Systematic Trader Index For May 2009

Monthly Rankings

Rank CTA/Program May 2009 Min Inv Inception
184 Superfund Group
Superfund Green Master
-23.29 2,000k 5/1/2001
183 Superfund Group
Superfund Green L.P. Series B
-19.31 5k 10/1/2002
182 Superfund Group
Superfund Green Gold C (SPC)
-18.74 100k 10/1/2005
181 Superfund Group
Superfund Green GCT USD
-18.28 15k 1/1/2000
180 White Indian Trading Co.
STAIRS - Futures Program (Client)
-14.28 250k 10/1/2008
179 Superfund Group
Superfund Green L.P. Series A
-12.03 5k 10/1/2002
178 Superfund Group
Superfund Green Q-AG
-11.88 2k 3/1/1996
177 Superfund Group
Superfund Green Gold B (SPC)
-11.69 50k 10/1/2005
176 Non Correlated Capital
Positive Theta Fund
-9.65 50k 10/1/2007
175 NuWave Investment Management, LLC
NuWave Investment Partners LP
-8.74 250k 6/1/2001
174 NuWave Investment Management, LLC
Combined Futures Portfolio
-8.74 5,000k 6/1/2001
173 Clarke Capital Management
Global Basic
-7.92 50k 2/1/1996
172 Non Correlated Capital
Positive Theta Program
-7.88 250k 10/1/2007
171 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-6.69 0k 11/1/1996
170 AllMountain Capital AG
Mount Denali Global Trends
-6.60 160k 7/1/2007
169 Kinkopf Capital Management
KCM S&P (Proprietary)
-5.26 100k 1/1/1999
168 Emil van Essen
EvE Systematic Global Opportunities
-4.95 1,000k 9/1/2007
167 Superfund Group
Superfund Green Gold A (SPC)
-4.79 5k 10/1/2005
166 Millburn Corporation
Commodity Program
-4.23 25,000k 3/1/2005
165 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-3.80 750k 1/1/2009
164 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.59 400k 1/1/1988
163 Clarke Capital Management
Global Magnum
-3.56 100k 8/1/1997
162 Ancile Capital Management
Global Markets Program
-3.54 2,000k 4/1/2005
161 Manning & Napier
MN Xenon Managed Futures (2x) Program
-3.44 5,000k 6/1/2006
160 Millburn Corporation
Diversified Program
-3.31 20,000k 2/1/1977
159 Molinero Capital Management LLP
Global Markets Program
-3.30 2,000k 7/1/2005
158 Chesapeake Capital
Diversified (LV)
