Systematic Trader Index For March 2010

Monthly Rankings

Rank CTA/Program Mar 2010 Min Inv Inception
209 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-12.18 500k 12/1/2003
208 Shield Plus LLC
Shield Plus Natural Gas
-6.13 50k 1/1/2004
207 Mulvaney Capital Management
The Mulvaney Global Markets Program
-5.15 100k 5/1/1999
206 Briarwood Capital Management, Inc.
Diversified 2XL
-4.75 250k 11/1/2004
205 Clarke Capital Management
Global Magnum
-4.74 100k 8/1/1997
204 Crabel Capital Management
WPD Crabel Futures Program
-4.51 1,000k 7/1/2008
203 Futures Truth Company, FTC-CTA
MS4
-4.07 250k 10/1/2007
202 Neural Capital Ltd
Sentinel Trading Program
-3.90 2,000k 1/1/2006
201 Clarke Capital Management
Global Basic
-3.84 50k 2/1/1996
199 Cranwood Capital Management
Fixed Income Arbitrage Fund
-3.65 250k 4/1/2008
200 Cranwood Capital Management
Cranwood International Fund
-3.65 250k 4/1/2008
198 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-3.61 50k 9/1/2009
197 Northfield Trading
Diversified
-3.58 2,000k 7/1/1989
196 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.45 200k 11/1/1999
195 Crescent Bay Capital Management
Premium Stock Index Program
-3.19 10k 10/1/2005
194 Mobius Asset Management
Custom Trading Program
-2.91 100k 1/1/2002
193 Gap Partners LLC
Gap
-2.89 250k 11/1/2009
192 Purple Valley Capital, Inc.
Diversified Trend 1
-2.73 100k 8/1/2008
191 Quantis Asset Management
Intraday Futures
-2.61 250k 1/1/2010
190 Alee Capital Management, LLC
Poniente Program
-2.57 2,500k 1/1/1999
189 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.24 3,000k 7/1/2001
188 Altradis Capital AG
AlphAlgo
-1.99 100k 5/1/2007
187 Alee Capital Management, LLC
Mistral Program
-1.92 2,500k 1/1/1999
186 Quantum Leap Capital Management
Managed Account Program
-1.92 300k 8/1/2006
185 Ion Asset Architecture
Ion Fund Program
-1.88 10,000k 11/1/2007
184 Ion Asset Architecture (Fund Program)
Ion Fund
-1.88 100k 11/1/2007
183 Covenant Capital Management
Aggressive Program
-1.66 3,000k 2/1/2004
182 Mobius Asset Management
Energy Weighted Program
-1.44 250k 1/1/2005
181 HiProb Trading Technology LLC
HiProb-I
-1.40 5,000k 7/1/2008
180 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-1.38 4,000k 11/1/2008
179 Mark J. Walsh Company
Standard Program
-1.29 2,000k 9/1/1985
178 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.26 5,000k 8/1/2000
177 Hawksbill Capital Management
Global Diversified
-1.25 5,000k 11/1/1988
176 Mondiale Asset Management
Mondiale Trading Program
-1.21 0k 9/1/1997
175 Arcanum Asset Management
Equity Index Option Program (Prop)
-1.17 500k 7/1/2006
174 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-1.17 1,000k 10/1/2006
173 Superfund Group
Superfund Blue SPC Class A (EUR)
-1.11 50k 4/1/2005
172 Quantitative Investment Management
Quantitative Global Program
-1.01 20,000k 10/1/2003
171 Hyman Beck and Company
Global Portfolio
-0.99 1,000k 3/1/1991
170 Conquest Capital Group
Conquest Select
-0.95 250k 6/1/2004
169 Superfund Group
Superfund Blue SPC Class A (Gold)
