Systematic Trader Index For September 2010

Monthly Rankings

Rank CTA/Program Sep 2010 Min Inv Inception
218 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-15.73 25k 4/1/2010
217 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-7.45 500k 12/1/2003
216 HB Capital Management Inc.
Diversified Program
-4.68 50k 3/1/2008
215 Gap Partners LLC
Gap
-4.22 250k 11/1/2009
214 Diamond Peak Capital LLC
Northstar (2x) program
-4.12 250k 10/1/2008
213 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-3.60 1,000k 5/1/2010
212 Clarke Capital Management
FX Plus
-3.59 1,000k 5/1/2004
211 Clarke Capital Management
Global Basic
-3.48 50k 2/1/1996
210 Revolution Capital Management
Mosaic Program
-3.43 10,000k 10/1/2006
209 Shield Plus LLC
Shield Plus Natural Gas
-3.42 50k 1/1/2004
208 Conquest Capital Group
Conquest Macro
-3.35 250k 5/1/1999
207 Superfund Group
Superfund Blue SPC Class A (Gold)
-3.06 50k 12/1/2007
206 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.03 100k 5/1/1989
205 Quantum Leap Capital Management
Managed Account Program
-2.98 300k 8/1/2006
204 Kelly Angle Inc.
Genesis Program
-2.93 2,000k 4/1/2000
203 Dominion Capital
Sapphire Program
-2.87 3,000k 5/1/2005
202 FORT LP
Fort Global Diversified
-2.58 2,000k 10/1/1993
201 Northfield Trading
Diversified
-2.57 2,000k 7/1/1989
200 Rivoli Fund Management
Rivoli International Fund (MAP)
-2.49 5,000k 10/1/1996
199 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-2.37 1,000k 5/1/2006
198 Manning & Napier
MN Xenon Managed Futures (2x) Program
-2.18 5,000k 6/1/2006
197 DUNN Capital Management
D'Best Futures Fund, L.P.
-2.14 100k 6/1/1994
196 Manning & Napier
MN Xenon Global Fixed Income Program
-1.75 2,000k 8/1/2004
195 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-1.55 1,000k 10/1/2006
194 Rivoli Fund Management
Rivoli International Fund (V9)
-1.45 5,000k 1/1/2002
193 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.44 100k 11/1/1984
192 Rho Asset Management
Rho Altius 1XL Program
-1.31 5,000k 11/1/2007
191 Conquest Capital Group
Conquest Select
-1.26 250k 6/1/2004
190 Altradis Capital AG
AlphAlgo
-1.18 100k 5/1/2007
189 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.17 10,000k 8/1/2009
188 Revolution Capital Management
Mosaic Institutional Program
-1.04 25,000k 9/1/2009
187 Lynx Asset Management AB
Lynx Program
-1.04 75k 5/1/2000
186 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.92 10,000k 4/1/2003
185 Claughton Capital
Auto-Reactive Positioning
-0.86 1,000k 10/1/2005
184 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.85 1,000k 3/1/1998
183 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.82 250k 10/1/2009
182 Quantica Capital AG
Quantica Managed Futures
-0.80 5,000k 1/1/2005
181 FORT LP
Fort Global Contrarian
-0.74 2,000k 10/1/2002
