Systematic Trader Index For April 2009

Monthly Rankings

Rank CTA/Program Apr 2009 Min Inv Inception
183 FRP CAPITAL LLC
FRP125+
-20.08 125k 1/1/2010
182 Superfund Group
Superfund Green Gold C (SPC)
-19.36 100k 10/1/2005
181 Superfund Group
Superfund Green Gold B (SPC)
-15.52 50k 10/1/2005
180 Hawksbill Capital Management
Global Diversified
-13.64 5,000k 11/1/1988
179 Superfund Group
Superfund Green Master
-13.59 2,000k 5/1/2001
178 Superfund Group
Superfund Green Gold A (SPC)
-11.75 5k 10/1/2005
177 Superfund Group
Superfund Green GCT USD
-11.34 15k 1/1/2000
176 Superfund Group
Superfund Green L.P. Series B
-10.83 5k 10/1/2002
175 Clarke Capital Management
Jupiter
-9.57 3,000k 5/1/2005
174 RAM Management Group
MRTP Aggressive
-9.56 1,000k 2/1/1998
173 Clarke Capital Management
Millennium
-8.99 1,000k 1/1/1998
172 Clarke Capital Management
FX Plus
-8.77 1,000k 5/1/2004
171 Briarwood Capital Management, Inc.
Diversified 2XL
-8.00 250k 11/1/2004
170 Superfund Group
Superfund Green Q-AG
-7.82 2k 3/1/1996
169 Rivoli Fund Management
Rivoli International Fund (MAP)
-7.68 5,000k 10/1/1996
168 Superfund Group
Superfund Green L.P. Series A
-6.92 5k 10/1/2002
167 Xplor Capital Management, LLC
Global CTA Program
-6.86 1,500k 7/1/2004
166 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-6.68 0k 11/1/1996
165 Kelly Angle Inc.
Genesis Program
-6.62 2,000k 4/1/2000
164 Molinero Capital Management LLP
Global Markets Program
-6.18 2,000k 7/1/2005
163 John Locke Investments
Cyril Systematic Program
-6.17 8,000k 7/1/2000
162 ISAM
ISAM Systematic Trend Fund
-5.90 1,000k 6/1/2001
161 Somers Brothers Capital
Diversified Futures Program #1
-5.78 100k 1/1/2005
160 Mulvaney Capital Management
The Mulvaney Global Markets Program
-5.51 100k 5/1/1999
159 Future Trade AG
Thales Swing Trading Programme
-5.03 250k 6/1/2007
158 Rivoli Fund Management
Rivoli International Fund (V9)
