Systematic Trader Index For May 2008

Monthly Rankings

Rank CTA/Program May 2008 Min Inv Inception
165 Neural Capital Ltd
Sentinel Trading Program
-8.98 2,000k 1/1/2006
164 RAM Management Group
MRTP Aggressive
-8.39 1,000k 2/1/1998
163 Alee Capital Management, LLC
Mistral Program
-7.21 2,500k 1/1/1999
162 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-5.86 100k 1/1/2000
161 Conquest Capital Group
Conquest Macro
-5.64 250k 5/1/1999
160 Claughton Capital
Auto-Reactive Positioning
-4.99 1,000k 10/1/2005
159 NuWave Investment Management, LLC
NuWave Investment Partners LP
-4.57 250k 6/1/2001
158 NuWave Investment Management, LLC
Combined Futures Portfolio
-4.50 5,000k 6/1/2001
157 Clarke Capital Management
FX Plus
-4.46 1,000k 5/1/2004
156 Parizek Capital
Currency Program
-4.38 1,000k 4/1/2006
155 Alder Capital DAC
Alder Global 20
-4.20 2,500k 2/1/2001
154 Rhicon Currency Management
Rhicon Systematic Currency Program
-3.62 3,000k 1/1/2004
153 Southwest Managed Investments, LLC
Global Diversified
-3.54 200k 1/1/2002
152 Ion Asset Architecture
Ion Fund Program
-3.47 10,000k 11/1/2007
151 Ion Asset Architecture (Fund Program)
Ion Fund
-3.47 100k 11/1/2007
150 Acorn Global Investments Inc.
Acorn Diversified Program
-3.21 10k 7/1/2005
149 RAM Management Group
RAM MRTP 1X-Conservative
-2.95 1,000k 9/1/1993
148 Quantum Leap Capital Management
Managed Account Program
-2.86 300k 8/1/2006
147 Witter & Lester, Inc.
Stock Index Futures Trading Program
-2.33 400k 1/1/1988
146 FORT LP
Fort Global Contrarian
-1.88 2,000k 10/1/2002
145 Briarwood Capital Management, Inc.
Diversified 2XL
-1.86 250k 11/1/2004
144 Alder Capital DAC
Alder Global 10
-1.80 2,500k 10/1/2000
143 Eclipse Capital Management
Global Monetary
-1.80 5,000k 8/1/1990
142 Mobius Asset Management
Custom Trading Program
-1.61 100k 1/1/2002
141 Jaguar Investments Ltd
Vario Capital Strategy
-1.47 1,000k 5/1/2016
140 Estlander & Partners
Global XL
-1.33 5,000k 8/1/1991
139 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-1.31 10,000k 2/1/2008
138 Ancile Capital Management
Global Markets Program
-1.09 2,000k 4/1/2005
137 Abraham Trading Company
Diversified Program
-0.94 10,000k 1/1/1988
136 Crescent Bay Capital Management
Premium Stock Index Program
-0.85 10k 10/1/2005
135 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.85 3,000k 7/1/2001
134 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.83 5,000k 8/1/2000
133 Robust Methods LLC
Macro Managed Account
-0.79 5,000k 1/1/2005
132 Clarke Capital Management
Global Basic
-0.71 50k 2/1/1996
131 Heyden & Steindl GmbH
TOMAC2
-0.69 5,000k 3/1/2003
130 Estlander & Partners
Global Markets
-0.66 10,000k 8/1/1999
129 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.64 10,000k 4/1/2004
128 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.55 1,000k 3/1/2003
127 Mobius Asset Management
Energy Weighted Program
-0.48 250k 1/1/2005
126 Clarke Capital Management
Global Magnum
-0.47 100k 8/1/1997
125 Dreiss Research Corporation
Diversified Program
-0.47 1,000k 5/1/1991
124 Witter & Lester, Inc.
Redstone
-0.47 500k 9/1/1994
123 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.46 10,000k 1/1/2001
122 Pacific Capital Advisors
Vanguard Program
-0.40 100k 4/1/2007
121 MERIT Alternative Investments GmbH
Futures Portfolio
-0.31 2,000k 6/1/1998
120 Altradis Capital AG
AlphAlgo
-0.31 100k 5/1/2007
119 Shield Plus LLC
Shield Plus Natural Gas
-0.21 50k 1/1/2004
