Systematic Trader Index For September 2007

Monthly Rankings

Rank CTA/Program Sep 2007 Min Inv Inception
148 Emil van Essen
Spread Trading Program
-25.28 5,000k 12/1/2006
147 Kinkopf Capital Management
KCM S&P (Proprietary)
-5.89 100k 1/1/1999
146 Parizek Capital
Currency Program
-5.32 1,000k 4/1/2006
145 Rhicon Currency Management
Rhicon Systematic Currency Program
-1.86 3,000k 1/1/2004
144 Shield Plus LLC
Shield Plus Natural Gas
-1.11 50k 1/1/2004
143 Dominion Capital
Sapphire Program
-0.56 3,000k 5/1/2005
142 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.48 50k 4/1/2005
141 Systematic Alpha Management
Systematic Alpha Futures Program
-0.42 100k 6/1/2004
140 Heyden & Steindl GmbH
TOMAC2
-0.15 5,000k 3/1/2003
138 Emil van Essen
EvE Systematic Global Opportunities
0.00 1,000k 9/1/2007
139 Ancile Capital Management
Global Markets Program
0.00 2,000k 4/1/2005
137 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.07 1,000k 5/1/2006
136 Hyman Beck and Company
Global Portfolio
0.12 1,000k 3/1/1991
135 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.16 10,000k 4/1/2003
134 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
0.55 500k 12/1/2003
133 Mondiale Asset Management
Mondiale Trading Program
0.76 0k 9/1/1997
132 Quantitative Investment Management
Quantitative Global Program
1.04 20,000k 10/1/2003
131 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.24 400k 1/1/1988
130 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.27 1,000k 3/1/1998
129 Witter & Lester, Inc.
Redstone
1.42 500k 9/1/1994
128 AllMountain Capital AG
Mount Denali Global Trends
1.50 160k 7/1/2007
127 ISAM
ISAM Systematic Trend Fund
1.56 1,000k 6/1/2001
126 Quantmetrics Capital Management LLP
Directional 10V Strategy
1.87 10,000k 1/1/2007
125 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.98 10,000k 1/1/2001
124 Briarwood Capital Management, Inc.
Diversified Trading Program
2.05 3,000k 7/1/2001
123 Crabel Capital Management
Crabel Multi-Product
2.12 1,000k 3/1/1998
122 Pacific Capital Advisors
Vanguard Program
2.18 100k 4/1/2007
121 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
2.19 1,000k 10/1/2006
120 Alder Capital DAC
Alder Global 10
2.20 2,500k 10/1/2000
119 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.20 250k 6/1/2001
118 NuWave Investment Management, LLC
Combined Futures Portfolio
2.44 5,000k 6/1/2001
117 FORT LP
Fort Global Diversified
2.55 2,000k 10/1/1993
116 IKOS
The IKOS Hedge Fund
2.67 10,000k 7/1/1998
115 Trigon Investment Advisors, LLC
Foreign Exchange Program
2.82 5,000k 8/1/2000
114 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.90 10,000k 3/1/2006
113 Manning & Napier
MN Xenon Global Fixed Income Program
2.91 2,000k 8/1/2004
112 Drury Capital
Diversified Trend-Following Program
2.93 5,000k 5/1/1997
111 Revolution Capital Management
Mosaic Program
3.01 10,000k 10/1/2006
110 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.13 1,000k 9/1/1997
109 FORT LP
Fort Global Contrarian
3.17 2,000k 10/1/2002
108 Neural Capital Ltd
Sentinel Trading Program
3.32 2,000k 1/1/2006
107 SEB Asset Management
SEB Asset Selection Fund C (EUR)
