Systematic Trader Index For July 2009

Monthly Rankings

Rank CTA/Program Jul 2009 Min Inv Inception
187 Revolution Capital Management
Mosaic Program
-15.86 10,000k 10/1/2006
186 Superfund Group
Superfund Green Master
-14.88 2,000k 5/1/2001
185 Superfund Group
Superfund Green Gold C (SPC)
-12.47 100k 10/1/2005
184 Superfund Group
Superfund Green L.P. Series B
-12.24 5k 10/1/2002
183 Superfund Group
Superfund Green GCT USD
-11.28 15k 1/1/2000
182 Crabel Capital Management
WPD Crabel Futures Program
-10.50 1,000k 7/1/2008
181 Superfund Group
Superfund Green Gold B (SPC)
-8.99 50k 10/1/2005
180 DUNN Capital Management
DUNN Combined Fund (DCF)
-8.59 100k 5/1/1989
179 Clarke Capital Management
Millennium
-7.97 1,000k 1/1/1998
178 Superfund Group
Superfund Green L.P. Series A
-7.86 5k 10/1/2002
177 Dendrich Ltd
QEP
-7.76 50k 12/1/2005
176 DUNN Capital Management
D'Best Futures Fund, L.P.
-7.31 100k 6/1/1994
175 Heyden & Steindl GmbH
TOMAC2
-7.22 5,000k 3/1/2003
174 Superfund Group
Superfund Green Q-AG
-6.44 2k 3/1/1996
173 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-5.52 500k 12/1/2003
172 Superfund Group
Superfund Green Gold A (SPC)
