Systematic Trader Index For February 2010

Monthly Rankings

Rank CTA/Program Feb 2010 Min Inv Inception
207 Alee Capital Management, LLC
Poniente Program
-9.87 2,500k 1/1/1999
206 Future Trade AG
Thales Swing Trading Programme
-8.15 250k 6/1/2007
205 Alee Capital Management, LLC
Mistral Program
-7.53 2,500k 1/1/1999
204 Mulvaney Capital Management
The Mulvaney Global Markets Program
-7.15 100k 5/1/1999
203 Clarke Capital Management
Millennium
-6.90 1,000k 1/1/1998
202 Purple Valley Capital, Inc.
Diversified Trend 1
-6.76 100k 8/1/2008
201 Estlander & Partners
Alpha Trend II - Class P
-6.70 100k 12/1/2008
200 Amplitude Capital International Limited
Klassik Strategy
-6.62 1,000k 9/1/2009
199 Briarwood Capital Management, Inc.
Diversified 2XL
-5.84 250k 11/1/2004
198 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-5.46 1,000k 9/1/2009
197 Parizek Capital
Futures Trading Program
-5.42 500k 4/1/2000
196 Claughton Capital
Auto-Reactive Positioning
-5.32 1,000k 10/1/2005
195 Clarke Capital Management
Worldwide
-4.63 250k 1/1/1996
194 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-4.46 100k 1/1/2000
193 Clarke Capital Management
Jupiter
-4.36 3,000k 5/1/2005
192 RAM Management Group
MRTP Aggressive
-4.28 1,000k 2/1/1998
191 Mark J. Walsh Company
Standard Program
-4.27 2,000k 9/1/1985
190 Robinson-Langley Capital Management, LLC
Managed Account Program
-4.10 200k 1/1/2007
189 Clarke Capital Management
Global Basic
-3.84 50k 2/1/1996
188 Quantum Leap Capital Management
Managed Account Program
-3.50 300k 8/1/2006
187 Tactical Investment Management
Tactical Institutional Commodity Program
-3.23 10,000k 4/1/1993
186 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-3.14 500k 4/1/2009
185 Crabel Capital Management
WPD Crabel Futures Program
-3.02 1,000k 7/1/2008
184 Somers Brothers Capital
Diversified Futures Program #1
-3.01 100k 1/1/2005
183 Hyman Beck and Company
Global Portfolio
-2.98 1,000k 3/1/1991
182 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.80 3,000k 7/1/2001
181 Neural Capital Ltd
Sentinel Trading Program
-2.80 2,000k 1/1/2006
180 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-2.60 1,000k 5/1/2006
179 Shield Plus LLC
Shield Plus Natural Gas
-2.57 50k 1/1/2004
178 Futures Truth Company, FTC-CTA
MS4
-2.52 250k 10/1/2007
177 Amplitude Capital International Limited
Dynamic Strategy
-2.09 6/1/2005
176 Estlander & Partners
Alpha Trend
-2.08 30,000k 10/1/1991
175 Quantmetrics Capital Management LLP
Premier 12V Strategy
-1.77 10,000k 4/1/2003
174 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.58 500k 1/1/2006
173 Molinero Capital Management LLP
Global Markets Program
-1.58 2,000k 7/1/2005
172 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-1.47 75k 6/1/2007
171 Dreiss Research Corporation
Diversified Program
-1.44 1,000k 5/1/1991
170 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.40 250k 10/1/2009
169 RAM Management Group
RAM MRTP 1X-Conservative
-1.38 1,000k 9/1/1993
168 Drury Capital
Diversified Trend-Following Program
-1.35 5,000k 5/1/1997
167 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.27 0k 11/1/1996
166 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.27 10,000k 10/1/1991
165 Rho Asset Management
