Systematic Trader Index For November 2010

Monthly Rankings

Rank CTA/Program Nov 2010 Min Inv Inception
222 Kelly Angle Inc.
Genesis Program
-13.48 2,000k 4/1/2000
221 Clarke Capital Management
Global Basic
-11.69 50k 2/1/1996
220 DUNN Capital Management
DUNN Combined Fund (DCF)
-11.63 100k 5/1/1989
219 DUNN Capital Management
D'Best Futures Fund, L.P.
-10.22 100k 6/1/1994
218 Revolution Capital Management
Mosaic Program
-9.49 10,000k 10/1/2006
217 Angle Capital Management LLC
AIP Program
-8.84 100k 1/1/2010
216 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.73 100k 11/1/1984
215 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-8.41 200k 11/1/1999
214 Altradis Capital AG
AlphAlgo
-7.91 100k 5/1/2007
213 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-7.63 0k 11/1/1996
212 Clarke Capital Management
FX Plus
-7.61 1,000k 5/1/2004
211 Parizek Capital
Futures Trading Program
-7.32 500k 4/1/2000
210 Dreiss Research Corporation
Diversified Program
-7.24 1,000k 5/1/1991
209 Hawksbill Capital Management
Global Diversified
-6.69 5,000k 11/1/1988
208 Rho Asset Management
Rho Altius 1XL Program
-6.66 5,000k 11/1/2007
207 Zoi Capital, LLC
Telio Program (Client)
-6.66 200k 4/1/2010
206 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-6.55 50k 10/1/2010
205 Rivoli Fund Management
Rivoli International Fund (MAP)
-6.49 5,000k 10/1/1996
204 Heyden & Steindl GmbH
TOMAC2
-6.42 5,000k 3/1/2003
203 Manning & Napier
MN Xenon Managed Futures (2x) Program
-6.19 5,000k 6/1/2006
202 Chesapeake Capital
Diversified (LV)
-6.11 100k 2/1/1988
201 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-5.93 1,000k 5/1/2010
200 RAM Management Group
MRTP Aggressive
-5.93 1,000k 2/1/1998
199 Claughton Capital
Auto-Reactive Positioning
-5.72 1,000k 10/1/2005
198 AllMountain Capital AG
Mount Denali Global Trends
-5.68 160k 7/1/2007
197 M.S. Capital Management
Global Diversified Program
-5.58 2,000k 11/1/1998
196 Eclipse Capital Management
Global Monetary
-5.53 5,000k 8/1/1990
195 Clarke Capital Management
Global Magnum
-5.43 100k 8/1/1997
194 Mulvaney Capital Management
The Mulvaney Global Markets Program
-5.36 100k 5/1/1999
193 Conquest Capital Group
Conquest Macro
-5.29 250k 5/1/1999
192 Estlander & Partners
Alpha Trend II - Class P
-5.24 100k 12/1/2008
191 FORT LP
Fort Global Diversified
-5.22 2,000k 10/1/1993
190 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-5.16 100k 8/1/2009
189 Mark J. Walsh Company
Standard Program
-4.86 2,000k 9/1/1985
188 Dominion Capital
Sapphire Program
-4.75 3,000k 5/1/2005
187 ISAM
ISAM Systematic Trend Fund
-4.65 1,000k 6/1/2001
186 Southwest Managed Investments, LLC
Global Diversified
-4.65 200k 1/1/2002
185 Conquest Capital Group
Conquest Select
-4.61 250k 6/1/2004
184 Hyman Beck and Company
Global Portfolio
-4.56 1,000k 3/1/1991
183 Revolution Capital Management
Alpha Fund
-4.53 50k 1/1/2005
182 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-4.53 5,000k 11/1/2012
181 Superfund Group
Superfund Green Master
-4.51 2,000k 5/1/2001
180 Lynx Asset Management AB
Lynx Program
-4.39 75k 5/1/2000
179 Blackwater Capital Management
Global Program
-4.37 5,000k 7/1/2005
178 Romanesco Capital Management B.V
Persistence Program
-4.35 5,000k 9/1/2005
177 Beach Horizon LLP
Managed Account
-4.34 5,000k 5/1/2005
176 Drury Capital
Diversified Trend-Following Program
-4.19 5,000k 5/1/1997
175 John Locke Investments
Cyril Systematic Program
-4.11 8,000k 7/1/2000
174 Emil van Essen
Spread Trading Program
-4.04 5,000k 12/1/2006
173 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-4.04 500k 4/1/2009
172 Rivoli Fund Management
Rivoli International Fund (V9)
-4.02 5,000k 1/1/2002
