Systematic Trader Index For January 2008

Monthly Rankings

Rank CTA/Program Jan 2008 Min Inv Inception
159 Non Correlated Capital
Positive Theta Program
-14.08 250k 10/1/2007
158 Non Correlated Capital
Positive Theta Fund
-13.92 50k 10/1/2007
157 Witter & Lester, Inc.
Stock Index Futures Trading Program
-12.05 400k 1/1/1988
156 Arcanum Asset Management
Equity Index Option Program (Prop)
-10.17 500k 7/1/2006
155 Endeavour Capital LLP
Endeavour Pembroke
-8.53 2,000k 7/1/2007
154 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-8.41 500k 12/1/2003
153 Quantitative Investment Management
Quantitative Global Program
-7.59 20,000k 10/1/2003
152 Dendrich Ltd
QEP
-6.30 50k 12/1/2005
151 Witter & Lester, Inc.
Redstone
-5.00 500k 9/1/1994
150 Superfund Group
Superfund Green Master
-5.00 2,000k 5/1/2001
149 Mondiale Asset Management
Mondiale Trading Program
-4.57 0k 9/1/1997
148 Systematic Alpha Management
Systematic Alpha Futures Program
-4.47 100k 6/1/2004
147 Kinkopf Capital Management
KCM S&P (Proprietary)
