Systematic Trader Index For March 2009

Monthly Rankings

Rank CTA/Program Mar 2009 Min Inv Inception
178 Clarke Capital Management
Jupiter
-21.44 3,000k 5/1/2005
177 Clarke Capital Management
Millennium
-21.15 1,000k 1/1/1998
176 Dendrich Ltd
QEP
-20.63 50k 12/1/2005
175 Clarke Capital Management
FX Plus
-18.96 1,000k 5/1/2004
174 Parizek Capital
Futures Trading Program
-11.24 500k 4/1/2000
173 Hawksbill Capital Management
Global Diversified
-9.51 5,000k 11/1/1988
172 Kelly Angle Inc.
Genesis Program
-9.16 2,000k 4/1/2000
171 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-9.07 100k 1/1/2000
170 Revolution Capital Management
Mosaic Program
-8.44 10,000k 10/1/2006
169 Tactical Investment Management
Tactical Institutional Commodity Program
-8.39 10,000k 4/1/1993
168 DUNN Capital Management
D'Best Futures Fund, L.P.
-8.37 100k 6/1/1994
167 Blackwater Capital Management
Global Program
-8.06 5,000k 7/1/2005
166 Estlander & Partners
Alpha Trend II - Class P
-8.03 100k 12/1/2008
165 Alee Capital Management, LLC
Poniente Program
-7.64 2,500k 1/1/1999
164 Superfund Group
Superfund Green Gold C (SPC)
-7.47 100k 10/1/2005
163 Crescent Bay Capital Management
Premium Stock Index Program
-7.33 10k 10/1/2005
162 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-7.19 100k 1/1/2005
161 Manning & Napier
MN Xenon Managed Futures (2x) Program
-6.91 5,000k 6/1/2006
160 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.73 100k 5/1/1989
159 John Locke Investments
Cyril Systematic Program
-6.67 8,000k 7/1/2000
158 Superfund Group
Superfund Green Master
-6.65 2,000k 5/1/2001
157 Future Trade AG
Thales Swing Trading Programme
-6.64 250k 6/1/2007
156 EMC Capital Advisors, LLC
Classic
-6.60 5,000k 1/1/1985
155 Neural Capital Ltd
Sentinel Trading Program
-6.51 2,000k 1/1/2006
154 Superfund Group
Superfund Blue SPC Class A (Gold)
-6.43 50k 12/1/2007
153 Purple Valley Capital, Inc.
Diversified Trend 1
-6.39 100k 8/1/2008
152 Alee Capital Management, LLC
Mistral Program
-6.39 2,500k 1/1/1999
151 Superfund Group
Superfund Green Gold B (SPC)
-6.30 50k 10/1/2005
150 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-6.19 0k 11/1/1996
149 Amplitude Capital International Limited
Dynamic Strategy
-6.17 6/1/2005
148 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-6.14 200k 11/1/1999
147 Clarke Capital Management
Worldwide
-6.02 250k 1/1/1996
146 Eclipse Capital Management
Global Monetary
-5.59 5,000k 8/1/1990
145 Robinson-Langley Capital Management, LLC
Managed Account Program
-5.36 200k 1/1/2007
144 FRP CAPITAL LLC
FRP125+
-5.36 125k 1/1/2010
143 RAM Management Group
MRTP Aggressive
-5.32 1,000k 2/1/1998
142 Covenant Capital Management
Aggressive Program
-5.13 3,000k 2/1/2004
141 Superfund Group
Superfund Green Gold A (SPC)
-5.11 5k 10/1/2005
140 Quality Capital Management
Global Diversified Programme
-4.63 10,000k 12/1/1995
139 Millburn Corporation
Diversified Program
-4.53 20,000k 2/1/1977
138 Rivoli Fund Management
Rivoli International Fund (MAP)
-4.51 5,000k 10/1/1996
137 Superfund Group
Superfund Green L.P. Series B
-4.49 5k 10/1/2002
136 Millburn Corporation
Multi-Markets Program
-4.42 25,000k 10/1/2004
135 Altradis Capital AG
AlphAlgo
-4.18 100k 5/1/2007
134 Millburn Corporation
Commodity Program
-4.11 25,000k 3/1/2005
133 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-4.11 1,000k 10/1/2006
132 Estlander & Partners
Global XL
-4.06 5,000k 8/1/1991
131 Xplor Capital Management, LLC
Global CTA Program
-3.95 1,500k 7/1/2004
130 Superfund Group
Superfund Green GCT USD
-3.94 15k 1/1/2000
129 Beach Horizon LLP
Managed Account
-3.73 5,000k 5/1/2005
128 Drury Capital
Diversified Trend-Following Program
-3.64 5,000k 5/1/1997
127 Wavefront Global Asset Management
IMFC Global Investment Program
-3.63 2,000k 2/1/2007
126 Keck Capital Management LLC
The Keck Program
-3.60 2,000k 12/1/2003
125 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.50 10,000k 8/1/2004
124 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.47 1k 10/1/2006
123 Hyman Beck and Company
Global Portfolio
-3.46 1,000k 3/1/1991
122 Somers Brothers Capital
Diversified Futures Program #1
-3.45 100k 1/1/2005
121 Claughton Capital
Auto-Reactive Positioning
-3.43 1,000k 10/1/2005
120 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.41 10,000k 8/1/1999
119 Mulvaney Capital Management
The Mulvaney Global Markets Program
-3.36 100k 5/1/1999
118 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.34 10,000k 1/1/1995
117 Romanesco Capital Management B.V
Persistence Program
-3.25 5,000k 9/1/2005
116 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-3.11 75k 6/1/2007
115 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-3.05 100k 11/1/1984
114 ISAM
ISAM Systematic Trend Fund
-3.03 1,000k 6/1/2001
113 Conquest Capital Group
Conquest Select
-3.03 250k 6/1/2004
112 Gladius Asset Management
Fulham Program
-2.92 2,000k 1/1/2008
111 Conquest Capital Group
Conquest Macro
-2.90 250k 5/1/1999
110 Rivoli Fund Management
Rivoli International Fund (V9)
