Systematic Trader Index For June 2010

Monthly Rankings

Rank CTA/Program Jun 2010 Min Inv Inception
217 QQFund.com
Investment Program 1
-15.95 300k 9/1/2008
216 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-8.93 25k 4/1/2010
215 Revolution Capital Management
Mosaic Program
-8.90 10,000k 10/1/2006
214 Rhicon Currency Management
Rhicon Systematic Currency Program
-5.30 3,000k 1/1/2004
213 RAM Management Group
MRTP Aggressive
-5.02 1,000k 2/1/1998
212 Diamond Peak Capital LLC
Northstar (2x) program
-4.85 250k 10/1/2008
211 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-4.27 4,000k 11/1/2008
210 Kinkopf Capital Management
KCM S&P (Proprietary)
-3.86 100k 1/1/1999
209 Robinson-Langley Capital Management, LLC
Managed Account Program
-3.81 200k 1/1/2007
208 Pinstripe Trading, LLC
Standard
-3.78 125k 8/1/2009
207 Diamond Capital Management
Enhanced S&P Program
-3.72 100k 10/1/2009
206 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-3.72 10,000k 4/1/2004
205 Parizek Capital
Futures Trading Program
-3.66 500k 4/1/2000
204 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-3.65 750k 1/1/2009
203 Claughton Capital
Auto-Reactive Positioning
-3.64 1,000k 10/1/2005
202 Cauldron Investments, LLC
Stock Index Plus
-3.61 1,000k 10/1/2009
201 Quantis Asset Management
PFM Systematic
-3.31 15k 5/1/2010
200 Quantum Leap Capital Management
Managed Account Program
-3.16 300k 8/1/2006
199 Tyche Capital Advisors LLC
TCA Energy Spreads
-3.16 100k 8/1/2008
198 Molinero Capital Management LLP
Global Markets Program
-3.08 2,000k 7/1/2005
197 Chesapeake Capital
Diversified (LV)
-3.05 100k 2/1/1988
196 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-3.05 250k 10/1/2009
195 FRP CAPITAL LLC
FRP125+
-2.89 125k 1/1/2010
194 Revolution Capital Management
Mosaic Institutional Program
-2.88 25,000k 9/1/2009
193 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.77 100k 5/1/1989
192 Superfund Group
Superfund Blue SPC Class A (EUR)
-2.73 50k 4/1/2005
191 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-2.69 250k 10/1/2009
190 HiProb Trading Technology LLC
HiProb-I
-2.60 5,000k 7/1/2008
189 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-2.54 10,000k 2/1/2008
188 Dominion Capital
Sapphire Program
-2.44 3,000k 5/1/2005
187 Emil van Essen
Spread Trading Program
-2.42 5,000k 12/1/2006
186 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-2.15 5,000k 10/1/2007
185 Systematic Alpha Management
Systematic Alpha Futures Program
-1.92 100k 6/1/2004
184 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.88 3,000k 5/1/2010
183 Millburn Corporation
Commodity Program
-1.77 25,000k 3/1/2005
182 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-1.76 100k 1/1/2005
181 Shield Plus LLC
Shield Plus Natural Gas
-1.74 50k 1/1/2004
180 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.73 5,000k 10/1/1996
179 Abraham Trading Company
Diversified Program
-1.73 10,000k 1/1/1988
178 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.72 10,000k 1/1/1991
177 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.72 100k 1/1/2000
176 EMC Capital Advisors, LLC
Classic
-1.70 5,000k 1/1/1985
175 Manning & Napier
MN Xenon Managed Futures (2x) Program
-1.65 5,000k 6/1/2006
174 RAM Management Group
RAM MRTP 1X-Conservative
-1.57 1,000k 9/1/1993
173 Eclipse Capital Management
Global Monetary
-1.54 5,000k 8/1/1990
172 Jaguar Investments Ltd
Vario Capital Strategy
-1.50 1,000k 5/1/2016
171 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.50 10,000k 1/1/2001
170 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.38 400k 1/1/1988
169 Millburn Corporation
Diversified Program
-1.33 20,000k 2/1/1977
168 Heyden & Steindl GmbH
TOMAC2
-1.24 5,000k 3/1/2003
167 Estlander & Partners
Global XL
-1.18 5,000k 8/1/1991
166 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-1.11 1,500k 1/1/2009
