Systematic Trader Index For August 2008

Monthly Rankings

Rank CTA/Program Aug 2008 Min Inv Inception
169 Superfund Group
Superfund Green Gold C (SPC)
-25.33 100k 10/1/2005
168 Superfund Group
Superfund Green Gold B (SPC)
-21.49 50k 10/1/2005
167 Superfund Group
Superfund Green Gold A (SPC)
-17.46 5k 10/1/2005
166 Superfund Group
Superfund Green Master
-12.80 2,000k 5/1/2001
165 Superfund Group
Superfund Green GCT USD
-11.55 15k 1/1/2000
164 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-9.26 100k 11/1/1984
163 Rotella Capital Management
Rotella Orion (Short-Term) Program
-8.37 10,000k 3/1/2006
162 Superfund Group
Superfund Green Q-AG
-8.36 2k 3/1/1996
161 Romanesco Capital Management B.V
Persistence Program
-7.70 5,000k 9/1/2005
160 Chesapeake Capital
Diversified (LV)
-7.50 100k 2/1/1988
159 Superfund Group
Superfund Green L.P. Series B
-7.28 5k 10/1/2002
158 FORT LP
Fort Global Diversified
-6.86 2,000k 10/1/1993
157 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-6.74 75k 6/1/2007
156 Mulvaney Capital Management
The Mulvaney Global Markets Program
-6.73 100k 5/1/1999
155 Alder Capital DAC
Alder Global 20
-6.50 2,500k 2/1/2001
154 FORT LP
Fort Global Contrarian
-5.53 2,000k 10/1/2002
153 Covenant Capital Management
Aggressive Program
-5.42 3,000k 2/1/2004
152 Superfund Group
Superfund Green L.P. Series A
-4.64 5k 10/1/2002
151 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-4.51 5,000k 10/1/2007
150 Beach Horizon LLP
Managed Account
-4.10 5,000k 5/1/2005
149 Auctos Capital Management
Auctos Global Diversified
-4.07 3,000k 11/1/2007
148 Millburn Corporation
Diversified Program
-3.99 20,000k 2/1/1977
147 AllMountain Capital AG
Mount Denali Global Trends
-3.96 160k 7/1/2007
146 Covenant Capital Management
Original Program
-3.79 5,000k 9/1/1999
145 Millburn Corporation
Commodity Program
-3.77 25,000k 3/1/2005
144 Welton Investment Partners
Welton Global
-3.72 10,000k 6/1/2004
143 Crabel Capital Management
Crabel Multi-Product
-3.71 1,000k 3/1/1998
142 Amplitude Capital International Limited
Dynamic Strategy
-3.63 6/1/2005
141 Crabel Capital Management
WPD Crabel Futures Program
-3.62 1,000k 7/1/2008
140 Ancile Capital Management
Global Markets Program
-3.62 2,000k 4/1/2005
139 Millburn Corporation
Multi-Markets Program
-3.49 25,000k 10/1/2004
138 Wavefront Global Asset Management
IMFC Global Investment Program
-3.39 2,000k 2/1/2007
137 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-3.26 500k 1/1/2006
136 Xplor Capital Management, LLC
Global CTA Program
-3.24 1,500k 7/1/2004
135 Keck Capital Management LLC
The Keck Program
-3.22 2,000k 12/1/2003
134 Quality Capital Management
Global Diversified Programme
-3.14 10,000k 12/1/1995
133 Mobius Asset Management
Custom Trading Program
-3.01 100k 1/1/2002
132 Winton Capital Management
Diversified
-3.00 50,000k 10/1/1997
131 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.98 10,000k 10/1/1991
130 IKOS
IKOS FX Fund
-2.82 1,000k 3/1/2008
129 Alder Capital DAC
Alder Global 10
-2.80 2,500k 10/1/2000
128 Eckhardt Trading Company
Evolution Strategies
-2.71 20,000k 8/1/1991
127 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.70 10,000k 1/1/1991
126 Superfund Group
Superfund Blue SPC Class A (Gold)
