Systematic Trader Index For May 2010

Monthly Rankings

Rank CTA/Program May 2010 Min Inv Inception
214 Superfund Group
Superfund Green Gold C (SPC)
-33.98 100k 10/1/2005
213 Superfund Group
Superfund Green Master
-28.37 2,000k 5/1/2001
212 Superfund Group
Superfund Green Gold B (SPC)
-24.99 50k 10/1/2005
211 Superfund Group
Superfund Green GCT USD
-23.50 15k 1/1/2000
210 Dendrich Ltd
QEP
-21.17 50k 12/1/2005
209 Superfund Group
Superfund Green L.P. Series B
-20.23 5k 10/1/2002
208 Dreiss Research Corporation
Diversified Program
-18.46 1,000k 5/1/1991
207 Chesapeake Capital
Diversified (LV)
-18.29 100k 2/1/1988
206 Superfund Group
Superfund Green Q-AG
-16.62 2k 3/1/1996
205 White Indian Trading Co.
STAIRS - Futures Program (Client)
-16.49 250k 10/1/2008
204 Superfund Group
Superfund Green Gold A (SPC)
-15.88 5k 10/1/2005
203 Superfund Group
Superfund Green L.P. Series A
-13.14 5k 10/1/2002
202 Superfund Group
Superfund Green Gold L.P. Series B-1
-13.05 5k 4/1/2009
201 M.S. Capital Management
Global Diversified Program
-12.69 2,000k 11/1/1998
200 QQFund.com
Investment Program 1
-11.89 300k 9/1/2008
199 Somers Brothers Capital
Diversified Futures Program #1
-11.66 100k 1/1/2005
198 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-11.12 5,000k 10/1/2007
197 Estlander & Partners
Global XL
-10.37 5,000k 8/1/1991
196 White Indian Trading Co.
STAIRS (Client)
-10.15 250k 5/1/2009
195 Kinkopf Capital Management
KCM S&P (Proprietary)
