Systematic Trader Index For September 2009

Monthly Rankings

Rank CTA/Program Sep 2009 Min Inv Inception
196 Arcanum Asset Management
Equity Index Option Program (Prop)
-12.75 500k 7/1/2006
195 Clarke Capital Management
Global Magnum
-7.11 100k 8/1/1997
194 Crabel Capital Management
WPD Crabel Futures Program
-6.82 1,000k 7/1/2008
193 Alee Capital Management, LLC
Poniente Program
-5.54 2,500k 1/1/1999
192 Robinson-Langley Capital Management, LLC
Managed Account Program
-5.48 200k 1/1/2007
191 Esulep LLC MAX
Esulep LLC MAX
-5.41 500k 5/1/2008
190 Alee Capital Management, LLC
Mistral Program
-5.10 2,500k 1/1/1999
189 Neural Capital Ltd
Sentinel Trading Program
-4.46 2,000k 1/1/2006
188 Futures Truth Company, FTC-CTA
MS4
-4.05 250k 10/1/2007
187 Conquest Capital Group
Conquest Macro
-3.69 250k 5/1/1999
186 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-3.55 5,000k 10/1/2007
185 Rhicon Currency Management
Rhicon Systematic Currency Program
-3.55 3,000k 1/1/2004
184 Heyden & Steindl GmbH
TOMAC2
-3.38 5,000k 3/1/2003
183 Tyche Capital Advisors LLC
TCA Energy Spreads
-3.19 100k 8/1/2008
182 Alder Capital DAC
Alder Global 20
-2.80 2,500k 2/1/2001
181 Ion Asset Architecture (Fund Program)
Ion Fund
-2.30 100k 11/1/2007
180 Ion Asset Architecture
Ion Fund Program
-2.30 10,000k 11/1/2007
179 Future Trade AG
Thales Swing Trading Programme
-2.10 250k 6/1/2007
178 Quantum Leap Capital Management
Managed Account Program
-2.04 300k 8/1/2006
177 Tactical Investment Management
Tactical Institutional Commodity Program
-1.99 10,000k 4/1/1993
176 Southwest Managed Investments, LLC
Global Diversified
-1.90 200k 1/1/2002
175 Mark J. Walsh Company
Standard Program
-1.86 2,000k 9/1/1985
174 RAM Management Group
MRTP Aggressive
-1.65 1,000k 2/1/1998
173 Alder Capital DAC
Alder Global 10
-1.40 2,500k 10/1/2000
172 Romanesco Capital Management B.V
Persistence Program
-1.37 5,000k 9/1/2005
171 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-1.30 4,000k 11/1/2008
170 Dreiss Research Corporation
Diversified Program
-1.29 1,000k 5/1/1991
169 Jaguar Investments Ltd
Vario Capital Strategy
-1.28 1,000k 5/1/2016
168 John Locke Investments
JL Commodity Long Flat Program
-1.27 5,000k 12/1/2007
167 Rho Asset Management
Rho Altius 1XL Program
-1.20 5,000k 11/1/2007
166 Claughton Capital
Auto-Reactive Positioning
-1.19 1,000k 10/1/2005
165 Manning & Napier
MN Xenon Managed Futures (2x) Program
-1.00 5,000k 6/1/2006
164 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.93 10,000k 1/1/1995
163 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-0.90 500k 12/1/2003
162 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.87 10,000k 8/1/2004
161 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.86 5,000k 10/1/1996
160 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.83 10,000k 4/1/2004
159 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.77 10,000k 8/1/1999
158 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-0.67 100k 8/1/2009
157 Crabel Capital Management
Crabel Multi-Product
-0.66 1,000k 3/1/1998
156 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.57 10,000k 2/1/1999
155 Rivoli Fund Management
Rivoli International Fund (V9)