-4.46 100k 1/1/1999
146 Superfund Group
Superfund Green GCT USD
-3.77 15k 1/1/2000
145 Superfund Group
Superfund Green L.P. Series B
-3.61 5k 10/1/2002
144 Superfund Group
Superfund Green L.P. Series A
-2.73 5k 10/1/2002
143 Shield Plus LLC
Shield Plus Natural Gas
-2.54 50k 1/1/2004
142 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-2.54 500k 1/1/2006
141 Crescent Bay Capital Management
Premium Stock Index Program
-2.50 10k 10/1/2005
140 Revolution Capital Management
Mosaic Program
-2.30 10,000k 10/1/2006
139 Superfund Group
Superfund Green Q-AG
-2.21 2k 3/1/1996
138 Dominion Capital
Sapphire Program
-1.99 3,000k 5/1/2005
137 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.08 5,000k 8/1/2000
136 Quantica Capital AG
Quantica Diversified FX
-0.90 5,000k 3/1/2007
135 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.75 10,000k 8/1/2004
134 Eclipse Capital Management
Global Monetary
-0.66 5,000k 8/1/1990
133 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.63 10,000k 8/1/1999
132 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.48 10,000k 1/1/1995
131 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.46 10,000k 4/1/2004
130 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.46 10,000k 2/1/1999
129 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.41 10,000k 1/1/2001
127 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
128 Gladius Asset Management
Fulham Program
0.00 2,000k 1/1/2008
126 Jaguar Investments Ltd
Vario Capital Strategy
0.10 1,000k 5/1/2016
125 Molinero Capital Management LLP
Global Markets Program
0.14 2,000k 7/1/2005
124 Futures Truth Company, FTC-CTA
MS4
0.18 250k 10/1/2007
123 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
0.26 75k 6/1/2007
122 Northfield Trading
Diversified
0.57 2,000k 7/1/1989
121 John Locke Investments
JL Commodity Long Flat Program
0.59 5,000k 12/1/2007
120 Quantum Leap Capital Management
Managed Account Program
0.60 300k 8/1/2006
119 Amplitude Capital International Limited
Dynamic Strategy
0.65 6/1/2005
118 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.85 1,000k 3/1/1998
117 Auctos Capital Management
Auctos Global Diversified
0.91 3,000k 11/1/2007
116 Briarwood Capital Management, Inc.
Diversified Trading Program
1.03 3,000k 7/1/2001
115 FORT LP
Fort Global Contrarian
1.13 2,000k 10/1/2002
114 Alder Capital DAC
Alder Global 10
1.20 2,500k 10/1/2000
113 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.32 1,000k 10/1/2006
112 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.57 1,000k 9/1/1997
111 Millburn Corporation
Diversified Program
1.59 20,000k 2/1/1977
110 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.59 10,000k 4/1/2003
109 IKOS
The IKOS Hedge Fund
1.66 10,000k 7/1/1998
108 Rabar Market Research
Diversified Program
1.77 2,000k 1/1/1989
107 Eckhardt Trading Company
Evolution Strategies
1.85 20,000k 8/1/1991
106 MERIT Alternative Investments GmbH
Futures Portfolio
1.90 2,000k 6/1/1998
105 Southwest Managed Investments, LLC
Global Diversified
1.99 200k 1/1/2002
104 Rhicon Currency Management
Rhicon Systematic Currency Program
1.99 3,000k 1/1/2004
103 Briarwood Capital Management, Inc.
Diversified 2XL
2.05 250k 11/1/2004
102 Mobius Asset Management
Diversified Program
2.07 250k 3/1/2004
101 Mobius Asset Management
Energy Weighted Program
2.14 250k 1/1/2005
100 Eckhardt Trading Company
Evolution Strategies 1.2X
2.16 10,000k 10/1/1991
99 Ion Asset Architecture (Fund Program)
Ion Fund
2.20 100k 11/1/2007
98 Alder Capital DAC
Alder Global 20
2.20 2,500k 2/1/2001
97 Ion Asset Architecture
Ion Fund Program
2.20 10,000k 11/1/2007
96 Chesapeake Capital
Diversified (LV)
2.35 100k 2/1/1988
95 Robust Methods LLC
Macro Managed Account
2.41 5,000k 1/1/2005
94 Quantmetrics Capital Management LLP
Directional 10V Strategy
2.43 10,000k 1/1/2007
93 Covenant Capital Management
Original Program
2.51 5,000k 9/1/1999
92 Commodity Strategies AG
CSAG Active Long Short Commodity Program
2.69 5,000k 10/1/2007
91 Crabel Capital Management
Crabel Multi-Product
2.72 1,000k 3/1/1998
90 Estlander & Partners
Global Markets
2.79 10,000k 8/1/1999
89 NuWave Investment Management, LLC
Combined Futures Portfolio
3.06 5,000k 6/1/2001
88 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.43 1,000k 3/1/2003
87 NuWave Investment Management, LLC
NuWave Investment Partners LP
3.45 250k 6/1/2001
86 Welton Investment Partners
Welton Global
3.46 10,000k 6/1/2004
85 EMC Capital Advisors, LLC
Classic
3.50 5,000k 1/1/1985
84 Ancile Capital Management
Global Markets Program
3.50 2,000k 4/1/2005
83 Pacific Capital Advisors
Vanguard Program
3.60 100k 4/1/2007
82 Millburn Corporation
Commodity Program
3.69 25,000k 3/1/2005
81 Winton Capital Management
Diversified
3.85 50,000k 10/1/1997
80 SEB Asset Management
SEB Asset Selection Fund C (EUR)
3.89 1k 10/1/2006
79 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.92 10,000k 1/1/1991
78 Emil van Essen
EvE Systematic Global Opportunities
4.00 1,000k 9/1/2007
77 Xplor Capital Management, LLC
Global CTA Program
4.10 1,500k 7/1/2004
76 FORT LP
Fort Global Diversified
4.21 2,000k 10/1/1993
75 Romanesco Capital Management B.V
Persistence Program
4.35 5,000k 9/1/2005
74 John Locke Investments
Cyril Systematic Program
