Systematic Trader Index For June 2008

Monthly Rankings

Rank CTA/Program Jun 2008 Min Inv Inception
165 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-7.56 200k 11/1/1999
164 Neural Capital Ltd
Sentinel Trading Program
-6.37 2,000k 1/1/2006
163 IKOS
The IKOS Hedge Fund
-6.30 10,000k 7/1/1998
162 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-6.12 500k 12/1/2003
161 Hawksbill Capital Management
Global Diversified
-5.19 5,000k 11/1/1988
160 Southwest Managed Investments, LLC
Global Diversified
-4.49 200k 1/1/2002
159 Kinkopf Capital Management
KCM S&P (Proprietary)
-4.36 100k 1/1/1999
158 NuWave Investment Management, LLC
Combined Futures Portfolio
-3.04 5,000k 6/1/2001
157 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.98 250k 6/1/2001
156 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-2.92 10,000k 1/1/2001
155 Briarwood Capital Management, Inc.
Diversified 2XL
-2.84 250k 11/1/2004
154 Clarke Capital Management
Global Basic
-2.37 50k 2/1/1996
153 Alee Capital Management, LLC
Mistral Program
-2.26 2,500k 1/1/1999
152 Quantitative Investment Management
Quantitative Global Program
-1.53 20,000k 10/1/2003
151 Alee Capital Management, LLC
Poniente Program
-1.48 2,500k 1/1/1999
150 Jaguar Investments Ltd
Vario Capital Strategy
-1.29 1,000k 5/1/2016
149 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.27 3,000k 7/1/2001
148 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.27 400k 1/1/1988
147 John Locke Investments
Cyril Systematic Program
-1.24 8,000k 7/1/2000
146 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.16 5,000k 8/1/2000
145 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.12 500k 1/1/2006
144 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.88 1,000k 9/1/1997
143 Clarke Capital Management
Millennium
-0.81 1,000k 1/1/1998
142 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.64 10,000k 4/1/2004
141 Clarke Capital Management
Global Magnum
-0.61 100k 8/1/1997
140 Pacific Capital Advisors
Vanguard Program
-0.55 100k 4/1/2007
139 Witter & Lester, Inc.
Redstone
-0.46 500k 9/1/1994
138 Parizek Capital
Currency Program
-0.41 1,000k 4/1/2006
137 Hyman Beck and Company
Global Portfolio
-0.36 1,000k 3/1/1991
136 Kelly Angle Inc.
Genesis Program
-0.35 2,000k 4/1/2000
135 Systematic Alpha Management
Systematic Alpha Futures Program
-0.30 100k 6/1/2004
134 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.21 100k 1/1/2000
133 Futures Truth Company, FTC-CTA
MS4
-0.13 250k 10/1/2007
129 Alder Capital DAC
Alder Global 20
0.00 2,500k 2/1/2001
130 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
131 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
132 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
128 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.06 10,000k 3/1/2006
127 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.15 10,000k 2/1/2008
126 Alder Capital DAC
Alder Global 10
0.20 2,500k 10/1/2000
125 Revolution Capital Management
Alpha Fund
0.33 50k 1/1/2005
124 Manning & Napier
MN Xenon Global Fixed Income Program
0.43 2,000k 8/1/2004
123 ISAM
ISAM Systematic Trend Fund
0.43 1,000k 6/1/2001
122 HB Capital Management Inc.
Diversified Program
0.48 50k 3/1/2008
121 Revolution Capital Management
Alpha Program
0.58 5,000k 6/1/2007
120 Keck Capital Management LLC
The Keck Program
0.58 2,000k 12/1/2003
119 Rivoli Fund Management
Rivoli International Fund (V9)
0.59 5,000k 1/1/2002
118 Crabel Capital Management
Crabel Multi-Product
0.64 1,000k 3/1/1998
117 Romanesco Capital Management B.V
Persistence Program
0.66 5,000k 9/1/2005
116 Rivoli Fund Management
Rivoli International Fund (MAP)