-0.57 5,000k 1/1/2002
154 Emil van Essen
Spread Trading Program
-0.55 5,000k 12/1/2006
153 Mondiale Asset Management
Mondiale Trading Program
-0.54 0k 9/1/1997
152 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.51 10,000k 1/1/2007
151 RAM Management Group
RAM MRTP 1X-Conservative
-0.44 1,000k 9/1/1993
150 Mobius Asset Management
Diversified Program
-0.32 250k 3/1/2004
149 Robust Methods LLC
Macro Managed Account
-0.28 5,000k 1/1/2005
148 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-0.23 10,000k 2/1/2008
147 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.22 100k 1/1/2000
146 Altradis Capital AG
AlphAlgo
-0.20 100k 5/1/2007
145 Conquest Capital Group
Conquest Select
-0.13 250k 6/1/2004
144 Xplor Capital Management, LLC
Global CTA Program
-0.13 1,500k 7/1/2004
139 Amplitude Capital International Limited
Klassik Strategy
0.00 1,000k 9/1/2009
140 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
0.00 1,000k 9/1/2009
141 Revolution Capital Management
Mosaic Institutional Program
0.00 25,000k 9/1/2009
142 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
143 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
0.00 50k 9/1/2009
138 Mobius Asset Management
Custom Trading Program
0.07 100k 1/1/2002
137 Abraham Trading Company
Diversified Program
0.07 10,000k 1/1/1988
136 Systematic Alpha Management
Systematic Alpha Futures Program
0.12 100k 6/1/2004
135 Parizek Capital
Futures Trading Program
0.15 500k 4/1/2000
134 Manning & Napier
MN Xenon Global Fixed Income Program
0.17 2,000k 8/1/2004
133 Seven Capital Management
Seven Absolute Return
0.23 100k 6/1/2009
132 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.23 10,000k 1/1/2001
131 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.25 10,000k 4/1/2003
130 AllMountain Capital AG
Mount Denali Global Trends
0.30 160k 7/1/2007
129 EMC Capital Advisors, LLC
Classic
0.30 5,000k 1/1/1985
128 Welton Investment Partners
Welton Global
0.34 10,000k 6/1/2004
127 Millburn Corporation
Commodity Program
0.42 25,000k 3/1/2005
126 Diamond Peak Capital LLC
Northstar (2x) program
0.59 250k 10/1/2008
125 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.63 1,000k 5/1/2006
124 Parizek Capital
Currency Program
0.65 1,000k 4/1/2006
123 Molinero Capital Management LLP
Global Markets Program
0.66 2,000k 7/1/2005
122 Gladius Asset Management
Fulham Program
0.67 2,000k 1/1/2008
121 Pacific Capital Advisors
Vanguard Program
0.68 100k 4/1/2007
120 Estlander & Partners
Global Markets
0.70 10,000k 8/1/1999
119 Witter & Lester, Inc.
Redstone
0.71 500k 9/1/1994
118 IDS Capital
IDS F&F Systematic Trading
0.76 50k 7/1/2013
117 MERIT Alternative Investments GmbH
Futures Portfolio
0.78 2,000k 6/1/1998
116 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
0.80 1,500k 1/1/2009
115 John Locke Investments
Cyril Systematic Program
0.82 8,000k 7/1/2000
114 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.87 1,000k 9/1/1997
113 Estlander & Partners
Alpha Trend
0.87 30,000k 10/1/1991
112 HB Capital Management Inc.
Diversified Program
0.95 50k 3/1/2008
111 Amplitude Capital International Limited
Dynamic Strategy
1.00 6/1/2005
110 Acorn Global Investments Inc.
Acorn Diversified Program
1.00 10k 7/1/2005
109 Emil van Essen
EvE Systematic Global Opportunities
1.05 1,000k 9/1/2007
108 Dendrich Ltd
QEP
1.05 50k 12/1/2005
107 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.05 500k 1/1/2006
106 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.06 100k 1/1/2005
105 NuWave Investment Management, LLC
Combined Futures Portfolio
1.08 5,000k 6/1/2001
104 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
1.10 75k 6/1/2007
103 Clarke Capital Management
Millennium
1.10 1,000k 1/1/1998
102 NuWave Investment Management, LLC
NuWave Investment Partners LP
1.13 250k 6/1/2001
100 Cranwood Capital Management
Cranwood International Fund
1.15 250k 4/1/2008
101 Cranwood Capital Management
Fixed Income Arbitrage Fund
1.15 250k 4/1/2008
99 Dominion Capital
Sapphire Program
1.16 3,000k 5/1/2005
98 IKOS
The IKOS Hedge Fund
1.16 10,000k 7/1/1998
97 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
1.17 10,000k 8/1/2009
96 Trigon Investment Advisors, LLC
Foreign Exchange Program
1.26 5,000k 8/1/2000
95 Northfield Trading
Diversified
1.28 2,000k 7/1/1989
94 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.32 100k 5/1/1999
93 Mobius Asset Management
Energy Weighted Program
1.32 250k 1/1/2005
92 Estlander & Partners
Global XL
1.35 5,000k 8/1/1991
91 Red Rock Capital, LLC
Systematic Global Macro
1.44 500k 9/1/2003
90 Auspice Capital Advisors Ltd
Auspice Diversified Program
1.44 1,500k 4/1/2006
89 Quantitative Investment Management
Quantitative Global Program
1.45 20,000k 10/1/2003
88 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.47 1,000k 3/1/1998
87 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.49 10,000k 1/1/1991
86 Drury Capital
Diversified Trend-Following Program
1.54 5,000k 5/1/1997
85 Briarwood Capital Management, Inc.
Diversified Trading Program
1.56 3,000k 7/1/2001
84 Shield Plus LLC
Shield Plus Natural Gas
1.57 50k 1/1/2004
83 Superfund Group
Superfund Blue SPC Class A (EUR)
