Systematic Trader Index For February 2008

Monthly Rankings

Rank CTA/Program Feb 2008 Min Inv Inception
160 Parizek Capital
Currency Program
-14.47 1,000k 4/1/2006
159 Claughton Capital
Auto-Reactive Positioning
-7.19 1,000k 10/1/2005
158 Emil van Essen
Spread Trading Program
-5.85 5,000k 12/1/2006
157 Neural Capital Ltd
Sentinel Trading Program
-4.77 2,000k 1/1/2006
156 Revolution Capital Management
Mosaic Program
-2.86 10,000k 10/1/2006
155 Futures Truth Company, FTC-CTA
MS4
-2.56 250k 10/1/2007
154 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.47 100k 1/1/2000
153 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-1.45 10,000k 4/1/2004
152 Jaguar Investments Ltd
Vario Capital Strategy
-0.99 1,000k 5/1/2016
151 Dominion Capital
Sapphire Program
-0.81 3,000k 5/1/2005
150 IKOS
The IKOS Hedge Fund
-0.72 10,000k 7/1/1998
149 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.64 400k 1/1/1988
146 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.00 10,000k 2/1/2008
147 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
148 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
145 Crabel Capital Management
Crabel Multi-Product
0.52 1,000k 3/1/1998
144 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.54 10,000k 4/1/2003
143 Rhicon Currency Management
Rhicon Systematic Currency Program
0.55 3,000k 1/1/2004
142 Pacific Capital Advisors
Vanguard Program
0.70 100k 4/1/2007
141 Quantica Capital AG
Quantica Diversified FX
0.80 5,000k 3/1/2007
140 Mobius Asset Management
Energy Weighted Program
0.86 250k 1/1/2005
139 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.86 10,000k 1/1/2007
138 Northfield Trading
Diversified
0.87 2,000k 7/1/1989
137 Mobius Asset Management
Diversified Program
0.92 250k 3/1/2004
136 Briarwood Capital Management, Inc.
Diversified Trading Program
1.40 3,000k 7/1/2001
135 Witter & Lester, Inc.
Redstone
1.43 500k 9/1/1994
134 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.55 1,000k 3/1/1998
133 Superfund Group
Superfund Blue SPC Class A (EUR)
1.77 50k 4/1/2005
132 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.86 10,000k 1/1/2001
131 Clarke Capital Management
FX Plus
2.00 1,000k 5/1/2004
130 Robust Methods LLC
Macro Managed Account
2.12 5,000k 1/1/2005
129 Non Correlated Capital
Positive Theta Program
2.52 250k 10/1/2007
128 Amplitude Capital International Limited
Dynamic Strategy
2.63 6/1/2005
127 Briarwood Capital Management, Inc.
Diversified 2XL
2.65 250k 11/1/2004
126 Non Correlated Capital
Positive Theta Fund
2.69 50k 10/1/2007
125 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
2.78 1,000k 10/1/2006
124 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.78 1,000k 9/1/1997
123 Quantica Capital AG
Quantica Managed Futures
2.80 5,000k 1/1/2005
122 RAM Management Group
RAM MRTP 1X-Conservative
3.00 1,000k 9/1/1993
121 SEB Asset Management
SEB Asset Selection Fund C (EUR)
3.08 1k 10/1/2006
120 Kinkopf Capital Management
KCM S&P (Proprietary)
3.12 100k 1/1/1999
119 Superfund Group
Superfund Blue SPC Class A (Gold)
3.15 50k 12/1/2007
118 Revolution Capital Management
Alpha Fund
3.16 50k 1/1/2005
117 AllMountain Capital AG
Mount Denali Global Trends
3.31 160k 7/1/2007
116 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
3.31 500k 1/1/2006
115 Revolution Capital Management
Alpha Program
3.42 5,000k 6/1/2007
114 Ion Asset Architecture (Fund Program)
Ion Fund
3.46 100k 11/1/2007
113 Alder Capital DAC
Alder Global 10
3.50 2,500k 10/1/2000
112 Ion Asset Architecture
Ion Fund Program
3.50 10,000k 11/1/2007
111 Transtrend B.V.
DTP – Standard Risk (EUR)