118 Hyman Beck and Company
Global Portfolio
-0.20 1,000k 3/1/1991
113 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
114 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
115 DUNN Capital Management
DUNN Combined Fund (DCF)
0.00 100k 5/1/1989
116 Esulep LLC MAX
Esulep LLC MAX
0.00 500k 5/1/2008
117 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
112 Mobius Asset Management
Diversified Program
0.01 250k 3/1/2004
111 Robinson-Langley Capital Management, LLC
Managed Account Program
0.03 200k 1/1/2007
110 Molinero Capital Management LLP
Global Markets Program
0.05 2,000k 7/1/2005
109 Keck Capital Management LLC
The Keck Program
0.19 2,000k 12/1/2003
108 Red Rock Capital, LLC
Systematic Global Macro
0.20 500k 9/1/2003
107 Rivoli Fund Management
Rivoli International Fund (MAP)
0.25 5,000k 10/1/1996
106 Rivoli Fund Management
Rivoli International Fund (V9)
0.30 5,000k 1/1/2002
105 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
0.33 200k 11/1/1999
104 Quantica Capital AG
Quantica Managed Futures
0.40 5,000k 1/1/2005
103 Romanesco Capital Management B.V
Persistence Program
0.46 5,000k 9/1/2005
102 Crabel Capital Management
Crabel Multi-Product
0.56 1,000k 3/1/1998
101 Spectrum Asset Management LLC
Global Diversified
0.57 2,000k 1/1/2001
100 Systematic Alpha Management
Systematic Alpha Futures Program
0.60 100k 6/1/2004
99 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.64 10,000k 4/1/2003
98 Manning & Napier
MN Xenon Global Fixed Income Program
0.70 2,000k 8/1/2004
97 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.71 1,500k 4/1/2006
96 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.72 1,000k 9/1/1997
95 FORT LP
Fort Global Diversified
0.76 2,000k 10/1/1993
94 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.79 1k 10/1/2006
93 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.03 1,000k 3/1/1998
92 Wavefront Global Asset Management
IMFC Global Investment Program
1.07 2,000k 2/1/2007
91 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.15 5,000k 6/1/2006
90 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
1.28 75k 6/1/2007
89 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.30 1,000k 5/1/2006
88 Future Trade AG
Thales Swing Trading Programme
1.33 250k 6/1/2007
87 Gladius Asset Management
Fulham Program
1.42 2,000k 1/1/2008
86 Millburn Corporation
Diversified Program
1.43 20,000k 2/1/1977
85 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.49 500k 1/1/2006
84 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.61 100k 1/1/2005
83 IKOS
IKOS FX Fund
1.62 1,000k 3/1/2008
82 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.67 100k 11/1/1984
81 EMC Capital Advisors, LLC
Classic
1.70 5,000k 1/1/1985
80 Eckhardt Trading Company
Evolution Strategies
1.70 20,000k 8/1/1991
79 Quantmetrics Capital Management LLP
Directional 10V Strategy
1.77 10,000k 1/1/2007
78 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.90 1,000k 10/1/2006
77 Eckhardt Trading Company
Evolution Strategies 1.2X
1.96 10,000k 10/1/1991
76 Winton Capital Management
Diversified
1.99 50,000k 10/1/1997
75 Quality Capital Management
Global Diversified Programme
2.00 10,000k 12/1/1995
74 Estlander & Partners
Alpha Trend
2.02 30,000k 10/1/1991
73 Tactical Investment Management
Tactical Institutional Commodity Program
2.05 10,000k 4/1/1993
72 Transtrend B.V.
DTP – Standard Risk (EUR)
2.05 10,000k 2/1/1999
71 Chesapeake Capital
Diversified (LV)