1.66 50k 4/1/2005
82 Hyman Beck and Company
Global Portfolio
1.69 1,000k 3/1/1991
81 Saxon Investment Corporation
Diversified Program
1.69 3,000k 9/1/1988
80 Quality Capital Management
Global Diversified Programme
1.69 10,000k 12/1/1995
79 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.85 400k 1/1/1988
78 Revolution Capital Management
Alpha Program
1.87 5,000k 6/1/2007
77 Covenant Capital Management
Original Program
1.88 5,000k 9/1/1999
76 Somers Brothers Capital
Diversified Futures Program #1
1.89 100k 1/1/2005
75 Beach Horizon LLP
Managed Account
1.91 5,000k 5/1/2005
74 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.94 10,000k 8/1/2009
73 Eclipse Capital Management
Global Monetary
2.01 5,000k 8/1/1990
72 Quantica Capital AG
Quantica Managed Futures
2.02 5,000k 1/1/2005
71 Endeavour Capital LLP
Endeavour Pembroke
2.02 2,000k 7/1/2007
70 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.04 10,000k 3/1/2006
69 Auctos Capital Management
Auctos Global Diversified
2.07 3,000k 11/1/2007
68 M.S. Capital Management
Global Diversified Program
2.11 2,000k 11/1/1998
67 Lynx Asset Management AB
Lynx Program
2.14 75k 5/1/2000
66 Wavefront Global Asset Management
IMFC Global Concentrated
2.22 500k 4/1/2009
65 Quantis Asset Management
Ulysses Futures
2.30 1,000k 7/1/2009
64 Estlander & Partners
Alpha Trend II - Class P
2.32 100k 12/1/2008
63 Eckhardt Trading Company
Evolution Strategies
2.35 20,000k 8/1/1991
62 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.49 1,000k 3/1/2003
61 Revolution Capital Management
Alpha Fund
2.49 50k 1/1/2005
60 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
2.54 500k 4/1/2009
59 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
2.56 0k 11/1/1996
58 Eckhardt Trading Company
Evolution Strategies 1.2X
2.63 10,000k 10/1/1991
57 Pinstripe Trading, LLC
Standard
2.65 125k 8/1/2009
56 Revolution Capital Management
Mosaic Program
2.67 10,000k 10/1/2006
55 ISAM
ISAM Systematic Trend Fund
2.71 1,000k 6/1/2001
54 IKOS
IKOS FX Fund
2.77 1,000k 3/1/2008
53 Superfund Group
Superfund Green L.P. Series A
2.81 5k 10/1/2002
52 Winton Capital Management
Diversified
2.85 50,000k 10/1/1997
51 Purple Valley Capital, Inc.
Diversified Trend 1
2.85 100k 8/1/2008
50 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
2.89 1,000k 10/1/2006
49 Spectrum Asset Management LLC
Global Diversified
2.92 2,000k 1/1/2001
48 Crescent Bay Capital Management
Premium Stock Index Program
3.00 10k 10/1/2005
47 Saxon Investment Corporation
Aggressive Diversified Program
3.02 2,000k 11/1/1993
46 Kelly Angle Inc.
Genesis Program
3.08 2,000k 4/1/2000
45 SEB Asset Management
SEB Asset Selection Fund C (EUR)
3.20 1k 10/1/2006
44 Chesapeake Capital
Diversified (LV)
3.20 100k 2/1/1988
43 Briarwood Capital Management, Inc.
Diversified 2XL
3.31 250k 11/1/2004
42 Wavefront Global Asset Management