3.47 1k 10/1/2006
106 Jaguar Investments Ltd
Vario Capital Strategy
3.62 1,000k 5/1/2016
105 M.S. Capital Management
Global Diversified Program
3.73 2,000k 11/1/1998
104 Mulvaney Capital Management
The Mulvaney Global Markets Program
3.92 100k 5/1/1999
103 Endeavour Capital LLP
Endeavour Pembroke
4.07 2,000k 7/1/2007
102 Mobius Asset Management
Energy Weighted Program
4.18 250k 1/1/2005
101 Briarwood Capital Management, Inc.
Diversified 2XL
4.25 250k 11/1/2004
100 MERIT Alternative Investments GmbH
Futures Portfolio
4.28 2,000k 6/1/1998
99 Conquest Capital Group
Conquest Macro
4.28 250k 5/1/1999
98 Eclipse Capital Management
Global Monetary
4.31 5,000k 8/1/1990
97 Lynx Asset Management AB
Lynx Program
4.35 75k 5/1/2000
96 Claughton Capital
Auto-Reactive Positioning
4.38 1,000k 10/1/2005
95 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
4.46 100k 1/1/2000
94 Transtrend B.V.
DTP – Standard Risk (EUR)
4.48 10,000k 2/1/1999
93 Quantica Capital AG
Quantica Diversified FX
4.50 5,000k 3/1/2007
92 Millburn Corporation
Multi-Markets Program
4.53 25,000k 10/1/2004
91 Alder Capital DAC
Alder Global 20
4.60 2,500k 2/1/2001
90 Crescent Bay Capital Management
Premium Stock Index Program
4.70 10k 10/1/2005
89 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
4.71 10,000k 4/1/2004
88 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.72 1,000k 3/1/2003
87 Southwest Managed Investments, LLC
Global Diversified
4.86 200k 1/1/2002
86 RAM Management Group
RAM MRTP 1X-Conservative
4.87 1,000k 9/1/1993
85 Conquest Capital Group
Conquest Select
4.92 250k 6/1/2004
84 Red Rock Capital, LLC
Systematic Global Macro
5.01 500k 9/1/2003
83 Northfield Trading
Diversified
5.05 2,000k 7/1/1989
82 Mobius Asset Management
Diversified Program
5.07 250k 3/1/2004
81 Abraham Trading Company
Diversified Program
5.20 10,000k 1/1/1988
80 Quantica Capital AG
Quantica Managed Futures
5.20 5,000k 1/1/2005
79 Molinero Capital Management LLP
Global Markets Program
5.30 2,000k 7/1/2005
78 Superfund Group
Superfund Green Q-AG
5.36 2k 3/1/1996
77 Somers Brothers Capital
Diversified Futures Program #1
5.41 100k 1/1/2005
76 Superfund Group
Superfund Green L.P. Series A
5.57 5k 10/1/2002
75 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.79 0k 11/1/1996
74 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
5.82 5,000k 1/1/2005
73 Spectrum Asset Management LLC
Global Diversified
5.82 2,000k 1/1/2001
72 Millburn Corporation
Diversified Program
5.83 20,000k 2/1/1977
71 Auspice Capital Advisors Ltd
Auspice Diversified Program
5.87 1,500k 4/1/2006
70 Rivoli Fund Management
Rivoli International Fund (V9)
6.06 5,000k 1/1/2002
69 Future Trade AG
Thales Swing Trading Programme
6.27 250k 6/1/2007
68 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
6.30 500k 1/1/2006
67 Rotella Capital Management
Rotella Polaris Program (Diversified)
6.56 10,000k 1/1/1991
66 Romanesco Capital Management B.V
Persistence Program
6.83 5,000k 9/1/2005
65 John Locke Investments
Cyril Systematic Program
6.86 8,000k 7/1/2000
64 Winton Capital Management
Diversified
6.99 50,000k 10/1/1997
63 Revolution Capital Management
Alpha Program
6.99 5,000k 6/1/2007
62 Estlander & Partners
Global Markets
7.14 10,000k 8/1/1999
61 Robinson-Langley Capital Management, LLC
Managed Account Program
7.19 200k 1/1/2007
60 Arcanum Asset Management
Equity Index Option Program (Prop)
7.33 500k 7/1/2006
59 Covenant Capital Management
Original Program
7.43 5,000k 9/1/1999
58 Superfund Group
Superfund Green GCT USD
7.49 15k 1/1/2000
57 Millburn Corporation
Commodity Program
7.62 25,000k 3/1/2005
56 Transtrend B.V.
DTP – Enhanced Risk (USD)