180 Mobius Asset Management
Diversified Program
-0.50 250k 3/1/2004
179 Crabel Capital Management
WPD Crabel Futures Program
-0.50 1,000k 7/1/2008
178 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.49 10,000k 1/1/2007
177 Ancile Capital Management
Global Markets Program
-0.40 2,000k 4/1/2005
176 Mobius Asset Management
Energy Weighted Program
-0.36 250k 1/1/2005
175 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.35 250k 6/1/2001
174 Endeavour Capital LLP
Endeavour Pembroke
-0.32 2,000k 7/1/2007
173 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.31 5,000k 6/1/2001
172 Estlander & Partners
Alpha Trend II - Class P
-0.30 100k 12/1/2008
171 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.18 10,000k 4/1/2004
170 Neural Capital Ltd
Sentinel Trading Program
-0.16 2,000k 1/1/2006
169 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.14 100k 1/1/1999
168 Pinstripe Trading, LLC
Standard
-0.13 125k 8/1/2009
167 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.07 50k 4/1/2005
166 Angle Capital Management LLC
AIP Program
-0.05 100k 1/1/2010
165 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
164 Zoi Capital, LLC
Telio Program (Client)
0.03 200k 4/1/2010
163 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.05 100k 2/1/2010
162 Estlander & Partners
Alpha Trend
0.08 30,000k 10/1/1991
161 Mondiale Asset Management
Mondiale Trading Program
0.20 0k 9/1/1997
160 Rhicon Currency Management
Rhicon Systematic Currency Program
0.30 3,000k 1/1/2004
159 MERIT Alternative Investments GmbH
Futures Portfolio
0.37 2,000k 6/1/1998
158 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
0.38 750k 1/1/2009
157 Quantitative Investment Management
Quantitative Global Program
0.40 20,000k 10/1/2003
156 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.40 1,000k 9/1/1997
155 ISAM
ISAM Systematic Trend Fund
0.42 1,000k 6/1/2001
154 Robust Methods LLC
Macro Managed Account
0.46 5,000k 1/1/2005
153 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
0.46 50k 9/1/2009
152 Wavefront Global Asset Management
IMFC Global Concentrated
0.47 500k 4/1/2009
151 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.49 10,000k 1/1/2001
150 HiProb Trading Technology LLC
HiProb-I
0.50 5,000k 7/1/2008
149 Quantis Asset Management
Intraday Futures
0.51 250k 1/1/2010
148 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.55 10,000k 1/1/1991
147 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.57 1k 10/1/2006
146 Systematic Alpha Management
Systematic Alpha Futures Program
0.63 100k 6/1/2004
145 Emil van Essen
Spread Trading Program
0.69 5,000k 12/1/2006
144 Futures Truth Company, FTC-CTA
MS4
0.75 250k 10/1/2007
143 Tyche Capital Advisors LLC
TCA Energy Spreads
0.76 100k 8/1/2008
142 White Indian Trading Co.
STAIRS - Futures Program (Client)
