Systematic Trader Index For July 2010

Monthly Rankings

Rank CTA/Program Jul 2010 Min Inv Inception
217 Purple Valley Capital, Inc.
Diversified Trend 1
-16.18 100k 8/1/2008
216 Arcanum Asset Management
Equity Index Option Program (Prop)
-14.83 500k 7/1/2006
215 Superfund Group
Superfund Blue SPC Class A (Gold)
-12.91 50k 12/1/2007
214 Mulvaney Capital Management
The Mulvaney Global Markets Program
-12.03 100k 5/1/1999
213 Superfund Group
Superfund Green Gold L.P. Series B-1
-10.98 5k 4/1/2009
212 Heyden & Steindl GmbH
TOMAC2
-9.96 5,000k 3/1/2003
211 Conquest Capital Group
Conquest Macro
-9.09 250k 5/1/1999
210 Hyman Beck and Company
Global Portfolio
-8.85 1,000k 3/1/1991
209 Superfund Group
Superfund Green Gold L.P. Series A-1
-8.60 5k 4/1/2009
208 Amplitude Capital International Limited
Klassik Strategy
-8.39 1,000k 9/1/2009
207 Superfund Group
Superfund Green Gold C (SPC)
-8.14 100k 10/1/2005
206 Superfund Group
Superfund Green Gold B (SPC)
-7.51 50k 10/1/2005
205 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.06 100k 5/1/1989
204 Superfund Group
Superfund Green Gold A (SPC)
-6.99 5k 10/1/2005
203 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-6.75 1,000k 9/1/2009
202 Robinson-Langley Capital Management, LLC
Managed Account Program
-6.61 200k 1/1/2007
201 Dreiss Research Corporation
Diversified Program
-6.46 1,000k 5/1/1991
200 Revolution Capital Management
Mosaic Program
-6.46 10,000k 10/1/2006
199 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-6.26 0k 11/1/1996
198 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-6.24 100k 1/1/2000
197 Alee Capital Management, LLC
Mistral Program
-5.76 2,500k 1/1/1999
196 Drury Capital
Diversified Trend-Following Program
-4.88 5,000k 5/1/1997
195 Blackwater Capital Management
Global Program
-4.85 5,000k 7/1/2005
194 Beach Horizon LLP
Managed Account
-4.76 5,000k 5/1/2005
193 HB Capital Management Inc.
Diversified Program
-4.67 50k 3/1/2008
192 Clarke Capital Management
Global Basic
-4.62 50k 2/1/1996
191 IDS Capital
IDS F&F Systematic Trading
-4.43 50k 7/1/2013
190 Conquest Capital Group
Conquest Select
-4.41 250k 6/1/2004
189 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.39 100k 11/1/1984
188 Neural Capital Ltd
Sentinel Trading Program
-4.37 2,000k 1/1/2006
187 Rotella Capital Management
Rotella Polaris Program (Diversified)
-3.90 10,000k 1/1/1991
186 Wavefront Global Asset Management
IMFC Global Investment Program
-3.88 2,000k 2/1/2007
185 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.76 100k 6/1/1994
184 Superfund Group
Superfund Green L.P. Series B
-3.74 5k 10/1/2002
183 Rho Asset Management
Rho Altius 1XL Program
-3.57 5,000k 11/1/2007
182 ISAM
ISAM Systematic Trend Fund
-3.49 1,000k 6/1/2001
181 Superfund Group
Superfund Green Master
-3.41 2,000k 5/1/2001
180 Eclipse Capital Management
Global Monetary
-3.40 5,000k 8/1/1990
179 Shield Plus LLC
Shield Plus Natural Gas
-3.27 50k 1/1/2004
178 Superfund Group
Superfund Green GCT USD
-3.20 15k 1/1/2000
177 Manning & Napier
MN Xenon Managed Futures (2x) Program
-3.16 5,000k 6/1/2006
176 Lynx Asset Management AB
Lynx Program
-3.04 75k 5/1/2000
175 Mobius Asset Management
Custom Trading Program
-2.99 100k 1/1/2002
174 Altradis Capital AG
AlphAlgo
-2.94 100k 5/1/2007
173 Covenant Capital Management
Original Program
-2.94 5,000k 9/1/1999
172 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-2.92 75k 6/1/2007
171 Red Rock Capital, LLC
Systematic Global Macro
-2.89 500k 9/1/2003
170 Millburn Corporation