-5.40 5k 10/1/2005
171 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-5.31 100k 1/1/2005
170 Superfund Group
Superfund Green Gold L.P. Series B-1
-4.99 5k 4/1/2009
168 Cranwood Capital Management
Cranwood International Fund
-4.95 250k 4/1/2008
169 Cranwood Capital Management
Fixed Income Arbitrage Fund
-4.95 250k 4/1/2008
167 Tyche Capital Advisors LLC
TCA Energy Spreads
-4.78 100k 8/1/2008
166 Future Trade AG
Thales Swing Trading Programme
-4.76 250k 6/1/2007
165 Crescent Bay Capital Management
Premium Stock Index Program
-4.47 10k 10/1/2005
164 Revolution Capital Management
Alpha Program
-4.45 5,000k 6/1/2007
163 Acorn Global Investments Inc.
Acorn Diversified Program
-4.32 10k 7/1/2005
162 Revolution Capital Management
Alpha Fund
-4.13 50k 1/1/2005
161 Futures Truth Company, FTC-CTA
MS4
-3.97 250k 10/1/2007
160 AllMountain Capital AG
Mount Denali Global Trends
-3.62 160k 7/1/2007
159 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-3.26 75k 6/1/2007
158 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.23 1,500k 4/1/2006
157 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.04 200k 11/1/1999
156 Crabel Capital Management
Crabel Multi-Product
-2.96 1,000k 3/1/1998
155 Hawksbill Capital Management
Global Diversified
-2.83 5,000k 11/1/1988
154 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.51 5,000k 6/1/2001
153 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.45 250k 6/1/2001
152 Kelly Angle Inc.
Genesis Program
-2.45 2,000k 4/1/2000
151 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.37 10,000k 8/1/2004
150 Gladius Asset Management
Fulham Program
-2.31 2,000k 1/1/2008
149 W.G. Wealth Guardian Ltd.
SAFI2 Program
-2.31 1,000k 9/1/1997
148 Abraham Trading Company
Diversified Program
-2.30 10,000k 1/1/1988
147 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.30 10,000k 1/1/1995
146 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.25 10,000k 8/1/1999
145 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-1.89 4,000k 11/1/2008
144 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.77 5,000k 8/1/2000
143 Clarke Capital Management
Worldwide
-1.76 250k 1/1/1996
142 Millburn Corporation
Diversified Program
-1.57 20,000k 2/1/1977
141 Winton Capital Management
Diversified
-1.52 50,000k 10/1/1997
140 Welton Investment Partners
Welton Global
-1.51 10,000k 6/1/2004
139 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.47 10,000k 2/1/1999
138 Quality Capital Management
Global Diversified Programme
-1.43 10,000k 12/1/1995
137 EMC Capital Advisors, LLC
Classic
-1.30 5,000k 1/1/1985
136 Mobius Asset Management
Custom Trading Program
-1.25 100k 1/1/2002
135 Mark J. Walsh Company
Standard Program
-1.24 2,000k 9/1/1985
134 Beach Horizon LLP
Managed Account
-1.23 5,000k 5/1/2005
133 Ancile Capital Management
Global Markets Program
-1.16 2,000k 4/1/2005
132 Millburn Corporation
Commodity Program
-1.16 25,000k 3/1/2005
131 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-1.15 1,000k 10/1/2006
130 Clarke Capital Management
Global Basic
-1.12 50k 2/1/1996
129 Molinero Capital Management LLP
Global Markets Program
-1.11 2,000k 7/1/2005
128 Parizek Capital
Currency Program
-1.07 1,000k 4/1/2006
127 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.79 1,000k 3/1/1998
126 Rhicon Currency Management
Rhicon Systematic Currency Program
-0.75 3,000k 1/1/2004
125 Quantica Capital AG
Quantica Diversified FX
-0.70 5,000k 3/1/2007
124 Quantum Leap Capital Management
Managed Account Program
-0.65 300k 8/1/2006
123 Clarke Capital Management
Jupiter
-0.56 3,000k 5/1/2005
122 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.53 100k 5/1/1999
121 Clarke Capital Management
Global Magnum
-0.52 100k 8/1/1997
120 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.49 400k 1/1/1988
119 Dominion Capital
Sapphire Program
-0.47 3,000k 5/1/2005
118 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.46 5,000k 10/1/1996
117 Jaguar Investments Ltd
Vario Capital Strategy
-0.40 1,000k 5/1/2016
116 Seven Capital Management
Seven Absolute Return
-0.39 100k 6/1/2009
115 Rivoli Fund Management
Rivoli International Fund (V9)
-0.37 5,000k 1/1/2002
114 Chesapeake Capital
Diversified (LV)
