Systematic Trader Index For January 2009

Monthly Rankings

Rank CTA/Program Jan 2009 Min Inv Inception
178 Purple Valley Capital, Inc.
Diversified Trend 1
-12.39 100k 8/1/2008
177 Neural Capital Ltd
Sentinel Trading Program
-10.41 2,000k 1/1/2006
176 Estlander & Partners
Alpha Trend II - Class P
-9.53 100k 12/1/2008
175 RAM Management Group
MRTP Aggressive
-8.48 1,000k 2/1/1998
174 Clarke Capital Management
FX Plus
-8.03 1,000k 5/1/2004
173 Quantum Leap Capital Management
Managed Account Program
-8.00 300k 8/1/2006
172 Revolution Capital Management
Mosaic Program
-7.91 10,000k 10/1/2006
171 Future Trade AG
Thales Swing Trading Programme
-7.68 250k 6/1/2007
170 Kelly Angle Inc.
Genesis Program
-6.68 2,000k 4/1/2000
169 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.27 100k 6/1/1994
168 Quality Capital Management
Global Diversified Programme
-6.15 10,000k 12/1/1995
167 Heyden & Steindl GmbH
TOMAC2
-5.97 5,000k 3/1/2003
166 Southwest Managed Investments, LLC
Global Diversified
-5.54 200k 1/1/2002
165 Clarke Capital Management
Millennium
-5.20 1,000k 1/1/1998
164 Mark J. Walsh Company
Standard Program
-5.07 2,000k 9/1/1985
163 Alee Capital Management, LLC
Poniente Program
-4.49 2,500k 1/1/1999
162 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.26 100k 5/1/1989
161 Clarke Capital Management
Worldwide
-4.22 250k 1/1/1996
160 Alee Capital Management, LLC
Mistral Program
-4.15 2,500k 1/1/1999
159 Eclipse Capital Management
Global Monetary
-3.82 5,000k 8/1/1990
158 Clarke Capital Management
Jupiter
-3.77 3,000k 5/1/2005
157 Claughton Capital
Auto-Reactive Positioning
-3.77 1,000k 10/1/2005
156 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.71 100k 1/1/2000
155 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-3.60 100k 1/1/2005
154 Parizek Capital
Futures Trading Program
-3.53 500k 4/1/2000
153 Somers Brothers Capital
Diversified Futures Program #1
-3.48 100k 1/1/2005
152 John Locke Investments
JL Commodity Long Flat Program
-3.21 5,000k 12/1/2007
151 Robust Methods LLC
Macro Managed Account
-3.09 5,000k 1/1/2005
150 Estlander & Partners
Alpha Trend
-3.02 30,000k 10/1/1991
149 RAM Management Group
RAM MRTP 1X-Conservative
-2.81 1,000k 9/1/1993
148 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.79 0k 11/1/1996
147 Xplor Capital Management, LLC
Global CTA Program
-2.49 1,500k 7/1/2004
146 FORT LP
Fort Global Contrarian
-2.48 2,000k 10/1/2002
145 Rho Asset Management
Rho Altius 1XL Program
-2.41 5,000k 11/1/2007
144 Systematic Alpha Management
Systematic Alpha Futures Program
-2.38 100k 6/1/2004
143 Conquest Capital Group
Conquest Select
-2.30 250k 6/1/2004
142 Welton Investment Partners
Welton Global
-2.30 10,000k 6/1/2004
141 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-2.25 5,000k 11/1/2012
140 Robinson-Langley Capital Management, LLC
Managed Account Program
-2.05 200k 1/1/2007
139 EMC Capital Advisors, LLC
Classic
-1.90 5,000k 1/1/1985
138 Lynx Asset Management AB
Lynx Program
-1.90 75k 5/1/2000
137 Drury Capital
Diversified Trend-Following Program
-1.82 5,000k 5/1/1997
136 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.60 10,000k 10/1/1991
135 Eckhardt Trading Company
Evolution Strategies
-1.38 20,000k 8/1/1991
134 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.28 200k 11/1/1999
133 Revolution Capital Management
Alpha Program
-1.27 5,000k 6/1/2007
132 Shield Plus LLC
Shield Plus Natural Gas