-9.33 100k 1/1/1999
194 Mulvaney Capital Management
The Mulvaney Global Markets Program
-8.77 100k 5/1/1999
193 Non Correlated Capital
Positive Theta Fund
-8.73 50k 10/1/2007
192 Rabar Market Research
Diversified Program
-8.71 2,000k 1/1/1989
191 Beach Horizon LLP
Managed Account
-8.42 5,000k 5/1/2005
190 Ancile Capital Management
Global Markets Program
-8.37 2,000k 4/1/2005
189 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-8.35 10,000k 8/1/2009
188 Spectrum Asset Management LLC
Global Diversified
-8.20 2,000k 1/1/2001
187 Non Correlated Capital
Positive Theta Program
-8.04 250k 10/1/2007
186 Drury Capital
Diversified Trend-Following Program
-7.87 5,000k 5/1/1997
185 Millburn Corporation
Diversified Program
-7.83 20,000k 2/1/1977
184 Cauldron Investments, LLC
Stock Index Plus
-7.46 1,000k 10/1/2009
183 Diamond Capital Management
Enhanced S&P Program
-7.37 100k 10/1/2009
182 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-7.26 100k 11/1/1984
181 Millburn Corporation
Multi-Markets Program
-7.23 25,000k 10/1/2004
180 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-7.12 0k 11/1/1996
179 Millburn Corporation
Commodity Program
-7.09 25,000k 3/1/2005
178 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-6.73 250k 10/1/2009
177 Clarke Capital Management
Jupiter
-6.67 3,000k 5/1/2005
176 Red Rock Capital, LLC
Systematic Global Macro
-6.16 500k 9/1/2003
175 Quality Capital Management
Global Diversified Programme
-5.99 10,000k 12/1/1995
174 Saxon Investment Corporation
Aggressive Diversified Program
-5.91 2,000k 11/1/1993
173 IDS Capital
IDS F&F Systematic Trading
-5.82 50k 7/1/2013
172 Witter & Lester, Inc.
Redstone
-5.69 500k 9/1/1994
171 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-5.38 75k 6/1/2007
170 Estlander & Partners
Global Markets
-5.25 10,000k 8/1/1999
169 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-5.21 100k 8/1/2009
168 John Locke Investments
JL Commodity Long Flat Program
-5.07 5,000k 12/1/2007
167 GLOBIVEST LLC
Alpha Program
-4.97 50k 4/1/2009
166 Xplor Capital Management, LLC
Global CTA Program
-4.86 1,500k 7/1/2004
165 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-4.71 10,000k 8/1/2004
164 Quantis Asset Management
Ulysses Futures
-4.70 1,000k 7/1/2009
163 Superfund Group
Superfund Green Gold L.P. Series A-1
-4.68 5k 4/1/2009
162 Transtrend B.V.
DTP – Enhanced Risk (USD)
-4.58 10,000k 1/1/1995
161 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-4.41 10,000k 8/1/1999
160 Welton Investment Partners
Welton Global
-4.06 10,000k 6/1/2004
159 Abraham Trading Company
Diversified Program
-3.92 10,000k 1/1/1988
158 Auctos Capital Management
Auctos Global Diversified
-3.90 3,000k 11/1/2007
157 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-3.68 10,000k 8/1/2009
156 EMC Capital Advisors, LLC
Classic
-3.64 5,000k 1/1/1985
155 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.62 400k 1/1/1988
154 Saxon Investment Corporation
Diversified Program
-3.59 3,000k 9/1/1988
153 Wavefront Global Asset Management
IMFC Global Investment Program
-3.44 2,000k 2/1/2007
152 Robust Methods LLC
Macro Managed Account
-3.22 5,000k 1/1/2005
151 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.99 10,000k 2/1/1999
150 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-2.95 100k 1/1/2005
149 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-2.86 50k 9/1/2009
148 Quantica Capital AG
Quantica Managed Futures
-2.80 5,000k 1/1/2005
147 Pinstripe Trading, LLC
Standard
-2.75 125k 8/1/2009
146 Molinero Capital Management LLP
Global Markets Program
-2.69 2,000k 7/1/2005
145 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.47 10,000k 1/1/1991
144 Tactical Investment Management
Tactical Institutional Commodity Program
-2.40 10,000k 4/1/1993
143 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-2.09 1,500k 1/1/2009
142 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.03 100k 5/1/1989
141 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.00 1k 10/1/2006
140 Clarke Capital Management
Millennium
-1.89 1,000k 1/1/1998
139 Blackwater Capital Management
Global Program
-1.65 5,000k 7/1/2005
138 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-1.61 10,000k 2/1/2008
137 Crescent Bay Capital Management
Premium Stock Index Program
-1.60 10k 10/1/2005
136 Quantitative Investment Management
Quantitative Global Program
-1.28 20,000k 10/1/2003
135 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-1.28 5,000k 11/1/2012
134 Emil van Essen
EvE Systematic Global Opportunities
-1.15 1,000k 9/1/2007
133 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.13 10,000k 3/1/2006
132 Futures Truth Company, FTC-CTA
200K Options Strategy
-1.09 200k 12/1/2009
131 Diamond Peak Capital LLC
Northstar (2x) program
-1.07 250k 10/1/2008
130 Winton Capital Management
Diversified
-1.01 50,000k 10/1/1997
129 Seven Capital Management
Seven Absolute Return
-0.78 100k 6/1/2009
128 Zoi Capital, LLC
Telio Program (Client)
