Systematic Trader Index For August 2010

Monthly Rankings

Rank CTA/Program Aug 2010 Min Inv Inception
218 QQFund.com
Investment Program 1
-17.93 300k 9/1/2008
217 Heyden & Steindl GmbH
TOMAC2
-8.38 5,000k 3/1/2003
216 Shield Plus LLC
Shield Plus Natural Gas
-6.52 50k 1/1/2004
215 White Indian Trading Co.
STAIRS (Client)
-5.89 250k 5/1/2009
214 Rhicon Currency Management
Rhicon Systematic Currency Program
-5.41 3,000k 1/1/2004
213 White Indian Trading Co.
STAIRS - Futures Program (Client)
-5.22 250k 10/1/2008
212 Non Correlated Capital
Positive Theta Fund
-5.13 50k 10/1/2007
211 Tactical Investment Management
Tactical Institutional Commodity Program
-3.65 10,000k 4/1/1993
210 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-3.53 4,000k 11/1/2008
209 Non Correlated Capital
Positive Theta Program
-3.39 250k 10/1/2007
208 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.10 400k 1/1/1988
207 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.76 100k 1/1/2000
206 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-2.71 750k 1/1/2009
205 Gladius Asset Management
Fulham Program
-2.46 2,000k 1/1/2008
204 IKOS
IKOS FX Fund
-2.08 1,000k 3/1/2008
203 Southwest Managed Investments, LLC
Global Diversified
-1.86 200k 1/1/2002
202 Purple Valley Capital, Inc.
Diversified Trend 1
-1.83 100k 8/1/2008
201 Dendrich Ltd
QEP
-1.78 50k 12/1/2005
200 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-1.66 10,000k 4/1/2004
199 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.64 10,000k 1/1/2001
198 Parizek Capital
Currency Program
-1.39 1,000k 4/1/2006
197 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-1.39 250k 3/1/2010
196 John Locke Investments
JL Commodity Long Flat Program
-1.31 5,000k 12/1/2007
195 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.31 250k 10/1/2009
194 Alder Capital DAC
Alder Global 20
-1.30 2,500k 2/1/2001
193 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.26 5,000k 8/1/2000
192 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.87 10,000k 1/1/2007
191 Jaguar Investments Ltd
Vario Capital Strategy
-0.83 1,000k 5/1/2016
190 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-0.68 10,000k 2/1/2008
189 Alder Capital DAC
Alder Global 10
-0.60 2,500k 10/1/2000
188 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-0.49 1,000k 5/1/2006
187 Millburn Corporation
Commodity Program
-0.48 25,000k 3/1/2005
186 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.42 100k 1/1/1999
185 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-0.40 5,000k 10/1/2007
184 Mondiale Asset Management
Mondiale Trading Program
-0.39 0k 9/1/1997
183 Witter & Lester, Inc.
Redstone
-0.31 500k 9/1/1994
182 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-0.28 500k 12/1/2003
181 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-0.26 500k 4/1/2009
180 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-0.20 500k 1/1/2006
179 Pinstripe Trading, LLC
Standard
-0.13 125k 8/1/2009
178 Robust Methods LLC
Macro Managed Account
-0.11 5,000k 1/1/2005
177 Diamond Capital Management
Enhanced S&P Program
-0.04 100k 10/1/2009
176 Cauldron Investments, LLC
Stock Index Plus
-0.02 1,000k 10/1/2009
173 Quantica Capital AG
Quantica Diversified FX
0.00 5,000k 3/1/2007
174 Estlander & Partners
Freedom
0.00 20,000k 8/1/2010
175 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
172 Blackwater Capital Management
Global Program
0.04 5,000k 7/1/2005
171 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.06 1,000k 9/1/1997
170 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.20 10,000k 4/1/2003
169 Saxon Investment Corporation
Diversified Program
0.24 3,000k 9/1/1988
168 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.25 3,000k 5/1/2010
167 Superfund Group
Superfund Blue SPC Class A (EUR)
