Systematic Trader Index For December 2008

Monthly Rankings

Rank CTA/Program Dec 2008 Min Inv Inception
175 Non Correlated Capital
Positive Theta Fund
-14.55 50k 10/1/2007
174 Non Correlated Capital
Positive Theta Program
-12.03 250k 10/1/2007
173 Amplitude Capital International Limited
Dynamic Strategy
-11.60 6/1/2005
172 RAM Management Group
MRTP Aggressive
-4.59 1,000k 2/1/1998
171 Kinkopf Capital Management
KCM S&P (Proprietary)
-4.45 100k 1/1/1999
170 Purple Valley Capital, Inc.
Diversified Trend 1
-3.60 100k 8/1/2008
169 Crabel Capital Management
Crabel Multi-Product
-3.51 1,000k 3/1/1998
168 Quantum Leap Capital Management
Managed Account Program
-2.95 300k 8/1/2006
167 Claughton Capital
Auto-Reactive Positioning
-2.87 1,000k 10/1/2005
166 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.49 10,000k 3/1/2006
165 Superfund Group
Superfund Blue SPC Class A (Gold)
-1.46 50k 12/1/2007
164 Northfield Trading
Diversified
-1.30 2,000k 7/1/1989
163 RAM Management Group
RAM MRTP 1X-Conservative
-1.28 1,000k 9/1/1993
162 Endeavour Capital LLP
Endeavour Pembroke
-1.13 2,000k 7/1/2007
161 Quantica Capital AG
Quantica Diversified FX
-1.00 5,000k 3/1/2007
160 Ion Asset Architecture
Ion Fund Program
-0.97 10,000k 11/1/2007
159 Ion Asset Architecture (Fund Program)
Ion Fund
-0.97 100k 11/1/2007
158 Shield Plus LLC
Shield Plus Natural Gas
-0.68 50k 1/1/2004
157 Altradis Capital AG
AlphAlgo
-0.57 100k 5/1/2007
156 John Locke Investments
JL Commodity Long Flat Program
-0.33 5,000k 12/1/2007
155 Covenant Capital Management
Original Program
-0.27 5,000k 9/1/1999
154 Covenant Capital Management
Aggressive Program
-0.24 3,000k 2/1/2004
153 Molinero Capital Management LLP
Global Markets Program
-0.23 2,000k 7/1/2005
152 QQFund.com
Investment Program 1
-0.21 300k 9/1/2008
150 Cranwood Capital Management
Cranwood International Fund
-0.20 250k 4/1/2008
151 Cranwood Capital Management
Fixed Income Arbitrage Fund
-0.20 250k 4/1/2008
149 HB Capital Management Inc.
Diversified Program
-0.18 50k 3/1/2008
148 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-0.17 500k 1/1/2006
147 Romanesco Capital Management B.V
Persistence Program
-0.04 5,000k 9/1/2005
146 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-0.02 10,000k 2/1/2008
140 Estlander & Partners
Alpha Trend II - Class P
0.00 100k 12/1/2008
141 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.00 5,000k 11/1/2012
142 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
143 Acorn Global Investments Inc.
Acorn Diversified Program
0.00 10k 7/1/2005
144 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
145 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
139 Systematic Alpha Management
Systematic Alpha Futures Program
0.11 100k 6/1/2004
138 Saxon Investment Corporation
Diversified Program
0.18 3,000k 9/1/1988
137 Eckhardt Trading Company
Evolution Strategies 1.2X
0.18 10,000k 10/1/1991
136 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.20 100k 1/1/2005
135 Estlander & Partners
Global Markets
0.22 10,000k 8/1/1999
134 MERIT Alternative Investments GmbH
Futures Portfolio
0.23 2,000k 6/1/1998
133 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.24 10,000k 4/1/2003
132 NuWave Investment Management, LLC
Combined Futures Portfolio
0.26 5,000k 6/1/2001
131 Eckhardt Trading Company
Evolution Strategies
0.26 20,000k 8/1/1991
130 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.26 10,000k 4/1/2004
129 Superfund Group
Superfund Blue SPC Class A (EUR)
0.31 50k 4/1/2005
128 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.31 250k 6/1/2001
127 Saxon Investment Corporation
Aggressive Diversified Program
0.33 2,000k 11/1/1993
126 Emil van Essen
EvE Systematic Global Opportunities
0.37 1,000k 9/1/2007
125 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.40 1,000k 3/1/2003
124 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.44 10,000k 1/1/2007
123 Estlander & Partners
Global XL
0.48 5,000k 8/1/1991
122 EMC Capital Advisors, LLC
Classic
0.50 5,000k 1/1/1985
121 Jaguar Investments Ltd
Vario Capital Strategy
0.53 1,000k 5/1/2016
120 Esulep LLC MAX
Esulep LLC MAX
0.57 500k 5/1/2008
119 Alder Capital DAC
Alder Global 20
0.70 2,500k 2/1/2001
118 Alder Capital DAC
Alder Global 10
0.70 2,500k 10/1/2000
117 Crescent Bay Capital Management
Premium Stock Index Program
0.75 10k 10/1/2005
116 Conquest Capital Group
Conquest Macro
0.78 250k 5/1/1999
115 Red Rock Capital, LLC
Systematic Global Macro
0.90 500k 9/1/2003
114 Quantitative Investment Management
Quantitative Global Program
0.90 20,000k 10/1/2003
113 Hyman Beck and Company
Global Portfolio
0.91 1,000k 3/1/1991
112 Spectrum Asset Management LLC
Global Diversified
1.01 2,000k 1/1/2001
111 Blackwater Capital Management
Global Program
1.02 5,000k 7/1/2005
110 Commodity Strategies AG
CSAG Active Long Short Commodity Program
1.02 5,000k 10/1/2007
109 Robinson-Langley Capital Management, LLC
Managed Account Program
1.07 200k 1/1/2007
108 Rivoli Fund Management
Rivoli International Fund (V9)