4.59 8,000k 7/1/2000
73 Wavefront Global Asset Management
IMFC Global Investment Program
4.60 2,000k 2/1/2007
72 Superfund Group
Superfund Green Gold C (SPC)
4.60 100k 10/1/2005
71 Rivoli Fund Management
Rivoli International Fund (V9)
4.69 5,000k 1/1/2002
70 Conquest Capital Group
Conquest Select
4.86 250k 6/1/2004
69 Clarke Capital Management
Worldwide
4.88 250k 1/1/1996
68 Mobius Asset Management
Custom Trading Program
4.91 100k 1/1/2002
67 Saxon Investment Corporation
Diversified Program
4.97 3,000k 9/1/1988
66 Rho Asset Management
Rho Altius 1XL Program
5.24 5,000k 11/1/2007
65 Covenant Capital Management
Aggressive Program
5.26 3,000k 2/1/2004
64 Revolution Capital Management
Alpha Program
5.33 5,000k 6/1/2007
63 Estlander & Partners
Global XL
5.44 5,000k 8/1/1991
62 Superfund Group
Superfund Blue SPC Class A (EUR)
5.51 50k 4/1/2005
61 Manning & Napier
MN Xenon Global Fixed Income Program
5.51 2,000k 8/1/2004
60 Revolution Capital Management
Alpha Fund
5.56 50k 1/1/2005
59 Auspice Capital Advisors Ltd
Auspice Diversified Program
5.60 1,500k 4/1/2006
58 Spectrum Asset Management LLC
Global Diversified
5.60 2,000k 1/1/2001
57 Rotella Capital Management
Rotella Orion (Short-Term) Program
5.62 10,000k 3/1/2006
56 Millburn Corporation
Multi-Markets Program
5.72 25,000k 10/1/2004
55 Clarke Capital Management
Global Magnum
5.77 100k 8/1/1997
54 Alee Capital Management, LLC
Mistral Program
5.89 2,500k 1/1/1999
53 Clarke Capital Management
Millennium
5.94 1,000k 1/1/1998
52 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
6.06 5,000k 1/1/2005
51 Superfund Group
Superfund Green Gold B (SPC)
6.08 50k 10/1/2005
50 Lynx Asset Management AB
Lynx Program
6.19 75k 5/1/2000
49 Abraham Trading Company
Diversified Program
6.44 10,000k 1/1/1988
48 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
6.45 0k 11/1/1996
47 Quantica Capital AG
Quantica Managed Futures
6.60 5,000k 1/1/2005
46 Drury Capital
Diversified Trend-Following Program
6.78 5,000k 5/1/1997
45 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
6.81 200k 11/1/1999
44 Parizek Capital
Currency Program
6.99 1,000k 4/1/2006
43 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
7.06 1,000k 5/1/2006
42 Rivoli Fund Management
Rivoli International Fund (MAP)
7.06 5,000k 10/1/1996
41 AllMountain Capital AG
Mount Denali Global Trends
7.58 160k 7/1/2007
40 Heyden & Steindl GmbH
TOMAC2
7.59 5,000k 3/1/2003
39 Superfund Group
Superfund Green Gold A (SPC)
7.64 5k 10/1/2005
38 Robinson-Langley Capital Management, LLC
Managed Account Program
7.80 200k 1/1/2007
37 Parizek Capital
Futures Trading Program
7.82 500k 4/1/2000
36 Clarke Capital Management
Global Basic
8.02 50k 2/1/1996
35 Tactical Investment Management
Tactical Institutional Commodity Program
8.09 10,000k 4/1/1993
34 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
8.16 100k 1/1/2005
33 Clarke Capital Management
Jupiter
8.24 3,000k 5/1/2005
32 Saxon Investment Corporation
Aggressive Diversified Program
8.27 2,000k 11/1/1993
31 Estlander & Partners
Alpha Trend
8.35 30,000k 10/1/1991
30 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
8.37 100k 1/1/2000
29 Future Trade AG
Thales Swing Trading Programme
8.55 250k 6/1/2007
28 Alee Capital Management, LLC
Poniente Program
9.07 2,500k 1/1/1999
27 Neural Capital Ltd
Sentinel Trading Program
9.20 2,000k 1/1/2006
26 Quality Capital Management
Global Diversified Programme
9.21 10,000k 12/1/1995
25 Blackwater Capital Management
Global Program
9.29 5,000k 7/1/2005
24 Beach Horizon LLP
Managed Account
9.67 5,000k 5/1/2005
23 Superfund Group
Superfund Blue SPC Class A (Gold)
9.99 50k 12/1/2007
22 RAM Management Group
RAM MRTP 1X-Conservative
11.10 1,000k 9/1/1993
21 Acorn Global Investments Inc.
Acorn Diversified Program
11.76 10k 7/1/2005
20 Altradis Capital AG
AlphAlgo
12.18 100k 5/1/2007
19 Manning & Napier
MN Xenon Managed Futures (2x) Program
12.35 5,000k 6/1/2006
18 Clarke Capital Management
FX Plus
12.65 1,000k 5/1/2004
17 Conquest Capital Group
Conquest Macro
13.05 250k 5/1/1999
16 Hyman Beck and Company
Global Portfolio
13.43 1,000k 3/1/1991
15 ISAM
ISAM Systematic Trend Fund
13.85 1,000k 6/1/2001
14 Mark J. Walsh Company
Standard Program
13.86 2,000k 9/1/1985
13 DUNN Capital Management
DUNN Combined Fund (DCF)
14.75 100k 5/1/1989
12 DUNN Capital Management
D'Best Futures Fund, L.P.
16.15 100k 6/1/1994
11 Dreiss Research Corporation
Diversified Program
16.24 1,000k 5/1/1991
10 Red Rock Capital, LLC
Systematic Global Macro
16.44 500k 9/1/2003
9 Keck Capital Management LLC
The Keck Program
18.94 2,000k 12/1/2003
8 Claughton Capital
Auto-Reactive Positioning
19.01 1,000k 10/1/2005
7 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
19.94 100k 11/1/1984
6 Mulvaney Capital Management
The Mulvaney Global Markets Program
21.65 100k 5/1/1999
5 Hawksbill Capital Management
Global Diversified
23.53 5,000k 11/1/1988
4 Somers Brothers Capital
Diversified Futures Program #1
24.60 100k 1/1/2005
3 Kelly Angle Inc.
Genesis Program
30.48 2,000k 4/1/2000
2 Emil van Essen
Spread Trading Program
31.43 5,000k 12/1/2006
1 RAM Management Group
MRTP Aggressive
34.37 1,000k 2/1/1998

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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