-5.00 5,000k 1/1/2002
157 Neural Capital Ltd
Sentinel Trading Program
-4.92 2,000k 1/1/2006
156 FORT LP
Fort Global Diversified
-4.89 2,000k 10/1/1993
155 Pacific Capital Advisors
Vanguard Program
-4.85 100k 4/1/2007
154 Clarke Capital Management
Worldwide
-4.84 250k 1/1/1996
153 Parizek Capital
Futures Trading Program
-4.68 500k 4/1/2000
152 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.65 100k 11/1/1984
151 Dominion Capital
Sapphire Program
-4.52 3,000k 5/1/2005
150 AllMountain Capital AG
Mount Denali Global Trends
-4.42 160k 7/1/2007
149 Millburn Corporation
Multi-Markets Program
-4.41 25,000k 10/1/2004
148 Quality Capital Management
Global Diversified Programme
-4.34 10,000k 12/1/1995
147 Conquest Capital Group
Conquest Select
-4.33 250k 6/1/2004
146 Futures Truth Company, FTC-CTA
MS4
-4.26 250k 10/1/2007
145 Millburn Corporation
Diversified Program
-4.19 20,000k 2/1/1977
144 Emil van Essen
EvE Systematic Global Opportunities
-4.16 1,000k 9/1/2007
143 Keck Capital Management LLC
The Keck Program
-4.11 2,000k 12/1/2003
142 Ancile Capital Management
Global Markets Program
-4.10 2,000k 4/1/2005
141 Manning & Napier
MN Xenon Managed Futures (2x) Program
-4.03 5,000k 6/1/2006
140 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-3.82 75k 6/1/2007
139 Eclipse Capital Management
Global Monetary
-3.63 5,000k 8/1/1990
138 Quantum Leap Capital Management
Managed Account Program
-3.54 300k 8/1/2006
137 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-3.46 1,000k 5/1/2006
136 Conquest Capital Group
Conquest Macro
-3.44 250k 5/1/1999
135 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.32 1,500k 4/1/2006
134 Briarwood Capital Management, Inc.
Diversified Trading Program
-3.25 3,000k 7/1/2001
133 Estlander & Partners
Alpha Trend II - Class P
-3.25 100k 12/1/2008
132 Estlander & Partners
Global XL
-3.22 5,000k 8/1/1991
131 Chesapeake Capital
Diversified (LV)
-3.13 100k 2/1/1988
130 Abraham Trading Company
Diversified Program
-3.12 10,000k 1/1/1988
129 Winton Capital Management
Diversified
-3.01 50,000k 10/1/1997
128 Welton Investment Partners
Welton Global
-2.99 10,000k 6/1/2004
127 Rabar Market Research
Diversified Program
-2.97 2,000k 1/1/1989
126 Spectrum Asset Management LLC
Global Diversified
-2.95 2,000k 1/1/2001
125 Beach Horizon LLP
Managed Account
-2.93 5,000k 5/1/2005
124 Romanesco Capital Management B.V
Persistence Program
-2.92 5,000k 9/1/2005
123 Superfund Group
Superfund Blue SPC Class A (Gold)
