Systematic Trader Index For November 2009

Monthly Rankings

Rank CTA/Program Nov 2009 Min Inv Inception
202 Amplitude Capital International Limited
Dynamic Strategy
-8.53 6/1/2005
201 Acorn Global Investments Inc.
Acorn Diversified Program
-5.50 10k 7/1/2005
200 White Indian Trading Co.
STAIRS (Client)
-4.87 250k 5/1/2009
199 White Indian Trading Co.
STAIRS - Futures Program (Client)
-4.64 250k 10/1/2008
198 HiProb Trading Technology LLC
HiProb-I
-3.80 5,000k 7/1/2008
197 Ion Asset Architecture
Ion Fund Program
-3.51 10,000k 11/1/2007
196 Ion Asset Architecture (Fund Program)
Ion Fund
-3.51 100k 11/1/2007
195 Trigon Investment Advisors, LLC
Foreign Exchange Program
-3.08 5,000k 8/1/2000
194 Parizek Capital
Currency Program
-3.06 1,000k 4/1/2006
193 Claughton Capital
Auto-Reactive Positioning
-2.72 1,000k 10/1/2005
192 Shield Plus LLC
Shield Plus Natural Gas
-2.62 50k 1/1/2004
191 Robust Methods LLC
Macro Managed Account
-2.60 5,000k 1/1/2005
190 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.56 100k 1/1/2000
189 Quantum Leap Capital Management
Managed Account Program
-2.32 300k 8/1/2006
188 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.89 10,000k 3/1/2006
187 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-1.87 10,000k 4/1/2004
186 Kinkopf Capital Management
KCM S&P (Proprietary)
-1.79 100k 1/1/1999
185 Conquest Capital Group
Conquest Macro
-1.60 250k 5/1/1999
184 Crabel Capital Management
Crabel Multi-Product
-1.59 1,000k 3/1/1998
183 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.32 400k 1/1/1988
182 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.20 1,000k 9/1/1997
181 Jaguar Investments Ltd
Vario Capital Strategy
-1.12 1,000k 5/1/2016
180 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.02 1,000k 3/1/2003
179 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-1.01 10,000k 8/1/2009
178 Neural Capital Ltd
Sentinel Trading Program
-0.98 2,000k 1/1/2006
177 AllMountain Capital AG
Mount Denali Global Trends
-0.92 160k 7/1/2007
176 Romanesco Capital Management B.V
Persistence Program
-0.87 5,000k 9/1/2005
175 Rhicon Currency Management
Rhicon Systematic Currency Program
-0.73 3,000k 1/1/2004
174 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-0.45 4,000k 11/1/2008
173 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.39 10,000k 1/1/2001
172 Systematic Alpha Management
Systematic Alpha Futures Program
-0.37 100k 6/1/2004
171 Quantica Capital AG
Quantica Diversified FX
-0.28 5,000k 3/1/2007
170 Northfield Trading
Diversified
-0.12 2,000k 7/1/1989
169 Pacific Capital Advisors
Vanguard Program
-0.06 100k 4/1/2007
165 Global Sigma Group, LLC
Global Sigma Plus
0.00 3,000k 11/1/2009
166 Rabar Market Research
Short-Term Program
0.00 2,000k 11/1/2009
167 Gap Partners LLC
Gap
0.00 250k 11/1/2009
168 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
164 Dominion Capital
Sapphire Program
0.06 3,000k 5/1/2005
163 Witter & Lester, Inc.
Redstone
0.10 500k 9/1/1994
162 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
0.17 1,000k 9/1/2009
161 Futures Truth Company, FTC-CTA
MS4
0.18 250k 10/1/2007
160 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.19 10,000k 1/1/2007
159 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.31 1,000k 5/1/2006
158 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.36 10,000k 4/1/2003
157 Mondiale Asset Management
Mondiale Trading Program
0.42 0k 9/1/1997
156 Emil van Essen
EvE Systematic Global Opportunities
0.43 1,000k 9/1/2007
155 HB Capital Management Inc.
Diversified Program
0.47 50k 3/1/2008
154 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
0.89 75k 6/1/2007
153 Alder Capital DAC
Alder Global 10
0.90 2,500k 10/1/2000
152 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
0.98 500k 12/1/2003
151 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.01 1,000k 3/1/1998
149 Cranwood Capital Management
Cranwood International Fund
1.10 250k 4/1/2008
150 Cranwood Capital Management
Fixed Income Arbitrage Fund
1.10 250k 4/1/2008
148 Superfund Group
Superfund Blue SPC Class A (EUR)