-2.63 50k 12/1/2007
125 Quantica Capital AG
Quantica Diversified FX
-2.50 5,000k 3/1/2007
124 Rabar Market Research
Diversified Program
-2.43 2,000k 1/1/1989
123 Saxon Investment Corporation
Aggressive Diversified Program
-2.32 2,000k 11/1/1993
122 Endeavour Capital LLP
Endeavour Pembroke
-2.01 2,000k 7/1/2007
121 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.99 1,500k 4/1/2006
120 Quantica Capital AG
Quantica Managed Futures
-1.90 5,000k 1/1/2005
119 Molinero Capital Management LLP
Global Markets Program
-1.90 2,000k 7/1/2005
118 HB Capital Management Inc.
Diversified Program
-1.89 50k 3/1/2008
117 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.83 0k 11/1/1996
116 Acorn Global Investments Inc.
Acorn Diversified Program
-1.81 10k 7/1/2005
115 Spectrum Asset Management LLC
Global Diversified
-1.77 2,000k 1/1/2001
114 Manning & Napier
MN Xenon Managed Futures (2x) Program
-1.70 5,000k 6/1/2006
113 Tactical Investment Management
Tactical Institutional Commodity Program
-1.64 10,000k 4/1/1993
112 Red Rock Capital, LLC
Systematic Global Macro
-1.60 500k 9/1/2003
111 Kinkopf Capital Management
KCM S&P (Proprietary)
-1.59 100k 1/1/1999
110 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-1.52 1,000k 10/1/2006
109 Emil van Essen
EvE Systematic Global Opportunities
-1.42 1,000k 9/1/2007
108 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.38 10,000k 1/1/1995
107 John Locke Investments
JL Commodity Long Flat Program
-1.27 5,000k 12/1/2007
106 Saxon Investment Corporation
Diversified Program
-1.24 3,000k 9/1/1988
105 Shield Plus LLC
Shield Plus Natural Gas
-1.21 50k 1/1/2004
104 Estlander & Partners
Global XL
-1.20 5,000k 8/1/1991
103 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-1.19 10,000k 8/1/2004
102 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.15 10,000k 8/1/1999
101 Mobius Asset Management
Energy Weighted Program
-0.97 250k 1/1/2005
100 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.93 10,000k 2/1/1999
99 Revolution Capital Management
Alpha Fund
-0.91 50k 1/1/2005
98 Rho Asset Management
Rho Altius 1XL Program
-0.81 5,000k 11/1/2007
97 Systematic Alpha Management
Systematic Alpha Futures Program
-0.81 100k 6/1/2004
96 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.74 1,000k 3/1/1998
94 Cranwood Capital Management
Cranwood International Fund
-0.60 250k 4/1/2008
95 Cranwood Capital Management
Fixed Income Arbitrage Fund
-0.60 250k 4/1/2008
93 Estlander & Partners
Global Markets
-0.59 10,000k 8/1/1999
92 Manning & Napier
MN Xenon Global Fixed Income Program
-0.58 2,000k 8/1/2004
91 ISAM
ISAM Systematic Trend Fund
-0.54 1,000k 6/1/2001
90 Eclipse Capital Management
Global Monetary
-0.46 5,000k 8/1/1990
89 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-0.45 10,000k 2/1/2008
88 Revolution Capital Management
Alpha Program
-0.30 5,000k 6/1/2007
87 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.28 10,000k 4/1/2003
86 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.16 50k 4/1/2005
79 Purple Valley Capital, Inc.
Diversified Trend 1
0.00 100k 8/1/2008
80 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.00 10,000k 4/1/2004
81 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
82 HiProb Trading Technology LLC
HiProb-I
0.00 5,000k 7/1/2008
83 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
84 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
85 Tyche Capital Advisors LLC
TCA Energy Spreads
0.00 100k 8/1/2008
78 Dreiss Research Corporation
Diversified Program
0.04 1,000k 5/1/1991
77 Abraham Trading Company
Diversified Program
0.08 10,000k 1/1/1988
76 Ion Asset Architecture (Fund Program)
Ion Fund
0.18 100k 11/1/2007
75 Ion Asset Architecture
Ion Fund Program
0.20 10,000k 11/1/2007
74 DUNN Capital Management
DUNN Combined Fund (DCF)