IMFC Global Investment Program
3.31 2,000k 2/1/2007
41 Covenant Capital Management
Aggressive Program
3.40 3,000k 2/1/2004
40 Quantica Capital AG
Quantica Diversified FX
3.55 5,000k 3/1/2007
39 DUNN Capital Management
D'Best Futures Fund, L.P.
3.70 100k 6/1/1994
38 Blackwater Capital Management
Global Program
3.74 5,000k 7/1/2005
37 Superfund Group
Superfund Green Q-AG
3.77 2k 3/1/1996
36 Rabar Market Research
Diversified Program
3.87 2,000k 1/1/1989
35 Millburn Corporation
Diversified Program
4.26 20,000k 2/1/1977
34 FORT LP
Fort Global Contrarian
4.28 2,000k 10/1/2002
33 GLOBIVEST LLC
Alpha Program
4.39 50k 4/1/2009
32 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
4.44 750k 1/1/2009
31 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.54 100k 11/1/1984
30 Superfund Group
Superfund Green L.P. Series B
4.58 5k 10/1/2002
29 DUNN Capital Management
DUNN Combined Fund (DCF)
4.92 100k 5/1/1989
28 Clarke Capital Management
FX Plus
5.03 1,000k 5/1/2004
27 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
5.10 5,000k 11/1/2012
26 Superfund Group
Superfund Blue SPC Class A (Gold)
5.24 50k 12/1/2007
25 Millburn Corporation
Multi-Markets Program
5.34 25,000k 10/1/2004
24 Superfund Group
Superfund Green GCT USD
5.40 15k 1/1/2000
23 FORT LP
Fort Global Diversified
5.41 2,000k 10/1/1993
22 White Indian Trading Co.
STAIRS - Futures Program (Client)
5.47 250k 10/1/2008
21 Hawksbill Capital Management
Global Diversified
5.50 5,000k 11/1/1988
20 Cauldron Investments, LLC
Stock Index Plus
5.67 1,000k 10/1/2009
19 White Indian Trading Co.
STAIRS (Client)
5.75 250k 5/1/2009
18 Ancile Capital Management
Global Markets Program
5.76 2,000k 4/1/2005
17 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.90 200k 11/1/1999
16 Clarke Capital Management
Worldwide
6.20 250k 1/1/1996
15 FRP CAPITAL LLC
FRP125+
6.21 125k 1/1/2010
14 Superfund Group
Superfund Green Master
6.27 2,000k 5/1/2001
13 Kinkopf Capital Management
KCM S&P (Proprietary)
6.39 100k 1/1/1999
12 Clarke Capital Management
Global Basic
6.42 50k 2/1/1996
11 HiProb Trading Technology LLC
HiProb-I
7.20 5,000k 7/1/2008
10 Clarke Capital Management
Jupiter
7.39 3,000k 5/1/2005
9 Superfund Group
Superfund Green Gold L.P. Series A-1
7.63 5k 4/1/2009
8 Keck Capital Management LLC
The Keck Program
7.84 2,000k 12/1/2003
7 Superfund Group
Superfund Green Gold A (SPC)
8.42 5k 10/1/2005
6 Superfund Group
Superfund Green Gold B (SPC)
9.87 50k 10/1/2005
5 Non Correlated Capital
Positive Theta Program
10.34 250k 10/1/2007
4 Superfund Group
Superfund Green Gold L.P. Series B-1
10.39 5k 4/1/2009
3 Superfund Group
Superfund Green Gold C (SPC)
11.47 100k 10/1/2005
2 Non Correlated Capital
Positive Theta Fund
13.34 50k 10/1/2007
1 QQFund.com
Investment Program 1
15.82 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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