-2.88 5,000k 1/1/2002
109 Covenant Capital Management
Original Program
-2.86 5,000k 9/1/1999
108 White Indian Trading Co.
STAIRS - Futures Program (Client)
-2.72 250k 10/1/2008
107 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-2.70 10,000k 4/1/2004
106 Rho Asset Management
Rho Altius 1XL Program
-2.59 5,000k 11/1/2007
105 Rotella Capital Management
Rotella Orion (Short-Term) Program
-2.57 10,000k 3/1/2006
104 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.52 10,000k 1/1/1991
103 Estlander & Partners
Alpha Trend
-2.49 30,000k 10/1/1991
102 Superfund Group
Superfund Green Q-AG
-2.42 2k 3/1/1996
101 Lynx Asset Management AB
Lynx Program
-2.40 75k 5/1/2000
100 Red Rock Capital, LLC
Systematic Global Macro
-2.37 500k 9/1/2003
99 Superfund Group
Superfund Green L.P. Series A
-2.33 5k 10/1/2002
98 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.32 10,000k 2/1/1999
97 Quantitative Investment Management
Quantitative Global Program
-2.29 20,000k 10/1/2003
96 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.27 1,500k 4/1/2006
95 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-2.07 1,000k 3/1/1998
94 Estlander & Partners
Global Markets
-2.01 10,000k 8/1/1999
93 Southwest Managed Investments, LLC
Global Diversified
-1.96 200k 1/1/2002
92 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-1.96 4,000k 11/1/2008
91 Manning & Napier
MN Xenon Global Fixed Income Program
-1.82 2,000k 8/1/2004
90 Abraham Trading Company
Diversified Program
-1.82 10,000k 1/1/1988
89 RAM Management Group
RAM MRTP 1X-Conservative
-1.77 1,000k 9/1/1993
88 Shield Plus LLC
Shield Plus Natural Gas
-1.76 50k 1/1/2004
87 Quantica Capital AG
Quantica Diversified FX
-1.68 5,000k 3/1/2007
86 Molinero Capital Management LLP
Global Markets Program
-1.67 2,000k 7/1/2005
85 Dreiss Research Corporation
Diversified Program
-1.65 1,000k 5/1/1991
84 Winton Capital Management
Diversified
-1.64 50,000k 10/1/1997
83 Rabar Market Research
Diversified Program
-1.63 2,000k 1/1/1989
81 Cranwood Capital Management
Cranwood International Fund
-1.55 250k 4/1/2008
82 Cranwood Capital Management
Fixed Income Arbitrage Fund
-1.55 250k 4/1/2008
80 Clarke Capital Management
Global Magnum
-1.55 100k 8/1/1997
79 Mobius Asset Management
Custom Trading Program
-1.48 100k 1/1/2002
78 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.43 1,000k 9/1/1997
77 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-1.40 5,000k 10/1/2007
76 MERIT Alternative Investments GmbH
Futures Portfolio
-1.28 2,000k 6/1/1998
75 Revolution Capital Management
Alpha Program
-1.26 5,000k 6/1/2007
74 Heyden & Steindl GmbH
TOMAC2
-1.15 5,000k 3/1/2003
73 Mobius Asset Management
Energy Weighted Program
-1.11 250k 1/1/2005
72 Chesapeake Capital
Diversified (LV)
-1.04 100k 2/1/1988
71 Spectrum Asset Management LLC
Global Diversified
-1.01 2,000k 1/1/2001
70 Arcanum Asset Management
Equity Index Option Program (Prop)