0.23 100k 5/1/1989
73 Dominion Capital
Sapphire Program
0.25 3,000k 5/1/2005
72 Claughton Capital
Auto-Reactive Positioning
0.32 1,000k 10/1/2005
71 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.55 1,000k 5/1/2006
70 Witter & Lester, Inc.
Redstone
0.79 500k 9/1/1994
69 IKOS
The IKOS Hedge Fund
0.85 10,000k 7/1/1998
68 Rivoli Fund Management
Rivoli International Fund (V9)
1.00 5,000k 1/1/2002
67 Blackwater Capital Management
Global Program
1.02 5,000k 7/1/2005
66 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.19 1,000k 3/1/2003
65 EMC Capital Advisors, LLC
Classic
1.20 5,000k 1/1/1985
64 Robust Methods LLC
Macro Managed Account
1.22 5,000k 1/1/2005
63 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.25 100k 1/1/2005
62 Jaguar Investments Ltd
Vario Capital Strategy
1.27 1,000k 5/1/2016
61 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.36 1k 10/1/2006
60 Pacific Capital Advisors
Vanguard Program
1.38 100k 4/1/2007
59 Emil van Essen
Spread Trading Program
1.38 5,000k 12/1/2006
58 Rivoli Fund Management
Rivoli International Fund (MAP)
1.43 5,000k 10/1/1996
57 Robinson-Langley Capital Management, LLC
Managed Account Program
1.44 200k 1/1/2007
56 Esulep LLC MAX
Esulep LLC MAX
1.56 500k 5/1/2008
55 Estlander & Partners
Alpha Trend
1.63 30,000k 10/1/1991
54 Quantmetrics Capital Management LLP
Directional 10V Strategy
1.70 10,000k 1/1/2007
53 MERIT Alternative Investments GmbH
Futures Portfolio
1.73 2,000k 6/1/1998
52 Northfield Trading
Diversified
1.78 2,000k 7/1/1989
51 Mobius Asset Management
Diversified Program
1.79 250k 3/1/2004
50 Drury Capital
Diversified Trend-Following Program
1.92 5,000k 5/1/1997
49 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
1.93 500k 12/1/2003
48 Crescent Bay Capital Management
Premium Stock Index Program
1.97 10k 10/1/2005
47 Lynx Asset Management AB
Lynx Program
2.01 75k 5/1/2000
46 Altradis Capital AG
AlphAlgo
2.66 100k 5/1/2007
45 Clarke Capital Management
Jupiter
2.90 3,000k 5/1/2005
44 Conquest Capital Group
Conquest Select
3.08 250k 6/1/2004
43 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.12 1,000k 9/1/1997
42 Quantitative Investment Management
Quantitative Global Program
3.36 20,000k 10/1/2003
41 Mark J. Walsh Company
Standard Program
3.44 2,000k 9/1/1985
40 Alee Capital Management, LLC
Mistral Program
3.68 2,500k 1/1/1999
39 Clarke Capital Management
Millennium
3.90 1,000k 1/1/1998
38 Clarke Capital Management
Worldwide
3.96 250k 1/1/1996
37 Rhicon Currency Management
Rhicon Systematic Currency Program
4.08 3,000k 1/1/2004
36 Neural Capital Ltd
Sentinel Trading Program
4.44 2,000k 1/1/2006
35 DUNN Capital Management
D'Best Futures Fund, L.P.
4.78 100k 6/1/1994
34 Briarwood Capital Management, Inc.
Diversified Trading Program
5.11 3,000k 7/1/2001
33 Parizek Capital
Currency Program
5.24 1,000k 4/1/2006
32 Arcanum Asset Management
Equity Index Option Program (Prop)
5.33 500k 7/1/2006
31 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.52 200k 11/1/1999
30 Somers Brothers Capital
Diversified Futures Program #1
5.73 100k 1/1/2005
29 Kelly Angle Inc.
Genesis Program
5.77 2,000k 4/1/2000
28 Conquest Capital Group
Conquest Macro
6.08 250k 5/1/1999
27 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
6.20 10,000k 1/1/2001
26 Hyman Beck and Company
Global Portfolio
6.23 1,000k 3/1/1991
25 John Locke Investments
Cyril Systematic Program
7.30 8,000k 7/1/2000
24 Dendrich Ltd
QEP
7.30 50k 12/1/2005
23 Alee Capital Management, LLC
Poniente Program
7.68 2,500k 1/1/1999
22 Parizek Capital
Futures Trading Program
7.83 500k 4/1/2000
21 Non Correlated Capital
Positive Theta Program
7.93 250k 10/1/2007
20 RAM Management Group
RAM MRTP 1X-Conservative
7.97 1,000k 9/1/1993
19 Futures Truth Company, FTC-CTA
MS4
8.05 250k 10/1/2007
18 Gladius Asset Management
Fulham Program
8.13 2,000k 1/1/2008
17 Clarke Capital Management
FX Plus
9.49 1,000k 5/1/2004
16 Witter & Lester, Inc.
Stock Index Futures Trading Program
9.62 400k 1/1/1988
15 Non Correlated Capital
Positive Theta Fund
9.92 50k 10/1/2007
14 NuWave Investment Management, LLC
Combined Futures Portfolio
10.08 5,000k 6/1/2001
13 NuWave Investment Management, LLC
NuWave Investment Partners LP
10.19 250k 6/1/2001
12 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
10.30 100k 1/1/2000
11 Briarwood Capital Management, Inc.
Diversified 2XL
11.21 250k 11/1/2004
10 Future Trade AG
Thales Swing Trading Programme
11.39 250k 6/1/2007
9 Revolution Capital Management
Mosaic Program
12.40 10,000k 10/1/2006
8 Clarke Capital Management
Global Magnum
13.99 100k 8/1/1997
7 Trigon Investment Advisors, LLC
Foreign Exchange Program
14.35 5,000k 8/1/2000
6 Quantum Leap Capital Management
Managed Account Program
14.63 300k 8/1/2006
5 Southwest Managed Investments, LLC
Global Diversified
16.40 200k 1/1/2002
4 Hawksbill Capital Management
Global Diversified
19.41 5,000k 11/1/1988
3 Heyden & Steindl GmbH
TOMAC2
20.61 5,000k 3/1/2003
2 RAM Management Group
MRTP Aggressive
24.65 1,000k 2/1/1998
1 Clarke Capital Management
Global Basic
30.08 50k 2/1/1996

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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