Systematic Trader Index For October 2008

Monthly Rankings

Rank CTA/Program Oct 2008 Min Inv Inception
172 Dendrich Ltd
QEP
-74.34 50k 12/1/2005
171 Arcanum Asset Management
Equity Index Option Program (Prop)
-47.17 500k 7/1/2006
170 Crescent Bay Capital Management
Premium Stock Index Program
-9.73 10k 10/1/2005
169 FORT LP
Fort Global Contrarian
-7.76 2,000k 10/1/2002
168 Non Correlated Capital
Positive Theta Program
-5.94 250k 10/1/2007
167 Non Correlated Capital
Positive Theta Fund
-4.73 50k 10/1/2007
166 Superfund Group
Superfund Blue SPC Class A (Gold)
-4.52 50k 12/1/2007
165 Quantica Capital AG
Quantica Diversified FX
-4.40 5,000k 3/1/2007
164 Witter & Lester, Inc.
Redstone
-3.69 500k 9/1/1994
163 Crabel Capital Management
Crabel Multi-Product
-3.48 1,000k 3/1/1998
162 FORT LP
Fort Global Diversified
-2.89 2,000k 10/1/1993
161 Mobius Asset Management
Diversified Program
-2.78 250k 3/1/2004
160 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-2.71 500k 12/1/2003
159 Mobius Asset Management
Energy Weighted Program
-2.67 250k 1/1/2005
158 Quantitative Investment Management
Quantitative Global Program
-2.54 20,000k 10/1/2003
157 Witter & Lester, Inc.
Stock Index Futures Trading Program
-2.50 400k 1/1/1988
156 Mobius Asset Management
Custom Trading Program
-2.34 100k 1/1/2002
155 Amplitude Capital International Limited
Dynamic Strategy
-1.61 6/1/2005
154 Pacific Capital Advisors
Vanguard Program
-1.42 100k 4/1/2007
152 Cranwood Capital Management
Cranwood International Fund
-1.20 250k 4/1/2008
153 Cranwood Capital Management
Fixed Income Arbitrage Fund
-1.20 250k 4/1/2008
151 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.85 10,000k 1/1/2007
150 John Locke Investments
JL Commodity Long Flat Program
-0.63 5,000k 12/1/2007
149 Emil van Essen
EvE Systematic Global Opportunities
-0.55 1,000k 9/1/2007
148 Clarke Capital Management
Global Basic
-0.26 50k 2/1/1996
147 QQFund.com
Investment Program 1
-0.19 300k 9/1/2008
146 Robust Methods LLC
Macro Managed Account
-0.17 5,000k 1/1/2005
145 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.16 3,000k 7/1/2001
144 Briarwood Capital Management, Inc.
Diversified 2XL
-0.10 250k 11/1/2004
138 Clarke Capital Management
Global Magnum
0.00 100k 8/1/1997
139 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
140 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
141 Diamond Peak Capital LLC
Northstar (2x) program
0.00 250k 10/1/2008
142 White Indian Trading Co.
STAIRS - Futures Program (Client)
0.00 250k 10/1/2008
143 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
137 Eckhardt Trading Company
Evolution Strategies 1.2X
0.12 10,000k 10/1/1991
136 Eckhardt Trading Company
Evolution Strategies
0.17 20,000k 8/1/1991
135 RAM Management Group
RAM MRTP 1X-Conservative
0.26 1,000k 9/1/1993
134 Auctos Capital Management
Auctos Global Diversified
0.51 3,000k 11/1/2007
133 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.61 1,000k 3/1/1998
132 Superfund Group
Superfund Green Gold A (SPC)