Commodity Program
-2.87 25,000k 3/1/2005
169 Millburn Corporation
Multi-Markets Program
-2.85 25,000k 10/1/2004
168 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-2.84 750k 1/1/2009
167 Winton Capital Management
Diversified
-2.78 50,000k 10/1/1997
166 Pacific Capital Advisors
Vanguard Program
-2.72 100k 4/1/2007
165 M.S. Capital Management
Global Diversified Program
-2.70 2,000k 11/1/1998
164 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-2.70 1,000k 10/1/2006
163 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.66 5,000k 6/1/2001
162 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.66 250k 6/1/2001
161 Superfund Group
Superfund Green L.P. Series A
-2.55 5k 10/1/2002
160 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.37 10,000k 10/1/1991
159 Superfund Group
Superfund Green Q-AG
-2.29 2k 3/1/1996
158 Estlander & Partners
Alpha Trend II - Class P
-2.27 100k 12/1/2008
157 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-2.14 5,000k 10/1/2007
156 Amplitude Capital International Limited
Dynamic Strategy
-2.14 6/1/2005
155 Emil van Essen
EvE Systematic Global Opportunities
-2.14 1,000k 9/1/2007
154 Revolution Capital Management
Mosaic Institutional Program
-2.13 25,000k 9/1/2009
153 Mobius Asset Management
Diversified Program
-1.98 250k 3/1/2004
152 Kinkopf Capital Management
KCM S&P (Proprietary)
-1.97 100k 1/1/1999
151 Abraham Trading Company
Diversified Program
-1.92 10,000k 1/1/1988
150 Claughton Capital
Auto-Reactive Positioning
-1.92 1,000k 10/1/2005
149 Quantica Capital AG
Quantica Diversified FX
-1.90 5,000k 3/1/2007
148 Eckhardt Trading Company
Evolution Strategies
-1.87 20,000k 8/1/1991
147 Somers Brothers Capital
Diversified Futures Program #1
-1.68 100k 1/1/2005
146 MERIT Alternative Investments GmbH
Futures Portfolio
-1.60 2,000k 6/1/1998
145 Mobius Asset Management
Energy Weighted Program
-1.56 250k 1/1/2005
144 Chesapeake Capital
Diversified (LV)
-1.54 100k 2/1/1988
143 Wavefront Global Asset Management
IMFC Global Concentrated
-1.45 500k 4/1/2009
142 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.45 1,000k 3/1/1998
141 AllMountain Capital AG
Mount Denali Global Trends
-1.41 160k 7/1/2007
140 John Locke Investments
Cyril Systematic Program
-1.35 8,000k 7/1/2000
139 Superfund Group
Superfund Blue SPC Class A (EUR)
-1.30 50k 4/1/2005
138 Quantum Leap Capital Management
Managed Account Program
-1.27 300k 8/1/2006
137 Acorn Global Investments Inc.
Acorn Diversified Program
-1.25 10k 7/1/2005
136 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-1.21 10,000k 4/1/2004
135 Alee Capital Management, LLC
Poniente Program
-1.19 2,500k 1/1/1999
134 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-1.14 100k 1/1/2005
133 Quantica Capital AG
Quantica Managed Futures
-1.10 5,000k 1/1/2005
132 Endeavour Capital LLP
Endeavour Pembroke
-1.08 2,000k 7/1/2007
131 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.02 1,500k 4/1/2006
130 Keck Capital Management LLC
The Keck Program
-0.94 2,000k 12/1/2003
128 Cranwood Capital Management
Cranwood International Fund
-0.90 250k 4/1/2008
129 Cranwood Capital Management
Fixed Income Arbitrage Fund
-0.90 250k 4/1/2008
127 Estlander & Partners
Alpha Trend
-0.89 30,000k 10/1/1991
126 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-0.88 10,000k 8/1/2009
125 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.87 1,000k 3/1/2003
124 Ancile Capital Management
Global Markets Program
-0.86 2,000k 4/1/2005
