Systematic Trader Index For December 2009

Monthly Rankings

Rank CTA/Program Dec 2009 Min Inv Inception
203 Keck Capital Management LLC
The Keck Program
-23.71 2,000k 12/1/2003
202 Superfund Group
Superfund Green Gold C (SPC)
-21.59 100k 10/1/2005
201 Superfund Group
Superfund Green Gold L.P. Series B-1
-20.62 5k 4/1/2009
200 Superfund Group
Superfund Green Gold B (SPC)
-18.96 50k 10/1/2005
199 Superfund Group
Superfund Green Master
-18.30 2,000k 5/1/2001
198 Purple Valley Capital, Inc.
Diversified Trend 1
-17.32 100k 8/1/2008
197 Superfund Group
Superfund Green Gold A (SPC)
-15.67 5k 10/1/2005
196 Clarke Capital Management
Global Magnum
-15.37 100k 8/1/1997
195 Kelly Angle Inc.
Genesis Program
-15.21 2,000k 4/1/2000
194 Hawksbill Capital Management
Global Diversified
-14.45 5,000k 11/1/1988
193 Superfund Group
Superfund Green L.P. Series B
-14.18 5k 10/1/2002
192 Clarke Capital Management
Jupiter
-14.02 3,000k 5/1/2005
191 Superfund Group
Superfund Green GCT USD
-13.89 15k 1/1/2000
190 Clarke Capital Management
Worldwide
-13.74 250k 1/1/1996
189 Superfund Group
Superfund Green Gold L.P. Series A-1
-13.49 5k 4/1/2009
188 Estlander & Partners
Alpha Trend II - Class P
-13.45 100k 12/1/2008
187 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-12.62 200k 11/1/1999
186 Clarke Capital Management
FX Plus
-12.20 1,000k 5/1/2004
185 DUNN Capital Management
D'Best Futures Fund, L.P.
-11.39 100k 6/1/1994
184 Somers Brothers Capital
Diversified Futures Program #1
-11.35 100k 1/1/2005
183 Clarke Capital Management
Global Basic
-11.04 50k 2/1/1996
182 Briarwood Capital Management, Inc.
Diversified 2XL
-10.72 250k 11/1/2004
181 Clarke Capital Management
Millennium
-10.17 1,000k 1/1/1998
180 Superfund Group
Superfund Green L.P. Series A
-9.43 5k 10/1/2002
179 Heyden & Steindl GmbH
TOMAC2
-9.37 5,000k 3/1/2003
178 Alee Capital Management, LLC
Poniente Program
-9.13 2,500k 1/1/1999
177 Future Trade AG
Thales Swing Trading Programme
-8.83 250k 6/1/2007
176 Superfund Group
Superfund Green Q-AG
-8.31 2k 3/1/1996
175 Gladius Asset Management
Fulham Program
-8.28 2,000k 1/1/2008
174 Conquest Capital Group
Conquest Macro
-8.26 250k 5/1/1999
173 DUNN Capital Management
DUNN Combined Fund (DCF)