-3.12 100k 2/1/1988
157 Wavefront Global Asset Management
IMFC Global Investment Program
-2.95 2,000k 2/1/2007
156 Auctos Capital Management
Auctos Global Diversified
-2.89 3,000k 11/1/2007
155 HB Capital Management Inc.
Diversified Program
-2.80 50k 3/1/2008
154 Spectrum Asset Management LLC
Global Diversified
-2.78 2,000k 1/1/2001
153 Red Rock Capital, LLC
Systematic Global Macro
-2.27 500k 9/1/2003
152 Millburn Corporation
Multi-Markets Program
-2.16 25,000k 10/1/2004
151 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-2.13 75k 6/1/2007
150 Winton Capital Management
Diversified
-2.03 50,000k 10/1/1997
149 Dreiss Research Corporation
Diversified Program
-1.94 1,000k 5/1/1991
148 Emil van Essen
Spread Trading Program
-1.93 5,000k 12/1/2006
147 Jaguar Investments Ltd
Vario Capital Strategy
-1.65 1,000k 5/1/2016
146 Beach Horizon LLP
Managed Account
-1.43 5,000k 5/1/2005
145 Mulvaney Capital Management
The Mulvaney Global Markets Program
-1.30 100k 5/1/1999
144 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-1.29 100k 1/1/2005
143 Quantum Leap Capital Management
Managed Account Program
-1.26 300k 8/1/2006
142 Revolution Capital Management
Alpha Program
-1.18 5,000k 6/1/2007
141 Rhicon Currency Management
Rhicon Systematic Currency Program
-1.12 3,000k 1/1/2004
140 Manning & Napier
MN Xenon Global Fixed Income Program
-1.10 2,000k 8/1/2004
139 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.08 100k 11/1/1984
138 Revolution Capital Management
Alpha Fund
-0.88 50k 1/1/2005
137 HiProb Trading Technology LLC
HiProb-I
-0.80 5,000k 7/1/2008
136 Xplor Capital Management, LLC
Global CTA Program
-0.70 1,500k 7/1/2004
135 Witter & Lester, Inc.
Redstone
-0.63 500k 9/1/1994
134 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-0.59 1,000k 5/1/2006
133 Diamond Peak Capital LLC
Northstar (2x) program
-0.58 250k 10/1/2008
132 Auspice Capital Advisors Ltd
Auspice Diversified Program
-0.58 1,500k 4/1/2006
131 FORT LP
Fort Global Diversified
-0.55 2,000k 10/1/1993
130 Northfield Trading
Diversified
-0.30 2,000k 7/1/1989
129 QQFund.com
Investment Program 1
-0.20 300k 9/1/2008
128 FORT LP
Fort Global Contrarian
-0.18 2,000k 10/1/2002
127 Keck Capital Management LLC
The Keck Program
-0.16 2,000k 12/1/2003
126 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.10 10,000k 4/1/2003
120 Cranwood Capital Management
Fixed Income Arbitrage Fund
0.00 250k 4/1/2008
121 White Indian Trading Co.
STAIRS (Client)
0.00 250k 5/1/2009
122 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
123 Cranwood Capital Management
Cranwood International Fund
0.00 250k 4/1/2008
124 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
125 Acorn Global Investments Inc.
Acorn Diversified Program
0.00 10k 7/1/2005
119 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.10 500k 1/1/2006
118 Wavefront Global Asset Management
IMFC Global Concentrated
0.18 500k 4/1/2009
117 Alder Capital DAC
Alder Global 10
0.30 2,500k 10/1/2000
116 Superfund Group
Superfund Blue SPC Class A (EUR)