-0.85 50k 12/1/2007
168 Quantis Asset Management
Ulysses Futures
-0.85 1,000k 7/1/2009
167 Romanesco Capital Management B.V
Persistence Program
-0.84 5,000k 9/1/2005
166 Heyden & Steindl GmbH
TOMAC2
-0.76 5,000k 3/1/2003
165 Robust Methods LLC
Macro Managed Account
-0.76 5,000k 1/1/2005
164 Jaguar Investments Ltd
Vario Capital Strategy
-0.63 1,000k 5/1/2016
163 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.62 1,000k 3/1/1998
162 Covenant Capital Management
Original Program
-0.60 5,000k 9/1/1999
161 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-0.60 1,000k 5/1/2006
160 Mobius Asset Management
Diversified Program
-0.52 250k 3/1/2004
159 Manning & Napier
MN Xenon Global Fixed Income Program
-0.51 2,000k 8/1/2004
158 Southwest Managed Investments, LLC
Global Diversified
-0.51 200k 1/1/2002
157 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.51 250k 10/1/2009
156 Crabel Capital Management
Crabel Multi-Product
-0.50 1,000k 3/1/1998
155 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.46 400k 1/1/1988
154 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.38 250k 6/1/2001
153 Claughton Capital
Auto-Reactive Positioning
-0.37 1,000k 10/1/2005
152 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.35 5,000k 6/1/2001
151 White Indian Trading Co.
STAIRS - Futures Program (Client)
-0.31 250k 10/1/2008
150 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.31 10,000k 4/1/2004
149 White Indian Trading Co.
STAIRS (Client)
-0.15 250k 5/1/2009
148 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-0.14 5,000k 11/1/2012
147 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.12 10,000k 8/1/2009
146 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.12 10,000k 4/1/2003
145 Pinstripe Trading, LLC
Standard
-0.10 125k 8/1/2009
144 Kelly Angle Inc.
Genesis Program
-0.05 2,000k 4/1/2000
141 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
0.00 25,000k 3/1/2010
142 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.00 250k 3/1/2010
143 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
140 Clarke Capital Management
Millennium
0.15 1,000k 1/1/1998
139 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.16 10,000k 1/1/2007
138 Tyche Capital Advisors LLC
TCA Energy Spreads
0.16 100k 8/1/2008
137 Witter & Lester, Inc.
Redstone
0.17 500k 9/1/1994
136 Systematic Alpha Management
Systematic Alpha Futures Program
0.18 100k 6/1/2004
135 Endeavour Capital LLP
Endeavour Pembroke
0.21 2,000k 7/1/2007
134 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.24 10,000k 1/1/2001
133 AllMountain Capital AG
Mount Denali Global Trends
0.31 160k 7/1/2007
132 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.39 100k 2/1/2010
131 IKOS
IKOS FX Fund
0.43 1,000k 3/1/2008
130 Eckhardt Trading Company
Evolution Strategies 1.2X
0.50 10,000k 10/1/1991
129 Eckhardt Trading Company
Evolution Strategies
0.52 20,000k 8/1/1991
128 Emil van Essen
Spread Trading Program
0.56 5,000k 12/1/2006
127 John Locke Investments
Cyril Systematic Program
0.62 8,000k 7/1/2000
126 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.66 1,500k 4/1/2006
125 HB Capital Management Inc.
Diversified Program
0.69 50k 3/1/2008
124 Seven Capital Management
Seven Absolute Return
0.71 100k 6/1/2009
123 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
0.73 1,500k 1/1/2009
122 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.93 100k 1/1/2000
121 Angle Capital Management LLC
AIP Program
0.95 100k 1/1/2010
120 Keck Capital Management LLC
The Keck Program
1.02 2,000k 12/1/2003
119 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
1.04 100k 8/1/2009
118 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.06 10,000k 3/1/2006
117 FRP CAPITAL LLC
FRP125+
1.14 125k 1/1/2010
116 Saxon Investment Corporation
Diversified Program
1.19 3,000k 9/1/1988