165 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-1.08 500k 4/1/2009
164 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.07 10,000k 8/1/2009
163 IDS Capital
IDS F&F Systematic Trading
-1.04 50k 7/1/2013
162 Rivoli Fund Management
Rivoli International Fund (V9)
-0.95 5,000k 1/1/2002
161 Red Rock Capital, LLC
Systematic Global Macro
-0.93 500k 9/1/2003
160 IKOS
IKOS FX Fund
-0.91 1,000k 3/1/2008
159 Superfund Group
Superfund Blue SPC Class A (Gold)
-0.77 50k 12/1/2007
158 Rabar Market Research
Diversified Program
-0.77 2,000k 1/1/1989
157 Millburn Corporation
Multi-Markets Program
-0.72 25,000k 10/1/2004
156 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-0.72 500k 1/1/2006
155 Quantica Capital AG
Quantica Diversified FX
-0.70 5,000k 3/1/2007
154 Wavefront Global Asset Management
IMFC Global Investment Program
-0.62 2,000k 2/1/2007
153 Altradis Capital AG
AlphAlgo
-0.58 100k 5/1/2007
152 Estlander & Partners
Global Markets
-0.57 10,000k 8/1/1999
151 Robust Methods LLC
Macro Managed Account
-0.56 5,000k 1/1/2005
150 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.56 1k 10/1/2006
149 Xplor Capital Management, LLC
Global CTA Program
-0.55 1,500k 7/1/2004
148 Quality Capital Management
Global Diversified Programme
-0.54 10,000k 12/1/1995
147 Crabel Capital Management
Crabel Multi-Product
-0.51 1,000k 3/1/1998
146 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.46 1,000k 3/1/2003
145 ISAM
ISAM Systematic Trend Fund
-0.44 1,000k 6/1/2001
144 Parizek Capital
Currency Program
-0.44 1,000k 4/1/2006
143 Future Trade AG
Thales Swing Trading Programme
-0.41 250k 6/1/2007
142 IKOS
The IKOS Hedge Fund
-0.40 10,000k 7/1/1998
141 Superfund Group
Superfund Green L.P. Series B
-0.36 5k 10/1/2002
140 Superfund Group
Superfund Green L.P. Series A
-0.33 5k 10/1/2002
139 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.25 10,000k 8/1/2004
138 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.22 10,000k 1/1/1995
137 Mondiale Asset Management
Mondiale Trading Program
-0.20 0k 9/1/1997
136 Witter & Lester, Inc.
Redstone
-0.19 500k 9/1/1994
135 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.18 10,000k 8/1/1999
134 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.17 10,000k 2/1/1999
133 Northfield Trading
Diversified
-0.07 2,000k 7/1/1989
128 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
0.00 500k 12/1/2003
129 ALFAKRAFT
ALFA Commodity Fund
0.00 16k 6/1/2010
130 Metolius Capital LLC
Metolius Diversified
0.00 100k 6/1/2010
131 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
132 QMS Capital Management LP
QMS Diversified Global Macro Strategy
0.00 5,000k 6/1/2010
127 Saxon Investment Corporation
Diversified Program
0.03 3,000k 9/1/1988
126 Saxon Investment Corporation
Aggressive Diversified Program
0.04 2,000k 11/1/1993
125 Ion Asset Architecture (Fund Program)
Ion Fund
0.08 100k 11/1/2007
124 Ion Asset Architecture
Ion Fund Program
0.08 10,000k 11/1/2007
123 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.09 10,000k 1/1/2007
122 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.09 1,000k 5/1/2006
121 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.10 250k 6/1/2001
120 NuWave Investment Management, LLC
Combined Futures Portfolio
0.14 5,000k 6/1/2001
119 Drury Capital
Diversified Trend-Following Program
0.18 5,000k 5/1/1997
118 John Locke Investments
JL Commodity Long Flat Program
0.18 5,000k 12/1/2007
117 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.19 10,000k 4/1/2003
116 Alder Capital DAC
Alder Global 10
0.20 2,500k 10/1/2000
115 Alder Capital DAC
Alder Global 20
0.20 2,500k 2/1/2001
114 MERIT Alternative Investments GmbH
Futures Portfolio
0.21 2,000k 6/1/1998
113 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.24 10,000k 3/1/2006
112 Beach Horizon LLP
Managed Account
0.26 5,000k 5/1/2005
111 DUNN Capital Management
D'Best Futures Fund, L.P.