0.67 5k 10/1/2005
131 Endeavour Capital LLP
Endeavour Pembroke
0.76 2,000k 7/1/2007
130 RAM Management Group
MRTP Aggressive
0.80 1,000k 2/1/1998
129 Shield Plus LLC
Shield Plus Natural Gas
0.86 50k 1/1/2004
128 IKOS
The IKOS Hedge Fund
0.86 10,000k 7/1/1998
127 Heyden & Steindl GmbH
TOMAC2
0.92 5,000k 3/1/2003
126 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.95 10,000k 4/1/2004
125 Dominion Capital
Sapphire Program
1.02 3,000k 5/1/2005
124 HB Capital Management Inc.
Diversified Program
1.07 50k 3/1/2008
123 Saxon Investment Corporation
Diversified Program
1.15 3,000k 9/1/1988
122 Rabar Market Research
Diversified Program
1.16 2,000k 1/1/1989
121 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.21 1,000k 10/1/2006
120 MERIT Alternative Investments GmbH
Futures Portfolio
1.26 2,000k 6/1/1998
119 Emil van Essen
Spread Trading Program
1.41 5,000k 12/1/2006
118 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.43 10,000k 1/1/2001
117 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.52 10,000k 2/1/2008
116 Jaguar Investments Ltd
Vario Capital Strategy
1.73 1,000k 5/1/2016
115 Systematic Alpha Management
Systematic Alpha Futures Program
1.75 100k 6/1/2004
114 Tyche Capital Advisors LLC
TCA Energy Spreads
1.89 100k 8/1/2008
113 Saxon Investment Corporation
Aggressive Diversified Program
2.10 2,000k 11/1/1993
112 Ancile Capital Management
Global Markets Program
2.15 2,000k 4/1/2005
111 Trigon Investment Advisors, LLC
Foreign Exchange Program
2.37 5,000k 8/1/2000
110 Alder Capital DAC
Alder Global 10
2.40 2,500k 10/1/2000
109 Romanesco Capital Management B.V
Persistence Program
2.81 5,000k 9/1/2005
108 Covenant Capital Management
Original Program
3.01 5,000k 9/1/1999
107 Esulep LLC MAX
Esulep LLC MAX
3.13 500k 5/1/2008
106 Covenant Capital Management
Aggressive Program
3.40 3,000k 2/1/2004
105 Ion Asset Architecture
Ion Fund Program
3.40 10,000k 11/1/2007
104 Ion Asset Architecture (Fund Program)
Ion Fund
3.40 100k 11/1/2007
103 Northfield Trading
Diversified
3.56 2,000k 7/1/1989
102 Quantmetrics Capital Management LLP
Premier 12V Strategy
3.66 10,000k 4/1/2003
101 Alder Capital DAC
Alder Global 20
3.70 2,500k 2/1/2001
100 Winton Capital Management
Diversified
3.73 50,000k 10/1/1997
99 Conquest Capital Group
Conquest Macro
3.80 250k 5/1/1999
98 Crabel Capital Management
WPD Crabel Futures Program
3.95 1,000k 7/1/2008
97 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
3.95 500k 1/1/2006
96 Kinkopf Capital Management
KCM S&P (Proprietary)
4.20 100k 1/1/1999
95 Welton Investment Partners
Welton Global
4.27 10,000k 6/1/2004
94 Revolution Capital Management
Alpha Fund
4.35 50k 1/1/2005
93 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
4.43 100k 1/1/2005
92 Superfund Group
Superfund Blue SPC Class A (EUR)
4.44 50k 4/1/2005
91 Molinero Capital Management LLP
Global Markets Program
4.70 2,000k 7/1/2005
90 Abraham Trading Company
Diversified Program
4.73 10,000k 1/1/1988
89 Rho Asset Management
Rho Altius 1XL Program
4.74 5,000k 11/1/2007
88 Rivoli Fund Management
Rivoli International Fund (V9)