0.31 50k 4/1/2005
115 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
0.32 500k 4/1/2009
114 Ion Asset Architecture (Fund Program)
Ion Fund
0.33 100k 11/1/2007
113 Ion Asset Architecture
Ion Fund Program
0.33 10,000k 11/1/2007
112 Endeavour Capital LLP
Endeavour Pembroke
0.42 2,000k 7/1/2007
111 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.46 10,000k 1/1/2007
110 EMC Capital Advisors, LLC
Classic
0.50 5,000k 1/1/1985
109 Systematic Alpha Management
Systematic Alpha Futures Program
0.59 100k 6/1/2004
108 Alder Capital DAC
Alder Global 20
0.60 2,500k 2/1/2001
107 Transtrend B.V.
DTP – Standard Risk (EUR)
0.78 10,000k 2/1/1999
106 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.84 10,000k 4/1/2004
105 Quantica Capital AG
Quantica Diversified FX
0.95 5,000k 3/1/2007
104 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.97 10,000k 3/1/2006
103 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.07 10,000k 2/1/2008
102 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.09 10,000k 8/1/2004
101 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.20 10,000k 8/1/1999
100 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.23 1,000k 3/1/2003
99 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.28 10,000k 1/1/1995
98 Crescent Bay Capital Management
Premium Stock Index Program
1.31 10k 10/1/2005
97 Esulep LLC MAX
Esulep LLC MAX
1.48 500k 5/1/2008
96 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.74 10,000k 1/1/1991
95 Crabel Capital Management
WPD Crabel Futures Program
1.80 1,000k 7/1/2008
94 Drury Capital
Diversified Trend-Following Program
1.82 5,000k 5/1/1997
93 Lynx Asset Management AB
Lynx Program
1.82 75k 5/1/2000
92 Mobius Asset Management
Energy Weighted Program
1.87 250k 1/1/2005
91 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
1.87 500k 12/1/2003
90 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.87 1,000k 3/1/1998
89 Crabel Capital Management
Crabel Multi-Product
2.02 1,000k 3/1/1998
88 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.05 1k 10/1/2006
87 Tyche Capital Advisors LLC
TCA Energy Spreads
2.06 100k 8/1/2008
86 Mobius Asset Management
Diversified Program
2.16 250k 3/1/2004
85 Rho Asset Management
Rho Altius 1XL Program
2.16 5,000k 11/1/2007
84 Shield Plus LLC
Shield Plus Natural Gas
2.18 50k 1/1/2004
83 Rabar Market Research
Diversified Program
2.24 2,000k 1/1/1989
82 Quantica Capital AG
Quantica Managed Futures
2.26 5,000k 1/1/2005
81 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
2.29 1,500k 1/1/2009
80 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.64 1,000k 9/1/1997
79 Mobius Asset Management
Custom Trading Program
2.73 100k 1/1/2002
78 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
2.76 4,000k 11/1/2008
77 MERIT Alternative Investments GmbH
Futures Portfolio
2.79 2,000k 6/1/1998
76 Rivoli Fund Management
Rivoli International Fund (V9)
2.94 5,000k 1/1/2002
75 Eclipse Capital Management
Global Monetary
3.01 5,000k 8/1/1990
74 Robust Methods LLC
Macro Managed Account
3.01 5,000k 1/1/2005
73 Saxon Investment Corporation
Diversified Program
3.13 3,000k 9/1/1988
72 Dominion Capital
Sapphire Program
3.16 3,000k 5/1/2005
71 Superfund Group
Superfund Blue SPC Class A (Gold)
3.19 50k 12/1/2007
70 Estlander & Partners
Global Markets
3.25 10,000k 8/1/1999
69 Welton Investment Partners
Welton Global
3.34 10,000k 6/1/2004
68 Eckhardt Trading Company
Evolution Strategies
3.41 20,000k 8/1/1991
67 Quantitative Investment Management
Quantitative Global Program
3.43 20,000k 10/1/2003
66 Abraham Trading Company
Diversified Program
3.89 10,000k 1/1/1988
65 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
3.89 1,000k 10/1/2006
64 Eckhardt Trading Company
Evolution Strategies 1.2X
4.02 10,000k 10/1/1991
63 Mondiale Asset Management
Mondiale Trading Program
4.03 0k 9/1/1997
62 IKOS
The IKOS Hedge Fund
4.13 10,000k 7/1/1998
61 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
4.23 10,000k 1/1/2001
60 GLOBIVEST LLC
Alpha Program
4.32 50k 4/1/2009
59 Somers Brothers Capital
Diversified Futures Program #1
4.41 100k 1/1/2005