123 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.86 10,000k 1/1/1995
122 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.86 10,000k 8/1/1999
121 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-0.86 50k 9/1/2009
120 Jaguar Investments Ltd
Vario Capital Strategy
-0.81 1,000k 5/1/2016
119 HiProb Trading Technology LLC
HiProb-I
-0.80 5,000k 7/1/2008
118 Quantitative Investment Management
Quantitative Global Program
-0.77 20,000k 10/1/2003
117 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.74 10,000k 8/1/2004
116 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-0.72 25k 4/1/2010
115 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.65 10,000k 2/1/1999
114 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.62 100k 2/1/2010
113 EMC Capital Advisors, LLC
Classic
-0.60 5,000k 1/1/1985
112 Tactical Investment Management
Tactical Institutional Commodity Program
-0.54 10,000k 4/1/1993
111 Millburn Corporation
Diversified Program
-0.52 20,000k 2/1/1977
110 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.39 1k 10/1/2006
109 Clarke Capital Management
Global Magnum
-0.39 100k 8/1/1997
108 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-0.37 1,000k 5/1/2010
107 Covenant Capital Management
Aggressive Program
-0.34 3,000k 2/1/2004
106 Clarke Capital Management
Jupiter
-0.31 3,000k 5/1/2005
105 Rhicon Currency Management
Rhicon Systematic Currency Program
-0.23 3,000k 1/1/2004
104 Estlander & Partners
Global XL
-0.20 5,000k 8/1/1991
103 Robust Methods LLC
Macro Managed Account
-0.18 5,000k 1/1/2005
102 Estlander & Partners
Global Markets
-0.09 10,000k 8/1/1999
101 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.07 10,000k 1/1/2007
100 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
99 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.03 10,000k 2/1/2008
98 Manning & Napier
MN Xenon Global Fixed Income Program
0.05 2,000k 8/1/2004
97 Saxon Investment Corporation
Diversified Program
0.10 3,000k 9/1/1988
96 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.12 10,000k 4/1/2003
95 Southwest Managed Investments, LLC
Global Diversified
0.12 200k 1/1/2002
94 Spectrum Asset Management LLC
Global Diversified
0.20 2,000k 1/1/2001
93 Futures Truth Company, FTC-CTA
MS4
0.22 250k 10/1/2007
92 Northfield Trading
Diversified
0.24 2,000k 7/1/1989
91 Quantis Asset Management
Ulysses Futures
0.24 1,000k 7/1/2009
90 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.27 10,000k 1/1/2001
89 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.28 5,000k 8/1/2000
88 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.30 1,000k 5/1/2006
87 Diamond Peak Capital LLC
Northstar (2x) program
0.32 250k 10/1/2008
86 Gap Partners LLC
Gap
0.36 250k 11/1/2009
85 Metolius Capital LLC
Metolius Diversified
0.37 100k 6/1/2010
84 Rivoli Fund Management
Rivoli International Fund (V9)
0.39 5,000k 1/1/2002
83 Angle Capital Management LLC
AIP Program
0.43 100k 1/1/2010
82 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.45 250k 3/1/2010
81 Saxon Investment Corporation
Aggressive Diversified Program
0.52 2,000k 11/1/1993
80 Emil van Essen
Spread Trading Program
0.57 5,000k 12/1/2006
79 Briarwood Capital Management, Inc.
Diversified Trading Program
0.58 3,000k 7/1/2001
78 Tyche Capital Advisors LLC
TCA Energy Spreads
0.59 100k 8/1/2008
77 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.61 250k 10/1/2009
76 Xplor Capital Management, LLC
Global CTA Program
0.62 1,500k 7/1/2004
75 Rivoli Fund Management
Rivoli International Fund (MAP)