Rho Altius 1XL Program
-1.25 5,000k 11/1/2007
164 Clarke Capital Management
Global Magnum
-1.25 100k 8/1/1997
163 Robust Methods LLC
Macro Managed Account
-1.23 5,000k 1/1/2005
162 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-1.19 100k 8/1/2009
161 Eckhardt Trading Company
Evolution Strategies
-1.12 20,000k 8/1/1991
160 EMC Capital Advisors, LLC
Classic
-1.10 5,000k 1/1/1985
159 Covenant Capital Management
Original Program
-0.98 5,000k 9/1/1999
158 John Locke Investments
Cyril Systematic Program
-0.86 8,000k 7/1/2000
157 Parizek Capital
Currency Program
-0.81 1,000k 4/1/2006
156 Mondiale Asset Management
Mondiale Trading Program
-0.80 0k 9/1/1997
155 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.75 1,000k 9/1/1997
154 Tyche Capital Advisors LLC
TCA Energy Spreads
-0.70 100k 8/1/2008
153 Acorn Global Investments Inc.
Acorn Diversified Program
-0.70 10k 7/1/2005
152 Conquest Capital Group
Conquest Select
-0.59 250k 6/1/2004
151 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.57 5,000k 8/1/2000
150 Ion Asset Architecture
Ion Fund Program
-0.51 10,000k 11/1/2007
149 Ion Asset Architecture (Fund Program)
Ion Fund
-0.51 100k 11/1/2007
148 Quantitative Investment Management
Quantitative Global Program
-0.45 20,000k 10/1/2003
146 Cranwood Capital Management
Cranwood International Fund
-0.40 250k 4/1/2008
147 Cranwood Capital Management
Fixed Income Arbitrage Fund
-0.40 250k 4/1/2008
145 John Locke Investments
JL Commodity Long Flat Program
-0.40 5,000k 12/1/2007
144 Millburn Corporation
Commodity Program
-0.37 25,000k 3/1/2005
143 Abraham Trading Company
Diversified Program
-0.36 10,000k 1/1/1988
142 Emil van Essen
EvE Systematic Global Opportunities
-0.25 1,000k 9/1/2007
141 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-0.19 1,500k 1/1/2009
140 QQFund.com
Investment Program 1
-0.16 300k 9/1/2008
139 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-0.16 750k 1/1/2009
138 Jaguar Investments Ltd
Vario Capital Strategy
-0.15 1,000k 5/1/2016
137 Beach Horizon LLP
Managed Account
-0.15 5,000k 5/1/2005
136 Quality Capital Management
Global Diversified Programme
-0.12 10,000k 12/1/1995
135 Eclipse Capital Management
Global Monetary
-0.09 5,000k 8/1/1990
134 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-0.05 250k 10/1/2009
133 Diamond Capital Management
Enhanced S&P Program
-0.03 100k 10/1/2009
130 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
131 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.00 100k 2/1/2010
132 IKOS
IKOS Futures Fund
0.00 1,000k 2/1/2010
129 Seven Capital Management
Seven Absolute Return
0.01 100k 6/1/2009
128 Covenant Capital Management
Aggressive Program
0.09 3,000k 2/1/2004
127 Mobius Asset Management
Diversified Program
0.14 250k 3/1/2004
126 M.S. Capital Management
Global Diversified Program
0.20 2,000k 11/1/1998
125 Xplor Capital Management, LLC
Global CTA Program
0.22 1,500k 7/1/2004
124 Manning & Napier
MN Xenon Managed Futures (2x) Program
0.23 5,000k 6/1/2006
123 MERIT Alternative Investments GmbH
Futures Portfolio
0.24 2,000k 6/1/1998
122 Mobius Asset Management
Energy Weighted Program
0.26 250k 1/1/2005
121 Estlander & Partners
Global Markets
0.28 10,000k 8/1/1999
120 Alder Capital DAC