1.31 50k 4/1/2005
147 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.32 500k 1/1/2006
146 Transtrend B.V.
DTP – Standard Risk (EUR)
1.38 10,000k 2/1/1999
145 Conquest Capital Group
Conquest Select
1.43 250k 6/1/2004
144 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
1.45 50k 9/1/2009
143 Estlander & Partners
Global Markets
1.46 10,000k 8/1/1999
142 Ancile Capital Management
Global Markets Program
1.51 2,000k 4/1/2005
141 Abraham Trading Company
Diversified Program
1.55 10,000k 1/1/1988
140 Mobius Asset Management
Diversified Program
1.56 250k 3/1/2004
139 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.56 10,000k 8/1/2009
138 Altradis Capital AG
AlphAlgo
1.62 100k 5/1/2007
137 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.67 250k 10/1/2009
136 Alder Capital DAC
Alder Global 20
1.70 2,500k 2/1/2001
135 Manning & Napier
MN Xenon Global Fixed Income Program
1.83 2,000k 8/1/2004
134 Gladius Asset Management
Fulham Program
1.83 2,000k 1/1/2008
133 Revolution Capital Management
Mosaic Institutional Program
1.88 25,000k 9/1/2009
132 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.03 1k 10/1/2006
131 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
2.05 1,000k 10/1/2006
130 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.11 10,000k 1/1/1995
129 John Locke Investments
JL Commodity Long Flat Program
2.12 5,000k 12/1/2007
128 Quantitative Investment Management
Quantitative Global Program
2.18 20,000k 10/1/2003
127 Eclipse Capital Management
Global Monetary
2.18 5,000k 8/1/1990
126 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.18 10,000k 8/1/2004
125 Diamond Capital Management
Enhanced S&P Program
2.24 100k 10/1/2009
124 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.25 10,000k 8/1/1999
123 Molinero Capital Management LLP
Global Markets Program
2.33 2,000k 7/1/2005
122 Cauldron Investments, LLC
Stock Index Plus
2.33 1,000k 10/1/2009
121 Xplor Capital Management, LLC
Global CTA Program
2.35 1,500k 7/1/2004
120 Quantis Asset Management
Ulysses Futures
2.37 1,000k 7/1/2009
119 Saxon Investment Corporation
Diversified Program
2.38 3,000k 9/1/1988
118 Hyman Beck and Company
Global Portfolio
2.47 1,000k 3/1/1991
117 Millburn Corporation
Commodity Program
2.47 25,000k 3/1/2005
116 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
2.51 500k 4/1/2009
115 RAM Management Group
RAM MRTP 1X-Conservative
2.52 1,000k 9/1/1993
114 Mobius Asset Management
Energy Weighted Program
2.52 250k 1/1/2005
113 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.62 250k 6/1/2001
112 NuWave Investment Management, LLC
Combined Futures Portfolio
2.64 5,000k 6/1/2001
111 Emil van Essen
Spread Trading Program
2.74 5,000k 12/1/2006
110 IKOS
The IKOS Hedge Fund
2.81 10,000k 7/1/1998
109 Estlander & Partners
Global XL
2.83 5,000k 8/1/1991
108 IDS Capital
IDS F&F Systematic Trading
2.84 50k 7/1/2013
107 IKOS
IKOS FX Fund
2.84 1,000k 3/1/2008
106 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
2.91 1,500k 1/1/2009