-1.26 50k 1/1/2004
131 ISAM
ISAM Systematic Trend Fund
-1.25 1,000k 6/1/2001
130 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-1.25 4,000k 11/1/2008
129 Ancile Capital Management
Global Markets Program
-1.23 2,000k 4/1/2005
128 Rabar Market Research
Diversified Program
-1.20 2,000k 1/1/1989
127 AllMountain Capital AG
Mount Denali Global Trends
-1.17 160k 7/1/2007
126 Manning & Napier
MN Xenon Global Fixed Income Program
-1.14 2,000k 8/1/2004
125 Jaguar Investments Ltd
Vario Capital Strategy
-1.14 1,000k 5/1/2016
124 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-1.10 75k 6/1/2007
123 Gladius Asset Management
Fulham Program
-1.07 2,000k 1/1/2008
122 FORT LP
Fort Global Diversified
-1.00 2,000k 10/1/1993
121 John Locke Investments
Cyril Systematic Program
-0.96 8,000k 7/1/2000
120 Wavefront Global Asset Management
IMFC Global Investment Program
-0.88 2,000k 2/1/2007
119 MERIT Alternative Investments GmbH
Futures Portfolio
-0.82 2,000k 6/1/1998
118 Mobius Asset Management
Custom Trading Program
-0.79 100k 1/1/2002
117 Dreiss Research Corporation
Diversified Program
-0.76 1,000k 5/1/1991
116 Quantica Capital AG
Quantica Managed Futures
-0.74 5,000k 1/1/2005
115 Abraham Trading Company
Diversified Program
-0.74 10,000k 1/1/1988
114 Blackwater Capital Management
Global Program
-0.67 5,000k 7/1/2005
113 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.65 10,000k 1/1/2001
112 Revolution Capital Management
Alpha Fund
-0.62 50k 1/1/2005
111 Auspice Capital Advisors Ltd
Auspice Diversified Program
-0.61 1,500k 4/1/2006
110 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.58 1k 10/1/2006
109 Hawksbill Capital Management
Global Diversified
-0.53 5,000k 11/1/1988
108 Briarwood Capital Management, Inc.
Diversified 2XL
-0.50 250k 11/1/2004
107 Millburn Corporation
Commodity Program
-0.42 25,000k 3/1/2005
106 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.29 3,000k 7/1/2001
105 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.27 10,000k 1/1/1995
104 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.27 10,000k 1/1/2007
103 Quantica Capital AG
Quantica Diversified FX
-0.26 5,000k 3/1/2007
102 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.24 50k 4/1/2005
101 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.24 10,000k 8/1/1999
100 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.21 10,000k 2/1/1999
99 QQFund.com
Investment Program 1
-0.20 300k 9/1/2008
98 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.18 10,000k 8/1/2004
97 Spectrum Asset Management LLC
Global Diversified
-0.13 2,000k 1/1/2001
96 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.06 250k 6/1/2001
95 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.05 5,000k 10/1/1996
94 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.02 5,000k 6/1/2001
87 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
88 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
89 Acorn Global Investments Inc.
Acorn Diversified Program
0.00 10k 7/1/2005
90 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
91 FRP CAPITAL LLC
FRP125+
0.00 125k 1/1/2010
92 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
0.00 1,500k 1/1/2009
93 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
0.00 750k 1/1/2009
86 Pacific Capital Advisors
Vanguard Program
0.02 100k 4/1/2007
85 Rivoli Fund Management
Rivoli International Fund (V9)