Alder Global 10
0.30 2,500k 10/1/2000
119 Commodity Strategies AG
CSAG Active Long Short Commodity Program
0.31 5,000k 10/1/2007
118 Wavefront Global Asset Management
IMFC Global Concentrated
0.35 500k 4/1/2009
117 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.35 250k 6/1/2001
116 NuWave Investment Management, LLC
Combined Futures Portfolio
0.36 5,000k 6/1/2001
115 Cauldron Investments, LLC
Stock Index Plus
0.39 1,000k 10/1/2009
114 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
0.44 10,000k 8/1/2009
113 Futures Truth Company, FTC-CTA
200K Options Strategy
0.49 200k 12/1/2009
112 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.50 1,500k 4/1/2006
111 Diamond Peak Capital LLC
Northstar (2x) program
0.51 250k 10/1/2008
110 Saxon Investment Corporation
Diversified Program
0.52 3,000k 9/1/1988
109 Estlander & Partners
Global XL
0.52 5,000k 8/1/1991
108 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
0.52 50k 9/1/2009
107 Witter & Lester, Inc.
Redstone
0.53 500k 9/1/1994
106 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.55 10,000k 1/1/2001
105 Romanesco Capital Management B.V
Persistence Program
0.58 5,000k 9/1/2005
104 Blackwater Capital Management
Global Program
0.60 5,000k 7/1/2005
103 Alder Capital DAC
Alder Global 20
0.60 2,500k 2/1/2001
102 Northfield Trading
Diversified
0.64 2,000k 7/1/1989
101 Southwest Managed Investments, LLC
Global Diversified
0.65 200k 1/1/2002
100 Transtrend B.V.
DTP – Standard Risk (EUR)
0.73 10,000k 2/1/1999
99 Systematic Alpha Management
Systematic Alpha Futures Program
0.73 100k 6/1/2004
98 Red Rock Capital, LLC
Systematic Global Macro
0.74 500k 9/1/2003
97 Spectrum Asset Management LLC
Global Diversified
0.79 2,000k 1/1/2001
96 Ancile Capital Management
Global Markets Program
0.89 2,000k 4/1/2005
95 Saxon Investment Corporation
Aggressive Diversified Program
0.96 2,000k 11/1/1993
94 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.97 1,000k 3/1/2003
93 Rabar Market Research
Diversified Program
0.98 2,000k 1/1/1989
92 White Indian Trading Co.
STAIRS - Futures Program (Client)
1.03 250k 10/1/2008
91 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.13 10,000k 1/1/1991
90 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.17 1k 10/1/2006
89 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.18 10,000k 1/1/1995
88 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.21 10,000k 8/1/2004
87 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
1.23 4,000k 11/1/2008
86 Quantmetrics Capital Management LLP
Directional 10V Strategy
1.26 10,000k 1/1/2007
85 IKOS
The IKOS Hedge Fund
1.30 10,000k 7/1/1998
84 Altradis Capital AG
AlphAlgo
1.30 100k 5/1/2007
83 Crabel Capital Management
Crabel Multi-Product
1.33 1,000k 3/1/1998
82 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.35 10,000k 8/1/1999
81 HiProb Trading Technology LLC
HiProb-I
1.40 5,000k 7/1/2008
80 Quantica Capital AG
Quantica Diversified FX
1.42 5,000k 3/1/2007
79 Superfund Group
Superfund Green L.P. Series A
1.49 5k 10/1/2002
78 Gladius Asset Management
Fulham Program
1.55 2,000k 1/1/2008
77 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.57 10,000k 4/1/2004
76 Superfund Group
Superfund Blue SPC Class A (EUR)