3.51 10,000k 2/1/1999
110 Manning & Napier
MN Xenon Global Fixed Income Program
3.64 2,000k 8/1/2004
109 Estlander & Partners
Global Markets
3.65 10,000k 8/1/1999
108 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
3.90 1,000k 5/1/2006
107 Conquest Capital Group
Conquest Macro
3.92 250k 5/1/1999
106 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.13 250k 6/1/2001
105 NuWave Investment Management, LLC
Combined Futures Portfolio
4.35 5,000k 6/1/2001
104 Hyman Beck and Company
Global Portfolio
4.35 1,000k 3/1/1991
103 Emil van Essen
EvE Systematic Global Opportunities
4.45 1,000k 9/1/2007
102 Rotella Capital Management
Rotella Orion (Short-Term) Program
4.49 10,000k 3/1/2006
101 Eclipse Capital Management
Global Monetary
4.70 5,000k 8/1/1990
100 MERIT Alternative Investments GmbH
Futures Portfolio
4.85 2,000k 6/1/1998
99 Transtrend B.V.
DTP – Enhanced Risk (JPY)
5.11 10,000k 8/1/2004
98 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.24 10,000k 8/1/1999
97 Quantitative Investment Management
Quantitative Global Program
5.30 20,000k 10/1/2003
96 Mobius Asset Management
Custom Trading Program
5.46 100k 1/1/2002
95 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.55 10,000k 1/1/1995
94 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
5.57 5,000k 1/1/2005
93 Rivoli Fund Management
Rivoli International Fund (V9)
5.98 5,000k 1/1/2002
92 Trigon Investment Advisors, LLC
Foreign Exchange Program
5.98 5,000k 8/1/2000
91 Lynx Asset Management AB
Lynx Program
6.02 75k 5/1/2000
90 FORT LP
Fort Global Diversified
6.08 2,000k 10/1/1993
89 Systematic Alpha Management
Systematic Alpha Futures Program
6.14 100k 6/1/2004
88 Romanesco Capital Management B.V
Persistence Program
6.18 5,000k 9/1/2005
87 Welton Investment Partners
Welton Global
6.20 10,000k 6/1/2004
86 Molinero Capital Management LLP
Global Markets Program
6.31 2,000k 7/1/2005
85 Abraham Trading Company
Diversified Program
6.57 10,000k 1/1/1988
84 Millburn Corporation
Diversified Program
6.57 20,000k 2/1/1977
83 FORT LP
Fort Global Contrarian
6.64 2,000k 10/1/2002
82 Alder Capital DAC
Alder Global 20
6.80 2,500k 2/1/2001
81 Crescent Bay Capital Management
Premium Stock Index Program
6.88 10k 10/1/2005
80 John Locke Investments
Cyril Systematic Program
6.89 8,000k 7/1/2000
79 ISAM
ISAM Systematic Trend Fund
6.90 1,000k 6/1/2001
78 Arcanum Asset Management
Equity Index Option Program (Prop)
7.00 500k 7/1/2006
77 Rotella Capital Management
Rotella Polaris Program (Diversified)
7.08 10,000k 1/1/1991
76 Conquest Capital Group
Conquest Select
7.31 250k 6/1/2004
75 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
7.34 500k 12/1/2003
74 Winton Capital Management
Diversified
7.95 50,000k 10/1/1997
73 Estlander & Partners
Global XL
8.19 5,000k 8/1/1991
72 RAM Management Group
MRTP Aggressive
8.24 1,000k 2/1/1998
71 Endeavour Capital LLP
Endeavour Pembroke
8.45 2,000k 7/1/2007
70 Clarke Capital Management
Global Magnum
8.46 100k 8/1/1997
69 Millburn Corporation
Multi-Markets Program
8.63 25,000k 10/1/2004
68 Rivoli Fund Management
Rivoli International Fund (MAP)
