Systematic Trader Index For November 2008

Monthly Rankings

Rank CTA/Program Nov 2008 Min Inv Inception
173 Rhicon Currency Management
Rhicon Systematic Currency Program
-9.88 3,000k 1/1/2004
172 White Indian Trading Co.
STAIRS - Futures Program (Client)
-7.26 250k 10/1/2008
171 RAM Management Group
MRTP Aggressive
-6.80 1,000k 2/1/1998
170 Diamond Peak Capital LLC
Northstar (2x) program
-4.37 250k 10/1/2008
169 Kinkopf Capital Management
KCM S&P (Proprietary)
-4.31 100k 1/1/1999
168 Crabel Capital Management
Crabel Multi-Product
-2.57 1,000k 3/1/1998
167 Claughton Capital
Auto-Reactive Positioning
-2.37 1,000k 10/1/2005
166 RAM Management Group
RAM MRTP 1X-Conservative
-2.24 1,000k 9/1/1993
165 W.G. Wealth Guardian Ltd.
SAFI2 Program
-2.17 1,000k 9/1/1997
164 Tyche Capital Advisors LLC
TCA Energy Spreads
-2.15 100k 8/1/2008
163 Crescent Bay Capital Management
Premium Stock Index Program
-2.09 10k 10/1/2005
162 Superfund Group
Superfund Blue SPC Class A (EUR)
