Systematic Trader Index For September 2008

Monthly Rankings

Rank CTA/Program Sep 2008 Min Inv Inception
170 Dendrich Ltd
QEP
-29.04 50k 12/1/2005
169 Acorn Global Investments Inc.
Acorn Diversified Program
-11.64 10k 7/1/2005
168 Crescent Bay Capital Management
Premium Stock Index Program
-11.44 10k 10/1/2005
167 Rotella Capital Management
Rotella Polaris Program (Diversified)
-10.81 10,000k 1/1/1991
166 IKOS
The IKOS Hedge Fund
-9.17 10,000k 7/1/1998
165 Quality Capital Management
Global Diversified Programme
-8.43 10,000k 12/1/1995
164 Heyden & Steindl GmbH
TOMAC2
-7.90 5,000k 3/1/2003
163 Rotella Capital Management
Rotella Orion (Short-Term) Program
-7.70 10,000k 3/1/2006
162 Witter & Lester, Inc.
Stock Index Futures Trading Program
-7.50 400k 1/1/1988
161 Quantica Capital AG
Quantica Diversified FX
-7.30 5,000k 3/1/2007
160 Chesapeake Capital
Diversified (LV)
-7.20 100k 2/1/1988
159 Arcanum Asset Management
Equity Index Option Program (Prop)