0.04 5,000k 1/1/2002
84 Commodity Strategies AG
CSAG Active Long Short Commodity Program
0.04 5,000k 10/1/2007
83 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.09 1,000k 3/1/2003
82 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.11 10,000k 4/1/2003
81 Hyman Beck and Company
Global Portfolio
0.15 1,000k 3/1/1991
80 Millburn Corporation
Multi-Markets Program
0.20 25,000k 10/1/2004
79 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.20 10,000k 1/1/1991
78 Millburn Corporation
Diversified Program
0.20 20,000k 2/1/1977
77 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.26 5,000k 8/1/2000
76 Tactical Investment Management
Tactical Institutional Commodity Program
0.30 10,000k 4/1/1993
75 Superfund Group
Superfund Green L.P. Series A
0.35 5k 10/1/2002
74 Clarke Capital Management
Global Magnum
0.41 100k 8/1/1997
73 Witter & Lester, Inc.
Redstone
0.48 500k 9/1/1994
72 Northfield Trading
Diversified
0.50 2,000k 7/1/1989
71 Chesapeake Capital
Diversified (LV)
0.50 100k 2/1/1988
70 Endeavour Capital LLP
Endeavour Pembroke
0.50 2,000k 7/1/2007
69 Auctos Capital Management
Auctos Global Diversified
0.52 3,000k 11/1/2007
68 Saxon Investment Corporation
Diversified Program
0.55 3,000k 9/1/1988
67 Keck Capital Management LLC
The Keck Program
0.55 2,000k 12/1/2003
66 Beach Horizon LLP
Managed Account
0.66 5,000k 5/1/2005
65 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.74 1,000k 9/1/1997
64 Superfund Group
Superfund Green GCT USD
0.76 15k 1/1/2000
63 Mobius Asset Management
Diversified Program
0.80 250k 3/1/2004
62 Superfund Group
Superfund Green Q-AG
0.82 2k 3/1/1996
61 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
0.89 100k 11/1/1984
60 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.92 1,000k 3/1/1998
59 Winton Capital Management
Diversified
0.99 50,000k 10/1/1997
58 Estlander & Partners
Global Markets
0.99 10,000k 8/1/1999
57 Superfund Group
Superfund Green L.P. Series B
1.01 5k 10/1/2002
56 Molinero Capital Management LLP
Global Markets Program
1.02 2,000k 7/1/2005
55 Saxon Investment Corporation
Aggressive Diversified Program
1.08 2,000k 11/1/1993
54 Clarke Capital Management
Global Basic
1.11 50k 2/1/1996
53 Esulep LLC MAX
Esulep LLC MAX
1.13 500k 5/1/2008
52 Superfund Group
Superfund Green Master
1.35 2,000k 5/1/2001
51 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.58 1,000k 10/1/2006
50 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.60 100k 5/1/1999
49 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.72 1,000k 5/1/2006
48 Rhicon Currency Management
Rhicon Systematic Currency Program
1.75 3,000k 1/1/2004
47 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.78 5,000k 6/1/2006
46 Red Rock Capital, LLC
Systematic Global Macro
1.88 500k 9/1/2003
45 Covenant Capital Management
Original Program
1.93 5,000k 9/1/1999
44 Estlander & Partners
Global XL
1.97 5,000k 8/1/1991
43 Altradis Capital AG
AlphAlgo
2.03 100k 5/1/2007
42 Crescent Bay Capital Management
Premium Stock Index Program
2.04 10k 10/1/2005
41 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
2.08 500k 1/1/2006
40 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.25 500k 12/1/2003
39 Amplitude Capital International Limited
Dynamic Strategy
2.35 6/1/2005
38 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.35 10,000k 3/1/2006
37 Tyche Capital Advisors LLC
TCA Energy Spreads
2.40 100k 8/1/2008
36 Crabel Capital Management
Crabel Multi-Product
2.74 1,000k 3/1/1998
35 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.88 400k 1/1/1988
34 Emil van Essen
EvE Systematic Global Opportunities
2.90 1,000k 9/1/2007
33 Alder Capital DAC
Alder Global 10
3.00 2,500k 10/1/2000
32 Ion Asset Architecture (Fund Program)
Ion Fund
3.10 100k 11/1/2007
31 Ion Asset Architecture
Ion Fund Program
3.10 10,000k 11/1/2007
30 Mobius Asset Management
Energy Weighted Program
3.16 250k 1/1/2005
29 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
3.21 10,000k 2/1/2008
28 IKOS
The IKOS Hedge Fund
3.25 10,000k 7/1/1998
27 Covenant Capital Management
Aggressive Program
3.27 3,000k 2/1/2004
26 Futures Truth Company, FTC-CTA
MS4
3.48 250k 10/1/2007
25 IKOS
IKOS FX Fund
3.79 1,000k 3/1/2008
24 Crabel Capital Management
WPD Crabel Futures Program
3.87 1,000k 7/1/2008
23 HB Capital Management Inc.
Diversified Program
4.11 50k 3/1/2008
22 Kinkopf Capital Management
KCM S&P (Proprietary)
4.23 100k 1/1/1999
20 Cranwood Capital Management
Fixed Income Arbitrage Fund
4.30 250k 4/1/2008
21 Cranwood Capital Management
Cranwood International Fund
4.30 250k 4/1/2008
19 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
4.71 10,000k 4/1/2004
18 Dominion Capital
Sapphire Program
4.85 3,000k 5/1/2005
17 Superfund Group
Superfund Green Gold A (SPC)
4.98 5k 10/1/2005
16 Romanesco Capital Management B.V
Persistence Program
5.01 5,000k 9/1/2005
15 Dendrich Ltd
QEP
5.16 50k 12/1/2005
14 Alder Capital DAC
Alder Global 20
5.20 2,500k 2/1/2001
13 Superfund Group
Superfund Green Gold B (SPC)
5.32 50k 10/1/2005
12 Superfund Group
Superfund Green Gold C (SPC)
5.62 100k 10/1/2005
11 Arcanum Asset Management
Equity Index Option Program (Prop)
5.67 500k 7/1/2006
10 Quantitative Investment Management
Quantitative Global Program
5.99 20,000k 10/1/2003
9 Parizek Capital
Currency Program
6.19 1,000k 4/1/2006
8 Conquest Capital Group
Conquest Macro
6.20 250k 5/1/1999
7 HiProb Trading Technology LLC
HiProb-I
7.90 5,000k 7/1/2008
6 Emil van Essen
Spread Trading Program
9.33 5,000k 12/1/2006
5 Diamond Peak Capital LLC
Northstar (2x) program
10.05 250k 10/1/2008
4 Superfund Group
Superfund Blue SPC Class A (Gold)
13.85 50k 12/1/2007
3 Non Correlated Capital
Positive Theta Program
18.40 250k 10/1/2007
2 White Indian Trading Co.
STAIRS - Futures Program (Client)
19.02 250k 10/1/2008
1 Non Correlated Capital
Positive Theta Fund
22.89 50k 10/1/2007

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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