-1.93 50k 4/1/2005
161 Mobius Asset Management
Energy Weighted Program
-1.80 250k 1/1/2005
160 Parizek Capital
Currency Program
-1.57 1,000k 4/1/2006
159 Emil van Essen
Spread Trading Program
-1.29 5,000k 12/1/2006
158 Alder Capital DAC
Alder Global 20
-1.20 2,500k 2/1/2001
157 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.16 100k 1/1/2000
156 Dominion Capital
Sapphire Program
-0.83 3,000k 5/1/2005
154 Cranwood Capital Management
Cranwood International Fund
-0.75 250k 4/1/2008
155 Cranwood Capital Management
Fixed Income Arbitrage Fund
-0.75 250k 4/1/2008
153 Hawksbill Capital Management
Global Diversified
-0.61 5,000k 11/1/1988
152 John Locke Investments
JL Commodity Long Flat Program
-0.59 5,000k 12/1/2007
151 Altradis Capital AG
AlphAlgo
-0.55 100k 5/1/2007
150 Acorn Global Investments Inc.
Acorn Diversified Program
-0.38 10k 7/1/2005
149 Alder Capital DAC
Alder Global 10
-0.30 2,500k 10/1/2000
148 Mobius Asset Management
Diversified Program
-0.29 250k 3/1/2004
147 QQFund.com
Investment Program 1
-0.19 300k 9/1/2008
146 Northfield Trading
Diversified
-0.10 2,000k 7/1/1989
145 Pacific Capital Advisors
Vanguard Program
-0.10 100k 4/1/2007
144 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-0.02 5,000k 10/1/2007
140 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
141 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
0.00 4,000k 11/1/2008
142 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
143 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
139 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.07 10,000k 1/1/2001
138 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.11 5,000k 8/1/2000
137 Amplitude Capital International Limited
Dynamic Strategy
0.14 6/1/2005
136 Witter & Lester, Inc.
Redstone
0.18 500k 9/1/1994
135 Robinson-Langley Capital Management, LLC
Managed Account Program
0.21 200k 1/1/2007
134 Crabel Capital Management
WPD Crabel Futures Program
0.28 1,000k 7/1/2008
133 Covenant Capital Management
Original Program
0.32 5,000k 9/1/1999
132 Quantica Capital AG
Quantica Diversified FX
0.40 5,000k 3/1/2007
131 MERIT Alternative Investments GmbH
Futures Portfolio
0.45 2,000k 6/1/1998
130 Covenant Capital Management
Aggressive Program
0.49 3,000k 2/1/2004
129 Jaguar Investments Ltd
Vario Capital Strategy
0.53 1,000k 5/1/2016
128 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.55 10,000k 2/1/2008
127 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.66 100k 1/1/2005
126 Rabar Market Research
Diversified Program
0.74 2,000k 1/1/1989
125 John Locke Investments
Cyril Systematic Program
0.75 8,000k 7/1/2000
124 Estlander & Partners
Global Markets
0.89 10,000k 8/1/1999
123 IKOS
The IKOS Hedge Fund
0.95 10,000k 7/1/1998
122 HB Capital Management Inc.
Diversified Program
0.95 50k 3/1/2008
121 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.02 10,000k 4/1/2003
120 Shield Plus LLC
Shield Plus Natural Gas
1.14 50k 1/1/2004
119 Eckhardt Trading Company
Evolution Strategies
1.20 20,000k 8/1/1991
118 Robust Methods LLC
Macro Managed Account
1.26 5,000k 1/1/2005
117 HiProb Trading Technology LLC
HiProb-I
1.30 5,000k 7/1/2008
116 Endeavour Capital LLP
Endeavour Pembroke
1.33 2,000k 7/1/2007
115 Emil van Essen
EvE Systematic Global Opportunities
1.35 1,000k 9/1/2007
114 Eckhardt Trading Company
Evolution Strategies 1.2X
1.38 10,000k 10/1/1991
113 Tactical Investment Management
Tactical Institutional Commodity Program
1.38 10,000k 4/1/1993
112 Romanesco Capital Management B.V
Persistence Program
1.38 5,000k 9/1/2005
111 Blackwater Capital Management
Global Program
1.42 5,000k 7/1/2005
110 Superfund Group
Superfund Green L.P. Series A
1.47 5k 10/1/2002
109 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.49 1,000k 3/1/1998
108 Spectrum Asset Management LLC
Global Diversified
1.52 2,000k 1/1/2001
107 Southwest Managed Investments, LLC
Global Diversified
1.52 200k 1/1/2002
106 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
1.52 75k 6/1/2007
105 Manning & Napier
MN Xenon Global Fixed Income Program
1.53 2,000k 8/1/2004
104 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.55 10,000k 3/1/2006
103 Millburn Corporation
Commodity Program
1.69 25,000k 3/1/2005
102 Transtrend B.V.
DTP – Standard Risk (EUR)
1.73 10,000k 2/1/1999
101 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.73 400k 1/1/1988
100 Millburn Corporation
Multi-Markets Program
1.82 25,000k 10/1/2004
99 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.83 10,000k 4/1/2004
98 Rivoli Fund Management
Rivoli International Fund (V9)
1.89 5,000k 1/1/2002
97 Quantum Leap Capital Management
Managed Account Program
1.94 300k 8/1/2006
96 Esulep LLC MAX
Esulep LLC MAX
1.95 500k 5/1/2008
95 Alee Capital Management, LLC
Mistral Program
1.97 2,500k 1/1/1999
94 Abraham Trading Company
Diversified Program
2.01 10,000k 1/1/1988
93 Estlander & Partners
Global XL
2.02 5,000k 8/1/1991
92 Saxon Investment Corporation
Diversified Program
2.03 3,000k 9/1/1988
91 Red Rock Capital, LLC
Systematic Global Macro
2.05 500k 9/1/2003
90 Conquest Capital Group
Conquest Macro
2.08 250k 5/1/1999
89 Millburn Corporation
Diversified Program
2.09 20,000k 2/1/1977
88 Quantmetrics Capital Management LLP
Directional 10V Strategy
2.20 10,000k 1/1/2007
87 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.21 10,000k 8/1/2004
86 Wavefront Global Asset Management
IMFC Global Investment Program
2.26 2,000k 2/1/2007
85 Mark J. Walsh Company
Standard Program
2.27 2,000k 9/1/1985
84 Quantitative Investment Management
Quantitative Global Program
2.31 20,000k 10/1/2003
83 Superfund Group
Superfund Green Q-AG
2.36 2k 3/1/1996
82 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
2.48 500k 1/1/2006
81 Futures Truth Company, FTC-CTA
MS4
2.50 250k 10/1/2007
80 Hyman Beck and Company
Global Portfolio
2.55 1,000k 3/1/1991
79 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.56 250k 6/1/2001
78 Rivoli Fund Management
Rivoli International Fund (MAP)
2.57 5,000k 10/1/1996
77 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.57 10,000k 1/1/1995
76 NuWave Investment Management, LLC
Combined Futures Portfolio
2.57 5,000k 6/1/2001
75 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.60 10,000k 8/1/1999
74 Systematic Alpha Management
Systematic Alpha Futures Program
2.61 100k 6/1/2004
73 Clarke Capital Management
Global Magnum
2.67 100k 8/1/1997
72 Revolution Capital Management
Alpha Program
2.68 5,000k 6/1/2007
71 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
2.77 1,000k 10/1/2006
70 Superfund Group
Superfund Green L.P. Series B
2.78 5k 10/1/2002
69 IKOS
IKOS FX Fund
2.79 1,000k 3/1/2008
68 EMC Capital Advisors, LLC
Classic
2.80 5,000k 1/1/1985
67 Manning & Napier
MN Xenon Managed Futures (2x) Program
3.09 5,000k 6/1/2006
66 Rho Asset Management
Rho Altius 1XL Program
3.12 5,000k 11/1/2007
65 Superfund Group
Superfund Green GCT USD
3.17 15k 1/1/2000
64 Revolution Capital Management
Alpha Fund
3.17 50k 1/1/2005
63 AllMountain Capital AG
Mount Denali Global Trends
3.25 160k 7/1/2007
62 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
3.49 500k 12/1/2003
61 Somers Brothers Capital
Diversified Futures Program #1
3.50 100k 1/1/2005
60 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.57 1,000k 3/1/2003
59 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.79 10,000k 1/1/1991
58 Saxon Investment Corporation
Aggressive Diversified Program
3.80 2,000k 11/1/1993
57 Lynx Asset Management AB
Lynx Program
3.86 75k 5/1/2000
56 Clarke Capital Management
Global Basic
4.02 50k 2/1/1996
55 Ion Asset Architecture
Ion Fund Program
4.11 10,000k 11/1/2007
54 Ion Asset Architecture (Fund Program)
Ion Fund
4.11 100k 11/1/2007
53 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
4.18 1,000k 5/1/2006
52 Quantica Capital AG
Quantica Managed Futures
4.20 5,000k 1/1/2005
51 Molinero Capital Management LLP
Global Markets Program
4.23 2,000k 7/1/2005
50 Arcanum Asset Management
Equity Index Option Program (Prop)
