Systematic Trader Index For March 2008

Monthly Rankings

Rank CTA/Program Mar 2008 Min Inv Inception
162 Parizek Capital
Currency Program
-12.46 1,000k 4/1/2006
161 Keck Capital Management LLC
The Keck Program
-10.94 2,000k 12/1/2003
160 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-10.13 100k 11/1/1984
159 Mark J. Walsh Company
Standard Program
-10.03 2,000k 9/1/1985
158 Future Trade AG
Thales Swing Trading Programme
-10.00 250k 6/1/2007
157 Heyden & Steindl GmbH
TOMAC2
-9.74 5,000k 3/1/2003
156 DUNN Capital Management
DUNN Combined Fund (DCF)
-9.65 100k 5/1/1989
155 Drury Capital
Diversified Trend-Following Program
-8.45 5,000k 5/1/1997
154 Superfund Group
Superfund Green Gold C (SPC)
-8.44 100k 10/1/2005
153 Superfund Group
Superfund Blue SPC Class A (Gold)
-8.24 50k 12/1/2007
152 Mulvaney Capital Management
The Mulvaney Global Markets Program
-7.96 100k 5/1/1999
151 Chesapeake Capital
Diversified (LV)
-7.49 100k 2/1/1988
150 Tactical Investment Management
Tactical Institutional Commodity Program
-7.18 10,000k 4/1/1993
149 Superfund Group
Superfund Green Gold B (SPC)
-7.15 50k 10/1/2005
148 Kinkopf Capital Management
KCM S&P (Proprietary)
-7.12 100k 1/1/1999
147 John Locke Investments
JL Commodity Long Flat Program
-6.88 5,000k 12/1/2007
146 Superfund Group
Superfund Blue SPC Class A (EUR)
-6.70 50k 4/1/2005
145 Millburn Corporation
Commodity Program
-6.55 25,000k 3/1/2005
144 Parizek Capital
Futures Trading Program
-6.53 500k 4/1/2000
143 Alee Capital Management, LLC
Mistral Program
-6.42 2,500k 1/1/1999
142 Quality Capital Management
Global Diversified Programme
-6.28 10,000k 12/1/1995
141 Xplor Capital Management, LLC
Global CTA Program
-6.24 1,500k 7/1/2004
140 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-6.03 5,000k 10/1/2007
139 Superfund Group
Superfund Green Gold A (SPC)
-5.86 5k 10/1/2005
138 Ancile Capital Management
Global Markets Program
-5.33 2,000k 4/1/2005
137 Auctos Capital Management
Auctos Global Diversified
-5.11 3,000k 11/1/2007
136 Covenant Capital Management
Aggressive Program
-5.01 3,000k 2/1/2004
135 Gladius Asset Management
Fulham Program
-4.83 2,000k 1/1/2008
134 Estlander & Partners
Global XL
-4.72 5,000k 8/1/1991
133 Somers Brothers Capital
Diversified Futures Program #1
-4.68 100k 1/1/2005
132 Alee Capital Management, LLC
Poniente Program
-4.44 2,500k 1/1/1999
131 Covenant Capital Management
Original Program
-4.39 5,000k 9/1/1999
130 Estlander & Partners
Alpha Trend
-4.08 30,000k 10/1/1991
129 Emil van Essen
Spread Trading Program
-3.83 5,000k 12/1/2006
128 Claughton Capital
Auto-Reactive Positioning
-3.55 1,000k 10/1/2005
127 Altradis Capital AG
AlphAlgo
-3.55 100k 5/1/2007
126 Superfund Group
Superfund Green Master
-3.38 2,000k 5/1/2001
125 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-3.36 0k 11/1/1996
124 IKOS
The IKOS Hedge Fund
-3.28 10,000k 7/1/1998
123 Mobius Asset Management
Diversified Program
-3.28 250k 3/1/2004
122 Red Rock Capital, LLC
Systematic Global Macro
-3.17 500k 9/1/2003
121 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.06 100k 6/1/1994
120 Millburn Corporation
Multi-Markets Program
-3.05 25,000k 10/1/2004
119 Revolution Capital Management
Alpha Program
-2.81 5,000k 6/1/2007
118 Beach Horizon LLP
Managed Account
-2.55 5,000k 5/1/2005
117 Mobius Asset Management
Custom Trading Program
-2.46 100k 1/1/2002
116 Millburn Corporation
Diversified Program
-2.30 20,000k 2/1/1977
115 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-2.27 5,000k 1/1/2005
114 Systematic Alpha Management
Systematic Alpha Futures Program
-2.24 100k 6/1/2004
