1990
65 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.00 10,000k 10/1/1991
64 MERIT Alternative Investments GmbH
Futures Portfolio
-1.97 2,000k 6/1/1998
63 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.93 0k 11/1/1996
62 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.83 5,000k 8/1/2000
61 Eckhardt Trading Company
Evolution Strategies
-1.76 20,000k 8/1/1991
60 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.59 10,000k 2/1/1999
59 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.44 1k 10/1/2006
58 Revolution Capital Management
Alpha Fund
-1.42 50k 1/1/2005
57 EMC Capital Advisors, LLC
Classic
-1.10 5,000k 1/1/1985
56 Winton Capital Management
Diversified
-0.88 50,000k 10/1/1997
55 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.77 100k 1/1/2000
54 Clarke Capital Management
FX Plus
-0.71 1,000k 5/1/2004
53 Northfield Trading
Diversified
-0.70 2,000k 7/1/1989
52 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.63 1,000k 9/1/1997
51 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.61 10,000k 1/1/2007
50 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.43 5,000k 10/1/1996
49 Revolution Capital Management
Alpha Program
-0.42 5,000k 6/1/2007
48 Arcanum Asset Management
Equity Index Option Program (Prop)
-0.33 500k 7/1/2006
47 Clarke Capital Management
Global Basic
-0.27 50k 2/1/1996
46 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.25 10,000k 3/1/2006
45 Witter & Lester, Inc.
Redstone
-0.24 500k 9/1/1994
44 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.14 10,000k 4/1/2004
43 Clarke Capital Management
Global Magnum
-0.14 100k 8/1/1997
42 Rivoli Fund Management
Rivoli International Fund (V9)
-0.11 5,000k 1/1/2002
41 John Locke Investments
Cyril Systematic Program
-0.10 8,000k 7/1/2000
40 Crescent Bay Capital Management
Premium Stock Index Program
-0.10 10k 10/1/2005
39 Mondiale Asset Management
Mondiale Trading Program
-0.04 0k 9/1/1997
38 Briarwood Capital Management, Inc.
Diversified Trading Program
0.18 3,000k 7/1/2001
37 Dominion Capital
Sapphire Program
0.35 3,000k 5/1/2005
36 Briarwood Capital Management, Inc.
Diversified 2XL
0.43 250k 11/1/2004
35 Conquest Capital Group
Conquest Macro
0.53 250k 5/1/1999
34 Altradis Capital AG
AlphAlgo
0.63 100k 5/1/2007
33 Alder Capital DAC
Alder Global 10
0.70 2,500k 10/1/2000
32 Alder Capital DAC
Alder Global 20
1.00 2,500k 2/1/2001
31 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.07 400k 1/1/1988
30 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.11 10,000k 4/1/2003
29 Future Trade AG
Thales Swing Trading Programme
1.13 250k 6/1/2007
28 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.14 1,000k 5/1/2006
27 Romanesco Capital Management B.V
Persistence Program
1.38 5,000k 9/1/2005
26 Mobius Asset Management
Custom Trading Program
1.62 100k 1/1/2002
25 Jaguar Investments Ltd
Vario Capital Strategy
1.77 1,000k 5/1/2016
24 Acorn Global Investments Inc.
Acorn Diversified Program
1.85 10k 7/1/2005
23 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.90 1,000k 3/1/1998
22 Mobius Asset Management
Energy Weighted Program
1.90 250k 1/1/2005
21 AllMountain Capital AG
Mount Denali Global Trends
1.99 160k 7/1/2007
20 Endeavour Capital LLP
Endeavour Pembroke
2.48 2,000k 7/1/2007
19 Neural Capital Ltd
Sentinel Trading Program
2.92 2,000k 1/1/2006
18 IKOS
The IKOS Hedge Fund
3.04 10,000k 7/1/1998
17 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
3.12 1,000k 10/1/2006
16 Rhicon Currency Management
Rhicon Systematic Currency Program
3.23 3,000k 1/1/2004
15 Crabel Capital Management
Crabel Multi-Product
3.58 1,000k 3/1/1998
14 Systematic Alpha Management
Systematic Alpha Futures Program
3.72 100k 6/1/2004
13 Amplitude Capital International Limited
Dynamic Strategy
4.13 6/1/2005
12 Parizek Capital
Currency Program
4.17 1,000k 4/1/2006
11 RAM Management Group
RAM MRTP 1X-Conservative
4.48 1,000k 9/1/1993
10 Superfund Group
Superfund Blue SPC Class A (EUR)
4.77 50k 4/1/2005
9 Pacific Capital Advisors
Vanguard Program
6.08 100k 4/1/2007
8 Quantitative Investment Management
Quantitative Global Program
7.56 20,000k 10/1/2003
7 Heyden & Steindl GmbH
TOMAC2
8.51 5,000k 3/1/2003
6 Mobius Asset Management
Diversified Program
8.99 250k 3/1/2004
5 Kinkopf Capital Management
KCM S&P (Proprietary)
9.10 100k 1/1/1999
4 Revolution Capital Management
Mosaic Program
13.13 10,000k 10/1/2006
3 RAM Management Group
MRTP Aggressive
16.78 1,000k 2/1/1998
2 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
22.86 500k 12/1/2003
1 Emil van Essen
Spread Trading Program
28.01 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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