4.33 500k 7/1/2006
49 Xplor Capital Management, LLC
Global CTA Program
4.34 1,500k 7/1/2004
48 Winton Capital Management
Diversified
4.97 50,000k 10/1/1997
47 Clarke Capital Management
Millennium
4.98 1,000k 1/1/1998
46 Ancile Capital Management
Global Markets Program
5.13 2,000k 4/1/2005
45 Estlander & Partners
Alpha Trend
5.30 30,000k 10/1/1991
44 Gladius Asset Management
Fulham Program
5.35 2,000k 1/1/2008
43 Purple Valley Capital, Inc.
Diversified Trend 1
5.64 100k 8/1/2008
42 Auspice Capital Advisors Ltd
Auspice Diversified Program
5.77 1,500k 4/1/2006
41 Briarwood Capital Management, Inc.
Diversified Trading Program
5.80 3,000k 7/1/2001
40 Superfund Group
Superfund Green Master
5.82 2,000k 5/1/2001
39 Neural Capital Ltd
Sentinel Trading Program
5.85 2,000k 1/1/2006
38 Eclipse Capital Management
Global Monetary
6.16 5,000k 8/1/1990
37 SEB Asset Management
SEB Asset Selection Fund C (EUR)
6.22 1k 10/1/2006
36 Welton Investment Partners
Welton Global
6.27 10,000k 6/1/2004
35 Beach Horizon LLP
Managed Account
6.30 5,000k 5/1/2005
34 Chesapeake Capital
Diversified (LV)
6.44 100k 2/1/1988
33 Drury Capital
Diversified Trend-Following Program
6.56 5,000k 5/1/1997
32 Future Trade AG
Thales Swing Trading Programme
6.81 250k 6/1/2007
31 Keck Capital Management LLC
The Keck Program
6.82 2,000k 12/1/2003
30 Mobius Asset Management
Custom Trading Program
6.83 100k 1/1/2002
29 Alee Capital Management, LLC
Poniente Program
6.96 2,500k 1/1/1999
28 Mulvaney Capital Management
The Mulvaney Global Markets Program
6.97 100k 5/1/1999
27 Clarke Capital Management
Jupiter
6.98 3,000k 5/1/2005
26 FORT LP
Fort Global Contrarian
7.22 2,000k 10/1/2002
25 Auctos Capital Management
Auctos Global Diversified
7.31 3,000k 11/1/2007
24 Parizek Capital
Futures Trading Program
7.32 500k 4/1/2000
23 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
7.77 100k 11/1/1984
22 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
7.91 0k 11/1/1996
21 Conquest Capital Group
Conquest Select
8.36 250k 6/1/2004
20 Clarke Capital Management
Worldwide
9.46 250k 1/1/1996
19 Heyden & Steindl GmbH
TOMAC2
9.58 5,000k 3/1/2003
18 FORT LP
Fort Global Diversified
10.28 2,000k 10/1/1993
17 Revolution Capital Management
Mosaic Program
10.93 10,000k 10/1/2006
16 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
11.50 200k 11/1/1999
15 Superfund Group
Superfund Blue SPC Class A (Gold)
11.66 50k 12/1/2007
14 Dendrich Ltd
QEP
13.07 50k 12/1/2005
13 ISAM
ISAM Systematic Trend Fund
13.16 1,000k 6/1/2001
12 Clarke Capital Management
FX Plus
13.24 1,000k 5/1/2004
11 Dreiss Research Corporation
Diversified Program
13.42 1,000k 5/1/1991
10 DUNN Capital Management
DUNN Combined Fund (DCF)
13.42 100k 5/1/1989
9 Briarwood Capital Management, Inc.
Diversified 2XL
13.48 250k 11/1/2004
8 DUNN Capital Management
D'Best Futures Fund, L.P.
14.06 100k 6/1/1994
7 Superfund Group
Superfund Green Gold A (SPC)
14.76 5k 10/1/2005
6 Superfund Group
Superfund Green Gold B (SPC)
15.42 50k 10/1/2005
5 Quality Capital Management
Global Diversified Programme
16.10 10,000k 12/1/1995
4 Superfund Group
Superfund Green Gold C (SPC)
16.36 100k 10/1/2005
3 Kelly Angle Inc.
Genesis Program
16.42 2,000k 4/1/2000
2 Non Correlated Capital
Positive Theta Program
17.83 250k 10/1/2007
1 Non Correlated Capital
Positive Theta Fund
21.25 50k 10/1/2007

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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