-5.50 500k 7/1/2006
158 Non Correlated Capital
Positive Theta Fund
-5.01 50k 10/1/2007
157 Non Correlated Capital
Positive Theta Program
-4.18 250k 10/1/2007
156 Neural Capital Ltd
Sentinel Trading Program
-4.01 2,000k 1/1/2006
155 Estlander & Partners
Alpha Trend
-3.74 30,000k 10/1/1991
154 Endeavour Capital LLP
Endeavour Pembroke
-3.30 2,000k 7/1/2007
153 Witter & Lester, Inc.
Redstone
-3.20 500k 9/1/1994
152 Emil van Essen
EvE Systematic Global Opportunities
-3.08 1,000k 9/1/2007
151 Auctos Capital Management
Auctos Global Diversified
-2.97 3,000k 11/1/2007
150 Shield Plus LLC
Shield Plus Natural Gas
-2.48 50k 1/1/2004
149 Estlander & Partners
Global XL
-2.42 5,000k 8/1/1991
148 Quantmetrics Capital Management LLP
Directional 10V Strategy
-2.24 10,000k 1/1/2007
147 Rabar Market Research
Diversified Program
-2.03 2,000k 1/1/1989
146 Claughton Capital
Auto-Reactive Positioning
-2.01 1,000k 10/1/2005
145 Altradis Capital AG
AlphAlgo
-1.96 100k 5/1/2007
144 Mark J. Walsh Company
Standard Program
-1.71 2,000k 9/1/1985
143 John Locke Investments
JL Commodity Long Flat Program
-1.65 5,000k 12/1/2007
142 Mobius Asset Management
Diversified Program
-1.56 250k 3/1/2004
141 Rho Asset Management
Rho Altius 1XL Program
-1.37 5,000k 11/1/2007
140 Ancile Capital Management
Global Markets Program
-1.26 2,000k 4/1/2005
139 Mobius Asset Management
Custom Trading Program
-1.24 100k 1/1/2002
138 Parizek Capital
Currency Program
-1.21 1,000k 4/1/2006
137 Kelly Angle Inc.
Genesis Program
-1.19 2,000k 4/1/2000
136 Tactical Investment Management
Tactical Institutional Commodity Program
-1.15 10,000k 4/1/1993
135 Estlander & Partners
Global Markets
-1.14 10,000k 8/1/1999
134 Manning & Napier
MN Xenon Global Fixed Income Program
-1.14 2,000k 8/1/2004
133 Spectrum Asset Management LLC
Global Diversified
-1.09 2,000k 1/1/2001
132 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-1.08 1,000k 10/1/2006
131 Jaguar Investments Ltd
Vario Capital Strategy
-1.03 1,000k 5/1/2016
130 Quantica Capital AG
Quantica Managed Futures
-1.00 5,000k 1/1/2005
129 Saxon Investment Corporation
Aggressive Diversified Program
-0.76 2,000k 11/1/1993
128 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.69 10,000k 4/1/2004
127 Conquest Capital Group
Conquest Select
-0.55 250k 6/1/2004
126 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.54 1,000k 3/1/1998
125 John Locke Investments
Cyril Systematic Program
-0.51 8,000k 7/1/2000
124 AllMountain Capital AG
Mount Denali Global Trends
-0.48 160k 7/1/2007
123 Winton Capital Management
Diversified
-0.41 50,000k 10/1/1997
122 Saxon Investment Corporation
Diversified Program
-0.34 3,000k 9/1/1988
121 Xplor Capital Management, LLC
Global CTA Program
-0.31 1,500k 7/1/2004
120 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.23 100k 1/1/2000
119 HB Capital Management Inc.
Diversified Program
-0.17 50k 3/1/2008
118 RAM Management Group
MRTP Aggressive
-0.13 1,000k 2/1/1998
117 Northfield Trading
Diversified
-0.10 2,000k 7/1/1989
116 RAM Management Group
RAM MRTP 1X-Conservative
-0.07 1,000k 9/1/1993
115 Superfund Group
Superfund Green L.P. Series A
-0.07 5k 10/1/2002
114 Gladius Asset Management
Fulham Program
-0.02 2,000k 1/1/2008
113 Clarke Capital Management
FX Plus
-0.02 1,000k 5/1/2004
109 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
110 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
111 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
112 QQFund.com
Investment Program 1
0.00 300k 9/1/2008
108 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.08 10,000k 2/1/2008
107 Covenant Capital Management
Original Program
0.09 5,000k 9/1/1999
106 Briarwood Capital Management, Inc.
Diversified Trading Program
0.25 3,000k 7/1/2001
105 Robust Methods LLC
Macro Managed Account
0.42 5,000k 1/1/2005
104 Superfund Group
Superfund Green L.P. Series B
0.46 5k 10/1/2002
103 Molinero Capital Management LLP
Global Markets Program
0.51 2,000k 7/1/2005
102 Briarwood Capital Management, Inc.
Diversified 2XL
0.58 250k 11/1/2004
101 Tyche Capital Advisors LLC
TCA Energy Spreads
0.60 100k 8/1/2008
100 FORT LP
Fort Global Diversified
0.63 2,000k 10/1/1993
99 Purple Valley Capital, Inc.
Diversified Trend 1
0.78 100k 8/1/2008
98 Covenant Capital Management
Aggressive Program
0.80 3,000k 2/1/2004
97 Superfund Group
Superfund Blue SPC Class A (EUR)
0.81 50k 4/1/2005
96 Robinson-Langley Capital Management, LLC
Managed Account Program
0.90 200k 1/1/2007
95 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.02 100k 11/1/1984
94 Welton Investment Partners
Welton Global
1.05 10,000k 6/1/2004
93 Alder Capital DAC
Alder Global 10
1.10 2,500k 10/1/2000
92 IKOS
IKOS FX Fund
1.35 1,000k 3/1/2008
91 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.49 10,000k 1/1/2001
90 Clarke Capital Management
Global Magnum
1.53 100k 8/1/1997
89 Trigon Investment Advisors, LLC
Foreign Exchange Program
1.54 5,000k 8/1/2000
88 FORT LP
Fort Global Contrarian
1.62 2,000k 10/1/2002
87 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.70 10,000k 4/1/2003
86 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.71 0k 11/1/1996
85 Esulep LLC MAX
Esulep LLC MAX
1.72 500k 5/1/2008
84 Rivoli Fund Management
Rivoli International Fund (V9)
1.78 5,000k 1/1/2002
83 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.84 5,000k 6/1/2006
82 Ion Asset Architecture
Ion Fund Program
1.90 10,000k 11/1/2007
81 Ion Asset Architecture (Fund Program)
Ion Fund
1.93 100k 11/1/2007
80 Millburn Corporation
Commodity Program
1.93 25,000k 3/1/2005
79 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.97 1,000k 5/1/2006
78 HiProb Trading Technology LLC
HiProb-I
2.00 5,000k 7/1/2008
77 Alder Capital DAC
Alder Global 20
2.20 2,500k 2/1/2001
76 Mobius Asset Management
Energy Weighted Program
2.22 250k 1/1/2005
75 Rivoli Fund Management
Rivoli International Fund (MAP)
