Systematic Trader Index For October 2010

Monthly Rankings

Rank CTA/Program Oct 2010 Min Inv Inception
220 Clarke Capital Management
Global Magnum
-8.10 100k 8/1/1997
219 Parizek Capital
Currency Program
-7.54 1,000k 4/1/2006
218 HB Capital Management Inc.
Diversified Program
-7.39 50k 3/1/2008
217 Romanesco Capital Management B.V
Persistence Program
-5.65 5,000k 9/1/2005
216 Dominion Capital
Sapphire Program
-5.48 3,000k 5/1/2005
215 Clarke Capital Management
Global Basic
-5.03 50k 2/1/1996
214 RAM Management Group
MRTP Aggressive
-5.03 1,000k 2/1/1998
213 Kinkopf Capital Management
KCM S&P (Proprietary)
-4.80 100k 1/1/1999
212 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-4.73 750k 1/1/2009
211 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-4.42 10,000k 4/1/2004
210 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
-4.41 25,000k 3/1/2010
209 AllMountain Capital AG
Mount Denali Global Trends
-3.42 160k 7/1/2007
208 Neural Capital Ltd
Sentinel Trading Program
-3.16 2,000k 1/1/2006
207 Quantis Asset Management
Intraday Futures
-2.97 250k 1/1/2010
206 Conquest Capital Group
Conquest Macro
-2.62 250k 5/1/1999
205 Ion Asset Architecture (Fund Program)
Ion Fund
-2.60 100k 11/1/2007
204 Ion Asset Architecture
Ion Fund Program
-2.60 10,000k 11/1/2007
203 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-2.19 10,000k 2/1/2008
202 Futures Truth Company, FTC-CTA
200K Options Strategy
-2.08 200k 12/1/2009
201 Amplitude Capital International Limited
Dynamic Strategy
-2.02 6/1/2005
200 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-1.96 1,000k 5/1/2006
199 RAM Management Group
RAM MRTP 1X-Conservative
-1.73 1,000k 9/1/1993
198 Shield Plus LLC
Shield Plus Natural Gas
-1.57 50k 1/1/2004
197 Tyche Capital Advisors LLC
TCA Energy Spreads
-1.52 100k 8/1/2008
196 HiProb Trading Technology LLC
HiProb-I
-1.50 5,000k 7/1/2008
195 Mondiale Asset Management
Mondiale Trading Program
-1.43 0k 9/1/1997
194 Crabel Capital Management
Crabel Multi-Product
-1.08 1,000k 3/1/1998
193 Endeavour Capital LLP
Endeavour Pembroke
-0.93 2,000k 7/1/2007
192 Heyden & Steindl GmbH
TOMAC2
-0.91 5,000k 3/1/2003
191 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.86 10,000k 3/1/2006
190 Gap Partners LLC
Gap
-0.86 250k 11/1/2009
189 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.85 10,000k 4/1/2003
188 Emil van Essen
EvE Systematic Global Opportunities
-0.79 1,000k 9/1/2007
187 FORT LP
Fort Global Contrarian
-0.72 2,000k 10/1/2002
186 Pacific Capital Advisors
Vanguard Program
-0.61 100k 4/1/2007
185 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.54 10,000k 1/1/2007
184 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.35 5,000k 8/1/2000
183 Jaguar Investments Ltd
Vario Capital Strategy
-0.34 1,000k 5/1/2016
182 Alder Capital DAC
Alder Global 20
-0.30 2,500k 2/1/2001
181 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-0.30 4,000k 11/1/2008
180 Northfield Trading
Diversified
-0.25 2,000k 7/1/1989
179 Robust Methods LLC
Macro Managed Account
-0.25 5,000k 1/1/2005
178 White Indian Trading Co.
STAIRS - Futures Program (Client)