7.81 10,000k 1/1/1995
55 Revolution Capital Management
Alpha Fund
7.90 50k 1/1/2005
54 Beach Horizon LLP
Managed Account
7.91 5,000k 5/1/2005
53 Robust Methods LLC
Macro Managed Account
7.94 5,000k 1/1/2005
52 Transtrend B.V.
DTP – Enhanced Risk (EUR)
7.97 10,000k 8/1/1999
51 Parizek Capital
Futures Trading Program
7.97 500k 4/1/2000
50 Estlander & Partners
Alpha Trend
8.04 30,000k 10/1/1991
49 Mobius Asset Management
Custom Trading Program
8.13 100k 1/1/2002
48 Superfund Group
Superfund Green L.P. Series B
8.26 5k 10/1/2002
47 Saxon Investment Corporation
Diversified Program
8.27 3,000k 9/1/1988
46 Amplitude Capital International Limited
Dynamic Strategy
8.30 6/1/2005
45 Transtrend B.V.
DTP – Enhanced Risk (JPY)
8.42 10,000k 8/1/2004
44 Blackwater Capital Management
Global Program
8.48 5,000k 7/1/2005
43 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
8.64 200k 11/1/1999
42 Welton Investment Partners
Welton Global
9.28 10,000k 6/1/2004
41 Kelly Angle Inc.
Genesis Program
9.62 2,000k 4/1/2000
40 Rabar Market Research
Diversified Program
9.80 2,000k 1/1/1989
39 Rivoli Fund Management
Rivoli International Fund (MAP)
10.27 5,000k 10/1/1996
38 EMC Capital Advisors, LLC
Classic
10.40 5,000k 1/1/1985
37 Manning & Napier
MN Xenon Managed Futures (2x) Program
10.54 5,000k 6/1/2006
36 Xplor Capital Management, LLC
Global CTA Program
11.24 1,500k 7/1/2004
35 Clarke Capital Management
FX Plus
11.27 1,000k 5/1/2004
34 Mark J. Walsh Company
Standard Program
11.30 2,000k 9/1/1985
33 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
11.37 75k 6/1/2007
32 Altradis Capital AG
AlphAlgo
11.39 100k 5/1/2007
31 Chesapeake Capital
Diversified (LV)
11.42 100k 2/1/1988
30 Wavefront Global Asset Management
IMFC Global Investment Program
11.52 2,000k 2/1/2007
29 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
11.62 100k 1/1/2005
28 Eckhardt Trading Company
Evolution Strategies
11.81 20,000k 8/1/1991
27 Acorn Global Investments Inc.
Acorn Diversified Program
12.07 10k 7/1/2005
26 Superfund Group
Superfund Green Master
12.30 2,000k 5/1/2001
25 Covenant Capital Management
Aggressive Program
12.42 3,000k 2/1/2004
24 Alee Capital Management, LLC
Poniente Program
12.94 2,500k 1/1/1999
23 Eckhardt Trading Company
Evolution Strategies 1.2X
13.33 10,000k 10/1/1991
22 Clarke Capital Management
Jupiter
13.57 3,000k 5/1/2005
21 Clarke Capital Management
Global Basic
13.64 50k 2/1/1996
20 RAM Management Group
MRTP Aggressive
14.31 1,000k 2/1/1998
19 Estlander & Partners
Global XL
14.74 5,000k 8/1/1991
18 DUNN Capital Management
D'Best Futures Fund, L.P.
15.11 100k 6/1/1994
17 Alee Capital Management, LLC
Mistral Program
15.20 2,500k 1/1/1999
16 Dreiss Research Corporation
Diversified Program
15.59 1,000k 5/1/1991
15 DUNN Capital Management
DUNN Combined Fund (DCF)
15.68 100k 5/1/1989
14 Saxon Investment Corporation
Aggressive Diversified Program
15.84 2,000k 11/1/1993
13 Superfund Group
Superfund Green Gold A (SPC)
16.47 5k 10/1/2005
12 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
16.90 100k 11/1/1984
11 Superfund Group
Superfund Green Gold B (SPC)
18.50 50k 10/1/2005
10 Clarke Capital Management
Millennium
19.36 1,000k 1/1/1998
9 Quality Capital Management
Global Diversified Programme
20.56 10,000k 12/1/1995
8 Keck Capital Management LLC
The Keck Program
20.64 2,000k 12/1/2003
7 Superfund Group
Superfund Green Gold C (SPC)
21.27 100k 10/1/2005
6 Clarke Capital Management
Global Magnum
24.46 100k 8/1/1997
5 Hawksbill Capital Management
Global Diversified
25.40 5,000k 11/1/1988
4 Tactical Investment Management
Tactical Institutional Commodity Program
26.03 10,000k 4/1/1993
3 Quantum Leap Capital Management
Managed Account Program
28.58 300k 8/1/2006
2 Clarke Capital Management
Worldwide
30.57 250k 1/1/1996
1 Dendrich Ltd
QEP
34.60 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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