0.30 100k 6/1/1994
110 Pacific Capital Advisors
Vanguard Program
0.35 100k 4/1/2007
109 Esulep LLC MAX
Esulep LLC MAX
0.43 500k 5/1/2008
108 Covenant Capital Management
Aggressive Program
0.44 3,000k 2/1/2004
107 Quantitative Investment Management
Quantitative Global Program
0.45 20,000k 10/1/2003
106 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.46 5,000k 11/1/2012
105 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.53 100k 5/1/1999
104 Manning & Napier
MN Xenon Global Fixed Income Program
0.55 2,000k 8/1/2004
103 Emil van Essen
EvE Systematic Global Opportunities
0.64 1,000k 9/1/2007
102 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.72 1,500k 4/1/2006
101 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
0.77 25,000k 3/1/2010
100 Wavefront Global Asset Management
IMFC Global Concentrated
0.81 500k 4/1/2009
99 Rabar Market Research
Short-Term Program
0.82 2,000k 11/1/2009
98 GLOBIVEST LLC
Alpha Program
0.86 50k 4/1/2009
97 John Locke Investments
Cyril Systematic Program
0.86 8,000k 7/1/2000
96 Quantica Capital AG
Quantica Managed Futures
0.90 5,000k 1/1/2005
95 HB Capital Management Inc.
Diversified Program
0.96 50k 3/1/2008
94 Endeavour Capital LLP
Endeavour Pembroke
0.98 2,000k 7/1/2007
93 Conquest Capital Group
Conquest Select
1.00 250k 6/1/2004
92 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
1.04 1,000k 5/1/2010
91 Superfund Group
Superfund Green Q-AG
1.04 2k 3/1/1996
90 Mobius Asset Management
Energy Weighted Program
1.05 250k 1/1/2005
89 Seven Capital Management
Seven Absolute Return
1.08 100k 6/1/2009
88 Covenant Capital Management
Original Program
1.14 5,000k 9/1/1999
87 Conquest Capital Group
Conquest Macro
1.18 250k 5/1/1999
86 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.20 0k 11/1/1996
85 Ancile Capital Management
Global Markets Program
1.25 2,000k 4/1/2005
84 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.30 1,000k 9/1/1997
83 Welton Investment Partners
Welton Global
1.32 10,000k 6/1/2004
82 Somers Brothers Capital
Diversified Futures Program #1
1.37 100k 1/1/2005
81 Gladius Asset Management
Fulham Program
1.40 2,000k 1/1/2008
80 Dreiss Research Corporation
Diversified Program
1.41 1,000k 5/1/1991
79 Revolution Capital Management
Alpha Program
1.43 5,000k 6/1/2007
78 Hyman Beck and Company
Global Portfolio
1.44 1,000k 3/1/1991
77 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
1.46 1,000k 9/1/2009
76 Winton Capital Management
Diversified
1.47 50,000k 10/1/1997
75 Hehmeyer Capital Management, LLC
R Best - Intraday Program
1.48 250k 3/1/2010
74 Blackwater Capital Management
Global Program
1.49 5,000k 7/1/2005
72 Cranwood Capital Management
Cranwood International Fund
1.50 250k 4/1/2008
73 Cranwood Capital Management
Fixed Income Arbitrage Fund
1.50 250k 4/1/2008
71 Superfund Group
Superfund Green Master
1.53 2,000k 5/1/2001
70 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.54 1,000k 3/1/1998
69 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
1.56 100k 2/1/2010
68 Spectrum Asset Management LLC
Global Diversified
1.65 2,000k 1/1/2001
67 Crabel Capital Management
WPD Crabel Futures Program
1.68 1,000k 7/1/2008
66 Quantis Asset Management
Intraday Futures
1.69 250k 1/1/2010
65 Lynx Asset Management AB
Lynx Program
1.89 75k 5/1/2000
64 Auctos Capital Management
Auctos Global Diversified
1.89 3,000k 11/1/2007
63 Revolution Capital Management
Alpha Fund
1.91 50k 1/1/2005
62 Acorn Global Investments Inc.
Acorn Diversified Program
2.02 10k 7/1/2005
61 Amplitude Capital International Limited
Klassik Strategy
2.03 1,000k 9/1/2009
60 Crescent Bay Capital Management
Premium Stock Index Program
2.06 10k 10/1/2005
59 IKOS
IKOS Futures Fund
2.08 1,000k 2/1/2010
58 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
2.09 75k 6/1/2007
57 Rho Asset Management
Rho Altius 1XL Program
2.12 5,000k 11/1/2007
56 Global Sigma Group, LLC
Global Sigma Plus