-0.22 250k 10/1/2008
177 Emil van Essen
Spread Trading Program
-0.21 5,000k 12/1/2006
176 Alder Capital DAC
Alder Global 10
-0.20 2,500k 10/1/2000
175 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-0.16 1,500k 1/1/2009
174 White Indian Trading Co.
STAIRS (Client)
-0.16 250k 5/1/2009
170 Global Vista Advisors, LLC
Global Vista Options ("GVO")
0.00 50k 10/1/2010
171 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
0.00 100k 10/1/2010
172 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
173 Superfund Group
Superfund Blue SPC Class A (EUR)
0.00 50k 4/1/2005
169 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.08 10,000k 1/1/2001
168 Quantum Leap Capital Management
Managed Account Program
0.09 300k 8/1/2006
167 Rhicon Currency Management
Rhicon Systematic Currency Program
0.13 3,000k 1/1/2004
166 Mobius Asset Management
Energy Weighted Program
0.14 250k 1/1/2005
165 Manning & Napier
MN Xenon Global Fixed Income Program
0.17 2,000k 8/1/2004
164 Crescent Bay Capital Management
Premium Stock Index Program
0.25 10k 10/1/2005
163 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.30 1,000k 9/1/1997
162 Esulep LLC MAX
Esulep LLC MAX
0.33 500k 5/1/2008
161 FORT LP
Fort Global Diversified
0.39 2,000k 10/1/1993
160 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
0.41 1,000k 5/1/2010
159 Clarke Capital Management
FX Plus
0.44 1,000k 5/1/2004
158 Systematic Alpha Management
Systematic Alpha Futures Program
0.58 100k 6/1/2004
157 IKOS
IKOS FX Fund
0.59 1,000k 3/1/2008
156 IKOS
The IKOS Hedge Fund
0.60 10,000k 7/1/1998
155 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.64 100k 1/1/2000
154 Futures Truth Company, FTC-CTA
MS4
0.65 250k 10/1/2007
153 Witter & Lester, Inc.
Redstone
0.72 500k 9/1/1994
152 Mobius Asset Management
Diversified Program
0.78 250k 3/1/2004
151 Quantica Capital AG
Quantica Diversified FX
0.80 5,000k 3/1/2007
150 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.80 100k 2/1/2010
149 MERIT Alternative Investments GmbH
Futures Portfolio
0.85 2,000k 6/1/1998
148 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
0.93 250k 10/1/2009
147 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.05 5,000k 6/1/2010
146 Hehmeyer Capital Management, LLC
R Best - Intraday Program
1.15 250k 3/1/2010
145 Blackwater Capital Management
Global Program
1.17 5,000k 7/1/2005
144 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.32 1k 10/1/2006
143 GLOBIVEST LLC
Alpha Program
1.33 50k 4/1/2009
142 IKOS
IKOS Futures Fund
1.34 1,000k 2/1/2010
141 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.44 250k 10/1/2009
140 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.49 400k 1/1/1988
139 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.50 500k 1/1/2006
138 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.54 10,000k 8/1/2009
137 Global Sigma Group, LLC
Global Sigma Plus
1.55 3,000k 11/1/2009
136 Pinstripe Trading, LLC
Standard
1.59 125k 8/1/2009
135 Seven Capital Management
Seven Absolute Return
1.66 100k 6/1/2009
134 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.66 1,000k 3/1/1998
133 Rivoli Fund Management
Rivoli International Fund (V9)
1.79 5,000k 1/1/2002
132 Quantica Capital AG
Quantica Managed Futures
1.80 5,000k 1/1/2005
131 Mobius Asset Management
Custom Trading Program
1.94 100k 1/1/2002
130 Non Correlated Capital
Positive Theta Fund
2.00 50k 10/1/2007
129 Estlander & Partners
Global Markets
2.16 10,000k 8/1/1999
128 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.17 1,000k 3/1/2003
127 Briarwood Capital Management, Inc.
Diversified Trading Program
2.18 3,000k 7/1/2001
126 Metolius Capital LLC
Metolius Diversified
2.22 100k 6/1/2010
125 Transtrend B.V.
DTP – Standard Risk (EUR)
2.41 10,000k 2/1/1999
124 Non Correlated Capital
Positive Theta Program
2.46 250k 10/1/2007
123 Superfund Group
Superfund Blue SPC Class A (Gold)
