Systematic Trader Index For December 2010

Monthly Rankings

Rank CTA/Program Dec 2010 Min Inv Inception
223 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-6.20 25k 4/1/2010
222 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-6.15 500k 12/1/2003
221 NuWave Investment Management, LLC
NuWave Investment Partners LP
-6.02 250k 6/1/2001
220 NuWave Investment Management, LLC
Combined Futures Portfolio
-6.01 5,000k 6/1/2001
219 Future Trade AG
Thales Swing Trading Programme
-4.47 250k 6/1/2007
218 Clarke Capital Management
Global Basic
-4.47 50k 2/1/1996
217 Quantis Asset Management
Ulysses Futures
-4.38 1,000k 7/1/2009
216 Parizek Capital
Currency Program
-3.40 1,000k 4/1/2006
215 Conquest Capital Group
Conquest Macro
-2.39 250k 5/1/1999
214 IKOS
IKOS Futures Fund
-2.17 1,000k 2/1/2010
213 IKOS
The IKOS Hedge Fund
-2.11 10,000k 7/1/1998
212 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-1.98 1,000k 5/1/2010
211 Quantis Asset Management
Intraday Futures
-1.66 250k 1/1/2010
210 Emil van Essen
Spread Trading Program
-1.63 5,000k 12/1/2006
209 Clarke Capital Management
Global Magnum
-1.55 100k 8/1/1997
208 IKOS
IKOS FX Fund
-1.14 1,000k 3/1/2008
207 Manning & Napier
MN Xenon Global Fixed Income Program
-0.88 2,000k 8/1/2004
206 Heyden & Steindl GmbH
TOMAC2
-0.84 5,000k 3/1/2003
205 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-0.74 50k 9/1/2009
204 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-0.54 750k 1/1/2009
203 Systematic Alpha Management
Systematic Alpha Futures Program
-0.46 100k 6/1/2004
202 Dominion Capital
Sapphire Program
-0.42 3,000k 5/1/2005
201 Alder Capital DAC
Alder Global 20
-0.40 2,500k 2/1/2001
200 Ion Asset Architecture
Ion Fund Program
-0.28 10,000k 11/1/2007
199 Ion Asset Architecture (Fund Program)
Ion Fund
-0.28 100k 11/1/2007
198 Gap Partners LLC
Gap
-0.11 250k 11/1/2009
197 Alder Capital DAC
Alder Global 10
-0.10 2,500k 10/1/2000
194 HiProb Trading Technology LLC
HiProb-I
0.00 5,000k 7/1/2008
195 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
196 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
0.00 5,000k 12/1/2010
193 Endeavour Capital LLP
Endeavour Pembroke
0.02 2,000k 7/1/2007
192 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.09 10,000k 4/1/2003
191 Mobius Asset Management
Energy Weighted Program
0.10 250k 1/1/2005
190 Pacific Capital Advisors
Vanguard Program
0.19 100k 4/1/2007
189 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.21 250k 3/1/2010
188 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.22 1,000k 5/1/2006
187 Rhicon Currency Management
Rhicon Systematic Currency Program
0.28 3,000k 1/1/2004
186 Jaguar Investments Ltd
Vario Capital Strategy
0.31 1,000k 5/1/2016
185 Revolution Capital Management
Alpha Fund
0.47 50k 1/1/2005
184 QMS Capital Management LP
QMS Diversified Global Macro Strategy
0.52 5,000k 6/1/2010
183 Gladius Asset Management
Fulham Program
0.55 2,000k 1/1/2008
182 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.55 5,000k 8/1/2000
181 Esulep LLC MAX
Esulep LLC MAX
0.56 500k 5/1/2008
180 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
0.59 25,000k 3/1/2010
179 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.60 1,000k 3/1/1998
178 Amplitude Capital International Limited
Dynamic Strategy
0.61 6/1/2005
177 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.66 1,000k 3/1/2003
176 Superfund Group
Superfund Blue SPC Class A (Gold)
0.70 50k 12/1/2007
175 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.76 10,000k 1/1/2007
174 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
0.76 4,000k 11/1/2008
173 Zoi Capital, LLC
Telio Program (Client)
0.79 200k 4/1/2010
172 Mobius Asset Management
Diversified Program
0.80 250k 3/1/2004
171 ROW Asset Managment
Row Currency Program
0.80 1,000k 11/1/2010
170 FCI Capital Management
TSFX1
0.82 20k 11/1/2010
169 Revolution Capital Management
Alpha Program
0.83 5,000k 6/1/2007
168 Superfund Group
Superfund Blue SPC Class A (EUR)