113 Estlander & Partners
Global Markets
-2.13 10,000k 8/1/1999
112 Dreiss Research Corporation
Diversified Program
-2.11 1,000k 5/1/1991
111 Conquest Capital Group
Conquest Select
-2.07 250k 6/1/2004
110 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.73 1,500k 4/1/2006
109 Spectrum Asset Management LLC
Global Diversified
-1.67 2,000k 1/1/2001
108 Manning & Napier
MN Xenon Global Fixed Income Program
-1.45 2,000k 8/1/2004
107 Rabar Market Research
Diversified Program
-1.42 2,000k 1/1/1989
106 Romanesco Capital Management B.V
Persistence Program
-1.41 5,000k 9/1/2005
105 EMC Capital Advisors, LLC
Classic
-1.40 5,000k 1/1/1985
104 Revolution Capital Management
Alpha Fund
-1.32 50k 1/1/2005
103 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-1.31 75k 6/1/2007
102 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.27 10,000k 1/1/1991
101 Wavefront Global Asset Management
IMFC Global Investment Program
-1.19 2,000k 2/1/2007
100 Eclipse Capital Management
Global Monetary
-1.16 5,000k 8/1/1990
99 Manning & Napier
MN Xenon Managed Futures (2x) Program
-0.99 5,000k 6/1/2006
98 Molinero Capital Management LLP
Global Markets Program
-0.97 2,000k 7/1/2005
97 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.95 100k 1/1/2005
96 AllMountain Capital AG
Mount Denali Global Trends
-0.87 160k 7/1/2007
95 Emil van Essen
EvE Systematic Global Opportunities
-0.82 1,000k 9/1/2007
94 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.76 10,000k 4/1/2003
93 Pacific Capital Advisors
Vanguard Program
-0.76 100k 4/1/2007
92 Winton Capital Management
Diversified
-0.66 50,000k 10/1/1997
91 Rho Asset Management
Rho Altius 1XL Program
-0.43 5,000k 11/1/2007
90 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.28 10,000k 1/1/2007
89 Abraham Trading Company
Diversified Program
-0.21 10,000k 1/1/1988
88 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-0.17 1,000k 5/1/2006
87 Dominion Capital
Sapphire Program
-0.17 3,000k 5/1/2005
86 Robust Methods LLC
Macro Managed Account
-0.16 5,000k 1/1/2005
82 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
83 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
84 HB Capital Management Inc.
Diversified Program
0.00 50k 3/1/2008
85 IKOS
IKOS FX Fund
0.00 1,000k 3/1/2008
81 Witter & Lester, Inc.
Redstone
0.08 500k 9/1/1994
80 Jaguar Investments Ltd
Vario Capital Strategy
0.14 1,000k 5/1/2016
79 ISAM
ISAM Systematic Trend Fund
0.17 1,000k 6/1/2001
78 Hawksbill Capital Management
Global Diversified
0.20 5,000k 11/1/1988
77 Eckhardt Trading Company
Evolution Strategies
0.21 20,000k 8/1/1991
76 Saxon Investment Corporation
Diversified Program
0.22 3,000k 9/1/1988
75 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.25 10,000k 2/1/2008
74 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.26 1k 10/1/2006
73 Hyman Beck and Company
Global Portfolio
0.27 1,000k 3/1/1991
72 Eckhardt Trading Company
Evolution Strategies 1.2X
0.30 10,000k 10/1/1991
71 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.35 10,000k 4/1/2004
70 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.41 500k 1/1/2006
69 John Locke Investments
Cyril Systematic Program
0.42 8,000k 7/1/2000
68 Saxon Investment Corporation
Aggressive Diversified Program
0.42 2,000k 11/1/1993
67 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.47 1,000k 9/1/1997
66 Rivoli Fund Management
Rivoli International Fund (V9)
0.49 5,000k 1/1/2002
65 FORT LP
Fort Global Diversified
0.53 2,000k 10/1/1993
64 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.60 10,000k 1/1/2001
63 Rivoli Fund Management
Rivoli International Fund (MAP)