-8.14 100k 5/1/1989
172 Mark J. Walsh Company
Standard Program
-8.04 2,000k 9/1/1985
171 Dreiss Research Corporation
Diversified Program
-7.83 1,000k 5/1/1991
170 FORT LP
Fort Global Diversified
-7.38 2,000k 10/1/1993
169 Lynx Asset Management AB
Lynx Program
-7.34 75k 5/1/2000
168 Southwest Managed Investments, LLC
Global Diversified
-7.26 200k 1/1/2002
167 Quality Capital Management
Global Diversified Programme
-7.02 10,000k 12/1/1995
166 Eckhardt Trading Company
Evolution Strategies 1.2X
-6.78 10,000k 10/1/1991
165 Revolution Capital Management
Mosaic Program
-6.05 10,000k 10/1/2006
164 Rho Asset Management
Rho Altius 1XL Program
-5.99 5,000k 11/1/2007
163 Alee Capital Management, LLC
Mistral Program
-5.92 2,500k 1/1/1999
162 Briarwood Capital Management, Inc.
Diversified Trading Program
-5.84 3,000k 7/1/2001
161 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.84 100k 11/1/1984
160 Wavefront Global Asset Management
IMFC Global Concentrated
-5.78 500k 4/1/2009
159 Eckhardt Trading Company
Evolution Strategies
-5.64 20,000k 8/1/1991
158 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-5.57 1,000k 10/1/2006
157 AllMountain Capital AG
Mount Denali Global Trends
-5.57 160k 7/1/2007
156 Rabar Market Research
Short-Term Program
-5.45 2,000k 11/1/2009
155 FORT LP
Fort Global Contrarian
-5.07 2,000k 10/1/2002
154 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-4.97 10,000k 8/1/2004
153 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-4.90 10,000k 8/1/1999
152 Transtrend B.V.
DTP – Enhanced Risk (USD)
-4.79 10,000k 1/1/1995
151 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-4.33 5,000k 11/1/2012
150 Conquest Capital Group
Conquest Select
-4.29 250k 6/1/2004
149 Estlander & Partners
Alpha Trend
-4.14 30,000k 10/1/1991
148 Amplitude Capital International Limited
Klassik Strategy
-4.11 1,000k 9/1/2009
147 Crabel Capital Management
WPD Crabel Futures Program
-4.08 1,000k 7/1/2008
146 Wavefront Global Asset Management
IMFC Global Investment Program
-3.99 2,000k 2/1/2007
145 Abraham Trading Company
Diversified Program
-3.98 10,000k 1/1/1988
144 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.80 1,500k 4/1/2006
143 ISAM
ISAM Systematic Trend Fund
-3.77 1,000k 6/1/2001
142 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-3.76 1,000k 9/1/2009
141 Quantitative Investment Management
Quantitative Global Program
-3.70 20,000k 10/1/2003
140 John Locke Investments
Cyril Systematic Program
-3.53 8,000k 7/1/2000
139 Robinson-Langley Capital Management, LLC
Managed Account Program
-3.47 200k 1/1/2007
138 Quantica Capital AG
Quantica Managed Futures
-3.41 5,000k 1/1/2005
137 Romanesco Capital Management B.V
Persistence Program
-3.28 5,000k 9/1/2005
136 Manning & Napier
MN Xenon Managed Futures (2x) Program
-3.22 5,000k 6/1/2006
135 Mulvaney Capital Management
The Mulvaney Global Markets Program
-3.19 100k 5/1/1999
134 Transtrend B.V.
DTP – Standard Risk (EUR)
-3.16 10,000k 2/1/1999
133 Northfield Trading
Diversified
-3.14 2,000k 7/1/1989
132 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-3.06 0k 11/1/1996
131 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-2.93 1,000k 3/1/1998
130 IKOS
The IKOS Hedge Fund
-2.87 10,000k 7/1/1998
129 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.82 10,000k 1/1/1991
128 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-2.77 250k 10/1/2009
127 Spectrum Asset Management LLC
Global Diversified
-2.77 2,000k 1/1/2001
126 Superfund Group
Superfund Blue SPC Class A (Gold)
-2.73 50k 12/1/2007
125 Welton Investment Partners
Welton Global
-2.71 10,000k 6/1/2004
124 Red Rock Capital, LLC
Systematic Global Macro
-2.71 500k 9/1/2003
123 Rotella Capital Management
Rotella Orion (Short-Term) Program
-2.66 10,000k 3/1/2006
122 Rivoli Fund Management
Rivoli International Fund (MAP)
-2.55 5,000k 10/1/1996
121 Revolution Capital Management
Alpha Fund
-2.53 50k 1/1/2005
120 Winton Capital Management
Diversified
-2.45 50,000k 10/1/1997
119 Beach Horizon LLP
Managed Account
-2.44 5,000k 5/1/2005
118 Xplor Capital Management, LLC
Global CTA Program
-2.41 1,500k 7/1/2004
117 Revolution Capital Management
Alpha Program
-2.37 5,000k 6/1/2007
116 Altradis Capital AG
AlphAlgo
-2.36 100k 5/1/2007
115 MERIT Alternative Investments GmbH
Futures Portfolio
-2.33 2,000k 6/1/1998
114 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.33 1k 10/1/2006
113 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-2.30 100k 8/1/2009
112 Endeavour Capital LLP
Endeavour Pembroke
-2.30 2,000k 7/1/2007
111 Revolution Capital Management
Mosaic Institutional Program
-2.27 25,000k 9/1/2009
110 IDS Capital
IDS F&F Systematic Trading
-2.23 50k 7/1/2013
109 Futures Truth Company, FTC-CTA
MS4
-2.22 250k 10/1/2007
108 Molinero Capital Management LLP
Global Markets Program
-2.22 2,000k 7/1/2005
107 Blackwater Capital Management
Global Program
-2.21 5,000k 7/1/2005
106 Covenant Capital Management
Aggressive Program
-2.21 3,000k 2/1/2004
105 Millburn Corporation
Diversified Program
-2.05 20,000k 2/1/1977
104 Amplitude Capital International Limited
Dynamic Strategy
-2.00 6/1/2005
103 EMC Capital Advisors, LLC
Classic
-2.00 5,000k 1/1/1985
102 Tactical Investment Management
Tactical Institutional Commodity Program
-1.98 10,000k 4/1/1993
101 Parizek Capital
Futures Trading Program
-1.88 500k 4/1/2000
100 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.74 250k 10/1/2009
99 Eclipse Capital Management
Global Monetary
-1.71 5,000k 8/1/1990
98 Rivoli Fund Management
Rivoli International Fund (V9)