58 Rivoli Fund Management
Rivoli International Fund (MAP)
4.45 5,000k 10/1/1996
57 Conquest Capital Group
Conquest Select
4.97 250k 6/1/2004
56 Conquest Capital Group
Conquest Macro
5.05 250k 5/1/1999
55 Covenant Capital Management
Original Program
5.14 5,000k 9/1/1999
54 Superfund Group
Superfund Green Gold L.P. Series B-1
5.15 5k 4/1/2009
53 Pacific Capital Advisors
Vanguard Program
5.29 100k 4/1/2007
52 Trigon Investment Advisors, LLC
Foreign Exchange Program
5.46 5,000k 8/1/2000
51 Saxon Investment Corporation
Aggressive Diversified Program
5.55 2,000k 11/1/1993
50 DUNN Capital Management
DUNN Combined Fund (DCF)
5.71 100k 5/1/1989
49 Parizek Capital
Currency Program
5.73 1,000k 4/1/2006
48 Arcanum Asset Management
Equity Index Option Program (Prop)
6.33 500k 7/1/2006
47 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
6.60 5,000k 11/1/2012
46 Estlander & Partners
Global XL
6.61 5,000k 8/1/1991
45 RAM Management Group
RAM MRTP 1X-Conservative
6.61 1,000k 9/1/1993
44 IKOS
IKOS FX Fund
6.75 1,000k 3/1/2008
43 Hyman Beck and Company
Global Portfolio
6.80 1,000k 3/1/1991
42 Quality Capital Management
Global Diversified Programme
7.01 10,000k 12/1/1995
41 Altradis Capital AG
AlphAlgo
7.25 100k 5/1/2007
40 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
7.60 100k 1/1/2000
39 Gladius Asset Management
Fulham Program
7.66 2,000k 1/1/2008
38 Claughton Capital
Auto-Reactive Positioning
8.48 1,000k 10/1/2005
37 ISAM
ISAM Systematic Trend Fund
8.54 1,000k 6/1/2001
36 Neural Capital Ltd
Sentinel Trading Program
8.66 2,000k 1/1/2006
35 Robinson-Langley Capital Management, LLC
Managed Account Program
8.68 200k 1/1/2007
34 Mark J. Walsh Company
Standard Program
8.87 2,000k 9/1/1985
33 John Locke Investments
Cyril Systematic Program
8.89 8,000k 7/1/2000
32 Dendrich Ltd
QEP
9.06 50k 12/1/2005
31 Covenant Capital Management
Aggressive Program
9.06 3,000k 2/1/2004
30 Superfund Group
Superfund Green Gold L.P. Series A-1
9.24 5k 4/1/2009
29 John Locke Investments
JL Commodity Long Flat Program
9.29 5,000k 12/1/2007
28 Romanesco Capital Management B.V
Persistence Program
9.77 5,000k 9/1/2005
27 Futures Truth Company, FTC-CTA
MS4
10.07 250k 10/1/2007
26 Southwest Managed Investments, LLC
Global Diversified
10.31 200k 1/1/2002
25 Estlander & Partners
Alpha Trend
10.31 30,000k 10/1/1991
24 DUNN Capital Management
D'Best Futures Fund, L.P.
10.34 100k 6/1/1994
23 Revolution Capital Management
Mosaic Program
10.49 10,000k 10/1/2006
22 FRP CAPITAL LLC
FRP125+
10.53 125k 1/1/2010
21 Clarke Capital Management
Millennium
11.67 1,000k 1/1/1998
20 Amplitude Capital International Limited
Dynamic Strategy
12.18 6/1/2005
19 Commodity Strategies AG
CSAG Active Long Short Commodity Program
12.81 5,000k 10/1/2007
18 Clarke Capital Management
Jupiter
12.91 3,000k 5/1/2005
17 Briarwood Capital Management, Inc.
Diversified Trading Program
12.97 3,000k 7/1/2001
16 Parizek Capital
Futures Trading Program
13.36 500k 4/1/2000
15 Kelly Angle Inc.
Genesis Program
13.64 2,000k 4/1/2000
14 Clarke Capital Management
FX Plus
14.47 1,000k 5/1/2004
13 Blackwater Capital Management
Global Program
15.12 5,000k 7/1/2005
12 Tactical Investment Management
Tactical Institutional Commodity Program
15.67 10,000k 4/1/1993
11 Hawksbill Capital Management
Global Diversified
15.69 5,000k 11/1/1988
10 Alee Capital Management, LLC
Poniente Program
15.81 2,500k 1/1/1999
9 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
16.50 200k 11/1/1999
8 Alee Capital Management, LLC
Mistral Program
16.57 2,500k 1/1/1999
7 Heyden & Steindl GmbH
TOMAC2
17.04 5,000k 3/1/2003
6 Future Trade AG
Thales Swing Trading Programme
17.78 250k 6/1/2007
5 Clarke Capital Management
Worldwide
19.16 250k 1/1/1996
4 RAM Management Group
MRTP Aggressive
20.28 1,000k 2/1/1998
3 Briarwood Capital Management, Inc.
Diversified 2XL
31.18 250k 11/1/2004
2 Estlander & Partners
Alpha Trend II - Class P
36.81 100k 12/1/2008
1 Purple Valley Capital, Inc.
Diversified Trend 1
38.15 100k 8/1/2008

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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