0.76 5,000k 10/1/1996
115 Esulep LLC MAX
Esulep LLC MAX
0.83 500k 5/1/2008
114 Mobius Asset Management
Energy Weighted Program
0.83 250k 1/1/2005
113 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.89 1,000k 3/1/1998
112 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.08 1,000k 3/1/2003
111 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.09 10,000k 4/1/2003
110 Robust Methods LLC
Macro Managed Account
1.17 5,000k 1/1/2005
109 IKOS
IKOS FX Fund
1.20 1,000k 3/1/2008
108 Quantica Capital AG
Quantica Diversified FX
1.20 5,000k 3/1/2007
107 Robinson-Langley Capital Management, LLC
Managed Account Program
1.28 200k 1/1/2007
106 Quantica Capital AG
Quantica Managed Futures
1.40 5,000k 1/1/2005
105 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.51 1k 10/1/2006
104 Saxon Investment Corporation
Diversified Program
1.57 3,000k 9/1/1988
103 Amplitude Capital International Limited
Dynamic Strategy
1.58 6/1/2005
102 Parizek Capital
Futures Trading Program
1.63 500k 4/1/2000
101 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.76 1,000k 10/1/2006
100 Revolution Capital Management
Mosaic Program
1.80 10,000k 10/1/2006
99 Emil van Essen
EvE Systematic Global Opportunities
1.84 1,000k 9/1/2007
98 Rhicon Currency Management
Rhicon Systematic Currency Program
1.87 3,000k 1/1/2004
97 FORT LP
Fort Global Contrarian
1.97 2,000k 10/1/2002
96 Abraham Trading Company
Diversified Program
2.04 10,000k 1/1/1988
95 Transtrend B.V.
DTP – Standard Risk (EUR)
2.05 10,000k 2/1/1999
94 Clarke Capital Management
Jupiter
2.12 3,000k 5/1/2005
93 Dominion Capital
Sapphire Program
2.13 3,000k 5/1/2005
92 MERIT Alternative Investments GmbH
Futures Portfolio
2.16 2,000k 6/1/1998
91 Estlander & Partners
Alpha Trend
2.20 30,000k 10/1/1991
90 Crescent Bay Capital Management
Premium Stock Index Program
2.22 10k 10/1/2005
89 Non Correlated Capital
Positive Theta Program
2.25 250k 10/1/2007
88 Altradis Capital AG
AlphAlgo
2.45 100k 5/1/2007
87 Welton Investment Partners
Welton Global
2.57 10,000k 6/1/2004
86 Endeavour Capital LLP
Endeavour Pembroke
2.60 2,000k 7/1/2007
85 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
2.79 75k 6/1/2007
84 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.79 10,000k 8/1/2004
83 Saxon Investment Corporation
Aggressive Diversified Program
2.81 2,000k 11/1/1993
82 Commodity Strategies AG
CSAG Active Long Short Commodity Program
2.83 5,000k 10/1/2007
81 Northfield Trading
Diversified
2.86 2,000k 7/1/1989
80 Estlander & Partners
Global Markets
2.87 10,000k 8/1/1999
79 Auspice Capital Advisors Ltd
Auspice Diversified Program
2.87 1,500k 4/1/2006
78 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.88 10,000k 8/1/1999
77 Dendrich Ltd
QEP
2.96 50k 12/1/2005
76 Rho Asset Management
Rho Altius 1XL Program
2.97 5,000k 11/1/2007
75 Rabar Market Research
Diversified Program
3.01 2,000k 1/1/1989
74 Non Correlated Capital
Positive Theta Fund
3.02 50k 10/1/2007
73 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.03 10,000k 1/1/1995
72 Eckhardt Trading Company
Evolution Strategies
3.10 20,000k 8/1/1991
71 Future Trade AG
Thales Swing Trading Programme
3.12 250k 6/1/2007
70 Clarke Capital Management
Worldwide
3.22 250k 1/1/1996
69 Manning & Napier
MN Xenon Managed Futures (2x) Program
3.22 5,000k 6/1/2006
68 Dreiss Research Corporation
Diversified Program
3.26 1,000k 5/1/1991
67 Red Rock Capital, LLC
Systematic Global Macro
3.34 500k 9/1/2003
66 Eckhardt Trading Company
Evolution Strategies 1.2X
3.48 10,000k 10/1/1991
65 Gladius Asset Management
Fulham Program
3.54 2,000k 1/1/2008
64 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.56 100k 11/1/1984
63 Blackwater Capital Management
Global Program
3.57 5,000k 7/1/2005
62 Clarke Capital Management
FX Plus
3.72 1,000k 5/1/2004
61 DUNN Capital Management
D'Best Futures Fund, L.P.
