Systematic Trader Index For August 2009

Monthly Rankings

Rank CTA/Program Aug 2009 Min Inv Inception
192 Clarke Capital Management
Global Basic
-15.51 50k 2/1/1996
191 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-11.19 100k 1/1/2000
190 Conquest Capital Group
Conquest Macro
-10.70 250k 5/1/1999
189 Clarke Capital Management
Global Magnum
-8.55 100k 8/1/1997
188 Heyden & Steindl GmbH
TOMAC2
-7.07 5,000k 3/1/2003
187 Clarke Capital Management
Millennium
-6.83 1,000k 1/1/1998
186 FRP CAPITAL LLC
FRP125+
-6.80 125k 1/1/2010
185 Alder Capital DAC
Alder Global 20
-4.20 2,500k 2/1/2001
184 Quantum Leap Capital Management
Managed Account Program
-3.26 300k 8/1/2006
183 Romanesco Capital Management B.V
Persistence Program
-3.18 5,000k 9/1/2005
182 Trigon Investment Advisors, LLC
Foreign Exchange Program
-3.02 5,000k 8/1/2000
181 Pacific Capital Advisors
Vanguard Program
-2.79 100k 4/1/2007
180 Superfund Group
Superfund Blue SPC Class A (Gold)
-2.48 50k 12/1/2007
179 Witter & Lester, Inc.
Stock Index Futures Trading Program
-2.31 400k 1/1/1988
178 Alee Capital Management, LLC
Poniente Program
-2.26 2,500k 1/1/1999
177 Mobius Asset Management
Energy Weighted Program
-2.21 250k 1/1/2005
176 Clarke Capital Management
Worldwide
-2.03 250k 1/1/1996
175 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.96 10,000k 1/1/1991
174 Claughton Capital
Auto-Reactive Positioning
-1.92 1,000k 10/1/2005
173 Estlander & Partners
Global XL
-1.92 5,000k 8/1/1991
172 Superfund Group
Superfund Blue SPC Class A (EUR)