0.29 50k 4/1/2005
166 Quantis Asset Management
Intraday Futures
0.36 250k 1/1/2010
165 Futures Truth Company, FTC-CTA
200K Options Strategy
0.38 200k 12/1/2009
164 IKOS
The IKOS Hedge Fund
0.42 10,000k 7/1/1998
163 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.44 10,000k 8/1/2009
162 Gap Partners LLC
Gap
0.58 250k 11/1/2009
161 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
0.63 10,000k 8/1/2009
160 Ion Asset Architecture
Ion Fund Program
0.79 10,000k 11/1/2007
159 Saxon Investment Corporation
Aggressive Diversified Program
0.79 2,000k 11/1/1993
158 Ion Asset Architecture (Fund Program)
Ion Fund
0.79 100k 11/1/2007
157 EMC Capital Advisors, LLC
Classic
0.80 5,000k 1/1/1985
156 Metolius Capital LLC
Metolius Diversified
0.81 100k 6/1/2010
155 Mobius Asset Management
Diversified Program
0.82 250k 3/1/2004
154 Briarwood Capital Management, Inc.
Diversified Trading Program
0.86 3,000k 7/1/2001
153 Esulep LLC MAX
Esulep LLC MAX
0.87 500k 5/1/2008
152 Red Rock Capital, LLC
Systematic Global Macro
0.90 500k 9/1/2003
151 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
0.95 1,500k 1/1/2009
150 Global Sigma Group, LLC
Global Sigma Plus
0.98 3,000k 11/1/2009
149 Dominion Capital
Sapphire Program
1.06 3,000k 5/1/2005
148 RAM Management Group
RAM MRTP 1X-Conservative
1.12 1,000k 9/1/1993
147 Auspice Capital Advisors Ltd
Auspice Diversified Program
1.16 1,500k 4/1/2006
146 Mobius Asset Management
Energy Weighted Program
1.21 250k 1/1/2005
145 Quantis Asset Management
PFM Systematic
1.33 15k 5/1/2010
144 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.37 1k 10/1/2006
143 Quantitative Investment Management
Quantitative Global Program
1.39 20,000k 10/1/2003
142 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.41 1,000k 3/1/2003
141 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
1.46 5,000k 11/1/2012
140 Pacific Capital Advisors
Vanguard Program
1.52 100k 4/1/2007
139 Auctos Capital Management
Auctos Global Diversified
1.54 3,000k 11/1/2007
138 Diamond Peak Capital LLC
Northstar (2x) program
1.56 250k 10/1/2008
137 Manning & Napier
MN Xenon Global Fixed Income Program
1.56 2,000k 8/1/2004
136 Systematic Alpha Management
Systematic Alpha Futures Program
1.58 100k 6/1/2004
135 Estlander & Partners
Global Markets
1.63 10,000k 8/1/1999
134 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
1.65 1,000k 9/1/2009
133 Briarwood Capital Management, Inc.
Diversified 2XL
1.65 250k 11/1/2004
132 GLOBIVEST LLC
Alpha Program
1.67 50k 4/1/2009
131 Amplitude Capital International Limited
Dynamic Strategy
1.69 6/1/2005
130 IKOS
IKOS Futures Fund
1.72 1,000k 2/1/2010
129 Quantis Asset Management
Ulysses Futures
1.72 1,000k 7/1/2009
128 Transtrend B.V.
DTP – Standard Risk (EUR)