3.81 100k 6/1/1994
60 Molinero Capital Management LLP
Global Markets Program
3.94 2,000k 7/1/2005
59 Eclipse Capital Management
Global Monetary
4.04 5,000k 8/1/1990
58 Quantmetrics Capital Management LLP
Directional 10V Strategy
4.05 10,000k 1/1/2007
57 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
4.09 100k 1/1/2005
56 Somers Brothers Capital
Diversified Futures Program #1
4.17 100k 1/1/2005
55 Wavefront Global Asset Management
IMFC Global Investment Program
4.27 2,000k 2/1/2007
54 Spectrum Asset Management LLC
Global Diversified
4.73 2,000k 1/1/2001
53 Conquest Capital Group
Conquest Select
4.75 250k 6/1/2004
52 Covenant Capital Management
Original Program
4.78 5,000k 9/1/1999
51 FORT LP
Fort Global Diversified
4.83 2,000k 10/1/1993
50 Superfund Group
Superfund Blue SPC Class A (EUR)
4.87 50k 4/1/2005
49 RAM Management Group
RAM MRTP 1X-Conservative
4.87 1,000k 9/1/1993
48 Heyden & Steindl GmbH
TOMAC2
5.02 5,000k 3/1/2003
47 Ancile Capital Management
Global Markets Program
5.03 2,000k 4/1/2005
46 Winton Capital Management
Diversified
5.06 50,000k 10/1/1997
45 Lynx Asset Management AB
Lynx Program
5.16 75k 5/1/2000
44 Mobius Asset Management
Diversified Program
5.26 250k 3/1/2004
43 EMC Capital Advisors, LLC
Classic
5.30 5,000k 1/1/1985
42 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
5.41 1,000k 5/1/2006
41 Rotella Capital Management
Rotella Polaris Program (Diversified)
5.52 10,000k 1/1/1991
39 Cranwood Capital Management
Fixed Income Arbitrage Fund
5.65 250k 4/1/2008
40 Cranwood Capital Management
Cranwood International Fund
5.65 250k 4/1/2008
38 Arcanum Asset Management
Equity Index Option Program (Prop)
5.67 500k 7/1/2006
37 John Locke Investments
JL Commodity Long Flat Program
5.82 5,000k 12/1/2007
36 Mobius Asset Management
Custom Trading Program
6.11 100k 1/1/2002
35 Beach Horizon LLP
Managed Account
6.13 5,000k 5/1/2005
34 Estlander & Partners
Global XL
6.14 5,000k 8/1/1991
33 Covenant Capital Management
Aggressive Program
6.38 3,000k 2/1/2004
32 Millburn Corporation
Diversified Program
6.43 20,000k 2/1/1977
31 Millburn Corporation
Multi-Markets Program
6.46 25,000k 10/1/2004
30 Shield Plus LLC
Shield Plus Natural Gas
6.58 50k 1/1/2004
29 Auctos Capital Management
Auctos Global Diversified
6.60 3,000k 11/1/2007
28 Drury Capital
Diversified Trend-Following Program
6.63 5,000k 5/1/1997
27 Tactical Investment Management
Tactical Institutional Commodity Program
6.78 10,000k 4/1/1993
26 Mark J. Walsh Company
Standard Program
6.95 2,000k 9/1/1985
25 Acorn Global Investments Inc.
Acorn Diversified Program
7.08 10k 7/1/2005
24 Superfund Group
Superfund Blue SPC Class A (Gold)
7.24 50k 12/1/2007
23 Millburn Corporation
Commodity Program
7.31 25,000k 3/1/2005
22 DUNN Capital Management
DUNN Combined Fund (DCF)
7.36 100k 5/1/1989
21 Claughton Capital
Auto-Reactive Positioning
7.43 1,000k 10/1/2005
20 Quality Capital Management
Global Diversified Programme
7.65 10,000k 12/1/1995
19 Superfund Group
Superfund Green L.P. Series A
7.73 5k 10/1/2002
18 Conquest Capital Group
Conquest Macro
8.06 250k 5/1/1999
17 Xplor Capital Management, LLC
Global CTA Program
8.31 1,500k 7/1/2004
16 Ion Asset Architecture (Fund Program)
Ion Fund
8.34 100k 11/1/2007
15 AllMountain Capital AG
Mount Denali Global Trends
8.34 160k 7/1/2007
14 Ion Asset Architecture
Ion Fund Program
8.34 10,000k 11/1/2007
13 Mulvaney Capital Management
The Mulvaney Global Markets Program
8.51 100k 5/1/1999
12 Chesapeake Capital
Diversified (LV)
9.48 100k 2/1/1988
11 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
9.63 0k 11/1/1996
10 Superfund Group
Superfund Green Q-AG
9.88 2k 3/1/1996
9 Emil van Essen
Spread Trading Program
11.70 5,000k 12/1/2006
8 Superfund Group
Superfund Green L.P. Series B
12.54 5k 10/1/2002
7 RAM Management Group
MRTP Aggressive
13.24 1,000k 2/1/1998
6 Superfund Group
Superfund Green GCT USD
13.98 15k 1/1/2000
5 Superfund Group
Superfund Green Gold A (SPC)
14.02 5k 10/1/2005
4 Quantum Leap Capital Management
Managed Account Program
15.73 300k 8/1/2006
3 Superfund Group
Superfund Green Master
17.77 2,000k 5/1/2001
2 Superfund Group
Superfund Green Gold B (SPC)
18.49 50k 10/1/2005
1 Superfund Group
Superfund Green Gold C (SPC)
22.40 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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