-0.32 100k 2/1/1988
113 Red Rock Capital, LLC
Systematic Global Macro
-0.29 500k 9/1/2003
112 Auctos Capital Management
Auctos Global Diversified
-0.26 3,000k 11/1/2007
111 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.20 1k 10/1/2006
110 Witter & Lester, Inc.
Redstone
-0.15 500k 9/1/1994
109 Shield Plus LLC
Shield Plus Natural Gas
-0.10 50k 1/1/2004
108 Manning & Napier
MN Xenon Global Fixed Income Program
-0.06 2,000k 8/1/2004
107 Wavefront Global Asset Management
IMFC Global Investment Program
-0.04 2,000k 2/1/2007
104 Quantis Asset Management
Ulysses Futures
0.00 1,000k 7/1/2009
106 Cauldron Investments, LLC
Stock Index Plus
0.00 1,000k 10/1/2009
105 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
103 RAM Management Group
RAM MRTP 1X-Conservative
0.12 1,000k 9/1/1993
102 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.13 0k 11/1/1996
101 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.13 10,000k 1/1/2007
100 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.23 10,000k 4/1/2004
99 John Locke Investments
Cyril Systematic Program
0.24 8,000k 7/1/2000
98 RAM Management Group
MRTP Aggressive
0.24 1,000k 2/1/1998
97 Briarwood Capital Management, Inc.
Diversified Trading Program
0.27 3,000k 7/1/2001
96 FORT LP
Fort Global Diversified
0.32 2,000k 10/1/1993
95 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.34 1,000k 3/1/2003
94 Somers Brothers Capital
Diversified Futures Program #1
0.47 100k 1/1/2005
93 Eclipse Capital Management
Global Monetary
0.48 5,000k 8/1/1990
92 Claughton Capital
Auto-Reactive Positioning
0.49 1,000k 10/1/2005
91 Dreiss Research Corporation
Diversified Program
0.51 1,000k 5/1/1991
90 Millburn Corporation
Multi-Markets Program
0.52 25,000k 10/1/2004
89 IKOS
The IKOS Hedge Fund
0.59 10,000k 7/1/1998
88 Northfield Trading
Diversified
0.60 2,000k 7/1/1989
87 Mondiale Asset Management
Mondiale Trading Program
0.62 0k 9/1/1997
86 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.63 10,000k 4/1/2003
85 Systematic Alpha Management
Systematic Alpha Futures Program
0.64 100k 6/1/2004
84 Spectrum Asset Management LLC
Global Diversified
0.67 2,000k 1/1/2001
83 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.68 10,000k 1/1/1991
82 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.72 10,000k 2/1/2008
81 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.72 500k 1/1/2006
80 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.79 5,000k 11/1/2012
79 Conquest Capital Group
Conquest Select
0.81 250k 6/1/2004
78 Emil van Essen
EvE Systematic Global Opportunities
0.91 1,000k 9/1/2007
77 Briarwood Capital Management, Inc.
Diversified 2XL
0.91 250k 11/1/2004
76 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
0.94 750k 1/1/2009
75 John Locke Investments
JL Commodity Long Flat Program
1.02 5,000k 12/1/2007
74 Superfund Group
Superfund Blue SPC Class A (EUR)