1.73 10,000k 2/1/1999
127 Covenant Capital Management
Aggressive Program
1.76 3,000k 2/1/2004
126 FRP CAPITAL LLC
FRP125+
1.79 125k 1/1/2010
125 Amplitude Capital International Limited
Klassik Strategy
1.89 1,000k 9/1/2009
124 Molinero Capital Management LLP
Global Markets Program
1.97 2,000k 7/1/2005
123 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.01 1,000k 3/1/1998
122 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
2.14 100k 2/1/2010
121 Parizek Capital
Futures Trading Program
2.22 500k 4/1/2000
119 Cranwood Capital Management
Cranwood International Fund
2.25 250k 4/1/2008
120 Cranwood Capital Management
Fixed Income Arbitrage Fund
2.25 250k 4/1/2008
118 Altradis Capital AG
AlphAlgo
2.25 100k 5/1/2007
117 Revolution Capital Management
Alpha Fund
2.28 50k 1/1/2005
116 Tyche Capital Advisors LLC
TCA Energy Spreads
2.31 100k 8/1/2008
115 MERIT Alternative Investments GmbH
Futures Portfolio
2.35 2,000k 6/1/1998
114 Robinson-Langley Capital Management, LLC
Managed Account Program
2.38 200k 1/1/2007
113 HB Capital Management Inc.
Diversified Program
2.43 50k 3/1/2008
112 Welton Investment Partners
Welton Global
2.46 10,000k 6/1/2004
111 Revolution Capital Management
Mosaic Institutional Program
2.47 25,000k 9/1/2009
110 IDS Capital
IDS F&F Systematic Trading
2.57 50k 7/1/2013
109 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.63 5,000k 6/1/2010
108 Revolution Capital Management
Alpha Program
2.65 5,000k 6/1/2007
107 Drury Capital
Diversified Trend-Following Program
2.66 5,000k 5/1/1997
106 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.66 10,000k 8/1/2004
105 Estlander & Partners
Alpha Trend
2.68 30,000k 10/1/1991
104 Future Trade AG
Thales Swing Trading Programme
2.74 250k 6/1/2007
103 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.75 10,000k 1/1/1995
102 AllMountain Capital AG
Mount Denali Global Trends
2.78 160k 7/1/2007
101 ALFAKRAFT
ALFA Commodity Fund
2.79 16k 6/1/2010
100 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.85 10,000k 8/1/1999
99 Eclipse Capital Management
Global Monetary
2.90 5,000k 8/1/1990
98 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.97 10,000k 3/1/2006
97 NuWave Investment Management, LLC
Combined Futures Portfolio
2.97 5,000k 6/1/2001
96 NuWave Investment Management, LLC
NuWave Investment Partners LP
3.00 250k 6/1/2001
95 Crescent Bay Capital Management
Premium Stock Index Program
3.01 10k 10/1/2005
94 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.11 10,000k 1/1/1991
93 Crabel Capital Management
Crabel Multi-Product
3.15 1,000k 3/1/1998
92 Ancile Capital Management
Global Markets Program
3.19 2,000k 4/1/2005
91 Estlander & Partners
Global XL
3.27 5,000k 8/1/1991
90 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
3.39 250k 10/1/2009
89 Millburn Corporation
Diversified Program
3.48 20,000k 2/1/1977
88 Chesapeake Capital
Diversified (LV)
3.50 100k 2/1/1988
87 RAM Management Group
MRTP Aggressive
3.51 1,000k 2/1/1998
86 Hyman Beck and Company
Global Portfolio
3.55 1,000k 3/1/1991
85 Futures Truth Company, FTC-CTA
MS4
3.57 250k 10/1/2007
84 Rivoli Fund Management
Rivoli International Fund (V9)
3.58 5,000k 1/1/2002
83 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
3.58 1,000k 10/1/2006
82 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
3.62 1,000k 5/1/2010
81 Eckhardt Trading Company
Evolution Strategies
3.63 20,000k 8/1/1991
80 Abraham Trading Company
Diversified Program
3.70 10,000k 1/1/1988
79 Romanesco Capital Management B.V
Persistence Program
3.71 5,000k 9/1/2005
78 Rabar Market Research
Short-Term Program
3.84 2,000k 11/1/2009
77 Northfield Trading
Diversified
3.90 2,000k 7/1/1989
76 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
3.96 100k 8/1/2009
75 Beach Horizon LLP
Managed Account
4.04 5,000k 5/1/2005
74 Seven Capital Management
Seven Absolute Return
4.08 100k 6/1/2009
73 Superfund Group
Superfund Green Q-AG
4.10 2k 3/1/1996
72 Superfund Group
Superfund Green L.P. Series A
4.15 5k 10/1/2002
71 Mobius Asset Management
Custom Trading Program
4.30 100k 1/1/2002
70 Alee Capital Management, LLC
Poniente Program
4.30 2,500k 1/1/1999
69 Eckhardt Trading Company
Evolution Strategies 1.2X
4.31 10,000k 10/1/1991
68 Emil van Essen
Spread Trading Program
4.40 5,000k 12/1/2006
67 Millburn Corporation
Multi-Markets Program
4.49 25,000k 10/1/2004
66 Endeavour Capital LLP
Endeavour Pembroke
4.49 2,000k 7/1/2007
65 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
4.50 100k 1/1/2005
64 Spectrum Asset Management LLC
Global Diversified
4.57 2,000k 1/1/2001
63 Alee Capital Management, LLC
Mistral Program
4.64 2,500k 1/1/1999
62 Arcanum Asset Management
Equity Index Option Program (Prop)