1.58 50k 4/1/2005
75 HB Capital Management Inc.
Diversified Program
1.59 50k 3/1/2008
74 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.61 1,000k 3/1/1998
73 Millburn Corporation
Diversified Program
1.62 20,000k 2/1/1977
72 ISAM
ISAM Systematic Trend Fund
1.63 1,000k 6/1/2001
71 Manning & Napier
MN Xenon Global Fixed Income Program
1.63 2,000k 8/1/2004
70 Mobius Asset Management
Custom Trading Program
1.66 100k 1/1/2002
69 Global Sigma Group, LLC
Global Sigma Plus
1.68 3,000k 11/1/2009
68 Quantis Asset Management
Ulysses Futures
1.70 1,000k 7/1/2009
67 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.71 10,000k 2/1/2008
66 Clarke Capital Management
FX Plus
1.76 1,000k 5/1/2004
65 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
1.78 200k 11/1/1999
64 Millburn Corporation
Multi-Markets Program
1.78 25,000k 10/1/2004
63 Conquest Capital Group
Conquest Macro
1.84 250k 5/1/1999
62 Dendrich Ltd
QEP
1.92 50k 12/1/2005
61 GLOBIVEST LLC
Alpha Program
1.94 50k 4/1/2009
60 Pacific Capital Advisors
Vanguard Program
2.00 100k 4/1/2007
59 Quantis Asset Management
Intraday Futures
2.14 250k 1/1/2010
58 Kelly Angle Inc.
Genesis Program
2.16 2,000k 4/1/2000
57 Auctos Capital Management
Auctos Global Diversified
2.17 3,000k 11/1/2007
56 White Indian Trading Co.
STAIRS (Client)
2.21 250k 5/1/2009
55 Superfund Group
Superfund Green GCT USD
2.23 15k 1/1/2000
54 IDS Capital
IDS F&F Systematic Trading
2.26 50k 7/1/2013
53 Wavefront Global Asset Management
IMFC Global Investment Program
2.31 2,000k 2/1/2007
52 Winton Capital Management
Diversified
2.33 50,000k 10/1/1997
51 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.40 10,000k 3/1/2006
50 Chesapeake Capital
Diversified (LV)
2.47 100k 2/1/1988
49 Welton Investment Partners
Welton Global
2.48 10,000k 6/1/2004
48 Quantica Capital AG
Quantica Managed Futures
2.48 5,000k 1/1/2005
47 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
2.49 5,000k 11/1/2012
46 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.49 400k 1/1/1988
45 Pinstripe Trading, LLC
Standard
2.52 125k 8/1/2009
44 Rabar Market Research
Short-Term Program
2.52 2,000k 11/1/2009
43 Superfund Group
Superfund Green L.P. Series B
2.60 5k 10/1/2002
42 Rhicon Currency Management
Rhicon Systematic Currency Program
2.65 3,000k 1/1/2004
41 Superfund Group
Superfund Green Q-AG
2.66 2k 3/1/1996
40 Endeavour Capital LLP
Endeavour Pembroke
2.77 2,000k 7/1/2007
39 Dominion Capital
Sapphire Program
2.91 3,000k 5/1/2005
38 FRP CAPITAL LLC
FRP125+
3.12 125k 1/1/2010
37 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
3.26 1,000k 10/1/2006
36 Crescent Bay Capital Management
Premium Stock Index Program
3.64 10k 10/1/2005
35 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
3.68 100k 1/1/2005
34 IKOS
IKOS FX Fund
3.70 1,000k 3/1/2008
33 Superfund Group
Superfund Green Master
3.76 2,000k 5/1/2001
32 Lynx Asset Management AB
Lynx Program
3.94 75k 5/1/2000
31 Gap Partners LLC
Gap
3.97 250k 11/1/2009
30 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.97 100k 11/1/1984
29 AllMountain Capital AG
Mount Denali Global Trends
4.08 160k 7/1/2007
28 Esulep LLC MAX
Esulep LLC MAX
4.24 500k 5/1/2008
27 Hawksbill Capital Management
Global Diversified
4.31 5,000k 11/1/1988
26 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
4.47 500k 12/1/2003
25 Rivoli Fund Management
Rivoli International Fund (V9)
4.53 5,000k 1/1/2002
24 Revolution Capital Management
Alpha Fund
4.68 50k 1/1/2005
23 Superfund Group
Superfund Green Gold A (SPC)
4.70 5k 10/1/2005
22 Superfund Group
Superfund Green Gold L.P. Series A-1
4.75 5k 4/1/2009
21 Emil van Essen
Spread Trading Program
4.82 5,000k 12/1/2006
20 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
4.88 10,000k 8/1/2009
19 Revolution Capital Management
Alpha Program
4.94 5,000k 6/1/2007
18 Angle Capital Management LLC
AIP Program
5.17 100k 1/1/2010
17 FORT LP
Fort Global Contrarian
5.64 2,000k 10/1/2002
16 Superfund Group
Superfund Green Gold L.P. Series B-1
6.12 5k 4/1/2009
15 Superfund Group
Superfund Green Gold B (SPC)
6.29 50k 10/1/2005
14 Arcanum Asset Management
Equity Index Option Program (Prop)
6.33 500k 7/1/2006
13 Superfund Group
Superfund Green Gold C (SPC)
6.73 100k 10/1/2005
12 Keck Capital Management LLC
The Keck Program
6.90 2,000k 12/1/2003
11 Superfund Group
Superfund Blue SPC Class A (Gold)
7.01 50k 12/1/2007
10 Rivoli Fund Management
Rivoli International Fund (MAP)
7.24 5,000k 10/1/1996
9 FORT LP
Fort Global Diversified
7.36 2,000k 10/1/1993
8 Revolution Capital Management
Mosaic Institutional Program
7.53 25,000k 9/1/2009
7 Non Correlated Capital
Positive Theta Program
8.29 250k 10/1/2007
6 Non Correlated Capital
Positive Theta Fund
10.32 50k 10/1/2007
5 Heyden & Steindl GmbH
TOMAC2
10.73 5,000k 3/1/2003
4 DUNN Capital Management
D'Best Futures Fund, L.P.
13.81 100k 6/1/1994
3 DUNN Capital Management
DUNN Combined Fund (DCF)
18.17 100k 5/1/1989
2 Kinkopf Capital Management
KCM S&P (Proprietary)
21.48 100k 1/1/1999
1 Revolution Capital Management
Mosaic Program
22.48 10,000k 10/1/2006

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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