1.02 50k 4/1/2005
73 Xplor Capital Management, LLC
Global CTA Program
1.06 1,500k 7/1/2004
72 MERIT Alternative Investments GmbH
Futures Portfolio
1.11 2,000k 6/1/1998
71 Rho Asset Management
Rho Altius 1XL Program
1.18 5,000k 11/1/2007
70 Southwest Managed Investments, LLC
Global Diversified
1.22 200k 1/1/2002
69 Esulep LLC MAX
Esulep LLC MAX
1.23 500k 5/1/2008
68 Eckhardt Trading Company
Evolution Strategies 1.2X
1.23 10,000k 10/1/1991
67 Eckhardt Trading Company
Evolution Strategies
1.26 20,000k 8/1/1991
66 HB Capital Management Inc.
Diversified Program
1.26 50k 3/1/2008
65 Estlander & Partners
Alpha Trend
1.29 30,000k 10/1/1991
64 Saxon Investment Corporation
Diversified Program
1.29 3,000k 9/1/1988
63 Lynx Asset Management AB
Lynx Program
1.31 75k 5/1/2000
62 Robust Methods LLC
Macro Managed Account
1.34 5,000k 1/1/2005
61 Wavefront Global Asset Management
IMFC Global Concentrated
1.40 500k 4/1/2009
60 Robinson-Langley Capital Management, LLC
Managed Account Program
1.44 200k 1/1/2007
59 Quantica Capital AG
Quantica Managed Futures
1.46 5,000k 1/1/2005
58 FORT LP
Fort Global Contrarian
1.47 2,000k 10/1/2002
57 Ion Asset Architecture (Fund Program)
Ion Fund
1.47 100k 11/1/2007
56 Ion Asset Architecture
Ion Fund Program
1.47 10,000k 11/1/2007
55 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
1.51 500k 4/1/2009
54 Purple Valley Capital, Inc.
Diversified Trend 1
1.53 100k 8/1/2008
53 M.S. Capital Management
Global Diversified Program
1.61 2,000k 11/1/1998
52 Covenant Capital Management
Original Program
1.65 5,000k 9/1/1999
51 Diamond Peak Capital LLC
Northstar (2x) program
1.66 250k 10/1/2008
50 Alee Capital Management, LLC
Poniente Program
1.66 2,500k 1/1/1999
49 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
1.78 1,500k 1/1/2009
48 Emil van Essen
Spread Trading Program
1.80 5,000k 12/1/2006
47 Quantitative Investment Management
Quantitative Global Program
1.82 20,000k 10/1/2003
46 Mobius Asset Management
Energy Weighted Program
1.84 250k 1/1/2005
45 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.84 100k 11/1/1984
44 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.87 5,000k 6/1/2006
43 GLOBIVEST LLC
Alpha Program
1.89 50k 4/1/2009
42 Covenant Capital Management
Aggressive Program
1.89 3,000k 2/1/2004
41 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.91 10,000k 1/1/2001
40 Superfund Group
Superfund Green Gold L.P. Series A-1
2.00 5k 4/1/2009
39 Rabar Market Research
Diversified Program
2.09 2,000k 1/1/1989
38 Superfund Group
Superfund Blue SPC Class A (Gold)
2.15 50k 12/1/2007
37 Saxon Investment Corporation
Aggressive Diversified Program
2.18 2,000k 11/1/1993
36 Endeavour Capital LLP
Endeavour Pembroke
2.21 2,000k 7/1/2007
35 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
2.26 1,000k 5/1/2006
34 IKOS
IKOS FX Fund
2.28 1,000k 3/1/2008
33 Clarke Capital Management
FX Plus
2.32 1,000k 5/1/2004
32 FRP CAPITAL LLC
FRP125+
2.35 125k 1/1/2010
31 Mobius Asset Management
Diversified Program
2.37 250k 3/1/2004
30 Alder Capital DAC
Alder Global 10
2.40 2,500k 10/1/2000
29 Altradis Capital AG
AlphAlgo
2.61 100k 5/1/2007
28 Pacific Capital Advisors
Vanguard Program
2.61 100k 4/1/2007
27 Estlander & Partners
Global Markets
2.69 10,000k 8/1/1999
26 Keck Capital Management LLC
The Keck Program
2.90 2,000k 12/1/2003
25 Amplitude Capital International Limited
Dynamic Strategy
3.20 6/1/2005
24 Rotella Capital Management
Rotella Orion (Short-Term) Program
3.27 10,000k 3/1/2006
23 Parizek Capital
Futures Trading Program
3.35 500k 4/1/2000
22 HiProb Trading Technology LLC
HiProb-I
3.50 5,000k 7/1/2008
21 Alee Capital Management, LLC
Mistral Program
3.62 2,500k 1/1/1999
20 Estlander & Partners
Alpha Trend II - Class P
3.98 100k 12/1/2008
19 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
4.34 100k 1/1/2000
18 Hyman Beck and Company
Global Portfolio
4.47 1,000k 3/1/1991
17 Blackwater Capital Management
Global Program
5.18 5,000k 7/1/2005
16 Alder Capital DAC
Alder Global 20
5.20 2,500k 2/1/2001
15 Tactical Investment Management
Tactical Institutional Commodity Program
5.33 10,000k 4/1/1993
14 Arcanum Asset Management
Equity Index Option Program (Prop)
5.33 500k 7/1/2006
13 Neural Capital Ltd
Sentinel Trading Program
5.34 2,000k 1/1/2006
12 Estlander & Partners
Global XL
5.44 5,000k 8/1/1991
11 Conquest Capital Group
Conquest Macro
5.49 250k 5/1/1999
10 Romanesco Capital Management B.V
Persistence Program
5.89 5,000k 9/1/2005
9 Kinkopf Capital Management
KCM S&P (Proprietary)
6.00 100k 1/1/1999
8 White Indian Trading Co.
STAIRS (Client)
6.05 250k 5/1/2009
7 White Indian Trading Co.
STAIRS - Futures Program (Client)
6.09 250k 10/1/2008
6 Drury Capital
Diversified Trend-Following Program
6.57 5,000k 5/1/1997
5 ISAM
ISAM Systematic Trend Fund
7.39 1,000k 6/1/2001
4 Commodity Strategies AG
CSAG Active Long Short Commodity Program
7.78 5,000k 10/1/2007
3 Non Correlated Capital
Positive Theta Program
10.00 250k 10/1/2007
2 Non Correlated Capital
Positive Theta Fund
12.71 50k 10/1/2007
1 QQFund.com
Investment Program 1
28.41 300k 9/1/2008

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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