-1.63 5,000k 1/1/2002
97 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.62 5,000k 8/1/2000
96 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.54 100k 1/1/2000
95 Robust Methods LLC
Macro Managed Account
-1.52 5,000k 1/1/2005
94 Crabel Capital Management
Crabel Multi-Product
-1.42 1,000k 3/1/1998
93 Covenant Capital Management
Original Program
-1.31 5,000k 9/1/1999
92 Millburn Corporation
Multi-Markets Program
-1.19 25,000k 10/1/2004
91 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-1.09 1,500k 1/1/2009
90 Mondiale Asset Management
Mondiale Trading Program
-1.07 0k 9/1/1997
89 Hyman Beck and Company
Global Portfolio
-0.99 1,000k 3/1/1991
88 Seven Capital Management
Seven Absolute Return
-0.92 100k 6/1/2009
87 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.85 10,000k 8/1/2009
86 Estlander & Partners
Global XL
-0.83 5,000k 8/1/1991
85 Quantum Leap Capital Management
Managed Account Program
-0.82 300k 8/1/2006
84 M.S. Capital Management
Global Diversified Program
-0.77 2,000k 11/1/1998
83 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.74 250k 6/1/2001
82 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-0.71 75k 6/1/2007
81 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.71 5,000k 6/1/2001
80 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.67 10,000k 1/1/2007
79 Rhicon Currency Management
Rhicon Systematic Currency Program
-0.63 3,000k 1/1/2004
78 Auctos Capital Management
Auctos Global Diversified
-0.61 3,000k 11/1/2007
77 Rabar Market Research
Diversified Program
-0.52 2,000k 1/1/1989
76 Manning & Napier
MN Xenon Global Fixed Income Program
-0.38 2,000k 8/1/2004
75 Estlander & Partners
Global Markets
-0.38 10,000k 8/1/1999
74 Saxon Investment Corporation
Aggressive Diversified Program
-0.34 2,000k 11/1/1993
73 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.32 100k 1/1/2005
72 Jaguar Investments Ltd
Vario Capital Strategy
-0.28 1,000k 5/1/2016
71 Mobius Asset Management
Custom Trading Program
-0.27 100k 1/1/2002
70 Saxon Investment Corporation
Diversified Program
-0.21 3,000k 9/1/1988
69 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.20 1,000k 9/1/1997
68 Parizek Capital
Currency Program
-0.18 1,000k 4/1/2006
67 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.09 1,000k 3/1/2003
66 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.06 10,000k 4/1/2004
65 Emil van Essen
Spread Trading Program
-0.05 5,000k 12/1/2006
64 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-0.02 10,000k 2/1/2008
63 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.01 10,000k 1/1/2001
62 Claughton Capital
Auto-Reactive Positioning
-0.01 1,000k 10/1/2005
60 Futures Truth Company, FTC-CTA
200K Options Strategy
0.00 200k 12/1/2009
61 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
59 Neural Capital Ltd
Sentinel Trading Program
0.01 2,000k 1/1/2006
58 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.02 500k 1/1/2006
57 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
0.06 500k 4/1/2009
56 Drury Capital
Diversified Trend-Following Program
0.09 5,000k 5/1/1997
55 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.22 10,000k 4/1/2003
53 Cranwood Capital Management
Fixed Income Arbitrage Fund
0.25 250k 4/1/2008
54 Cranwood Capital Management
Cranwood International Fund
0.25 250k 4/1/2008
52 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
0.28 50k 9/1/2009
51 Systematic Alpha Management