9.03 5,000k 10/1/1996
67 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
9.81 200k 11/1/1999
66 Altradis Capital AG
AlphAlgo
9.86 100k 5/1/2007
65 Manning & Napier
MN Xenon Managed Futures (2x) Program
9.95 5,000k 6/1/2006
64 Shield Plus LLC
Shield Plus Natural Gas
10.00 50k 1/1/2004
63 Eckhardt Trading Company
Evolution Strategies
10.01 20,000k 8/1/1991
62 Saxon Investment Corporation
Diversified Program
10.63 3,000k 9/1/1988
61 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
10.69 75k 6/1/2007
60 Blackwater Capital Management
Global Program
10.98 5,000k 7/1/2005
59 Spectrum Asset Management LLC
Global Diversified
11.02 2,000k 1/1/2001
58 Hawksbill Capital Management
Global Diversified
11.12 5,000k 11/1/1988
57 Drury Capital
Diversified Trend-Following Program
11.17 5,000k 5/1/1997
56 Eckhardt Trading Company
Evolution Strategies 1.2X
11.42 10,000k 10/1/1991
55 John Locke Investments
JL Commodity Long Flat Program
11.79 5,000k 12/1/2007
54 Acorn Global Investments Inc.
Acorn Diversified Program
12.10 10k 7/1/2005
53 Clarke Capital Management
Worldwide
12.24 250k 1/1/1996
52 Clarke Capital Management
Global Basic
12.54 50k 2/1/1996
51 Rabar Market Research
Diversified Program
12.91 2,000k 1/1/1989
50 Gladius Asset Management
Fulham Program
13.13 2,000k 1/1/2008
49 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
13.67 1,000k 3/1/2003
48 Estlander & Partners
Alpha Trend
13.86 30,000k 10/1/1991
47 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
13.93 0k 11/1/1996
46 Auctos Capital Management
Auctos Global Diversified
14.16 3,000k 11/1/2007
45 Superfund Group
Superfund Green Q-AG
14.17 2k 3/1/1996
44 Southwest Managed Investments, LLC
Global Diversified
14.30 200k 1/1/2002
43 Auspice Capital Advisors Ltd
Auspice Diversified Program
14.53 1,500k 4/1/2006
42 EMC Capital Advisors, LLC
Classic
14.90 5,000k 1/1/1985
41 Covenant Capital Management
Original Program
15.41 5,000k 9/1/1999
40 Xplor Capital Management, LLC
Global CTA Program
15.42 1,500k 7/1/2004
39 Heyden & Steindl GmbH
TOMAC2
15.51 5,000k 3/1/2003
38 Commodity Strategies AG
CSAG Active Long Short Commodity Program
16.06 5,000k 10/1/2007
37 Clarke Capital Management
Jupiter
16.32 3,000k 5/1/2005
36 Robinson-Langley Capital Management, LLC
Managed Account Program
16.63 200k 1/1/2007
35 Millburn Corporation
Commodity Program
16.65 25,000k 3/1/2005
34 Chesapeake Capital
Diversified (LV)
17.15 100k 2/1/1988
33 Ancile Capital Management
Global Markets Program
17.36 2,000k 4/1/2005
32 Kelly Angle Inc.
Genesis Program
17.59 2,000k 4/1/2000
31 Superfund Group
Superfund Green L.P. Series A
17.93 5k 10/1/2002
30 Saxon Investment Corporation
Aggressive Diversified Program
18.10 2,000k 11/1/1993
29 Quantum Leap Capital Management
Managed Account Program
18.58 300k 8/1/2006
28 Red Rock Capital, LLC
Systematic Global Macro
18.66 500k 9/1/2003
27 Rho Asset Management
Rho Altius 1XL Program
18.87 5,000k 11/1/2007
26 Wavefront Global Asset Management
IMFC Global Investment Program
18.88 2,000k 2/1/2007
25 Keck Capital Management LLC
The Keck Program
19.01 2,000k 12/1/2003
24 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
19.09 100k 1/1/2005
23 Mark J. Walsh Company
Standard Program
19.55 2,000k 9/1/1985
22 Quality Capital Management
Global Diversified Programme
20.02 10,000k 12/1/1995
21 Beach Horizon LLP
Managed Account
20.07 5,000k 5/1/2005
20 Alee Capital Management, LLC
Mistral Program
21.19 2,500k 1/1/1999
19 Superfund Group
Superfund Green Gold A (SPC)
21.31 5k 10/1/2005
18 Tactical Investment Management
Tactical Institutional Commodity Program
21.39 10,000k 4/1/1993
17 Covenant Capital Management
Aggressive Program
21.53 3,000k 2/1/2004
16 Somers Brothers Capital
Diversified Futures Program #1
21.90 100k 1/1/2005
15 Superfund Group
Superfund Green GCT USD
22.39 15k 1/1/2000
14 Parizek Capital
Futures Trading Program
22.84 500k 4/1/2000
13 Dendrich Ltd
QEP
23.33 50k 12/1/2005
12 DUNN Capital Management
D'Best Futures Fund, L.P.
24.52 100k 6/1/1994
11 Superfund Group
Superfund Green L.P. Series B
24.60 5k 10/1/2002
10 Alee Capital Management, LLC
Poniente Program
26.15 2,500k 1/1/1999
9 Clarke Capital Management
Millennium
27.36 1,000k 1/1/1998
8 Future Trade AG
Thales Swing Trading Programme
27.83 250k 6/1/2007
7 Superfund Group
Superfund Green Gold B (SPC)
28.68 50k 10/1/2005
6 Mulvaney Capital Management
The Mulvaney Global Markets Program
28.86 100k 5/1/1999
5 Dreiss Research Corporation
Diversified Program
29.19 1,000k 5/1/1991
4 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
29.55 100k 11/1/1984
3 DUNN Capital Management
DUNN Combined Fund (DCF)
31.63 100k 5/1/1989
2 Superfund Group
Superfund Green Master
32.16 2,000k 5/1/2001
1 Superfund Group
Superfund Green Gold C (SPC)
37.36 100k 10/1/2005

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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