-1.71 50k 4/1/2005
171 Alder Capital DAC
Alder Global 10
-1.60 2,500k 10/1/2000
170 Shield Plus LLC
Shield Plus Natural Gas
-1.49 50k 1/1/2004
169 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.43 10,000k 1/1/2001
168 Mark J. Walsh Company
Standard Program
-1.25 2,000k 9/1/1985
167 Conquest Capital Group
Conquest Select
-1.24 250k 6/1/2004
166 Altradis Capital AG
AlphAlgo
-1.19 100k 5/1/2007
165 Neural Capital Ltd
Sentinel Trading Program
-1.05 2,000k 1/1/2006
164 Parizek Capital
Currency Program
-1.00 1,000k 4/1/2006
163 Rhicon Currency Management
Rhicon Systematic Currency Program
-1.00 3,000k 1/1/2004
162 Estlander & Partners
Global Markets
-0.94 10,000k 8/1/1999
161 AllMountain Capital AG
Mount Denali Global Trends
-0.76 160k 7/1/2007
160 Cranwood Capital Management
Cranwood International Fund
-0.60 250k 4/1/2008
159 Cranwood Capital Management
Fixed Income Arbitrage Fund
-0.60 250k 4/1/2008
158 Robust Methods LLC
Macro Managed Account
-0.58 5,000k 1/1/2005
157 IKOS
The IKOS Hedge Fund
-0.51 10,000k 7/1/1998
156 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-0.50 200k 11/1/1999
155 Witter & Lester, Inc.
Redstone
-0.47 500k 9/1/1994
154 Eclipse Capital Management
Global Monetary
-0.46 5,000k 8/1/1990
153 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-0.39 1,000k 5/1/2006
152 Diamond Peak Capital LLC
Northstar (2x) program
-0.36 250k 10/1/2008
151 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-0.28 10,000k 2/1/2008
150 John Locke Investments
JL Commodity Long Flat Program
-0.26 5,000k 12/1/2007
149 Future Trade AG
Thales Swing Trading Programme
-0.22 250k 6/1/2007
148 Amplitude Capital International Limited
Dynamic Strategy
-0.07 6/1/2005
144 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
0.00 10,000k 8/1/2009
141 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.00 1,000k 3/1/1998
146 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
145 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.00 10,000k 8/1/2009
147 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
143 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
0.00 100k 8/1/2009
142 IDS Capital
IDS F&F Systematic Trading
0.00 50k 7/1/2013
140 Clarke Capital Management
FX Plus
0.01 1,000k 5/1/2004
139 John Locke Investments
Cyril Systematic Program
0.02 8,000k 7/1/2000
138 Emil van Essen
Spread Trading Program
0.06 5,000k 12/1/2006
137 Mobius Asset Management
Custom Trading Program
0.08 100k 1/1/2002
136 Transtrend B.V.
DTP – Standard Risk (EUR)