171 MERIT Alternative Investments GmbH
Futures Portfolio
-3.99 2,000k 6/1/1998
170 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-3.91 75k 6/1/2007
169 Revolution Capital Management
Alpha Program
-3.66 5,000k 6/1/2007
168 Superfund Group
Superfund Green GCT USD
-3.59 15k 1/1/2000
167 Clarke Capital Management
Worldwide
-3.53 250k 1/1/1996
166 Amplitude Capital International Limited
Klassik Strategy
-3.53 1,000k 9/1/2009
165 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-3.49 1,000k 9/1/2009
164 FORT LP
Fort Global Contrarian
-3.42 2,000k 10/1/2002
163 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.39 1k 10/1/2006
162 Millburn Corporation
Multi-Markets Program
-3.36 25,000k 10/1/2004
161 Amplitude Capital International Limited
Dynamic Strategy
-3.31 6/1/2005
160 Revolution Capital Management
Mosaic Institutional Program
-3.29 25,000k 9/1/2009
159 Estlander & Partners
Global XL
-3.25 5,000k 8/1/1991
158 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-3.24 10,000k 2/1/2008
157 Superfund Group
Superfund Green L.P. Series B
-3.24 5k 10/1/2002
156 Seven Capital Management
Seven Absolute Return
-3.22 100k 6/1/2009
155 Welton Investment Partners
Welton Global
-3.21 10,000k 6/1/2004
154 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-3.16 100k 10/1/2010
153 IKOS
IKOS Futures Fund
-3.11 1,000k 2/1/2010
152 Manning & Napier
MN Xenon Global Fixed Income Program
-3.03 2,000k 8/1/2004
151 Somers Brothers Capital
Diversified Futures Program #1
-3.02 100k 1/1/2005
150 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.96 10,000k 1/1/1991
149 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.94 250k 6/1/2001
148 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.92 10,000k 10/1/1991
147 Clarke Capital Management
Jupiter
-2.84 3,000k 5/1/2005
146 Millburn Corporation
Diversified Program
-2.81 20,000k 2/1/1977
145 Superfund Group
Superfund Green Q-AG
-2.72 2k 3/1/1996
144 Xplor Capital Management, LLC
Global CTA Program
-2.71 1,500k 7/1/2004
143 Superfund Group
Superfund Green L.P. Series A
-2.71 5k 10/1/2002
142 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.70 5,000k 6/1/2010
141 Alee Capital Management, LLC
Poniente Program
-2.62 2,500k 1/1/1999
140 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.54 5,000k 6/1/2001
139 Systematic Alpha Management
Systematic Alpha Futures Program
-2.54 100k 6/1/2004
138 Superfund Group
Superfund Green Gold B (SPC)
-2.47 50k 10/1/2005
137 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.46 1,500k 4/1/2006
136 Acorn Global Investments Inc.
Acorn Diversified Program
-2.45 10k 7/1/2005
135 Superfund Group
Superfund Green Gold C (SPC)
-2.44 100k 10/1/2005
134 Rabar Market Research
Diversified Program
-2.41 2,000k 1/1/1989
133 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-2.37 100k 2/1/2010
132 Eckhardt Trading Company
Evolution Strategies
-2.35 20,000k 8/1/1991
131 Northfield Trading
Diversified
-2.33 2,000k 7/1/1989
130 Robinson-Langley Capital Management, LLC
Managed Account Program
-2.32 200k 1/1/2007
129 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
-2.11 25,000k 3/1/2010
128 IKOS
IKOS FX Fund
-2.11 1,000k 3/1/2008
127 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-2.10 1,000k 5/1/2006
126 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-2.07 250k 10/1/2009
125 Red Rock Capital, LLC
Systematic Global Macro
-2.05 500k 9/1/2003
124 Rabar Market Research
Short-Term Program
-2.04 2,000k 11/1/2009
123 Winton Capital Management
Diversified
-2.01 50,000k 10/1/1997
122 IKOS
The IKOS Hedge Fund
-2.00 10,000k 7/1/1998
121 RAM Management Group
RAM MRTP 1X-Conservative
-1.99 1,000k 9/1/1993