-0.74 200k 4/1/2010
127 HB Capital Management Inc.
Diversified Program
-0.71 50k 3/1/2008
126 Jaguar Investments Ltd
Vario Capital Strategy
-0.60 1,000k 5/1/2016
125 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.51 10,000k 1/1/2007
124 Wavefront Global Asset Management
IMFC Global Concentrated
-0.48 500k 4/1/2009
123 Covenant Capital Management
Aggressive Program
-0.45 3,000k 2/1/2004
122 Rho Asset Management
Rho Altius 1XL Program
-0.42 5,000k 11/1/2007
121 Crabel Capital Management
WPD Crabel Futures Program
-0.40 1,000k 7/1/2008
120 Endeavour Capital LLP
Endeavour Pembroke
-0.39 2,000k 7/1/2007
119 Amplitude Capital International Limited
Klassik Strategy
-0.28 1,000k 9/1/2009
118 Robinson-Langley Capital Management, LLC
Managed Account Program
-0.24 200k 1/1/2007
117 Alee Capital Management, LLC
Mistral Program
-0.08 2,500k 1/1/1999
112 Quantica Capital AG
Quantica Diversified FX
0.00 5,000k 3/1/2007
113 Quantis Asset Management
PFM Systematic
0.00 15k 5/1/2010
114 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.00 3,000k 5/1/2010
115 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
116 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
0.00 1,000k 5/1/2010
111 Hyman Beck and Company
Global Portfolio
0.01 1,000k 3/1/1991
110 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.06 1,500k 4/1/2006
109 Revolution Capital Management
Alpha Fund
0.27 50k 1/1/2005
108 ISAM
ISAM Systematic Trend Fund
0.30 1,000k 6/1/2001
107 Clarke Capital Management
Global Basic
0.37 50k 2/1/1996
106 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.38 250k 3/1/2010
105 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
0.39 750k 1/1/2009
104 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.46 10,000k 4/1/2004
103 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.49 1,000k 9/1/1997
102 Purple Valley Capital, Inc.
Diversified Trend 1
0.50 100k 8/1/2008
101 Alder Capital DAC
Alder Global 10
0.50 2,500k 10/1/2000
100 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.53 1,000k 3/1/2003
99 MERIT Alternative Investments GmbH
Futures Portfolio
0.61 2,000k 6/1/1998
98 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.69 500k 1/1/2006
97 Alder Capital DAC
Alder Global 20
0.70 2,500k 2/1/2001
96 Hawksbill Capital Management
Global Diversified
0.73 5,000k 11/1/1988
95 Revolution Capital Management
Alpha Program
0.76 5,000k 6/1/2007
94 Pacific Capital Advisors
Vanguard Program
0.78 100k 4/1/2007
93 Systematic Alpha Management
Systematic Alpha Futures Program
0.81 100k 6/1/2004
92 Shield Plus LLC
Shield Plus Natural Gas
0.92 50k 1/1/2004
91 John Locke Investments
Cyril Systematic Program
0.96 8,000k 7/1/2000
90 Quantum Leap Capital Management
Managed Account Program
1.00 300k 8/1/2006
89 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
1.12 500k 4/1/2009
88 Mobius Asset Management
Custom Trading Program
1.12 100k 1/1/2002
87 Alee Capital Management, LLC
Poniente Program
1.13 2,500k 1/1/1999
86 Revolution Capital Management
Mosaic Institutional Program
1.14 25,000k 9/1/2009
85 Dominion Capital
Sapphire Program
1.18 3,000k 5/1/2005
84 Crabel Capital Management
Crabel Multi-Product
1.18 1,000k 3/1/1998
83 Mobius Asset Management
Diversified Program
1.22 250k 3/1/2004
82 Mobius Asset Management
Energy Weighted Program
1.25 250k 1/1/2005
81 Parizek Capital
Currency Program
1.37 1,000k 4/1/2006
80 Lynx Asset Management AB
Lynx Program
1.76 75k 5/1/2000
79 Mondiale Asset Management
Mondiale Trading Program
1.76 0k 9/1/1997
78 FORT LP
Fort Global Contrarian
1.78 2,000k 10/1/2002
77 Gap Partners LLC
Gap
1.78 250k 11/1/2009
76 Rivoli Fund Management
Rivoli International Fund (V9)
1.80 5,000k 1/1/2002
75 Tyche Capital Advisors LLC
TCA Energy Spreads
1.86 100k 8/1/2008
74 Covenant Capital Management
Original Program
1.96 5,000k 9/1/1999
73 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
1.96 25,000k 3/1/2010
72 Rabar Market Research
Short-Term Program
2.11 2,000k 11/1/2009
71 Quantmetrics Capital Management LLP
Premier 12V Strategy
2.11 10,000k 4/1/2003
70 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.13 500k 12/1/2003
69 Manning & Napier
MN Xenon Global Fixed Income Program
2.14 2,000k 8/1/2004
68 Ion Asset Architecture (Fund Program)
Ion Fund
2.20 100k 11/1/2007
67 Ion Asset Architecture
Ion Fund Program
2.20 10,000k 11/1/2007
66 Emil van Essen
Spread Trading Program
2.24 5,000k 12/1/2006
65 Future Trade AG
Thales Swing Trading Programme
2.24 250k 6/1/2007
64 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
2.26 100k 2/1/2010
63 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
2.33 1,000k 9/1/2009
62 Acorn Global Investments Inc.
Acorn Diversified Program
2.34 10k 7/1/2005
61 Eckhardt Trading Company
Evolution Strategies
2.73 20,000k 8/1/1991
60 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.90 1,000k 3/1/1998
59 Parizek Capital
Futures Trading Program
2.92 500k 4/1/2000
58 Rivoli Fund Management
Rivoli International Fund (MAP)
2.92 5,000k 10/1/1996
57 Quantis Asset Management
Intraday Futures
3.01 250k 1/1/2010
56 Global Sigma Group, LLC
Global Sigma Plus
3.04 3,000k 11/1/2009
55 IKOS
The IKOS Hedge Fund
3.05 10,000k 7/1/1998
53 Cranwood Capital Management
Fixed Income Arbitrage Fund
3.20 250k 4/1/2008
54 Cranwood Capital Management
Cranwood International Fund
3.20 250k 4/1/2008
52 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
3.30 25k 4/1/2010
51 DUNN Capital Management
D'Best Futures Fund, L.P.