0.73 5,000k 10/1/1996
74 QMS Capital Management LP
QMS Diversified Global Macro Strategy
0.76 5,000k 6/1/2010
73 Briarwood Capital Management, Inc.
Diversified 2XL
0.86 250k 11/1/2004
72 Alder Capital DAC
Alder Global 10
0.90 2,500k 10/1/2000
71 Pinstripe Trading, LLC
Standard
1.01 125k 8/1/2009
70 IKOS
The IKOS Hedge Fund
1.01 10,000k 7/1/1998
69 Welton Investment Partners
Welton Global
1.07 10,000k 6/1/2004
68 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
1.11 1,500k 1/1/2009
67 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.22 1,000k 9/1/1997
66 Quantis Asset Management
Intraday Futures
1.28 250k 1/1/2010
65 Global Sigma Group, LLC
Global Sigma Plus
1.33 3,000k 11/1/2009
64 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
1.36 100k 8/1/2009
63 Parizek Capital
Futures Trading Program
1.37 500k 4/1/2000
62 Rabar Market Research
Short-Term Program
1.41 2,000k 11/1/2009
61 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
1.47 4,000k 11/1/2008
60 FORT LP
Fort Global Diversified
1.47 2,000k 10/1/1993
59 Esulep LLC MAX
Esulep LLC MAX
1.53 500k 5/1/2008
58 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.59 10,000k 8/1/2009
57 Clarke Capital Management
FX Plus
1.64 1,000k 5/1/2004
56 Molinero Capital Management LLP
Global Markets Program
1.65 2,000k 7/1/2005
55 Alder Capital DAC
Alder Global 20
1.70 2,500k 2/1/2001
54 Crabel Capital Management
Crabel Multi-Product
1.76 1,000k 3/1/1998
53 Kelly Angle Inc.
Genesis Program
1.80 2,000k 4/1/2000
52 Revolution Capital Management
Alpha Program
1.83 5,000k 6/1/2007
51 Quality Capital Management
Global Diversified Programme
1.90 10,000k 12/1/1995
50 Seven Capital Management
Seven Absolute Return
1.90 100k 6/1/2009
49 Parizek Capital
Currency Program
1.92 1,000k 4/1/2006
48 Witter & Lester, Inc.
Redstone
1.93 500k 9/1/1994
47 Systematic Alpha Management
Systematic Alpha Futures Program
1.95 100k 6/1/2004
46 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
1.99 200k 11/1/1999
45 Ion Asset Architecture
Ion Fund Program
2.01 10,000k 11/1/2007
44 Ion Asset Architecture (Fund Program)
Ion Fund
2.01 100k 11/1/2007
43 ALFAKRAFT
ALFA Commodity Fund
2.01 16k 6/1/2010
42 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
2.05 5,000k 11/1/2012
41 Gladius Asset Management
Fulham Program
2.05 2,000k 1/1/2008
40 Romanesco Capital Management B.V
Persistence Program
2.16 5,000k 9/1/2005
39 Revolution Capital Management
Alpha Fund
2.19 50k 1/1/2005
38 Paskewitz Asset Management LLC
Multi-strategy Futures Program
2.30 3,000k 5/1/2010
37 FORT LP
Fort Global Contrarian
2.34 2,000k 10/1/2002
36 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
2.36 25,000k 3/1/2010
35 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.37 400k 1/1/1988
34 Quantis Asset Management
PFM Systematic
2.37 15k 5/1/2010
33 Mark J. Walsh Company
Standard Program
2.38 2,000k 9/1/1985
32 Auctos Capital Management
Auctos Global Diversified
2.41 3,000k 11/1/2007
31 John Locke Investments
JL Commodity Long Flat Program
2.50 5,000k 12/1/2007
30 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
2.51 500k 1/1/2006
29 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.51 10,000k 3/1/2006
28 Clarke Capital Management
Millennium
2.63 1,000k 1/1/1998
27 FRP CAPITAL LLC
FRP125+
2.71 125k 1/1/2010
26 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
2.79 250k 10/1/2009
25 Mondiale Asset Management
Mondiale Trading Program
2.81 0k 9/1/1997
24 Clarke Capital Management
Worldwide
2.86 250k 1/1/1996
23 IKOS
IKOS Futures Fund
2.92 1,000k 2/1/2010
22 GLOBIVEST LLC
Alpha Program
3.16 50k 4/1/2009
21 Crescent Bay Capital Management
Premium Stock Index Program
3.19 10k 10/1/2005
20 RAM Management Group
RAM MRTP 1X-Conservative
4.05 1,000k 9/1/1993
19 Dominion Capital
Sapphire Program
4.11 3,000k 5/1/2005
18 IKOS
IKOS FX Fund
4.27 1,000k 3/1/2008
17 Non Correlated Capital
Positive Theta Fund
4.51 50k 10/1/2007
16 Futures Truth Company, FTC-CTA
200K Options Strategy
4.76 200k 12/1/2009
15 Non Correlated Capital
Positive Theta Program
4.79 250k 10/1/2007
14 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
4.85 500k 4/1/2009
13 Rabar Market Research
Diversified Program
5.47 2,000k 1/1/1989
12 QQFund.com
Investment Program 1
5.61 300k 9/1/2008
11 Hawksbill Capital Management
Global Diversified
5.68 5,000k 11/1/1988
10 Diamond Capital Management
Enhanced S&P Program
5.77 100k 10/1/2009
9 Cauldron Investments, LLC
Stock Index Plus
5.84 1,000k 10/1/2009
8 Crabel Capital Management
WPD Crabel Futures Program
6.10 1,000k 7/1/2008
7 Zoi Capital, LLC
Telio Program (Client)
7.22 200k 4/1/2010
6 White Indian Trading Co.
STAIRS (Client)
9.03 250k 5/1/2009
5 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
10.13 500k 12/1/2003
4 Future Trade AG
Thales Swing Trading Programme
10.91 250k 6/1/2007
3 White Indian Trading Co.
STAIRS - Futures Program (Client)
11.12 250k 10/1/2008
2 Dendrich Ltd
QEP
11.50 50k 12/1/2005
1 RAM Management Group
MRTP Aggressive
12.79 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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