0.85 50k 4/1/2005
167 Briarwood Capital Management, Inc.
Diversified Trading Program
0.85 3,000k 7/1/2001
166 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
0.87 1,000k 10/1/2006
165 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.92 250k 10/1/2009
164 Northfield Trading
Diversified
0.96 2,000k 7/1/1989
163 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.99 1,000k 9/1/1997
162 Witter & Lester, Inc.
Redstone
1.00 500k 9/1/1994
161 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.03 10,000k 4/1/2004
160 HB Capital Management Inc.
Diversified Program
1.04 50k 3/1/2008
159 Mondiale Asset Management
Mondiale Trading Program
1.08 0k 9/1/1997
158 Claughton Capital
Auto-Reactive Positioning
1.08 1,000k 10/1/2005
157 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.15 100k 1/1/2000
156 Saxon Investment Corporation
Diversified Program
1.21 3,000k 9/1/1988
155 FORT LP
Fort Global Contrarian
1.25 2,000k 10/1/2002
154 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.27 10,000k 1/1/2001
153 Revolution Capital Management
Mosaic Institutional Program
1.29 25,000k 9/1/2009
152 GLOBIVEST LLC
Alpha Program
1.35 50k 4/1/2009
151 RAM Management Group
RAM MRTP 1X-Conservative
1.37 1,000k 9/1/1993
150 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
1.39 100k 2/1/2010
149 Global Sigma Group, LLC
Global Sigma Plus
1.43 1,000k 11/1/2009
148 Briarwood Capital Management, Inc.
Diversified 2XL
1.44 250k 11/1/2004
147 Seven Capital Management
Seven Absolute Return
1.44 100k 6/1/2009
146 FRP CAPITAL LLC
FRP125+
1.50 125k 1/1/2010
145 Wavefront Global Asset Management
IMFC Global Concentrated
1.66 500k 4/1/2009
143 Cranwood Capital Management
Cranwood International Fund
1.75 250k 4/1/2008
144 Cranwood Capital Management
Fixed Income Arbitrage Fund
1.75 250k 4/1/2008
142 Crescent Bay Capital Management
Premium Stock Index Program
1.83 10k 10/1/2005
141 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.89 400k 1/1/1988
140 Quantitative Investment Management
Quantitative Global Program
1.97 20,000k 10/1/2003
139 Paskewitz Asset Management LLC
Multi-strategy Futures Program
2.03 3,000k 5/1/2010
138 Pinstripe Trading, LLC
Standard
2.09 125k 8/1/2009
137 Saxon Investment Corporation
Aggressive Diversified Program
2.12 2,000k 11/1/1993
136 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
2.14 10,000k 2/1/2008
135 MERIT Alternative Investments GmbH
Futures Portfolio
2.20 2,000k 6/1/1998
134 Mobius Asset Management
Custom Trading Program
2.20 100k 1/1/2002
133 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
2.21 100k 1/1/2005
132 Tyche Capital Advisors LLC
TCA Energy Spreads
2.23 100k 8/1/2008
131 White Indian Trading Co.
STAIRS (Client)
2.24 250k 5/1/2009
130 Non Correlated Capital
Positive Theta Fund
2.32 50k 10/1/2007
129 Transtrend B.V.
DTP – Standard Risk (EUR)
2.34 10,000k 2/1/1999
128 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
2.45 10,000k 8/1/2009
127 ALFAKRAFT
ALFA Commodity Fund
2.48 16k 6/1/2010
126 Xplor Capital Management, LLC
Global CTA Program
2.61 1,500k 7/1/2004
125 Robust Methods LLC
Macro Managed Account
2.66 5,000k 1/1/2005
124 Non Correlated Capital
Positive Theta Program
2.69 250k 10/1/2007
123 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
2.70 5,000k 11/1/2012
122 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
2.74 10,000k 8/1/2009
121 FORT LP
Fort Global Diversified
2.80 2,000k 10/1/1993
120 Manning & Napier
MN Xenon Managed Futures (2x) Program
2.87 5,000k 6/1/2006
119 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
2.89 1,000k 9/1/2009
118 Quantis Asset Management
PFM Systematic
2.90 15k 5/1/2010
117 Auctos Capital Management
Auctos Global Diversified
3.02 3,000k 11/1/2007
116 Wavefront Global Asset Management
IMFC Global Investment Program
3.07 2,000k 2/1/2007
115 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
3.16 500k 1/1/2006
114 Rotella Capital Management