2.47 50k 12/1/2007
122 Quantitative Investment Management
Quantitative Global Program
2.50 20,000k 10/1/2003
121 Winton Capital Management
Diversified
2.51 50,000k 10/1/1997
120 Future Trade AG
Thales Swing Trading Programme
2.52 250k 6/1/2007
118 Cranwood Capital Management
Cranwood International Fund
2.55 250k 4/1/2008
119 Cranwood Capital Management
Fixed Income Arbitrage Fund
2.55 250k 4/1/2008
117 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
2.56 1,000k 9/1/2009
116 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.64 500k 12/1/2003
115 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
2.64 5,000k 11/1/2012
114 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
2.67 10,000k 8/1/2009
113 Paskewitz Asset Management LLC
Multi-strategy Futures Program
2.68 3,000k 5/1/2010
112 Millburn Corporation
Diversified Program
2.71 20,000k 2/1/1977
111 Acorn Global Investments Inc.
Acorn Diversified Program
2.74 10k 7/1/2005
110 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
2.79 1,000k 10/1/2006
109 NuWave Investment Management, LLC
Combined Futures Portfolio
2.79 5,000k 6/1/2001
108 Millburn Corporation
Multi-Markets Program
2.82 25,000k 10/1/2004
107 Dendrich Ltd
QEP
2.83 50k 12/1/2005
106 Gladius Asset Management
Fulham Program
2.84 2,000k 1/1/2008
105 John Locke Investments
Cyril Systematic Program
2.87 8,000k 7/1/2000
104 Molinero Capital Management LLP
Global Markets Program
2.89 2,000k 7/1/2005
103 Rivoli Fund Management
Rivoli International Fund (MAP)
2.89 5,000k 10/1/1996
102 Diamond Peak Capital LLC
Northstar (2x) program
2.92 250k 10/1/2008
101 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
2.94 500k 4/1/2009
100 Xplor Capital Management, LLC
Global CTA Program
2.94 1,500k 7/1/2004
99 Saxon Investment Corporation
Diversified Program
2.96 3,000k 9/1/1988
98 Claughton Capital
Auto-Reactive Positioning
3.05 1,000k 10/1/2005
97 NuWave Investment Management, LLC
NuWave Investment Partners LP
3.19 250k 6/1/2001
96 Conquest Capital Group
Conquest Select
3.29 250k 6/1/2004
95 Cauldron Investments, LLC
Stock Index Plus
3.33 1,000k 10/1/2009
94 Diamond Capital Management
Enhanced S&P Program
3.37 100k 10/1/2009
93 Quantis Asset Management
PFM Systematic
3.46 15k 5/1/2010
92 Eckhardt Trading Company
Evolution Strategies
3.62 20,000k 8/1/1991
91 Ancile Capital Management
Global Markets Program
3.64 2,000k 4/1/2005
90 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.65 10,000k 8/1/1999
89 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.78 10,000k 8/1/2004
88 Lynx Asset Management AB
Lynx Program
3.78 75k 5/1/2000
87 Abraham Trading Company
Diversified Program
3.80 10,000k 1/1/1988
86 Briarwood Capital Management, Inc.
Diversified 2XL
3.84 250k 11/1/2004
85 FRP CAPITAL LLC
FRP125+
3.87 125k 1/1/2010
84 Manning & Napier
MN Xenon Managed Futures (2x) Program
3.87 5,000k 6/1/2006
83 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.91 10,000k 1/1/1995
82 Red Rock Capital, LLC
Systematic Global Macro
3.98 500k 9/1/2003
81 Rabar Market Research
Short-Term Program
4.01 2,000k 11/1/2009
80 Drury Capital
Diversified Trend-Following Program
4.12 5,000k 5/1/1997
79 Clarke Capital Management
Worldwide
4.24 250k 1/1/1996
78 Estlander & Partners
Global XL
4.30 5,000k 8/1/1991
77 Arcanum Asset Management
Equity Index Option Program (Prop)