Systematic Alpha Futures Program
0.29 100k 6/1/2004
50 IKOS
IKOS FX Fund
0.31 1,000k 3/1/2008
49 Witter & Lester, Inc.
Redstone
0.37 500k 9/1/1994
48 Superfund Group
Superfund Blue SPC Class A (EUR)
0.38 50k 4/1/2005
47 Quantis Asset Management
Ulysses Futures
0.44 1,000k 7/1/2009
46 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
0.47 750k 1/1/2009
45 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.50 1,000k 5/1/2006
44 Pinstripe Trading, LLC
Standard
0.50 125k 8/1/2009
43 Diamond Peak Capital LLC
Northstar (2x) program
0.53 250k 10/1/2008
42 Shield Plus LLC
Shield Plus Natural Gas
0.72 50k 1/1/2004
41 Millburn Corporation
Commodity Program
0.76 25,000k 3/1/2005
40 Ion Asset Architecture (Fund Program)
Ion Fund
0.82 100k 11/1/2007
39 Ion Asset Architecture
Ion Fund Program
0.82 10,000k 11/1/2007
38 Mobius Asset Management
Diversified Program
0.87 250k 3/1/2004
37 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.00 400k 1/1/1988
36 Commodity Strategies AG
CSAG Active Long Short Commodity Program
1.01 5,000k 10/1/2007
35 RAM Management Group
RAM MRTP 1X-Conservative
1.11 1,000k 9/1/1993
34 Dominion Capital
Sapphire Program
1.21 3,000k 5/1/2005
33 Global Sigma Group, LLC
Global Sigma Plus
1.41 3,000k 11/1/2009
32 Esulep LLC MAX
Esulep LLC MAX
1.43 500k 5/1/2008
31 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
1.59 500k 12/1/2003
30 John Locke Investments
JL Commodity Long Flat Program
1.59 5,000k 12/1/2007
29 Crescent Bay Capital Management
Premium Stock Index Program
1.74 10k 10/1/2005
28 Emil van Essen
EvE Systematic Global Opportunities
1.76 1,000k 9/1/2007
27 Diamond Capital Management
Enhanced S&P Program
1.77 100k 10/1/2009
26 Cauldron Investments, LLC
Stock Index Plus
1.86 1,000k 10/1/2009
25 Quantica Capital AG
Quantica Diversified FX
1.87 5,000k 3/1/2007
24 Alder Capital DAC
Alder Global 10
2.00 2,500k 10/1/2000
23 Tyche Capital Advisors LLC
TCA Energy Spreads
2.05 100k 8/1/2008
22 Mobius Asset Management
Energy Weighted Program
2.06 250k 1/1/2005
21 Ancile Capital Management
Global Markets Program
2.08 2,000k 4/1/2005
20 Pacific Capital Advisors
Vanguard Program
2.20 100k 4/1/2007
19 Acorn Global Investments Inc.
Acorn Diversified Program
2.21 10k 7/1/2005
18 HB Capital Management Inc.
Diversified Program
2.59 50k 3/1/2008
17 Gap Partners LLC
Gap
2.66 250k 11/1/2009
16 Chesapeake Capital
Diversified (LV)
2.81 100k 2/1/1988
15 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
3.08 10,000k 8/1/2009
14 White Indian Trading Co.
STAIRS - Futures Program (Client)
3.26 250k 10/1/2008
13 HiProb Trading Technology LLC
HiProb-I
3.30 5,000k 7/1/2008
12 RAM Management Group
MRTP Aggressive
3.58 1,000k 2/1/1998
11 GLOBIVEST LLC
Alpha Program
3.66 50k 4/1/2009
10 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
3.69 4,000k 11/1/2008
9 FRP CAPITAL LLC
FRP125+
3.82 125k 1/1/2010
8 Alder Capital DAC
Alder Global 20
4.00 2,500k 2/1/2001
7 White Indian Trading Co.
STAIRS (Client)
4.51 250k 5/1/2009
6 Arcanum Asset Management
Equity Index Option Program (Prop)
4.67 500k 7/1/2006
5 Kinkopf Capital Management
KCM S&P (Proprietary)
8.48 100k 1/1/1999
4 QQFund.com
Investment Program 1
12.55 300k 9/1/2008
3 Dendrich Ltd
QEP
13.81 50k 12/1/2005
2 Non Correlated Capital
Positive Theta Program
14.81 250k 10/1/2007
1 Non Correlated Capital
Positive Theta Fund
18.75 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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