1.10 5,000k 1/1/2002
107 Xplor Capital Management, LLC
Global CTA Program
1.12 1,500k 7/1/2004
106 Millburn Corporation
Diversified Program
1.20 20,000k 2/1/1977
105 Millburn Corporation
Multi-Markets Program
1.21 25,000k 10/1/2004
104 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.23 10,000k 1/1/1991
103 Transtrend B.V.
DTP – Standard Risk (EUR)
1.28 10,000k 2/1/1999
102 Superfund Group
Superfund Green L.P. Series A
1.32 5k 10/1/2002
101 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.33 1k 10/1/2006
100 Millburn Corporation
Commodity Program
1.36 25,000k 3/1/2005
99 Clarke Capital Management
Global Magnum
1.36 100k 8/1/1997
98 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.37 1,000k 5/1/2006
97 Mobius Asset Management
Energy Weighted Program
1.49 250k 1/1/2005
96 Clarke Capital Management
Global Basic
1.51 50k 2/1/1996
95 Rivoli Fund Management
Rivoli International Fund (MAP)
1.53 5,000k 10/1/1996
94 Crabel Capital Management
WPD Crabel Futures Program
1.53 1,000k 7/1/2008
93 Briarwood Capital Management, Inc.
Diversified Trading Program
1.57 3,000k 7/1/2001
92 Southwest Managed Investments, LLC
Global Diversified
1.59 200k 1/1/2002
91 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.60 1,000k 3/1/1998
90 Superfund Group
Superfund Green Q-AG
1.81 2k 3/1/1996
89 Superfund Group
Superfund Green GCT USD
1.90 15k 1/1/2000
88 Rho Asset Management
Rho Altius 1XL Program
1.94 5,000k 11/1/2007
87 John Locke Investments
Cyril Systematic Program
1.94 8,000k 7/1/2000
86 Rabar Market Research
Diversified Program
1.95 2,000k 1/1/1989
85 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.95 10,000k 8/1/2004
84 Manning & Napier
MN Xenon Global Fixed Income Program
1.96 2,000k 8/1/2004
83 Tactical Investment Management
Tactical Institutional Commodity Program
1.98 10,000k 4/1/1993
82 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
2.00 75k 6/1/2007
81 Quantica Capital AG
Quantica Managed Futures
2.00 5,000k 1/1/2005
80 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
2.01 10,000k 1/1/2001
79 Pacific Capital Advisors
Vanguard Program
2.03 100k 4/1/2007
78 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.04 10,000k 8/1/1999
77 Winton Capital Management
Diversified
2.10 50,000k 10/1/1997
76 Clarke Capital Management
Millennium
2.23 1,000k 1/1/1998
75 Wavefront Global Asset Management
IMFC Global Investment Program
2.24 2,000k 2/1/2007
74 Auctos Capital Management
Auctos Global Diversified
2.28 3,000k 11/1/2007
73 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.29 10,000k 1/1/1995
72 Dominion Capital
Sapphire Program
2.34 3,000k 5/1/2005
71 Mark J. Walsh Company
Standard Program
2.35 2,000k 9/1/1985
70 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.41 1,000k 9/1/1997
69 Eclipse Capital Management
Global Monetary
2.44 5,000k 8/1/1990
68 Lynx Asset Management AB
Lynx Program
2.48 75k 5/1/2000
67 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
2.52 4,000k 11/1/2008
66 Superfund Group
Superfund Green L.P. Series B
2.60 5k 10/1/2002
65 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
2.60 100k 11/1/1984
64 Somers Brothers Capital
Diversified Futures Program #1
2.61 100k 1/1/2005
63 HiProb Trading Technology LLC
HiProb-I
2.70 5,000k 7/1/2008
62 Auspice Capital Advisors Ltd
Auspice Diversified Program
2.73 1,500k 4/1/2006
61 Welton Investment Partners
Welton Global
2.76 10,000k 6/1/2004
60 Mobius Asset Management
Diversified Program
2.81 250k 3/1/2004
59 Briarwood Capital Management, Inc.
Diversified 2XL
2.85 250k 11/1/2004
58 Trigon Investment Advisors, LLC
Foreign Exchange Program
2.86 5,000k 8/1/2000
57 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
3.04 1,000k 10/1/2006
56 Robust Methods LLC
Macro Managed Account
3.14 5,000k 1/1/2005