115 Diamond Peak Capital LLC
Northstar (2x) program
1.21 250k 10/1/2008
114 Global Sigma Group, LLC
Global Sigma Plus
1.24 3,000k 11/1/2009
113 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.27 1,000k 9/1/1997
112 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
1.28 750k 1/1/2009
111 Alder Capital DAC
Alder Global 10
1.30 2,500k 10/1/2000
110 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.40 500k 1/1/2006
109 Clarke Capital Management
Worldwide
1.41 250k 1/1/1996
108 Abraham Trading Company
Diversified Program
1.42 10,000k 1/1/1988
107 Rivoli Fund Management
Rivoli International Fund (V9)
1.47 5,000k 1/1/2002
106 Parizek Capital
Currency Program
1.49 1,000k 4/1/2006
105 Futures Truth Company, FTC-CTA
200K Options Strategy
1.50 200k 12/1/2009
104 John Locke Investments
JL Commodity Long Flat Program
1.66 5,000k 12/1/2007
103 Dominion Capital
Sapphire Program
1.66 3,000k 5/1/2005
102 Wavefront Global Asset Management
IMFC Global Concentrated
1.78 500k 4/1/2009
101 IKOS
The IKOS Hedge Fund
1.78 10,000k 7/1/1998
100 MERIT Alternative Investments GmbH
Futures Portfolio
1.90 2,000k 6/1/1998
99 Rabar Market Research
Short-Term Program
1.90 2,000k 11/1/2009
98 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.94 5,000k 6/1/2006
97 Esulep LLC MAX
Esulep LLC MAX
1.95 500k 5/1/2008
96 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
1.95 250k 10/1/2009
95 Saxon Investment Corporation
Aggressive Diversified Program
1.96 2,000k 11/1/1993
94 FORT LP
Fort Global Diversified
1.97 2,000k 10/1/1993
93 Lynx Asset Management AB
Lynx Program
1.97 75k 5/1/2000
92 Pacific Capital Advisors
Vanguard Program
2.13 100k 4/1/2007
91 Robinson-Langley Capital Management, LLC
Managed Account Program
2.14 200k 1/1/2007
90 Amplitude Capital International Limited
Dynamic Strategy
2.15 6/1/2005
89 Gladius Asset Management
Fulham Program
2.20 2,000k 1/1/2008
88 IKOS
IKOS Futures Fund
2.35 1,000k 2/1/2010
87 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.39 1,000k 3/1/2003
86 Quantica Capital AG
Quantica Managed Futures
2.39 5,000k 1/1/2005
85 Conquest Capital Group
Conquest Macro
2.42 250k 5/1/1999
84 GLOBIVEST LLC
Alpha Program
2.45 50k 4/1/2009
83 Rivoli Fund Management
Rivoli International Fund (MAP)
2.46 5,000k 10/1/1996
82 Acorn Global Investments Inc.
Acorn Diversified Program
2.65 10k 7/1/2005
81 Auctos Capital Management
Auctos Global Diversified
2.69 3,000k 11/1/2007
80 Alder Capital DAC
Alder Global 20
2.70 2,500k 2/1/2001
79 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.83 1k 10/1/2006
78 Estlander & Partners
Alpha Trend
2.84 30,000k 10/1/1991
77 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
2.89 500k 4/1/2009
76 Xplor Capital Management, LLC
Global CTA Program
2.91 1,500k 7/1/2004
75 Quantica Capital AG
Quantica Diversified FX
2.98 5,000k 3/1/2007
74 FORT LP
Fort Global Contrarian
3.02 2,000k 10/1/2002
73 RAM Management Group
RAM MRTP 1X-Conservative
3.11 1,000k 9/1/1993
72 Clarke Capital Management
FX Plus
3.31 1,000k 5/1/2004
71 Estlander & Partners
Global Markets
3.33 10,000k 8/1/1999
70 Wavefront Global Asset Management
IMFC Global Investment Program
3.52 2,000k 2/1/2007
69 Red Rock Capital, LLC
Systematic Global Macro
3.65 500k 9/1/2003
68 Revolution Capital Management
Mosaic Institutional Program
3.71 25,000k 9/1/2009
67 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.77 10,000k 1/1/1991
66 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
3.99 100k 1/1/2005
65 Eclipse Capital Management
Global Monetary
4.03 5,000k 8/1/1990
64 Revolution Capital Management
Alpha Fund
4.09 50k 1/1/2005
63 Dreiss Research Corporation
Diversified Program
4.11 1,000k 5/1/1991
62 Dendrich Ltd
QEP
4.13 50k 12/1/2005
61 IDS Capital
IDS F&F Systematic Trading
4.26 50k 7/1/2013
60 Kinkopf Capital Management
KCM S&P (Proprietary)