4.80 5,000k 1/1/2002
87 Quantica Capital AG
Quantica Managed Futures
4.80 5,000k 1/1/2005
86 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
4.99 1,000k 5/1/2006
85 Manning & Napier
MN Xenon Global Fixed Income Program
5.00 2,000k 8/1/2004
84 Revolution Capital Management
Alpha Program
5.20 5,000k 6/1/2007
83 Acorn Global Investments Inc.
Acorn Diversified Program
5.25 10k 7/1/2005
82 Rotella Capital Management
Rotella Orion (Short-Term) Program
5.39 10,000k 3/1/2006
81 Transtrend B.V.
DTP – Standard Risk (EUR)
5.49 10,000k 2/1/1999
80 John Locke Investments
Cyril Systematic Program
5.95 8,000k 7/1/2000
79 IKOS
IKOS FX Fund
6.13 1,000k 3/1/2008
78 Transtrend B.V.
DTP – Enhanced Risk (JPY)
6.77 10,000k 8/1/2004
77 Futures Truth Company, FTC-CTA
MS4
6.99 250k 10/1/2007
76 Estlander & Partners
Alpha Trend
7.01 30,000k 10/1/1991
75 Transtrend B.V.
DTP – Enhanced Risk (USD)
7.12 10,000k 1/1/1995
74 Chesapeake Capital
Diversified (LV)
7.29 100k 2/1/1988
73 Spectrum Asset Management LLC
Global Diversified
7.31 2,000k 1/1/2001
72 HiProb Trading Technology LLC
HiProb-I
7.40 5,000k 7/1/2008
71 Commodity Strategies AG
CSAG Active Long Short Commodity Program
7.46 5,000k 10/1/2007
70 Rotella Capital Management
Rotella Polaris Program (Diversified)
7.59 10,000k 1/1/1991
69 Mark J. Walsh Company
Standard Program
7.62 2,000k 9/1/1985
68 Rivoli Fund Management
Rivoli International Fund (MAP)
7.69 5,000k 10/1/1996
67 Transtrend B.V.
DTP – Enhanced Risk (EUR)
7.90 10,000k 8/1/1999
66 SEB Asset Management
SEB Asset Selection Fund C (EUR)
7.99 1k 10/1/2006
65 Estlander & Partners
Global Markets
8.01 10,000k 8/1/1999
64 W.G. Wealth Guardian Ltd.
SAFI2 Program
8.09 1,000k 9/1/1997
63 Millburn Corporation
Diversified Program
8.89 20,000k 2/1/1977
62 Rhicon Currency Management
Rhicon Systematic Currency Program
8.91 3,000k 1/1/2004
61 Millburn Corporation
Multi-Markets Program
9.11 25,000k 10/1/2004
60 Claughton Capital
Auto-Reactive Positioning
9.17 1,000k 10/1/2005
59 Millburn Corporation
Commodity Program
9.22 25,000k 3/1/2005
58 Red Rock Capital, LLC
Systematic Global Macro
10.32 500k 9/1/2003
57 Revolution Capital Management
Mosaic Program
10.37 10,000k 10/1/2006
56 Blackwater Capital Management
Global Program
10.77 5,000k 7/1/2005
55 Auspice Capital Advisors Ltd
Auspice Diversified Program
10.80 1,500k 4/1/2006
54 Clarke Capital Management
Millennium
10.82 1,000k 1/1/1998
53 Superfund Group
Superfund Green Gold B (SPC)
10.88 50k 10/1/2005
52 AllMountain Capital AG
Mount Denali Global Trends
11.01 160k 7/1/2007
51 Eclipse Capital Management
Global Monetary
11.03 5,000k 8/1/1990
50 Somers Brothers Capital
Diversified Futures Program #1
11.48 100k 1/1/2005
49 Parizek Capital
Currency Program
11.49 1,000k 4/1/2006
48 Clarke Capital Management
Worldwide
11.53 250k 1/1/1996
47 EMC Capital Advisors, LLC
Classic
11.90 5,000k 1/1/1985
46 Superfund Group
Superfund Green L.P. Series A
12.19 5k 10/1/2002
45 Robinson-Langley Capital Management, LLC
Managed Account Program
12.19 200k 1/1/2007
44 Neural Capital Ltd
Sentinel Trading Program
13.56 2,000k 1/1/2006
43 Quality Capital Management