-1.00 500k 7/1/2006
69 Northfield Trading
Diversified
-0.90 2,000k 7/1/1989
68 Welton Investment Partners
Welton Global
-0.87 10,000k 6/1/2004
67 Futures Truth Company, FTC-CTA
MS4
-0.80 250k 10/1/2007
66 Mark J. Walsh Company
Standard Program
-0.78 2,000k 9/1/1985
65 Saxon Investment Corporation
Aggressive Diversified Program
-0.75 2,000k 11/1/1993
64 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-0.63 500k 12/1/2003
63 Emil van Essen
EvE Systematic Global Opportunities
-0.63 1,000k 9/1/2007
62 Clarke Capital Management
Global Basic
-0.57 50k 2/1/1996
61 Revolution Capital Management
Alpha Fund
-0.49 50k 1/1/2005
60 Diamond Peak Capital LLC
Northstar (2x) program
-0.44 250k 10/1/2008
59 Briarwood Capital Management, Inc.
Diversified 2XL
-0.44 250k 11/1/2004
58 Saxon Investment Corporation
Diversified Program
-0.42 3,000k 9/1/1988
57 Dominion Capital
Sapphire Program
-0.40 3,000k 5/1/2005
56 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-0.38 5,000k 11/1/2012
55 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.31 5,000k 8/1/2000
54 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.24 50k 4/1/2005
53 QQFund.com
Investment Program 1
-0.21 300k 9/1/2008
52 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.09 3,000k 7/1/2001
51 Crabel Capital Management
Crabel Multi-Product
-0.02 1,000k 3/1/1998
48 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
49 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
50 Acorn Global Investments Inc.
Acorn Diversified Program
0.00 10k 7/1/2005
47 Quantum Leap Capital Management
Managed Account Program
0.14 300k 8/1/2006
46 Systematic Alpha Management
Systematic Alpha Futures Program
0.21 100k 6/1/2004
45 NuWave Investment Management, LLC
Combined Futures Portfolio
0.21 5,000k 6/1/2001
44 Ion Asset Architecture (Fund Program)
Ion Fund
0.24 100k 11/1/2007
43 Ion Asset Architecture
Ion Fund Program
0.24 10,000k 11/1/2007
42 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.25 250k 6/1/2001
41 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.25 1,000k 3/1/2003
40 Auctos Capital Management
Auctos Global Diversified
0.26 3,000k 11/1/2007
39 Mobius Asset Management
Diversified Program
0.30 250k 3/1/2004
38 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
0.47 1,500k 1/1/2009
37 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.50 10,000k 1/1/2007
36 Kinkopf Capital Management
KCM S&P (Proprietary)
0.51 100k 1/1/1999
35 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.53 10,000k 4/1/2003
34 Pacific Capital Advisors
Vanguard Program
0.54 100k 4/1/2007
33 IKOS
IKOS FX Fund
0.61 1,000k 3/1/2008
32 John Locke Investments
JL Commodity Long Flat Program
0.63 5,000k 12/1/2007
31 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.67 500k 1/1/2006
30 FORT LP
Fort Global Diversified
0.69 2,000k 10/1/1993
29 Eckhardt Trading Company
Evolution Strategies
0.86 20,000k 8/1/1991
28 Quantica Capital AG
Quantica Managed Futures
0.93 5,000k 1/1/2005
27 Jaguar Investments Ltd
Vario Capital Strategy
0.95 1,000k 5/1/2016
26 Eckhardt Trading Company
Evolution Strategies 1.2X
1.01 10,000k 10/1/1991
25 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
1.19 750k 1/1/2009
24 Mondiale Asset Management
Mondiale Trading Program
1.24 0k 9/1/1997
23 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.26 10,000k 1/1/2001
22 Alder Capital DAC
Alder Global 10
1.40 2,500k 10/1/2000
21 HB Capital Management Inc.
Diversified Program
1.42 50k 3/1/2008
20 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.48 1,000k 5/1/2006
19 Robust Methods LLC
Macro Managed Account
1.60 5,000k 1/1/2005
18 Esulep LLC MAX
Esulep LLC MAX
1.65 500k 5/1/2008
17 AllMountain Capital AG
Mount Denali Global Trends
1.70 160k 7/1/2007
16 Endeavour Capital LLP
Endeavour Pembroke
1.84 2,000k 7/1/2007
15 Witter & Lester, Inc.
Redstone
2.06 500k 9/1/1994
14 Parizek Capital
Currency Program
2.14 1,000k 4/1/2006
13 IKOS
The IKOS Hedge Fund
2.44 10,000k 7/1/1998
12 Alder Capital DAC
Alder Global 20
2.50 2,500k 2/1/2001
11 Ancile Capital Management
Global Markets Program
2.90 2,000k 4/1/2005
10 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
3.07 10,000k 2/1/2008
9 FORT LP
Fort Global Contrarian
3.15 2,000k 10/1/2002
8 Non Correlated Capital
Positive Theta Program
3.97 250k 10/1/2007
7 HiProb Trading Technology LLC
HiProb-I
4.10 5,000k 7/1/2008
6 Crabel Capital Management
WPD Crabel Futures Program
4.57 1,000k 7/1/2008
5 Rhicon Currency Management
Rhicon Systematic Currency Program
5.11 3,000k 1/1/2004
4 Non Correlated Capital
Positive Theta Fund
5.18 50k 10/1/2007
3 Tyche Capital Advisors LLC
TCA Energy Spreads
5.66 100k 8/1/2008
2 Emil van Essen
Spread Trading Program
6.06 5,000k 12/1/2006
1 Witter & Lester, Inc.
Stock Index Futures Trading Program
11.07 400k 1/1/1988

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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