0.09 10,000k 2/1/1999
135 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.11 10,000k 1/1/2007
134 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.15 10,000k 4/1/2003
133 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.21 10,000k 8/1/1999
132 Jaguar Investments Ltd
Vario Capital Strategy
0.21 1,000k 5/1/2016
131 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.23 10,000k 1/1/1995
130 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.23 10,000k 8/1/2004
129 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
0.25 1,000k 10/1/2006
128 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.31 10,000k 3/1/2006
127 Winton Capital Management
Diversified
0.32 50,000k 10/1/1997
126 Tyche Capital Advisors LLC
TCA Energy Spreads
0.37 100k 8/1/2008
125 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.43 1k 10/1/2006
124 Eckhardt Trading Company
Evolution Strategies 1.2X
0.47 10,000k 10/1/1991
123 Eckhardt Trading Company
Evolution Strategies
0.48 20,000k 8/1/1991
122 Lynx Asset Management AB
Lynx Program
0.51 75k 5/1/2000
121 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.53 10,000k 4/1/2004
120 Quantica Capital AG
Quantica Diversified FX
0.61 5,000k 3/1/2007
119 Southwest Managed Investments, LLC
Global Diversified
0.62 200k 1/1/2002
118 Mondiale Asset Management
Mondiale Trading Program
0.62 0k 9/1/1997
117 Gladius Asset Management
Fulham Program
0.65 2,000k 1/1/2008
116 Esulep LLC MAX
Esulep LLC MAX
0.67 500k 5/1/2008
115 Manning & Napier
MN Xenon Global Fixed Income Program
0.68 2,000k 8/1/2004
114 Mobius Asset Management
Diversified Program
0.70 250k 3/1/2004
113 Quantitative Investment Management
Quantitative Global Program
0.70 20,000k 10/1/2003
112 Blackwater Capital Management
Global Program
0.74 5,000k 7/1/2005
111 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.75 1,500k 4/1/2006
110 Ion Asset Architecture (Fund Program)
Ion Fund
0.81 100k 11/1/2007
109 Ion Asset Architecture
Ion Fund Program
0.81 10,000k 11/1/2007
108 Systematic Alpha Management
Systematic Alpha Futures Program
0.89 100k 6/1/2004
107 Commodity Strategies AG
CSAG Active Long Short Commodity Program
0.91 5,000k 10/1/2007
106 Briarwood Capital Management, Inc.
Diversified Trading Program
0.93 3,000k 7/1/2001
105 Clarke Capital Management
Jupiter
0.93 3,000k 5/1/2005
104 Quantica Capital AG
Quantica Managed Futures
1.03 5,000k 1/1/2005
103 Kelly Angle Inc.
Genesis Program
1.05 2,000k 4/1/2000
102 Molinero Capital Management LLP
Global Markets Program
1.08 2,000k 7/1/2005
101 Superfund Group
Superfund Green Gold L.P. Series A-1
1.09 5k 4/1/2009
100 Dominion Capital
Sapphire Program
1.20 3,000k 5/1/2005
99 Seven Capital Management
Seven Absolute Return
1.22 100k 6/1/2009
98 Welton Investment Partners
Welton Global
1.27 10,000k 6/1/2004
97 Rho Asset Management
Rho Altius 1XL Program
1.28 5,000k 11/1/2007
96 Quantis Asset Management
Ulysses Futures
1.30 1,000k 7/1/2009
95 Crabel Capital Management
Crabel Multi-Product
1.34 1,000k 3/1/1998
94 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.35 1,000k 3/1/2003
93 Hawksbill Capital Management
Global Diversified
1.35 5,000k 11/1/1988
92 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.37 5,000k 6/1/2006
91 GLOBIVEST LLC
Alpha Program
1.40 50k 4/1/2009
90 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
1.42 4,000k 11/1/2008
89 Emil van Essen
EvE Systematic Global Opportunities
1.43 1,000k 9/1/2007
88 Hyman Beck and Company
Global Portfolio
1.44 1,000k 3/1/1991
87 HB Capital Management Inc.
Diversified Program
1.46 50k 3/1/2008
86 Abraham Trading Company
Diversified Program
1.48 10,000k 1/1/1988
85 Millburn Corporation
Diversified Program
1.56 20,000k 2/1/1977
84 IKOS
IKOS FX Fund
1.57 1,000k 3/1/2008
83 Parizek Capital
Futures Trading Program
1.60 500k 4/1/2000
82 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
1.69 1,500k 1/1/2009
81 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.79 1,000k 9/1/1997
80 MERIT Alternative Investments GmbH
Futures Portfolio
1.79 2,000k 6/1/1998
79 FORT LP
Fort Global Diversified
1.82 2,000k 10/1/1993
78 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.93 500k 1/1/2006
77 RAM Management Group
RAM MRTP 1X-Conservative
2.02 1,000k 9/1/1993
76 Saxon Investment Corporation
Diversified Program
2.09 3,000k 9/1/1988
75 Crescent Bay Capital Management
Premium Stock Index Program
2.15 10k 10/1/2005
74 Northfield Trading
Diversified
2.19 2,000k 7/1/1989
73 Auctos Capital Management
Auctos Global Diversified
2.19 3,000k 11/1/2007
72 Millburn Corporation
Multi-Markets Program
2.27 25,000k 10/1/2004
71 Endeavour Capital LLP
Endeavour Pembroke
2.39 2,000k 7/1/2007
70 Millburn Corporation
Commodity Program
2.44 25,000k 3/1/2005
69 Alee Capital Management, LLC
Mistral Program
2.45 2,500k 1/1/1999
68 EMC Capital Advisors, LLC
Classic
2.50 5,000k 1/1/1985
67 Xplor Capital Management, LLC
Global CTA Program
2.53 1,500k 7/1/2004
66 Rabar Market Research
Diversified Program
2.58 2,000k 1/1/1989
65 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.67 500k 12/1/2003
64 Drury Capital
Diversified Trend-Following Program
2.67 5,000k 5/1/1997
63 Revolution Capital Management
Alpha Fund
2.68 50k 1/1/2005
62 Futures Truth Company, FTC-CTA
MS4
2.83 250k 10/1/2007
61 FORT LP
Fort Global Contrarian
2.85 2,000k 10/1/2002
60 Acorn Global Investments Inc.
Acorn Diversified Program
2.89 10k 7/1/2005
59 NuWave Investment Management, LLC
NuWave Investment Partners LP
3.04 250k 6/1/2001
58 NuWave Investment Management, LLC
Combined Futures Portfolio
3.10 5,000k 6/1/2001
57 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.16 100k 11/1/1984
56 Superfund Group
Superfund Green Gold A (SPC)
3.17 5k 10/1/2005
55 Revolution Capital Management
Alpha Program
3.20 5,000k 6/1/2007
54 Superfund Group
Superfund Green L.P. Series A
3.52 5k 10/1/2002
53 Rivoli Fund Management
Rivoli International Fund (V9)
3.54 5,000k 1/1/2002
52 Superfund Group
Superfund Green Q-AG
3.61 2k 3/1/1996
51 Beach Horizon LLP
Managed Account
3.64 5,000k 5/1/2005
50 Saxon Investment Corporation
Aggressive Diversified Program
3.66 2,000k 11/1/1993
49 M.S. Capital Management
Global Diversified Program
3.66 2,000k 11/1/1998
48 Ancile Capital Management
Global Markets Program
3.69 2,000k 4/1/2005
47 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
3.72 5,000k 11/1/2012
46 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
3.76 100k 1/1/2005
45 Crabel Capital Management
WPD Crabel Futures Program
3.77 1,000k 7/1/2008
44 QQFund.com
Investment Program 1
3.87 300k 9/1/2008
43 Estlander & Partners
Alpha Trend
3.99 30,000k 10/1/1991
42 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
4.33 500k 4/1/2009
41 Wavefront Global Asset Management
IMFC Global Investment Program
4.39 2,000k 2/1/2007
40 ISAM
ISAM Systematic Trend Fund
4.40 1,000k 6/1/2001
39 Red Rock Capital, LLC
Systematic Global Macro
4.41 500k 9/1/2003
38 Chesapeake Capital
Diversified (LV)