120 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.97 500k 1/1/2006
119 Gladius Asset Management
Fulham Program
-1.92 2,000k 1/1/2008
118 Quantitative Investment Management
Quantitative Global Program
-1.90 20,000k 10/1/2003
117 Ancile Capital Management
Global Markets Program
-1.89 2,000k 4/1/2005
116 Wavefront Global Asset Management
IMFC Global Investment Program
-1.86 2,000k 2/1/2007
115 Metolius Capital LLC
Metolius Diversified
-1.84 100k 6/1/2010
114 Quantis Asset Management
Ulysses Futures
-1.83 1,000k 7/1/2009
113 Saxon Investment Corporation
Aggressive Diversified Program
-1.78 2,000k 11/1/1993
112 Alee Capital Management, LLC
Mistral Program
-1.72 2,500k 1/1/1999
111 Abraham Trading Company
Diversified Program
-1.72 10,000k 1/1/1988
110 Futures Truth Company, FTC-CTA
200K Options Strategy
-1.72 200k 12/1/2009
109 John Locke Investments
JL Commodity Long Flat Program
-1.69 5,000k 12/1/2007
108 Estlander & Partners
Freedom
-1.64 20,000k 8/1/2010
107 Gap Partners LLC
Gap
-1.62 250k 11/1/2009
106 Estlander & Partners
Global Markets
-1.61 10,000k 8/1/1999
105 Quantum Leap Capital Management
Managed Account Program
-1.61 300k 8/1/2006
104 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-1.61 10,000k 4/1/2004
103 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-1.60 1,000k 10/1/2006
102 Clarke Capital Management
Millennium
-1.58 1,000k 1/1/1998
101 Crabel Capital Management
Crabel Multi-Product
-1.50 1,000k 3/1/1998
100 Quantica Capital AG
Quantica Managed Futures
-1.50 5,000k 1/1/2005
99 Keck Capital Management LLC
The Keck Program
-1.49 2,000k 12/1/2003
98 Endeavour Capital LLP
Endeavour Pembroke
-1.43 2,000k 7/1/2007
97 Shield Plus LLC
Shield Plus Natural Gas
-1.42 50k 1/1/2004
96 Molinero Capital Management LLP
Global Markets Program
-1.42 2,000k 7/1/2005
95 Tyche Capital Advisors LLC
TCA Energy Spreads
-1.39 100k 8/1/2008
94 Auctos Capital Management
Auctos Global Diversified
-1.33 3,000k 11/1/2007
93 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.32 250k 10/1/2009
92 Pinstripe Trading, LLC
Standard
-1.31 125k 8/1/2009
91 Crescent Bay Capital Management
Premium Stock Index Program
-1.28 10k 10/1/2005
90 Briarwood Capital Management, Inc.
Diversified 2XL
-1.27 250k 11/1/2004
89 Estlander & Partners
Alpha Trend
-1.20 30,000k 10/1/1991
88 Ion Asset Architecture (Fund Program)
Ion Fund
-1.19 100k 11/1/2007
87 Ion Asset Architecture
Ion Fund Program
-1.19 10,000k 11/1/2007
86 Crabel Capital Management
WPD Crabel Futures Program
-1.05 1,000k 7/1/2008
85 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.04 1,000k 3/1/1998
84 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.98 100k 1/1/2005
83 Superfund Group
Superfund Green Gold L.P. Series B-1
-0.97 5k 4/1/2009
82 Arcanum Asset Management
Equity Index Option Program (Prop)
-0.92 500k 7/1/2006
81 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.89 10,000k 8/1/2004
80 Covenant Capital Management
Original Program
-0.89 5,000k 9/1/1999
79 Non Correlated Capital
Positive Theta Fund
-0.85 50k 10/1/2007
78 Saxon Investment Corporation
Diversified Program
-0.83 3,000k 9/1/1988
77 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.82 10,000k 1/1/1995
76 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.81 10,000k 8/1/1999
75 QQFund.com
Investment Program 1
-0.81 300k 9/1/2008
74 Jaguar Investments Ltd
Vario Capital Strategy
-0.73 1,000k 5/1/2016
73 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.71 3,000k 7/1/2001
72 Quality Capital Management
Global Diversified Programme
-0.69 10,000k 12/1/1995
71 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.67 1,000k 3/1/2003
70 Superfund Group
Superfund Green Gold A (SPC)