105 Seven Capital Management
Seven Absolute Return
2.95 100k 6/1/2009
104 Robinson-Langley Capital Management, LLC
Managed Account Program
3.02 200k 1/1/2007
103 Revolution Capital Management
Alpha Fund
3.05 50k 1/1/2005
102 Revolution Capital Management
Alpha Program
3.07 5,000k 6/1/2007
101 MERIT Alternative Investments GmbH
Futures Portfolio
3.19 2,000k 6/1/1998
100 Crescent Bay Capital Management
Premium Stock Index Program
3.25 10k 10/1/2005
99 Estlander & Partners
Alpha Trend
3.26 30,000k 10/1/1991
98 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.37 10,000k 1/1/1991
97 Manning & Napier
MN Xenon Managed Futures (2x) Program
3.51 5,000k 6/1/2006
96 Mobius Asset Management
Custom Trading Program
3.66 100k 1/1/2002
95 Endeavour Capital LLP
Endeavour Pembroke
3.67 2,000k 7/1/2007
94 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
3.76 10,000k 2/1/2008
93 EMC Capital Advisors, LLC
Classic
3.83 5,000k 1/1/1985
92 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
3.93 250k 10/1/2009
91 John Locke Investments
Cyril Systematic Program
3.95 8,000k 7/1/2000
90 Saxon Investment Corporation
Aggressive Diversified Program
4.03 2,000k 11/1/1993
89 Rivoli Fund Management
Rivoli International Fund (V9)
4.03 5,000k 1/1/2002
88 Pinstripe Trading, LLC
Standard
4.07 125k 8/1/2009
87 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
4.12 100k 8/1/2009
86 Chesapeake Capital
Diversified (LV)
4.15 100k 2/1/1988
85 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
4.31 750k 1/1/2009
84 Rho Asset Management
Rho Altius 1XL Program
4.46 5,000k 11/1/2007
83 Quantica Capital AG
Quantica Managed Futures
4.51 5,000k 1/1/2005
82 Red Rock Capital, LLC
Systematic Global Macro
4.54 500k 9/1/2003
81 Amplitude Capital International Limited
Klassik Strategy
4.55 1,000k 9/1/2009
80 Millburn Corporation
Multi-Markets Program
4.64 25,000k 10/1/2004
79 Arcanum Asset Management
Equity Index Option Program (Prop)
4.67 500k 7/1/2006
78 Commodity Strategies AG
CSAG Active Long Short Commodity Program
4.70 5,000k 10/1/2007
77 Revolution Capital Management
Mosaic Program
4.75 10,000k 10/1/2006
76 Auctos Capital Management
Auctos Global Diversified
4.76 3,000k 11/1/2007
75 Auspice Capital Advisors Ltd
Auspice Diversified Program
4.85 1,500k 4/1/2006
74 Welton Investment Partners
Welton Global
5.06 10,000k 6/1/2004
73 Millburn Corporation
Diversified Program
5.07 20,000k 2/1/1977
72 Winton Capital Management
Diversified
5.12 50,000k 10/1/1997
71 GLOBIVEST LLC
Alpha Program
5.16 50k 4/1/2009
70 ISAM
ISAM Systematic Trend Fund
5.29 1,000k 6/1/2001
69 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
5.32 5,000k 11/1/2012
68 Blackwater Capital Management
Global Program
5.48 5,000k 7/1/2005
67 Southwest Managed Investments, LLC
Global Diversified
5.58 200k 1/1/2002
66 Spectrum Asset Management LLC
Global Diversified
5.87 2,000k 1/1/2001
65 Diamond Peak Capital LLC
Northstar (2x) program
6.03 250k 10/1/2008
64 Rivoli Fund Management
Rivoli International Fund (MAP)