4.80 100k 2/1/1988
37 Superfund Group
Superfund Green Gold L.P. Series B-1
4.84 5k 4/1/2009
36 Briarwood Capital Management, Inc.
Diversified 2XL
4.91 250k 11/1/2004
35 Quality Capital Management
Global Diversified Programme
4.95 10,000k 12/1/1995
34 Arcanum Asset Management
Equity Index Option Program (Prop)
5.00 500k 7/1/2006
33 DUNN Capital Management
D'Best Futures Fund, L.P.
5.03 100k 6/1/1994
32 Non Correlated Capital
Positive Theta Program
5.22 250k 10/1/2007
31 Somers Brothers Capital
Diversified Futures Program #1
5.23 100k 1/1/2005
30 Spectrum Asset Management LLC
Global Diversified
5.28 2,000k 1/1/2001
29 Superfund Group
Superfund Green GCT USD
5.41 15k 1/1/2000
28 Cauldron Investments, LLC
Stock Index Plus
5.51 1,000k 10/1/2009
27 Superfund Group
Superfund Green Master
5.55 2,000k 5/1/2001
26 Rivoli Fund Management
Rivoli International Fund (MAP)
5.57 5,000k 10/1/1996
25 Superfund Group
Superfund Green L.P. Series B
5.62 5k 10/1/2002
24 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.65 0k 11/1/1996
23 Superfund Group
Superfund Green Gold B (SPC)
5.65 50k 10/1/2005
22 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
5.66 750k 1/1/2009
21 Robinson-Langley Capital Management, LLC
Managed Account Program
5.82 200k 1/1/2007
20 Dreiss Research Corporation
Diversified Program
5.94 1,000k 5/1/1991
19 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
5.95 75k 6/1/2007
18 Kinkopf Capital Management
KCM S&P (Proprietary)
5.98 100k 1/1/1999
17 Superfund Group
Superfund Green Gold C (SPC)
6.23 100k 10/1/2005
16 Keck Capital Management LLC
The Keck Program
6.49 2,000k 12/1/2003
15 RAM Management Group
MRTP Aggressive
6.52 1,000k 2/1/1998
14 White Indian Trading Co.
STAIRS - Futures Program (Client)
6.53 250k 10/1/2008
13 Covenant Capital Management
Original Program
6.65 5,000k 9/1/1999
12 Non Correlated Capital
Positive Theta Fund
6.74 50k 10/1/2007
11 DUNN Capital Management
DUNN Combined Fund (DCF)
7.61 100k 5/1/1989
10 White Indian Trading Co.
STAIRS (Client)
7.72 250k 5/1/2009
9 Dendrich Ltd
QEP
7.76 50k 12/1/2005
8 HiProb Trading Technology LLC
HiProb-I
9.20 5,000k 7/1/2008
7 Purple Valley Capital, Inc.
Diversified Trend 1
9.35 100k 8/1/2008
6 Revolution Capital Management
Mosaic Program
9.49 10,000k 10/1/2006
5 Covenant Capital Management
Aggressive Program
10.02 3,000k 2/1/2004
4 Tactical Investment Management
Tactical Institutional Commodity Program
10.29 10,000k 4/1/1993
3 Mulvaney Capital Management
The Mulvaney Global Markets Program
10.85 100k 5/1/1999
2 Wavefront Global Asset Management
IMFC Global Concentrated
11.62 500k 4/1/2009
1 Estlander & Partners
Alpha Trend II - Class P
14.08 100k 12/1/2008

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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