-0.64 5k 10/1/2005
69 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.63 10,000k 2/1/1999
68 Covenant Capital Management
Aggressive Program
-0.61 3,000k 2/1/2004
67 Wavefront Global Asset Management
IMFC Global Concentrated
-0.60 500k 4/1/2009
66 Non Correlated Capital
Positive Theta Program
-0.58 250k 10/1/2007
65 Spectrum Asset Management LLC
Global Diversified
-0.55 2,000k 1/1/2001
64 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-0.53 4,000k 11/1/2008
63 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.53 10,000k 4/1/2003
62 ALFAKRAFT
ALFA Commodity Fund
-0.49 16k 6/1/2010
61 Quantis Asset Management
Intraday Futures
-0.46 250k 1/1/2010
60 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-0.46 1,500k 1/1/2009
59 White Indian Trading Co.
STAIRS (Client)
-0.45 250k 5/1/2009
58 Pacific Capital Advisors
Vanguard Program
-0.42 100k 4/1/2007
57 FRP CAPITAL LLC
FRP125+
-0.42 125k 1/1/2010
56 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.40 10,000k 1/1/2007
55 Diamond Peak Capital LLC
Northstar (2x) program
-0.34 250k 10/1/2008
54 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.31 5,000k 8/1/2000
53 Superfund Group
Superfund Green Gold L.P. Series A-1
-0.29 5k 4/1/2009
52 Mobius Asset Management
Diversified Program
-0.20 250k 3/1/2004
51 EMC Capital Advisors, LLC
Classic
-0.20 5,000k 1/1/1985
50 IDS Capital
IDS F&F Systematic Trading
-0.18 50k 7/1/2013
49 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.12 250k 3/1/2010
46 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
47 ROW Asset Managment
Row Currency Program
0.00 1,000k 11/1/2010
48 FCI Capital Management
TSFX1
0.00 20k 11/1/2010
45 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.06 100k 1/1/2000
44 Commodity Strategies AG
CSAG Active Long Short Commodity Program
0.17 5,000k 10/1/2007
42 Cranwood Capital Management
Fixed Income Arbitrage Fund
0.20 250k 4/1/2008
43 Cranwood Capital Management
Cranwood International Fund
0.20 250k 4/1/2008
41 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.26 10,000k 1/1/2001
40 Neural Capital Ltd
Sentinel Trading Program
0.39 2,000k 1/1/2006
39 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
0.43 50k 9/1/2009
38 Esulep LLC MAX
Esulep LLC MAX
0.44 500k 5/1/2008
37 Mobius Asset Management
Energy Weighted Program
0.50 250k 1/1/2005
36 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
0.55 500k 12/1/2003
35 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.61 10,000k 8/1/2009
34 Millburn Corporation
Commodity Program
0.67 25,000k 3/1/2005
33 Quantica Capital AG
Quantica Diversified FX
0.70 5,000k 3/1/2007
32 White Indian Trading Co.
STAIRS - Futures Program (Client)
0.77 250k 10/1/2008
31 Alder Capital DAC
Alder Global 10
0.80 2,500k 10/1/2000
30 Robust Methods LLC
Macro Managed Account
0.81 5,000k 1/1/2005
29 Witter & Lester, Inc.
Redstone
0.83 500k 9/1/1994
28 Purple Valley Capital, Inc.
Diversified Trend 1
0.88 100k 8/1/2008
27 Emil van Essen
EvE Systematic Global Opportunities
1.01 1,000k 9/1/2007
26 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.01 1,000k 9/1/1997
25 Diamond Capital Management
Enhanced S&P Program
1.12 100k 10/1/2009
24 Cauldron Investments, LLC
Stock Index Plus
1.14 1,000k 10/1/2009
23 Mobius Asset Management
Custom Trading Program
1.21 100k 1/1/2002
22 HB Capital Management Inc.
Diversified Program
1.73 50k 3/1/2008
21 Quantis Asset Management
PFM Systematic
1.74 15k 5/1/2010
20 Mondiale Asset Management
Mondiale Trading Program
1.78 0k 9/1/1997
19 Future Trade AG
Thales Swing Trading Programme
1.78 250k 6/1/2007
18 Global Sigma Group, LLC
Global Sigma Plus
1.81 1,000k 11/1/2009
17 Futures Truth Company, FTC-CTA
MS4
1.92 250k 10/1/2007
16 Alder Capital DAC
Alder Global 20
2.00 2,500k 2/1/2001
15 Paskewitz Asset Management LLC
Multi-strategy Futures Program
2.09 3,000k 5/1/2010
14 GLOBIVEST LLC
Alpha Program
2.11 50k 4/1/2009
13 Dendrich Ltd
QEP
2.59 50k 12/1/2005
12 Rhicon Currency Management
Rhicon Systematic Currency Program
2.60 3,000k 1/1/2004
11 Superfund Group
Superfund Blue SPC Class A (EUR)
2.62 50k 4/1/2005
10 Kinkopf Capital Management
KCM S&P (Proprietary)
2.99 100k 1/1/1999
9 Rotella Capital Management
Rotella Orion (Short-Term) Program
3.07 10,000k 3/1/2006
8 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.25 400k 1/1/1988
7 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
3.59 750k 1/1/2009
6 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
3.68 10,000k 8/1/2009
5 HiProb Trading Technology LLC
HiProb-I
6.40 5,000k 7/1/2008
4 Parizek Capital
Currency Program
7.44 1,000k 4/1/2006
3 Tactical Investment Management
Tactical Institutional Commodity Program
9.23 10,000k 4/1/1993
2 Superfund Group
Superfund Blue SPC Class A (Gold)
11.55 50k 12/1/2007
1 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
11.91 25k 4/1/2010

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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