Rotella Orion (Short-Term) Program
3.33 10,000k 3/1/2006
113 Arcanum Asset Management
Equity Index Option Program (Prop)
3.33 500k 7/1/2006
112 SEB Asset Management
SEB Asset Selection Fund C (EUR)
3.33 1k 10/1/2006
111 Quantica Capital AG
Quantica Diversified FX
3.40 5,000k 3/1/2007
110 Futures Truth Company, FTC-CTA
MS4
3.45 250k 10/1/2007
109 Crabel Capital Management
WPD Crabel Futures Program
3.48 1,000k 7/1/2008
108 Crabel Capital Management
Crabel Multi-Product
3.50 1,000k 3/1/1998
107 IDS Capital
IDS F&F Systematic Trading
3.53 50k 7/1/2013
106 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.58 10,000k 8/1/2004
105 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.60 10,000k 1/1/1995
104 Amplitude Capital International Limited
Klassik Strategy
3.69 1,000k 9/1/2009
103 Metolius Capital LLC
Metolius Diversified
3.72 100k 6/1/2010
102 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.73 10,000k 8/1/1999
101 Winton Capital Management
Diversified
3.75 50,000k 10/1/1997
100 Revolution Capital Management
Mosaic Program
3.79 10,000k 10/1/2006
99 Diamond Capital Management
Enhanced S&P Program
3.80 100k 10/1/2009
98 Cauldron Investments, LLC
Stock Index Plus
3.88 1,000k 10/1/2009
97 Estlander & Partners
Global Markets
3.95 10,000k 8/1/1999
96 Clarke Capital Management
Worldwide
3.96 250k 1/1/1996
95 Diamond Peak Capital LLC
Northstar (2x) program
4.00 250k 10/1/2008
94 Shield Plus LLC
Shield Plus Natural Gas
4.17 50k 1/1/2004
93 RAM Management Group
MRTP Aggressive
4.21 1,000k 2/1/1998
92 Clarke Capital Management
FX Plus
4.23 1,000k 5/1/2004
91 Emil van Essen
EvE Systematic Global Opportunities
4.30 1,000k 9/1/2007
90 Quantica Capital AG
Quantica Managed Futures
4.30 5,000k 1/1/2005
89 Molinero Capital Management LLP
Global Markets Program
4.47 2,000k 7/1/2005
88 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
4.68 100k 8/1/2009
87 Spectrum Asset Management LLC
Global Diversified
4.73 2,000k 1/1/2001
86 Ancile Capital Management
Global Markets Program
4.77 2,000k 4/1/2005
85 Keck Capital Management LLC
The Keck Program
4.88 2,000k 12/1/2003
84 Red Rock Capital, LLC
Systematic Global Macro
4.90 500k 9/1/2003
83 Romanesco Capital Management B.V
Persistence Program
4.98 5,000k 9/1/2005
82 Conquest Capital Group
Conquest Select
4.98 250k 6/1/2004
81 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
5.02 100k 10/1/2010
80 Robinson-Langley Capital Management, LLC
Managed Account Program
5.02 200k 1/1/2007
79 Estlander & Partners
Alpha Trend
5.03 30,000k 10/1/1991
78 White Indian Trading Co.
STAIRS - Futures Program (Client)
5.16 250k 10/1/2008
77 Rotella Capital Management
Rotella Polaris Program (Diversified)
5.25 10,000k 1/1/1991
76 John Locke Investments
Cyril Systematic Program
5.39 8,000k 7/1/2000
75 Millburn Corporation
Multi-Markets Program
5.40 25,000k 10/1/2004
74 Estlander & Partners
Freedom
5.44 20,000k 8/1/2010
73 Lynx Asset Management AB
Lynx Program
5.45 75k 5/1/2000
72 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
5.63 1,500k 1/1/2009
71 Millburn Corporation
Diversified Program
5.75 20,000k 2/1/1977
70 Southwest Managed Investments, LLC
Global Diversified
5.76 200k 1/1/2002
69 Neural Capital Ltd
Sentinel Trading Program
5.88 2,000k 1/1/2006
68 EMC Capital Advisors, LLC
Classic
5.90 5,000k 1/1/1985
67 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
6.16 75k 6/1/2007
66 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
6.29 500k 4/1/2009
65 Rivoli Fund Management
Rivoli International Fund (V9)
6.39 5,000k 1/1/2002
64 Covenant Capital Management
Original Program
6.74 5,000k 9/1/1999
63 ISAM
ISAM Systematic Trend Fund
6.82 1,000k 6/1/2001
62 Kelly Angle Inc.
Genesis Program
6.86 2,000k 4/1/2000
61 Covenant Capital Management
Aggressive Program
7.08 3,000k 2/1/2004
60 Altradis Capital AG
AlphAlgo
7.20 100k 5/1/2007
59 Kinkopf Capital Management
KCM S&P (Proprietary)