6.14 5,000k 10/1/1996
63 M.S. Capital Management
Global Diversified Program
6.21 2,000k 11/1/1998
62 Mark J. Walsh Company
Standard Program
6.42 2,000k 9/1/1985
61 Drury Capital
Diversified Trend-Following Program
6.48 5,000k 5/1/1997
60 Crabel Capital Management
WPD Crabel Futures Program
6.49 1,000k 7/1/2008
59 FORT LP
Fort Global Contrarian
6.54 2,000k 10/1/2002
58 Eckhardt Trading Company
Evolution Strategies
6.74 20,000k 8/1/1991
57 Tyche Capital Advisors LLC
TCA Energy Spreads
6.78 100k 8/1/2008
56 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
6.89 0k 11/1/1996
55 Clarke Capital Management
Worldwide
6.90 250k 1/1/1996
54 Esulep LLC MAX
Esulep LLC MAX
6.94 500k 5/1/2008
53 Heyden & Steindl GmbH
TOMAC2
7.01 5,000k 3/1/2003
52 Rabar Market Research
Diversified Program
7.03 2,000k 1/1/1989
51 RAM Management Group
MRTP Aggressive
7.26 1,000k 2/1/1998
50 Clarke Capital Management
FX Plus
7.27 1,000k 5/1/2004
49 Parizek Capital
Futures Trading Program
7.35 500k 4/1/2000
48 Wavefront Global Asset Management
IMFC Global Concentrated
7.44 500k 4/1/2009
47 Beach Horizon LLP
Managed Account
7.62 5,000k 5/1/2005
46 Lynx Asset Management AB
Lynx Program
7.71 75k 5/1/2000
45 Alee Capital Management, LLC
Mistral Program
7.79 2,500k 1/1/1999
44 Clarke Capital Management
Millennium
8.08 1,000k 1/1/1998
43 Eckhardt Trading Company
Evolution Strategies 1.2X
8.14 10,000k 10/1/1991
42 Covenant Capital Management
Original Program
8.14 5,000k 9/1/1999
41 Dendrich Ltd
QEP
8.28 50k 12/1/2005
40 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
8.43 100k 1/1/2005
39 Dreiss Research Corporation
Diversified Program
8.47 1,000k 5/1/1991
38 Quality Capital Management
Global Diversified Programme
8.71 10,000k 12/1/1995
37 Wavefront Global Asset Management
IMFC Global Investment Program
8.77 2,000k 2/1/2007
36 FORT LP
Fort Global Diversified
8.80 2,000k 10/1/1993
35 Briarwood Capital Management, Inc.
Diversified Trading Program
8.87 3,000k 7/1/2001
34 Future Trade AG
Thales Swing Trading Programme
9.09 250k 6/1/2007
33 Non Correlated Capital
Positive Theta Program
10.30 250k 10/1/2007
32 Estlander & Partners
Alpha Trend II - Class P
10.36 100k 12/1/2008
31 Tactical Investment Management
Tactical Institutional Commodity Program
10.46 10,000k 4/1/1993
30 DUNN Capital Management
DUNN Combined Fund (DCF)
10.68 100k 5/1/1989
29 Mulvaney Capital Management
The Mulvaney Global Markets Program
10.70 100k 5/1/1999
28 FRP CAPITAL LLC
FRP125+
10.84 125k 1/1/2010
27 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
11.00 100k 11/1/1984
26 DUNN Capital Management
D'Best Futures Fund, L.P.
11.12 100k 6/1/1994
25 Covenant Capital Management
Aggressive Program
12.29 3,000k 2/1/2004
24 Keck Capital Management LLC
The Keck Program
12.42 2,000k 12/1/2003
23 Non Correlated Capital
Positive Theta Fund
12.59 50k 10/1/2007
22 Clarke Capital Management
Jupiter
12.94 3,000k 5/1/2005
21 Superfund Group
Superfund Blue SPC Class A (Gold)
13.00 50k 12/1/2007
20 Somers Brothers Capital
Diversified Futures Program #1
13.07 100k 1/1/2005
19 Clarke Capital Management
Global Basic
13.46 50k 2/1/1996
18 Superfund Group
Superfund Green L.P. Series A
13.93 5k 10/1/2002
17 Alee Capital Management, LLC
Poniente Program
14.03 2,500k 1/1/1999
16 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
14.38 200k 11/1/1999
15 Superfund Group
Superfund Green Q-AG
14.99 2k 3/1/1996
14 Kelly Angle Inc.
Genesis Program
15.24 2,000k 4/1/2000
13 QQFund.com
Investment Program 1
16.08 300k 9/1/2008
12 Briarwood Capital Management, Inc.
Diversified 2XL
17.21 250k 11/1/2004
11 Clarke Capital Management
Global Magnum
19.06 100k 8/1/1997
10 Superfund Group
Superfund Green Gold L.P. Series A-1
20.03 5k 4/1/2009
9 Hawksbill Capital Management
Global Diversified
20.91 5,000k 11/1/1988
8 Superfund Group
Superfund Green GCT USD
22.02 15k 1/1/2000
7 Superfund Group
Superfund Green L.P. Series B
22.10 5k 10/1/2002
6 Superfund Group
Superfund Green Gold A (SPC)
26.74 5k 10/1/2005
5 Purple Valley Capital, Inc.
Diversified Trend 1
27.13 100k 8/1/2008
4 Superfund Group
Superfund Green Master
27.97 2,000k 5/1/2001
3 Superfund Group
Superfund Green Gold B (SPC)
33.20 50k 10/1/2005
2 Superfund Group
Superfund Green Gold L.P. Series B-1
33.75 5k 4/1/2009
1 Superfund Group
Superfund Green Gold C (SPC)
39.77 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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