2.13 1,000k 11/1/2009
55 Futures Truth Company, FTC-CTA
200K Options Strategy
2.28 200k 12/1/2009
54 Neural Capital Ltd
Sentinel Trading Program
2.30 2,000k 1/1/2006
53 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
2.44 10,000k 8/1/2009
52 Clarke Capital Management
Global Magnum
2.45 100k 8/1/1997
51 Superfund Group
Superfund Green GCT USD
2.53 15k 1/1/2000
50 Clarke Capital Management
Global Basic
2.57 50k 2/1/1996
49 Estlander & Partners
Alpha Trend
2.62 30,000k 10/1/1991
48 Futures Truth Company, FTC-CTA
MS4
2.70 250k 10/1/2007
47 Mark J. Walsh Company
Standard Program
2.73 2,000k 9/1/1985
46 Superfund Group
Superfund Green Gold L.P. Series B-1
2.81 5k 4/1/2009
45 Amplitude Capital International Limited
Dynamic Strategy
2.82 6/1/2005
44 Trigon Investment Advisors, LLC
Foreign Exchange Program
2.96 5,000k 8/1/2000
43 Superfund Group
Superfund Green Gold L.P. Series A-1
3.08 5k 4/1/2009
42 Clarke Capital Management
Worldwide
3.16 250k 1/1/1996
41 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
3.17 1,000k 10/1/2006
40 Briarwood Capital Management, Inc.
Diversified Trading Program
3.24 3,000k 7/1/2001
39 Tactical Investment Management
Tactical Institutional Commodity Program
3.24 10,000k 4/1/1993
38 Southwest Managed Investments, LLC
Global Diversified
3.32 200k 1/1/2002
37 Mobius Asset Management
Custom Trading Program
3.34 100k 1/1/2002
36 Zoi Capital, LLC
Telio Program (Client)
3.38 200k 4/1/2010
35 M.S. Capital Management
Global Diversified Program
3.63 2,000k 11/1/1998
34 FORT LP
Fort Global Contrarian
3.76 2,000k 10/1/2002
33 Superfund Group
Superfund Green Gold A (SPC)
3.85 5k 10/1/2005
32 Mobius Asset Management
Diversified Program
3.85 250k 3/1/2004
31 Dendrich Ltd
QEP
4.25 50k 12/1/2005
30 AllMountain Capital AG
Mount Denali Global Trends
4.52 160k 7/1/2007
29 Hawksbill Capital Management
Global Diversified
4.53 5,000k 11/1/1988
28 Superfund Group
Superfund Green Gold B (SPC)
4.56 50k 10/1/2005
27 FORT LP
Fort Global Diversified
5.01 2,000k 10/1/1993
26 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
5.02 100k 11/1/1984
25 Kelly Angle Inc.
Genesis Program
5.15 2,000k 4/1/2000
24 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
5.19 100k 8/1/2009
23 Purple Valley Capital, Inc.
Diversified Trend 1
5.21 100k 8/1/2008
22 Alee Capital Management, LLC
Mistral Program
5.26 2,500k 1/1/1999
21 Quantis Asset Management
Ulysses Futures
5.26 1,000k 7/1/2009
20 Alee Capital Management, LLC
Poniente Program
5.33 2,500k 1/1/1999
19 Superfund Group
Superfund Green Gold C (SPC)
5.38 100k 10/1/2005
18 Eckhardt Trading Company
Evolution Strategies
5.53 20,000k 8/1/1991
17 Angle Capital Management LLC
AIP Program
5.63 100k 1/1/2010
16 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.98 200k 11/1/1999
15 Gap Partners LLC
Gap
6.07 250k 11/1/2009
14 Briarwood Capital Management, Inc.
Diversified 2XL
6.19 250k 11/1/2004
13 Arcanum Asset Management
Equity Index Option Program (Prop)
6.33 500k 7/1/2006
12 Eckhardt Trading Company
Evolution Strategies 1.2X
6.41 10,000k 10/1/1991
11 Keck Capital Management LLC
The Keck Program
6.59 2,000k 12/1/2003
10 Romanesco Capital Management B.V
Persistence Program
7.12 5,000k 9/1/2005
9 White Indian Trading Co.
STAIRS - Futures Program (Client)
7.50 250k 10/1/2008
8 Estlander & Partners
Alpha Trend II - Class P
8.14 100k 12/1/2008
7 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
8.93 50k 9/1/2009
6 Non Correlated Capital
Positive Theta Program
8.94 250k 10/1/2007
5 Non Correlated Capital
Positive Theta Fund
9.00 50k 10/1/2007
4 Clarke Capital Management
FX Plus
12.15 1,000k 5/1/2004
3 White Indian Trading Co.
STAIRS (Client)
13.00 250k 5/1/2009
2 Clarke Capital Management
Millennium
16.08 1,000k 1/1/1998
1 Clarke Capital Management
Jupiter
17.27 3,000k 5/1/2005

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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