3.41 100k 6/1/1994
50 Eckhardt Trading Company
Evolution Strategies 1.2X
3.41 10,000k 10/1/1991
49 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
3.43 10,000k 1/1/2001
48 Eclipse Capital Management
Global Monetary
3.66 5,000k 8/1/1990
47 AllMountain Capital AG
Mount Denali Global Trends
3.68 160k 7/1/2007
46 Clarke Capital Management
Worldwide
3.95 250k 1/1/1996
45 Revolution Capital Management
Mosaic Program
3.98 10,000k 10/1/2006
44 Claughton Capital
Auto-Reactive Positioning
4.00 1,000k 10/1/2005
43 FORT LP
Fort Global Diversified
4.04 2,000k 10/1/1993
42 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
4.18 1,000k 5/1/2006
41 HiProb Trading Technology LLC
HiProb-I
4.20 5,000k 7/1/2008
40 Manning & Napier
MN Xenon Managed Futures (2x) Program
4.32 5,000k 6/1/2006
39 Clarke Capital Management
FX Plus
4.37 1,000k 5/1/2004
38 Rhicon Currency Management
Rhicon Systematic Currency Program
4.46 3,000k 1/1/2004
37 NuWave Investment Management, LLC
Combined Futures Portfolio
4.48 5,000k 6/1/2001
36 FRP CAPITAL LLC
FRP125+
4.58 125k 1/1/2010
35 Southwest Managed Investments, LLC
Global Diversified
4.78 200k 1/1/2002
34 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.95 250k 6/1/2001
33 Conquest Capital Group
Conquest Select
4.96 250k 6/1/2004
32 Briarwood Capital Management, Inc.
Diversified Trading Program
5.00 3,000k 7/1/2001
31 Esulep LLC MAX
Esulep LLC MAX
5.00 500k 5/1/2008
30 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
5.02 4,000k 11/1/2008
29 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
5.17 250k 10/1/2009
28 Superfund Group
Superfund Blue SPC Class A (EUR)
5.40 50k 4/1/2005
27 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
5.78 1,000k 10/1/2006
26 IKOS
IKOS Futures Fund
5.83 1,000k 2/1/2010
25 Keck Capital Management LLC
The Keck Program
6.02 2,000k 12/1/2003
24 Gladius Asset Management
Fulham Program
6.03 2,000k 1/1/2008
23 Romanesco Capital Management B.V
Persistence Program
6.19 5,000k 9/1/2005
22 Estlander & Partners
Alpha Trend
6.39 30,000k 10/1/1991
21 IKOS
IKOS FX Fund
6.82 1,000k 3/1/2008
20 Angle Capital Management LLC
AIP Program
6.84 100k 1/1/2010
19 Trigon Investment Advisors, LLC
Foreign Exchange Program
7.64 5,000k 8/1/2000
18 Northfield Trading
Diversified
7.97 2,000k 7/1/1989
17 Arcanum Asset Management
Equity Index Option Program (Prop)
8.33 500k 7/1/2006
16 Kelly Angle Inc.
Genesis Program
8.39 2,000k 4/1/2000
15 Futures Truth Company, FTC-CTA
MS4
8.57 250k 10/1/2007
14 RAM Management Group
RAM MRTP 1X-Conservative
8.83 1,000k 9/1/1993
13 Amplitude Capital International Limited
Dynamic Strategy
9.16 6/1/2005
12 Briarwood Capital Management, Inc.
Diversified 2XL
10.47 250k 11/1/2004
11 Altradis Capital AG
AlphAlgo
10.88 100k 5/1/2007
10 Mark J. Walsh Company
Standard Program
11.06 2,000k 9/1/1985
9 Conquest Capital Group
Conquest Macro
11.92 250k 5/1/1999
8 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
12.81 100k 1/1/2000
7 Heyden & Steindl GmbH
TOMAC2
13.87 5,000k 3/1/2003
6 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
17.23 200k 11/1/1999
5 Superfund Group
Superfund Blue SPC Class A (Gold)
18.03 50k 12/1/2007
4 Neural Capital Ltd
Sentinel Trading Program
18.66 2,000k 1/1/2006
3 Estlander & Partners
Alpha Trend II - Class P
20.31 100k 12/1/2008
2 Clarke Capital Management
Global Magnum
22.53 100k 8/1/1997
1 RAM Management Group
MRTP Aggressive
27.93 1,000k 2/1/1998

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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