55 Neural Capital Ltd
Sentinel Trading Program
3.20 2,000k 1/1/2006
54 IKOS
The IKOS Hedge Fund
3.33 10,000k 7/1/1998
53 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.39 0k 11/1/1996
52 Alee Capital Management, LLC
Mistral Program
3.46 2,500k 1/1/1999
51 Keck Capital Management LLC
The Keck Program
3.58 2,000k 12/1/2003
50 Manning & Napier
MN Xenon Managed Futures (2x) Program
3.63 5,000k 6/1/2006
49 IKOS
IKOS FX Fund
3.75 1,000k 3/1/2008
48 Abraham Trading Company
Diversified Program
3.76 10,000k 1/1/1988
47 Conquest Capital Group
Conquest Select
3.78 250k 6/1/2004
46 Ancile Capital Management
Global Markets Program
3.98 2,000k 4/1/2005
45 Witter & Lester, Inc.
Redstone
4.13 500k 9/1/1994
44 Emil van Essen
Spread Trading Program
4.14 5,000k 12/1/2006
43 Chesapeake Capital
Diversified (LV)
4.14 100k 2/1/1988
42 Parizek Capital
Currency Program
4.20 1,000k 4/1/2006
41 Revolution Capital Management
Alpha Program
4.35 5,000k 6/1/2007
40 Revolution Capital Management
Alpha Fund
4.53 50k 1/1/2005
39 Estlander & Partners
Alpha Trend
4.55 30,000k 10/1/1991
38 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.56 400k 1/1/1988
37 Beach Horizon LLP
Managed Account
4.67 5,000k 5/1/2005
36 Gladius Asset Management
Fulham Program
4.83 2,000k 1/1/2008
35 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
4.88 500k 12/1/2003
34 Dreiss Research Corporation
Diversified Program
4.93 1,000k 5/1/1991
33 Superfund Group
Superfund Green Master
4.96 2,000k 5/1/2001
32 Arcanum Asset Management
Equity Index Option Program (Prop)
5.00 500k 7/1/2006
31 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
5.05 100k 1/1/2000
30 Drury Capital
Diversified Trend-Following Program
5.15 5,000k 5/1/1997
29 Parizek Capital
Futures Trading Program
5.23 500k 4/1/2000
28 Mulvaney Capital Management
The Mulvaney Global Markets Program
5.30 100k 5/1/1999
27 FORT LP
Fort Global Contrarian
5.36 2,000k 10/1/2002
26 Rhicon Currency Management
Rhicon Systematic Currency Program
5.44 3,000k 1/1/2004
25 Clarke Capital Management
Jupiter
5.44 3,000k 5/1/2005
24 Hawksbill Capital Management
Global Diversified
6.03 5,000k 11/1/1988
23 ISAM
ISAM Systematic Trend Fund
6.11 1,000k 6/1/2001
22 Tyche Capital Advisors LLC
TCA Energy Spreads
6.15 100k 8/1/2008
21 Revolution Capital Management
Mosaic Program
6.19 10,000k 10/1/2006
20 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
6.20 200k 11/1/1999
19 DUNN Capital Management
DUNN Combined Fund (DCF)
6.60 100k 5/1/1989
18 Clarke Capital Management
Worldwide
7.04 250k 1/1/1996
17 DUNN Capital Management
D'Best Futures Fund, L.P.
7.28 100k 6/1/1994
16 Future Trade AG
Thales Swing Trading Programme
7.69 250k 6/1/2007
15 White Indian Trading Co.
STAIRS - Futures Program (Client)
7.76 250k 10/1/2008
14 Alee Capital Management, LLC
Poniente Program
7.82 2,500k 1/1/1999
13 Diamond Peak Capital LLC
Northstar (2x) program
8.02 250k 10/1/2008
12 AllMountain Capital AG
Mount Denali Global Trends
8.47 160k 7/1/2007
11 Mobius Asset Management
Custom Trading Program
9.15 100k 1/1/2002
10 Heyden & Steindl GmbH
TOMAC2
9.24 5,000k 3/1/2003
9 FORT LP
Fort Global Diversified
9.25 2,000k 10/1/1993
8 Superfund Group
Superfund Green Gold A (SPC)
9.45 5k 10/1/2005
7 Superfund Group
Superfund Green Gold B (SPC)
10.81 50k 10/1/2005
6 Superfund Group
Superfund Green Gold C (SPC)
11.80 100k 10/1/2005
5 Kelly Angle Inc.
Genesis Program
12.37 2,000k 4/1/2000
4 Quality Capital Management
Global Diversified Programme
12.76 10,000k 12/1/1995
3 Clarke Capital Management
FX Plus
13.34 1,000k 5/1/2004
2 Dendrich Ltd
QEP
13.97 50k 12/1/2005
1 Futures Truth Company, FTC-CTA
MS4
15.60 250k 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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