7.25 100k 1/1/1999
58 Acorn Global Investments Inc.
Acorn Diversified Program
7.41 10k 7/1/2005
57 Welton Investment Partners
Welton Global
7.51 10,000k 6/1/2004
56 Angle Capital Management LLC
AIP Program
7.56 100k 1/1/2010
55 Dendrich Ltd
QEP
7.68 50k 12/1/2005
54 Eclipse Capital Management
Global Monetary
7.72 5,000k 8/1/1990
53 Rabar Market Research
Short-Term Program
7.79 2,000k 11/1/2009
52 Estlander & Partners
Global XL
8.06 5,000k 8/1/1991
51 Futures Truth Company, FTC-CTA
200K Options Strategy
8.07 200k 12/1/2009
50 Auspice Capital Advisors Ltd
Auspice Diversified Program
8.08 1,500k 4/1/2006
49 Quality Capital Management
Global Diversified Programme
8.36 10,000k 12/1/1995
48 Eckhardt Trading Company
Evolution Strategies
8.45 20,000k 8/1/1991
47 Millburn Corporation
Commodity Program
8.47 25,000k 3/1/2005
46 Abraham Trading Company
Diversified Program
8.54 10,000k 1/1/1988
45 DUNN Capital Management
D'Best Futures Fund, L.P.
8.61 100k 6/1/1994
44 Quantum Leap Capital Management
Managed Account Program
8.86 300k 8/1/2006
43 Drury Capital
Diversified Trend-Following Program
9.06 5,000k 5/1/1997
42 Clarke Capital Management
Millennium
9.08 1,000k 1/1/1998
41 Mark J. Walsh Company
Standard Program
9.11 2,000k 9/1/1985
40 Alee Capital Management, LLC
Poniente Program
9.17 2,500k 1/1/1999
39 Superfund Group
Superfund Green Gold L.P. Series A-1
9.41 5k 4/1/2009
38 Alee Capital Management, LLC
Mistral Program
9.46 2,500k 1/1/1999
37 Rho Asset Management
Rho Altius 1XL Program
9.55 5,000k 11/1/2007
36 DUNN Capital Management
DUNN Combined Fund (DCF)
9.58 100k 5/1/1989
35 AllMountain Capital AG
Mount Denali Global Trends
9.73 160k 7/1/2007
34 Beach Horizon LLP
Managed Account
9.80 5,000k 5/1/2005
33 Rivoli Fund Management
Rivoli International Fund (MAP)
9.81 5,000k 10/1/1996
32 John Locke Investments
JL Commodity Long Flat Program
9.95 5,000k 12/1/2007
31 Eckhardt Trading Company
Evolution Strategies 1.2X
10.12 10,000k 10/1/1991
30 Superfund Group
Superfund Green L.P. Series A
10.13 5k 10/1/2002
29 Commodity Strategies AG
CSAG Active Long Short Commodity Program
10.41 5,000k 10/1/2007
28 Rabar Market Research
Diversified Program
10.49 2,000k 1/1/1989
27 Tactical Investment Management
Tactical Institutional Commodity Program
10.60 10,000k 4/1/1993
26 Superfund Group
Superfund Green Q-AG
10.93 2k 3/1/1996
25 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
10.95 100k 11/1/1984
24 Somers Brothers Capital
Diversified Futures Program #1
11.00 100k 1/1/2005
23 Parizek Capital
Futures Trading Program
11.52 500k 4/1/2000
22 Hawksbill Capital Management
Global Diversified
11.76 5,000k 11/1/1988
21 Blackwater Capital Management
Global Program
12.02 5,000k 7/1/2005
20 QQFund.com
Investment Program 1
12.28 300k 9/1/2008
19 Hyman Beck and Company
Global Portfolio
12.72 1,000k 3/1/1991
18 M.S. Capital Management
Global Diversified Program
13.06 2,000k 11/1/1998
17 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
13.26 0k 11/1/1996
16 Superfund Group
Superfund Green Gold A (SPC)
13.73 5k 10/1/2005
15 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
13.81 250k 10/1/2009
14 Chesapeake Capital
Diversified (LV)
13.89 100k 2/1/1988
13 Superfund Group
Superfund Green Gold L.P. Series B-1
13.90 5k 4/1/2009
12 Clarke Capital Management
Jupiter
14.49 3,000k 5/1/2005
11 Superfund Group
Superfund Green L.P. Series B
15.25 5k 10/1/2002
10 Superfund Group
Superfund Green GCT USD
15.31 15k 1/1/2000
9 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
16.07 200k 11/1/1999
8 Estlander & Partners
Alpha Trend II - Class P
16.82 100k 12/1/2008
7 Dreiss Research Corporation
Diversified Program
19.08 1,000k 5/1/1991
6 Superfund Group
Superfund Green Gold B (SPC)
19.62 50k 10/1/2005
5 Global Vista Advisors, LLC
Global Vista Options ("GVO")
21.23 50k 10/1/2010
4 Superfund Group
Superfund Green Master
22.98 2,000k 5/1/2001
3 Purple Valley Capital, Inc.
Diversified Trend 1
23.22 100k 8/1/2008
2 Superfund Group
Superfund Green Gold C (SPC)
25.28 100k 10/1/2005
1 Mulvaney Capital Management
The Mulvaney Global Markets Program
25.30 100k 5/1/1999

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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