4.33 500k 7/1/2006
76 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.35 10,000k 1/1/1991
75 Eckhardt Trading Company
Evolution Strategies 1.2X
4.37 10,000k 10/1/1991
74 Estlander & Partners
Freedom
4.46 20,000k 8/1/2010
73 ALFAKRAFT
ALFA Commodity Fund
4.51 16k 6/1/2010
72 Welton Investment Partners
Welton Global
4.58 10,000k 6/1/2004
71 Eclipse Capital Management
Global Monetary
4.63 5,000k 8/1/1990
70 Amplitude Capital International Limited
Klassik Strategy
4.65 1,000k 9/1/2009
69 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
4.71 100k 8/1/2009
68 Commodity Strategies AG
CSAG Active Long Short Commodity Program
4.79 5,000k 10/1/2007
67 Millburn Corporation
Commodity Program
4.89 25,000k 3/1/2005
66 Rho Asset Management
Rho Altius 1XL Program
4.91 5,000k 11/1/2007
65 Auctos Capital Management
Auctos Global Diversified
4.92 3,000k 11/1/2007
64 John Locke Investments
JL Commodity Long Flat Program
4.96 5,000k 12/1/2007
63 ISAM
ISAM Systematic Trend Fund
4.98 1,000k 6/1/2001
62 IDS Capital
IDS F&F Systematic Trading
5.07 50k 7/1/2013
61 Saxon Investment Corporation
Aggressive Diversified Program
5.08 2,000k 11/1/1993
60 Altradis Capital AG
AlphAlgo
5.17 100k 5/1/2007
59 Hawksbill Capital Management
Global Diversified
5.17 5,000k 11/1/1988
58 Rabar Market Research
Diversified Program
5.20 2,000k 1/1/1989
57 Covenant Capital Management
Original Program
5.21 5,000k 9/1/1999
56 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.22 200k 11/1/1999
55 Southwest Managed Investments, LLC
Global Diversified
5.29 200k 1/1/2002
54 Estlander & Partners
Alpha Trend
5.30 30,000k 10/1/1991
53 Kelly Angle Inc.
Genesis Program
5.40 2,000k 4/1/2000
52 Wavefront Global Asset Management
IMFC Global Concentrated
5.41 500k 4/1/2009
51 Revolution Capital Management
Mosaic Institutional Program
5.45 25,000k 9/1/2009
50 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
5.45 25k 4/1/2010
49 Superfund Group
Superfund Green Q-AG
5.49 2k 3/1/1996
48 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
5.52 75k 6/1/2007
47 Wavefront Global Asset Management
IMFC Global Investment Program
5.63 2,000k 2/1/2007
46 Superfund Group
Superfund Green L.P. Series A
5.70 5k 10/1/2002
45 Hyman Beck and Company
Global Portfolio
5.89 1,000k 3/1/1991
44 Revolution Capital Management
Alpha Program
5.92 5,000k 6/1/2007
43 Revolution Capital Management
Alpha Fund
5.93 50k 1/1/2005
42 Quantis Asset Management
Ulysses Futures
6.20 1,000k 7/1/2009
41 Quality Capital Management
Global Diversified Programme
6.38 10,000k 12/1/1995
40 Angle Capital Management LLC
AIP Program
6.38 100k 1/1/2010
39 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
6.60 50k 9/1/2009
38 Keck Capital Management LLC
The Keck Program
6.66 2,000k 12/1/2003
37 EMC Capital Advisors, LLC
Classic
6.80 5,000k 1/1/1985
36 Covenant Capital Management
Aggressive Program
6.82 3,000k 2/1/2004
35 Spectrum Asset Management LLC
Global Diversified
6.89 2,000k 1/1/2001
34 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
7.11 100k 1/1/2005
33 Crabel Capital Management
WPD Crabel Futures Program
7.63 1,000k 7/1/2008
32 Auspice Capital Advisors Ltd
Auspice Diversified Program
7.75 1,500k 4/1/2006
31 Beach Horizon LLP
Managed Account
7.82 5,000k 5/1/2005
30 Superfund Group
Superfund Green Gold L.P. Series A-1
7.83 5k 4/1/2009
29 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
8.22 100k 11/1/1984
28 Superfund Group
Superfund Green L.P. Series B
8.34 5k 10/1/2002
27 Superfund Group
Superfund Green GCT USD
8.53 15k 1/1/2000
26 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
8.55 0k 11/1/1996
25 Superfund Group
Superfund Green Gold A (SPC)
8.75 5k 10/1/2005
24 Mark J. Walsh Company
Standard Program
10.08 2,000k 9/1/1985
23 Robinson-Langley Capital Management, LLC
Managed Account Program
10.22 200k 1/1/2007
22 M.S. Capital Management
Global Diversified Program
10.69 2,000k 11/1/1998
21 Alee Capital Management, LLC
Poniente Program
10.85 2,500k 1/1/1999
20 Chesapeake Capital
Diversified (LV)
10.93 100k 2/1/1988
19 Superfund Group
Superfund Green Gold B (SPC)
11.01 50k 10/1/2005
18 Clarke Capital Management
Millennium
11.01 1,000k 1/1/1998
17 Alee Capital Management, LLC
Mistral Program
11.71 2,500k 1/1/1999
16 Superfund Group
Superfund Green Master
12.03 2,000k 5/1/2001
15 Superfund Group
Superfund Green Gold L.P. Series B-1
12.17 5k 4/1/2009
14 Clarke Capital Management
Jupiter
12.51 3,000k 5/1/2005
13 Parizek Capital
Futures Trading Program
12.91 500k 4/1/2000
12 Superfund Group
Superfund Green Gold C (SPC)
14.15 100k 10/1/2005
11 Somers Brothers Capital
Diversified Futures Program #1
14.18 100k 1/1/2005
10 DUNN Capital Management
D'Best Futures Fund, L.P.
14.99 100k 6/1/1994
9 Dreiss Research Corporation
Diversified Program
17.71 1,000k 5/1/1991
8 DUNN Capital Management
DUNN Combined Fund (DCF)
18.01 100k 5/1/1989
7 Tactical Investment Management
Tactical Institutional Commodity Program
18.27 10,000k 4/1/1993
6 QQFund.com
Investment Program 1
18.30 300k 9/1/2008
5 Revolution Capital Management
Mosaic Program
18.36 10,000k 10/1/2006
4 Estlander & Partners
Alpha Trend II - Class P
18.42 100k 12/1/2008
3 Zoi Capital, LLC
Telio Program (Client)
22.17 200k 4/1/2010
2 Mulvaney Capital Management
The Mulvaney Global Markets Program
22.29 100k 5/1/1999
1 Purple Valley Capital, Inc.
Diversified Trend 1
25.77 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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