2.24 5,000k 10/1/1996
74 MERIT Alternative Investments GmbH
Futures Portfolio
2.45 2,000k 6/1/1998
73 Revolution Capital Management
Alpha Program
2.51 5,000k 6/1/2007
72 Dominion Capital
Sapphire Program
2.51 3,000k 5/1/2005
71 Revolution Capital Management
Alpha Fund
2.58 50k 1/1/2005
70 Superfund Group
Superfund Green Q-AG
2.59 2k 3/1/1996
69 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.68 1k 10/1/2006
68 Eckhardt Trading Company
Evolution Strategies
2.69 20,000k 8/1/1991
67 Lynx Asset Management AB
Lynx Program
2.71 75k 5/1/2000
66 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.74 1,000k 9/1/1997
64 Cranwood Capital Management
Fixed Income Arbitrage Fund
2.80 250k 4/1/2008
65 Cranwood Capital Management
Cranwood International Fund
2.80 250k 4/1/2008
63 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
2.94 500k 1/1/2006
62 Romanesco Capital Management B.V
Persistence Program
2.98 5,000k 9/1/2005
61 Eckhardt Trading Company
Evolution Strategies 1.2X
3.09 10,000k 10/1/1991
60 Quantitative Investment Management
Quantitative Global Program
3.10 20,000k 10/1/2003
59 Millburn Corporation
Diversified Program
3.20 20,000k 2/1/1977
58 Red Rock Capital, LLC
Systematic Global Macro
3.23 500k 9/1/2003
57 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
3.38 75k 6/1/2007
56 Systematic Alpha Management
Systematic Alpha Futures Program
3.50 100k 6/1/2004
55 Alee Capital Management, LLC
Mistral Program
3.73 2,500k 1/1/1999
54 Emil van Essen
Spread Trading Program
3.75 5,000k 12/1/2006
53 Commodity Strategies AG
CSAG Active Long Short Commodity Program
3.80 5,000k 10/1/2007
52 Transtrend B.V.
DTP – Standard Risk (EUR)
3.82 10,000k 2/1/1999
51 Pacific Capital Advisors
Vanguard Program
3.83 100k 4/1/2007
50 Futures Truth Company, FTC-CTA
MS4
4.07 250k 10/1/2007
49 Wavefront Global Asset Management
IMFC Global Investment Program
4.26 2,000k 2/1/2007
48 Clarke Capital Management
Global Basic
4.26 50k 2/1/1996
47 Kinkopf Capital Management
KCM S&P (Proprietary)
4.31 100k 1/1/1999
46 Millburn Corporation
Multi-Markets Program
4.35 25,000k 10/1/2004
45 Eclipse Capital Management
Global Monetary
4.38 5,000k 8/1/1990
44 Crabel Capital Management
Crabel Multi-Product
4.75 1,000k 3/1/1998
43 Rhicon Currency Management
Rhicon Systematic Currency Program
4.76 3,000k 1/1/2004
42 Transtrend B.V.
DTP – Enhanced Risk (JPY)
4.77 10,000k 8/1/2004
41 DUNN Capital Management
D'Best Futures Fund, L.P.
4.85 100k 6/1/1994
40 Superfund Group
Superfund Green GCT USD
4.87 15k 1/1/2000
39 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.95 10,000k 1/1/1995
38 Dreiss Research Corporation
Diversified Program
5.00 1,000k 5/1/1991
37 Clarke Capital Management
Millennium
5.01 1,000k 1/1/1998
36 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
5.11 100k 1/1/2005
35 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.35 10,000k 8/1/1999
34 Clarke Capital Management
Jupiter
5.53 3,000k 5/1/2005
33 Abraham Trading Company
Diversified Program
5.55 10,000k 1/1/1988
32 Superfund Group
Superfund Green Gold A (SPC)
5.58 5k 10/1/2005
31 Alee Capital Management, LLC
Poniente Program
5.74 2,500k 1/1/1999
30 EMC Capital Advisors, LLC
Classic
5.80 5,000k 1/1/1985
29 Superfund Group
Superfund Green Gold B (SPC)
6.06 50k 10/1/2005
28 Hawksbill Capital Management
Global Diversified
6.11 5,000k 11/1/1988
27 DUNN Capital Management
DUNN Combined Fund (DCF)
6.31 100k 5/1/1989
26 Superfund Group
Superfund Green Gold C (SPC)
6.70 100k 10/1/2005
25 Beach Horizon LLP
Managed Account
6.84 5,000k 5/1/2005
24 Auspice Capital Advisors Ltd
Auspice Diversified Program
6.86 1,500k 4/1/2006
23 Revolution Capital Management
Mosaic Program
6.97 10,000k 10/1/2006
22 Blackwater Capital Management
Global Program
8.23 5,000k 7/1/2005
21 Conquest Capital Group
Conquest Macro
8.50 250k 5/1/1999
20 Superfund Group
Superfund Green Master
8.93 2,000k 5/1/2001
19 Superfund Group
Superfund Blue SPC Class A (Gold)
8.97 50k 12/1/2007
18 Clarke Capital Management
Worldwide
9.15 250k 1/1/1996
17 ISAM
ISAM Systematic Trend Fund
9.63 1,000k 6/1/2001
16 Southwest Managed Investments, LLC
Global Diversified
9.74 200k 1/1/2002
15 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
9.96 200k 11/1/1999
14 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
9.99 500k 12/1/2003
13 Keck Capital Management LLC
The Keck Program
10.26 2,000k 12/1/2003
12 NuWave Investment Management, LLC
NuWave Investment Partners LP
10.75 250k 6/1/2001
11 NuWave Investment Management, LLC
Combined Futures Portfolio
10.87 5,000k 6/1/2001
10 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
10.99 1,000k 3/1/2003
9 Quantum Leap Capital Management
Managed Account Program
11.19 300k 8/1/2006
8 Hyman Beck and Company
Global Portfolio
11.52 1,000k 3/1/1991
7 Mulvaney Capital Management
The Mulvaney Global Markets Program
11.58 100k 5/1/1999
6 Crabel Capital Management
WPD Crabel Futures Program
12.93 1,000k 7/1/2008
5 Amplitude Capital International Limited
Dynamic Strategy
14.48 6/1/2005
4 Parizek Capital
Futures Trading Program
14.68 500k 4/1/2000
3 Somers Brothers Capital
Diversified Futures Program #1
15.01 100k 1/1/2005
2 Future Trade AG
Thales Swing Trading Programme
15.41 250k 6/1/2007
1 Drury Capital
Diversified Trend-Following Program
16.95 5,000k 5/1/1997

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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