Global Diversified Programme
13.77 10,000k 12/1/1995
42 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
14.03 75k 6/1/2007
41 Xplor Capital Management, LLC
Global CTA Program
14.77 1,500k 7/1/2004
40 Lynx Asset Management AB
Lynx Program
14.90 75k 5/1/2000
39 Hyman Beck and Company
Global Portfolio
14.94 1,000k 3/1/1991
38 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
15.54 1,000k 3/1/2003
37 Hawksbill Capital Management
Global Diversified
15.54 5,000k 11/1/1988
36 Gladius Asset Management
Fulham Program
16.59 2,000k 1/1/2008
35 NuWave Investment Management, LLC
NuWave Investment Partners LP
17.15 250k 6/1/2001
34 NuWave Investment Management, LLC
Combined Futures Portfolio
17.20 5,000k 6/1/2001
33 Estlander & Partners
Global XL
17.37 5,000k 8/1/1991
32 Superfund Group
Superfund Green Q-AG
17.48 2k 3/1/1996
31 Beach Horizon LLP
Managed Account
17.50 5,000k 5/1/2005
30 Manning & Napier
MN Xenon Managed Futures (2x) Program
19.44 5,000k 6/1/2006
29 Wavefront Global Asset Management
IMFC Global Investment Program
19.66 2,000k 2/1/2007
28 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
19.70 0k 11/1/1996
27 Altradis Capital AG
AlphAlgo
19.82 100k 5/1/2007
26 Superfund Group
Superfund Green L.P. Series B
20.14 5k 10/1/2002
25 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
21.09 100k 11/1/1984
24 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
21.32 100k 1/1/2000
23 Superfund Group
Superfund Green Gold C (SPC)
21.42 100k 10/1/2005
22 Southwest Managed Investments, LLC
Global Diversified
21.89 200k 1/1/2002
21 Clarke Capital Management
Jupiter
22.09 3,000k 5/1/2005
20 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
23.30 200k 11/1/1999
19 Drury Capital
Diversified Trend-Following Program
23.37 5,000k 5/1/1997
18 ISAM
ISAM Systematic Trend Fund
24.70 1,000k 6/1/2001
17 Superfund Group
Superfund Green GCT USD
24.83 15k 1/1/2000
16 Conquest Capital Group
Conquest Select
24.86 250k 6/1/2004
15 DUNN Capital Management
DUNN Combined Fund (DCF)
25.13 100k 5/1/1989
14 Alee Capital Management, LLC
Poniente Program
25.68 2,500k 1/1/1999
13 Alee Capital Management, LLC
Mistral Program
26.02 2,500k 1/1/1999
12 Clarke Capital Management
FX Plus
26.30 1,000k 5/1/2004
11 DUNN Capital Management
D'Best Futures Fund, L.P.
26.55 100k 6/1/1994
10 Tactical Investment Management
Tactical Institutional Commodity Program
26.62 10,000k 4/1/1993
9 Keck Capital Management LLC
The Keck Program
32.74 2,000k 12/1/2003
8 Quantum Leap Capital Management
Managed Account Program
33.51 300k 8/1/2006
7 Future Trade AG
Thales Swing Trading Programme
33.62 250k 6/1/2007
6 Parizek Capital
Futures Trading Program
34.13 500k 4/1/2000
5 Superfund Group
Superfund Green Master
36.21 2,000k 5/1/2001
4 Kelly Angle Inc.
Genesis Program
38.45 2,000k 4/1/2000
3 Dreiss Research Corporation
Diversified Program
45.42 1,000k 5/1/1991
2 Mulvaney Capital Management
The Mulvaney Global Markets Program
45.49 100k 5/1/1999
1 Purple Valley Capital, Inc.
Diversified Trend 1
46.94 100k 8/1/2008

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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