0.64 5,000k 10/1/1996
62 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.64 10,000k 8/1/2004
61 FORT LP
Fort Global Contrarian
0.68 2,000k 10/1/2002
60 Transtrend B.V.
DTP – Standard Risk (EUR)
0.71 10,000k 2/1/1999
59 Welton Investment Partners
Welton Global
0.82 10,000k 6/1/2004
58 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.99 10,000k 8/1/1999
57 NuWave Investment Management, LLC
Combined Futures Portfolio
1.15 5,000k 6/1/2001
56 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.33 10,000k 1/1/1995
55 NuWave Investment Management, LLC
NuWave Investment Partners LP
1.33 250k 6/1/2001
54 RAM Management Group
RAM MRTP 1X-Conservative
1.48 1,000k 9/1/1993
53 Superfund Group
Superfund Green GCT USD
1.49 15k 1/1/2000
52 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.53 1,000k 3/1/1998
51 Lynx Asset Management AB
Lynx Program
1.57 75k 5/1/2000
50 Superfund Group
Superfund Green Q-AG
1.59 2k 3/1/1996
49 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.62 10,000k 3/1/2006
48 Quantica Capital AG
Quantica Diversified FX
1.70 5,000k 3/1/2007
47 Southwest Managed Investments, LLC
Global Diversified
1.74 200k 1/1/2002
46 MERIT Alternative Investments GmbH
Futures Portfolio
1.79 2,000k 6/1/1998
45 Mobius Asset Management
Energy Weighted Program
1.89 250k 1/1/2005
44 Superfund Group
Superfund Green L.P. Series B
1.95 5k 10/1/2002
43 Quantica Capital AG
Quantica Managed Futures
2.00 5,000k 1/1/2005
42 Ion Asset Architecture (Fund Program)
Ion Fund
2.04 100k 11/1/2007
41 Ion Asset Architecture
Ion Fund Program
2.04 10,000k 11/1/2007
40 Neural Capital Ltd
Sentinel Trading Program
2.09 2,000k 1/1/2006
39 Superfund Group
Superfund Green L.P. Series A
2.29 5k 10/1/2002
38 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.35 500k 12/1/2003
37 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.45 100k 1/1/2000
36 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
2.56 1,000k 10/1/2006
35 Trigon Investment Advisors, LLC
Foreign Exchange Program
2.61 5,000k 8/1/2000
34 Northfield Trading
Diversified
2.65 2,000k 7/1/1989
33 Futures Truth Company, FTC-CTA
MS4
2.85 250k 10/1/2007
32 Rhicon Currency Management
Rhicon Systematic Currency Program
2.88 3,000k 1/1/2004
31 Endeavour Capital LLP
Endeavour Pembroke
2.93 2,000k 7/1/2007
30 Kelly Angle Inc.
Genesis Program
2.94 2,000k 4/1/2000
29 Crabel Capital Management
Crabel Multi-Product
2.95 1,000k 3/1/1998
28 Blackwater Capital Management
Global Program
2.95 5,000k 7/1/2005
27 Robinson-Langley Capital Management, LLC
Managed Account Program
2.96 200k 1/1/2007
26 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.98 400k 1/1/1988
25 Quantum Leap Capital Management
Managed Account Program
3.17 300k 8/1/2006
24 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.41 1,000k 3/1/2003
23 Quantitative Investment Management
Quantitative Global Program
3.55 20,000k 10/1/2003
22 Alder Capital DAC
Alder Global 10
3.70 2,500k 10/1/2000
21 Briarwood Capital Management, Inc.
Diversified Trading Program
3.95 3,000k 7/1/2001
20 Acorn Global Investments Inc.
Acorn Diversified Program
3.98 10k 7/1/2005
19 RAM Management Group
MRTP Aggressive
4.10 1,000k 2/1/1998
18 Conquest Capital Group
Conquest Macro
4.17 250k 5/1/1999
17 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.19 200k 11/1/1999
16 Dendrich Ltd
QEP
5.44 50k 12/1/2005
15 Clarke Capital Management
Worldwide
5.85 250k 1/1/1996
14 Clarke Capital Management
Jupiter
5.90 3,000k 5/1/2005
13 Non Correlated Capital
Positive Theta Program
5.96 250k 10/1/2007
12 Non Correlated Capital
Positive Theta Fund
6.12 50k 10/1/2007
11 Amplitude Capital International Limited
Dynamic Strategy
6.16 6/1/2005
10 Alder Capital DAC
Alder Global 20
6.90 2,500k 2/1/2001
9 Shield Plus LLC
Shield Plus Natural Gas
7.07 50k 1/1/2004
8 Briarwood Capital Management, Inc.
Diversified 2XL
7.46 250k 11/1/2004
7 Arcanum Asset Management
Equity Index Option Program (Prop)
8.00 500k 7/1/2006
6 Clarke Capital Management
Global Magnum
8.43 100k 8/1/1997
5 Crescent Bay Capital Management
Premium Stock Index Program
8.78 10k 10/1/2005
4 Revolution Capital Management
Mosaic Program
10.41 10,000k 10/1/2006
3 Clarke Capital Management
Global Basic
12.05 50k 2/1/1996
2 Clarke Capital Management
Millennium
12.76 1,000k 1/1/1998
1 Clarke Capital Management
FX Plus
13.38 1,000k 5/1/2004

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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