-2.88 50k 12/1/2007
122 RAM Management Group
RAM MRTP 1X-Conservative
-2.85 1,000k 9/1/1993
121 Drury Capital
Diversified Trend-Following Program
-2.72 5,000k 5/1/1997
120 EMC Capital Advisors, LLC
Classic
-2.70 5,000k 1/1/1985
119 Tactical Investment Management
Tactical Institutional Commodity Program
-2.65 10,000k 4/1/1993
118 Jaguar Investments Ltd
Vario Capital Strategy
-2.62 1,000k 5/1/2016
117 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.54 10,000k 1/1/1991
116 Auctos Capital Management
Auctos Global Diversified
-2.53 3,000k 11/1/2007
115 FORT LP
Fort Global Contrarian
-2.53 2,000k 10/1/2002
114 Altradis Capital AG
AlphAlgo
-2.48 100k 5/1/2007
113 Alee Capital Management, LLC
Poniente Program
-2.46 2,500k 1/1/1999
112 Lynx Asset Management AB
Lynx Program
-2.36 75k 5/1/2000
111 IKOS
IKOS FX Fund
-2.34 1,000k 3/1/2008
110 Millburn Corporation
Commodity Program
-2.25 25,000k 3/1/2005
109 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.19 10,000k 10/1/1991
108 Amplitude Capital International Limited
Dynamic Strategy
-2.16 6/1/2005
107 Purple Valley Capital, Inc.
Diversified Trend 1
-2.06 100k 8/1/2008
106 Shield Plus LLC
Shield Plus Natural Gas
-2.01 50k 1/1/2004
105 Hyman Beck and Company
Global Portfolio
-1.98 1,000k 3/1/1991
104 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.97 1k 10/1/2006
103 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.97 10,000k 3/1/2006
102 Wavefront Global Asset Management
IMFC Global Investment Program
-1.84 2,000k 2/1/2007
101 Rho Asset Management
Rho Altius 1XL Program
-1.84 5,000k 11/1/2007
100 Mark J. Walsh Company
Standard Program
-1.81 2,000k 9/1/1985
99 Eckhardt Trading Company
Evolution Strategies
-1.79 20,000k 8/1/1991
98 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.72 500k 1/1/2006
97 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-1.68 5,000k 10/1/2007
96 Estlander & Partners
Global Markets
-1.61 10,000k 8/1/1999
95 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.57 100k 1/1/2000
94 Revolution Capital Management
Alpha Fund
-1.53 50k 1/1/2005
93 Revolution Capital Management
Alpha Program
-1.42 5,000k 6/1/2007
92 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-1.41 1,000k 10/1/2006
91 Manning & Napier
MN Xenon Global Fixed Income Program
-1.35 2,000k 8/1/2004
90 NuWave Investment Management, LLC
Combined Futures Portfolio
-1.32 5,000k 6/1/2001
89 NuWave Investment Management, LLC
NuWave Investment Partners LP
-1.31 250k 6/1/2001
88 White Indian Trading Co.
STAIRS - Futures Program (Client)