2.07 100k 2/1/1988
70 IKOS
The IKOS Hedge Fund
2.09 10,000k 7/1/1998
69 Auctos Capital Management
Auctos Global Diversified
2.10 3,000k 11/1/2007
68 Blackwater Capital Management
Global Program
2.14 5,000k 7/1/2005
67 Quantica Capital AG
Quantica Diversified FX
2.30 5,000k 3/1/2007
66 Millburn Corporation
Multi-Markets Program
2.31 25,000k 10/1/2004
65 Saxon Investment Corporation
Diversified Program
2.33 3,000k 9/1/1988
64 HB Capital Management Inc.
Diversified Program
2.34 50k 3/1/2008
63 John Locke Investments
Cyril Systematic Program
2.44 8,000k 7/1/2000
62 Northfield Trading
Diversified
2.54 2,000k 7/1/1989
61 Beach Horizon LLP
Managed Account
2.60 5,000k 5/1/2005
60 ISAM
ISAM Systematic Trend Fund
2.63 1,000k 6/1/2001
59 Xplor Capital Management, LLC
Global CTA Program
2.65 1,500k 7/1/2004
58 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.80 10,000k 3/1/2006
57 Covenant Capital Management
Original Program
2.84 5,000k 9/1/1999
56 Endeavour Capital LLP
Endeavour Pembroke
3.14 2,000k 7/1/2007
55 Millburn Corporation
Commodity Program
3.22 25,000k 3/1/2005
54 Alee Capital Management, LLC
Poniente Program
3.26 2,500k 1/1/1999
53 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.28 10,000k 1/1/1995
52 Revolution Capital Management
Alpha Fund
3.33 50k 1/1/2005
51 Revolution Capital Management
Alpha Program
3.34 5,000k 6/1/2007
50 Kinkopf Capital Management
KCM S&P (Proprietary)
3.37 100k 1/1/1999
49 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.41 10,000k 8/1/2004
48 Lynx Asset Management AB
Lynx Program
3.45 75k 5/1/2000
47 Rho Asset Management
Rho Altius 1XL Program
3.51 5,000k 11/1/2007
46 Amplitude Capital International Limited
Dynamic Strategy
3.51 6/1/2005
45 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.54 10,000k 8/1/1999
44 Emil van Essen
EvE Systematic Global Opportunities
3.56 1,000k 9/1/2007
43 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.57 10,000k 1/1/1991
42 Conquest Capital Group
Conquest Select
3.62 250k 6/1/2004
41 AllMountain Capital AG
Mount Denali Global Trends
3.70 160k 7/1/2007
40 Non Correlated Capital
Positive Theta Program
3.75 250k 10/1/2007
39 John Locke Investments
JL Commodity Long Flat Program
3.77 5,000k 12/1/2007
38 Covenant Capital Management
Aggressive Program
3.83 3,000k 2/1/2004
37 Saxon Investment Corporation
Aggressive Diversified Program
3.93 2,000k 11/1/1993
36 Mark J. Walsh Company
Standard Program
3.98 2,000k 9/1/1985
35 Arcanum Asset Management
Equity Index Option Program (Prop)
4.00 500k 7/1/2006
34 Welton Investment Partners
Welton Global
4.02 10,000k 6/1/2004
33 Non Correlated Capital
Positive Theta Fund
4.11 50k 10/1/2007
32 Rabar Market Research
Diversified Program
4.42 2,000k 1/1/1989
31 Hawksbill Capital Management
Global Diversified
4.57 5,000k 11/1/1988
29 Cranwood Capital Management
Cranwood International Fund
4.60 250k 4/1/2008
30 Cranwood Capital Management
Fixed Income Arbitrage Fund
4.60 250k 4/1/2008
28 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
4.66 500k 12/1/2003
27 Somers Brothers Capital
Diversified Futures Program #1
4.72 100k 1/1/2005
26 Futures Truth Company, FTC-CTA
MS4
4.82 250k 10/1/2007
25 Dendrich Ltd
QEP
4.87 50k 12/1/2005
24 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.12 0k 11/1/1996
23 Commodity Strategies AG
CSAG Active Long Short Commodity Program
5.15 5,000k 10/1/2007
22 Superfund Group
Superfund Green L.P. Series A
5.21 5k 10/1/2002
21 Mulvaney Capital Management
The Mulvaney Global Markets Program
5.35 100k 5/1/1999
20 Superfund Group
Superfund Blue SPC Class A (Gold)
5.38 50k 12/1/2007
19 Clarke Capital Management
Worldwide
5.42 250k 1/1/1996
18 Superfund Group
Superfund Blue SPC Class A (EUR)
5.75 50k 4/1/2005
17 Quantitative Investment Management
Quantitative Global Program
5.78 20,000k 10/1/2003
16 Kelly Angle Inc.
Genesis Program
6.22 2,000k 4/1/2000
15 Superfund Group
Superfund Green Q-AG
6.52 2k 3/1/1996
14 Superfund Group
Superfund Green L.P. Series B
7.33 5k 10/1/2002
13 Parizek Capital
Futures Trading Program
7.35 500k 4/1/2000
12 DUNN Capital Management
D'Best Futures Fund, L.P.
7.36 100k 6/1/1994
11 Drury Capital
Diversified Trend-Following Program
7.44 5,000k 5/1/1997
10 Clarke Capital Management
Jupiter
7.67 3,000k 5/1/2005
9 Dominion Capital
Sapphire Program
7.80 3,000k 5/1/2005
8 Superfund Group
Superfund Green Gold A (SPC)
9.03 5k 10/1/2005
7 Superfund Group
Superfund Green GCT USD
9.51 15k 1/1/2000
6 Clarke Capital Management
Millennium
11.93 1,000k 1/1/1998
5 Emil van Essen
Spread Trading Program
12.30 5,000k 12/1/2006
4 Superfund Group
Superfund Green Gold B (SPC)
12.52 50k 10/1/2005
3 Revolution Capital Management
Mosaic Program
12.66 10,000k 10/1/2006
2 Superfund Group
Superfund Green Master
16.29 2,000k 5/1/2001
1 Superfund Group
Superfund Green Gold C (SPC)
16.53 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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