4.33 100k 1/1/1999
59 Welton Investment Partners
Welton Global
4.42 10,000k 6/1/2004
58 Millburn Corporation
Commodity Program
4.47 25,000k 3/1/2005
57 Future Trade AG
Thales Swing Trading Programme
4.47 250k 6/1/2007
56 Rhicon Currency Management
Rhicon Systematic Currency Program
4.59 3,000k 1/1/2004
55 Revolution Capital Management
Alpha Program
4.71 5,000k 6/1/2007
54 Spectrum Asset Management LLC
Global Diversified
4.81 2,000k 1/1/2001
53 Molinero Capital Management LLP
Global Markets Program
4.86 2,000k 7/1/2005
52 Tactical Investment Management
Tactical Institutional Commodity Program
4.88 10,000k 4/1/1993
51 Beach Horizon LLP
Managed Account
4.89 5,000k 5/1/2005
50 Winton Capital Management
Diversified
4.91 50,000k 10/1/1997
49 Millburn Corporation
Multi-Markets Program
5.21 25,000k 10/1/2004
48 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
5.28 10,000k 8/1/2009
47 Transtrend B.V.
DTP – Standard Risk (EUR)
5.30 10,000k 2/1/1999
46 Somers Brothers Capital
Diversified Futures Program #1
5.33 100k 1/1/2005
45 ISAM
ISAM Systematic Trend Fund
5.50 1,000k 6/1/2001
44 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
5.54 75k 6/1/2007
43 Commodity Strategies AG
CSAG Active Long Short Commodity Program
5.56 5,000k 10/1/2007
42 Blackwater Capital Management
Global Program
5.66 5,000k 7/1/2005
41 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
5.67 1,000k 9/1/2009
40 Ancile Capital Management
Global Markets Program
5.75 2,000k 4/1/2005
39 Rabar Market Research
Diversified Program
5.86 2,000k 1/1/1989
38 EMC Capital Advisors, LLC
Classic
6.00 5,000k 1/1/1985
37 Drury Capital
Diversified Trend-Following Program
6.12 5,000k 5/1/1997
36 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
6.39 10,000k 2/1/2008
35 Chesapeake Capital
Diversified (LV)
6.40 100k 2/1/1988
34 M.S. Capital Management
Global Diversified Program
6.50 2,000k 11/1/1998
33 Millburn Corporation
Diversified Program
6.53 20,000k 2/1/1977
32 Clarke Capital Management
Jupiter
6.55 3,000k 5/1/2005
31 Emil van Essen
EvE Systematic Global Opportunities
6.55 1,000k 9/1/2007
30 Estlander & Partners
Global XL
6.69 5,000k 8/1/1991
29 Superfund Group
Superfund Green Gold L.P. Series A-1
7.26 5k 4/1/2009
28 Quality Capital Management
Global Diversified Programme
7.37 10,000k 12/1/1995
27 Diamond Capital Management
Enhanced S&P Program
7.40 100k 10/1/2009
26 Cauldron Investments, LLC
Stock Index Plus
7.52 1,000k 10/1/2009
25 Amplitude Capital International Limited
Klassik Strategy
7.56 1,000k 9/1/2009
24 Transtrend B.V.
DTP – Enhanced Risk (EUR)
8.14 10,000k 8/1/1999
23 Transtrend B.V.
DTP – Enhanced Risk (USD)
8.18 10,000k 1/1/1995
22 Non Correlated Capital
Positive Theta Program
8.26 250k 10/1/2007
21 Transtrend B.V.
DTP – Enhanced Risk (JPY)
8.37 10,000k 8/1/2004
20 Estlander & Partners
Alpha Trend II - Class P
9.18 100k 12/1/2008
19 RAM Management Group
MRTP Aggressive
9.20 1,000k 2/1/1998
18 Parizek Capital
Futures Trading Program
9.35 500k 4/1/2000
17 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.83 100k 11/1/1984
16 DUNN Capital Management
D'Best Futures Fund, L.P.
10.33 100k 6/1/1994
15 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
10.44 0k 11/1/1996
14 Non Correlated Capital
Positive Theta Fund
10.62 50k 10/1/2007
13 Rho Asset Management
Rho Altius 1XL Program
10.77 5,000k 11/1/2007
12 Revolution Capital Management
Mosaic Program
11.31 10,000k 10/1/2006
11 Superfund Group
Superfund Green Gold A (SPC)
12.54 5k 10/1/2005
10 DUNN Capital Management
DUNN Combined Fund (DCF)
13.78 100k 5/1/1989
9 Superfund Group
Superfund Green Q-AG
14.13 2k 3/1/1996
8 Superfund Group
Superfund Green L.P. Series A
14.41 5k 10/1/2002
7 Superfund Group
Superfund Green Gold L.P. Series B-1
17.60 5k 4/1/2009
6 QQFund.com
Investment Program 1
17.63 300k 9/1/2008
5 Superfund Group
Superfund Green GCT USD
18.50 15k 1/1/2000
4 Superfund Group
Superfund Green Gold B (SPC)
19.28 50k 10/1/2005
3 Superfund Group
Superfund Green L.P. Series B
22.85 5k 10/1/2002
2 Superfund Group
Superfund Green Master
25.94 2,000k 5/1/2001
1 Superfund Group
Superfund Green Gold C (SPC)
26.12 100k 10/1/2005

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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