-1.22 250k 10/1/2008
87 Mobius Asset Management
Energy Weighted Program
-1.22 250k 1/1/2005
86 Northfield Trading
Diversified
-1.20 2,000k 7/1/1989
85 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-1.16 100k 1/1/2005
84 Mobius Asset Management
Diversified Program
-1.00 250k 3/1/2004
83 Estlander & Partners
Alpha Trend
-0.96 30,000k 10/1/1991
82 Mondiale Asset Management
Mondiale Trading Program
-0.82 0k 9/1/1997
81 Endeavour Capital LLP
Endeavour Pembroke
-0.80 2,000k 7/1/2007
80 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.73 1,000k 3/1/1998
79 Quantica Capital AG
Quantica Managed Futures
-0.71 5,000k 1/1/2005
78 Red Rock Capital, LLC
Systematic Global Macro
-0.63 500k 9/1/2003
77 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.59 10,000k 1/1/2007
76 Clarke Capital Management
Global Magnum
-0.56 100k 8/1/1997
75 Robinson-Langley Capital Management, LLC
Managed Account Program
-0.43 200k 1/1/2007
73 Cranwood Capital Management
Cranwood International Fund
-0.40 250k 4/1/2008
74 Cranwood Capital Management
Fixed Income Arbitrage Fund
-0.40 250k 4/1/2008
72 Ion Asset Architecture (Fund Program)
Ion Fund
-0.36 100k 11/1/2007
71 Ion Asset Architecture
Ion Fund Program
-0.36 10,000k 11/1/2007
70 QQFund.com
Investment Program 1
-0.20 300k 9/1/2008
69 Southwest Managed Investments, LLC
Global Diversified
-0.13 200k 1/1/2002
68 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-0.08 200k 11/1/1999
67 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.05 10,000k 4/1/2003
66 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.03 1,000k 3/1/2003
65 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.02 5,000k 8/1/2000
57 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
58 Superfund Group
Superfund Green Gold L.P. Series A-1
0.00 5k 4/1/2009
59 Superfund Group
Superfund Green Gold L.P. Series B-1
0.00 5k 4/1/2009
60 GLOBIVEST LLC
Alpha Program
0.00 50k 4/1/2009
61 Acorn Global Investments Inc.
Acorn Diversified Program
0.00 10k 7/1/2005
62 Wavefront Global Asset Management
IMFC Global Concentrated
0.00 500k 4/1/2009
63 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
0.00 500k 4/1/2009
64 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
56 Clarke Capital Management
Global Basic
0.03 50k 2/1/1996
55 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.10 10,000k 8/1/2004
54 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.14 10,000k 8/1/1999
53 Transtrend B.V.
DTP – Standard Risk (EUR)
0.16 10,000k 2/1/1999
52 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.18 10,000k 1/1/1995
51 Quantica Capital AG
Quantica Diversified FX
0.18 5,000k 3/1/2007
50 Saxon Investment Corporation
Diversified Program
0.19 3,000k 9/1/1988
49 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
0.25 750k 1/1/2009
48 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.33 10,000k 4/1/2004
47 Mobius Asset Management
Custom Trading Program
0.35 100k 1/1/2002
46 Saxon Investment Corporation
Aggressive Diversified Program
0.36 2,000k 11/1/1993
45 MERIT Alternative Investments GmbH
Futures Portfolio
0.37 2,000k 6/1/1998
44 John Locke Investments
JL Commodity Long Flat Program
0.49 5,000k 12/1/2007
43 Superfund Group
Superfund Blue SPC Class A (EUR)
0.55 50k 4/1/2005
42 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.60 1,000k 9/1/1997
41 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
0.71 4,000k 11/1/2008
40 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
0.78 1,500k 1/1/2009
39 Gladius Asset Management
Fulham Program
0.78 2,000k 1/1/2008
38 Tyche Capital Advisors LLC
TCA Energy Spreads
0.83 100k 8/1/2008
37 Alee Capital Management, LLC
Mistral Program
0.91 2,500k 1/1/1999
36 Witter & Lester, Inc.
Redstone
0.91 500k 9/1/1994
35 DUNN Capital Management
D'Best Futures Fund, L.P.
0.94 100k 6/1/1994
34 Crabel Capital Management
Crabel Multi-Product
1.06 1,000k 3/1/1998
33 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
1.12 5,000k 11/1/2012
32 DUNN Capital Management
DUNN Combined Fund (DCF)
1.18 100k 5/1/1989
31 Robust Methods LLC
Macro Managed Account
1.18 5,000k 1/1/2005
30 Dreiss Research Corporation
Diversified Program
1.23 1,000k 5/1/1991
29 HB Capital Management Inc.
Diversified Program
1.25 50k 3/1/2008
28 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.30 10,000k 1/1/2001
27 Alder Capital DAC
Alder Global 10
1.40 2,500k 10/1/2000
26 Emil van Essen
Spread Trading Program
1.47 5,000k 12/1/2006
25 Esulep LLC MAX
Esulep LLC MAX
1.51 500k 5/1/2008
24 Covenant Capital Management
Original Program
1.58 5,000k 9/1/1999
23 Crescent Bay Capital Management
Premium Stock Index Program
1.58 10k 10/1/2005
22 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.15 500k 12/1/2003
21 Blackwater Capital Management
Global Program
2.26 5,000k 7/1/2005
20 Systematic Alpha Management
Systematic Alpha Futures Program
2.26 100k 6/1/2004
19 Claughton Capital
Auto-Reactive Positioning
2.59 1,000k 10/1/2005
18 Covenant Capital Management
Aggressive Program
2.82 3,000k 2/1/2004
17 Crabel Capital Management
WPD Crabel Futures Program
2.87 1,000k 7/1/2008
16 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
2.89 10,000k 2/1/2008
15 Alder Capital DAC
Alder Global 20
3.40 2,500k 2/1/2001
14 IKOS
The IKOS Hedge Fund
3.61 10,000k 7/1/1998
13 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.70 400k 1/1/1988
12 Quantitative Investment Management
Quantitative Global Program
4.29 20,000k 10/1/2003
11 Kinkopf Capital Management
KCM S&P (Proprietary)
6.11 100k 1/1/1999
10 Arcanum Asset Management
Equity Index Option Program (Prop)
6.33 500k 7/1/2006
9 Revolution Capital Management
Mosaic Program
6.48 10,000k 10/1/2006
8 Parizek Capital
Currency Program
6.73 1,000k 4/1/2006
7 Diamond Peak Capital LLC
Northstar (2x) program
7.78 250k 10/1/2008
6 Rhicon Currency Management
Rhicon Systematic Currency Program
8.37 3,000k 1/1/2004
5 HiProb Trading Technology LLC
HiProb-I
9.60 5,000k 7/1/2008
4 Heyden & Steindl GmbH
TOMAC2
10.05 5,000k 3/1/2003
3 Non Correlated Capital
Positive Theta Program
13.35 250k 10/1/2007
2 Non Correlated Capital
Positive Theta Fund
16.89 50k 10/1/2007
1 Dendrich Ltd
QEP
17.94 50k 12/1/2005

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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