4.67 500k 7/1/2006
61 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
4.69 75k 6/1/2007
60 Quantica Capital AG
Quantica Managed Futures
4.70 5,000k 1/1/2005
59 Xplor Capital Management, LLC
Global CTA Program
4.76 1,500k 7/1/2004
58 Winton Capital Management
Diversified
4.78 50,000k 10/1/1997
57 Rabar Market Research
Diversified Program
4.87 2,000k 1/1/1989
56 Mark J. Walsh Company
Standard Program
4.92 2,000k 9/1/1985
55 Covenant Capital Management
Original Program
4.97 5,000k 9/1/1999
54 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.13 0k 11/1/1996
53 Quantum Leap Capital Management
Managed Account Program
5.51 300k 8/1/2006
52 Manning & Napier
MN Xenon Managed Futures (2x) Program
5.51 5,000k 6/1/2006
51 Somers Brothers Capital
Diversified Futures Program #1
5.52 100k 1/1/2005
50 John Locke Investments
Cyril Systematic Program
5.54 8,000k 7/1/2000
49 Quality Capital Management
Global Diversified Programme
5.61 10,000k 12/1/1995
48 Acorn Global Investments Inc.
Acorn Diversified Program
5.84 10k 7/1/2005
47 Rivoli Fund Management
Rivoli International Fund (MAP)
5.90 5,000k 10/1/1996
46 Conquest Capital Group
Conquest Select
5.96 250k 6/1/2004
45 Superfund Group
Superfund Green GCT USD
6.21 15k 1/1/2000
44 Superfund Group
Superfund Green L.P. Series B
6.43 5k 10/1/2002
43 Hawksbill Capital Management
Global Diversified
6.52 5,000k 11/1/1988
42 Rho Asset Management
Rho Altius 1XL Program
6.54 5,000k 11/1/2007
41 Emil van Essen
EvE Systematic Global Opportunities
6.75 1,000k 9/1/2007
40 ISAM
ISAM Systematic Trend Fund
6.80 1,000k 6/1/2001
39 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
7.25 50k 9/1/2009
38 Zoi Capital, LLC
Telio Program (Client)
7.28 200k 4/1/2010
37 Revolution Capital Management
Mosaic Program
7.31 10,000k 10/1/2006
36 M.S. Capital Management
Global Diversified Program
7.51 2,000k 11/1/1998
35 Wavefront Global Asset Management
IMFC Global Concentrated
7.59 500k 4/1/2009
34 FORT LP
Fort Global Contrarian
7.92 2,000k 10/1/2002
33 Kelly Angle Inc.
Genesis Program
8.03 2,000k 4/1/2000
32 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
8.19 200k 11/1/1999
31 Claughton Capital
Auto-Reactive Positioning
8.28 1,000k 10/1/2005
30 Neural Capital Ltd
Sentinel Trading Program
8.46 2,000k 1/1/2006
29 Estlander & Partners
Alpha Trend II - Class P
8.47 100k 12/1/2008
28 Angle Capital Management LLC
AIP Program
8.50 100k 1/1/2010
27 Superfund Group
Superfund Green Gold A (SPC)
8.63 5k 10/1/2005
26 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
8.96 25,000k 3/1/2010
25 Superfund Group
Superfund Green Master
9.06 2,000k 5/1/2001
24 Superfund Group
Superfund Blue SPC Class A (Gold)
9.12 50k 12/1/2007
23 Clarke Capital Management
Worldwide
9.15 250k 1/1/1996
22 Keck Capital Management LLC
The Keck Program
9.27 2,000k 12/1/2003
21 Wavefront Global Asset Management
IMFC Global Investment Program
9.37 2,000k 2/1/2007
20 FORT LP
Fort Global Diversified
10.06 2,000k 10/1/1993
19 Conquest Capital Group
Conquest Macro
10.24 250k 5/1/1999
18 Lynx Asset Management AB
Lynx Program
10.38 75k 5/1/2000
17 Superfund Group
Superfund Green Gold B (SPC)
10.45 50k 10/1/2005
16 Superfund Group
Superfund Green Gold L.P. Series A-1
10.47 5k 4/1/2009
15 Dreiss Research Corporation
Diversified Program
11.31 1,000k 5/1/1991
14 Crabel Capital Management
WPD Crabel Futures Program
11.44 1,000k 7/1/2008
13 Superfund Group
Superfund Green Gold C (SPC)
12.30 100k 10/1/2005
12 Superfund Group
Superfund Green Gold L.P. Series B-1
12.36 5k 4/1/2009
11 Mulvaney Capital Management
The Mulvaney Global Markets Program
14.59 100k 5/1/1999
10 Clarke Capital Management
FX Plus
14.73 1,000k 5/1/2004
9 HiProb Trading Technology LLC
HiProb-I
14.90 5,000k 7/1/2008
8 DUNN Capital Management
D'Best Futures Fund, L.P.
15.56 100k 6/1/1994
7 DUNN Capital Management
DUNN Combined Fund (DCF)
15.77 100k 5/1/1989
6 Clarke Capital Management
Global Magnum
16.56 100k 8/1/1997
5 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
16.96 100k 11/1/1984
4 Clarke Capital Management
Millennium
17.27 1,000k 1/1/1998
3 Clarke Capital Management
Jupiter
21.26 3,000k 5/1/2005
2 Clarke Capital Management
Global Basic
24.30 50k 2/1/1996
1 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
26.44 25k 4/1/2010

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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