0.77 250k 10/1/2008
141 Crabel Capital Management
Crabel Multi-Product
0.79 1,000k 3/1/1998
140 Crescent Bay Capital Management
Premium Stock Index Program
0.80 10k 10/1/2005
139 Alder Capital DAC
Alder Global 10
0.80 2,500k 10/1/2000
138 FRP CAPITAL LLC
FRP125+
0.81 125k 1/1/2010
137 AllMountain Capital AG
Mount Denali Global Trends
0.82 160k 7/1/2007
136 Alder Capital DAC
Alder Global 20
0.90 2,500k 2/1/2001
135 Clarke Capital Management
Global Magnum
0.93 100k 8/1/1997
134 Winton Capital Management
Diversified
0.94 50,000k 10/1/1997
133 Ion Asset Architecture (Fund Program)
Ion Fund
0.95 100k 11/1/2007
132 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.95 400k 1/1/1988
131 Ion Asset Architecture
Ion Fund Program
0.95 10,000k 11/1/2007
130 Esulep LLC MAX
Esulep LLC MAX
0.97 500k 5/1/2008
129 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
1.01 200k 11/1/1999
128 John Locke Investments
Cyril Systematic Program
1.02 8,000k 7/1/2000
127 Amplitude Capital International Limited
Dynamic Strategy
1.06 6/1/2005
126 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
1.06 1,000k 9/1/2009
125 Jaguar Investments Ltd
Vario Capital Strategy
1.09 1,000k 5/1/2016
124 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.10 10,000k 2/1/2008
123 Amplitude Capital International Limited
Klassik Strategy
1.26 1,000k 9/1/2009
122 Quantica Capital AG
Quantica Diversified FX
1.30 5,000k 3/1/2007
121 Eclipse Capital Management
Global Monetary
1.38 5,000k 8/1/1990
120 Diamond Capital Management
Enhanced S&P Program
1.44 100k 10/1/2009
119 Mobius Asset Management
Custom Trading Program
1.44 100k 1/1/2002
118 Witter & Lester, Inc.
Redstone
1.48 500k 9/1/1994
117 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
1.49 4,000k 11/1/2008
116 Cauldron Investments, LLC
Stock Index Plus
1.54 1,000k 10/1/2009
115 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.62 10,000k 3/1/2006
114 Emil van Essen
EvE Systematic Global Opportunities
1.65 1,000k 9/1/2007
113 Seven Capital Management
Seven Absolute Return
1.75 100k 6/1/2009
112 Wavefront Global Asset Management
IMFC Global Investment Program
1.80 2,000k 2/1/2007
111 Pacific Capital Advisors
Vanguard Program
1.82 100k 4/1/2007
110 Quantis Asset Management
Ulysses Futures
1.89 1,000k 7/1/2009
109 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.89 5,000k 6/1/2010
108 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
1.96 25,000k 3/1/2010
107 Transtrend B.V.
DTP – Standard Risk (EUR)
2.01 10,000k 2/1/1999
106 Auspice Capital Advisors Ltd
Auspice Diversified Program
2.10 1,500k 4/1/2006
105 Xplor Capital Management, LLC
Global CTA Program
2.13 1,500k 7/1/2004
104 RAM Management Group
RAM MRTP 1X-Conservative
2.17 1,000k 9/1/1993
103 Romanesco Capital Management B.V
Persistence Program
2.21 5,000k 9/1/2005
102 Hehmeyer Capital Management, LLC
R Best - Intraday Program
2.31 250k 3/1/2010
101 Millburn Corporation
Multi-Markets Program
2.37 25,000k 10/1/2004
100 Estlander & Partners
Freedom
2.38 20,000k 8/1/2010
99 GLOBIVEST LLC
Alpha Program
2.47 50k 4/1/2009
98 Global Sigma Group, LLC
Global Sigma Plus
2.51 1,000k 11/1/2009
97 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
2.73 75k 6/1/2007
96 Briarwood Capital Management, Inc.
Diversified Trading Program
2.76 3,000k 7/1/2001
95 Beach Horizon LLP
Managed Account
2.77 5,000k 5/1/2005
94 Keck Capital Management LLC
The Keck Program
2.78 2,000k 12/1/2003
93 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.82 100k 1/1/2000
92 Trigon Investment Advisors, LLC
Foreign Exchange Program
2.83 5,000k 8/1/2000
91 White Indian Trading Co.
STAIRS (Client)
2.92 250k 5/1/2009
90 Acorn Global Investments Inc.
Acorn Diversified Program
2.93 10k 7/1/2005
89 Paskewitz Asset Management LLC
Multi-strategy Futures Program
3.06 3,000k 5/1/2010
88 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.10 0k 11/1/1996
87 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
3.16 500k 1/1/2006
86 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.34 10,000k 8/1/1999
85 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.43 1,000k 3/1/2003
84 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
3.44 100k 8/1/2009
83 Parizek Capital
Currency Program
3.51 1,000k 4/1/2006
82 Quality Capital Management
Global Diversified Programme
3.57 10,000k 12/1/1995
81 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.59 10,000k 1/1/1995
80 Revolution Capital Management
Alpha Program
3.68 5,000k 6/1/2007
79 Saxon Investment Corporation
Diversified Program
3.69 3,000k 9/1/1988
78 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.73 10,000k 8/1/2004
77 Superfund Group
Superfund Green Q-AG
3.74 2k 3/1/1996
76 Metolius Capital LLC
Metolius Diversified
3.80 100k 6/1/2010
75 Molinero Capital Management LLP
Global Markets Program
3.80 2,000k 7/1/2005
74 Welton Investment Partners
Welton Global
3.86 10,000k 6/1/2004
73 Millburn Corporation
Diversified Program
3.91 20,000k 2/1/1977
72 Estlander & Partners
Global Markets
4.06 10,000k 8/1/1999
71 Drury Capital
Diversified Trend-Following Program
4.19 5,000k 5/1/1997
70 IKOS
The IKOS Hedge Fund
4.21 10,000k 7/1/1998
69 IDS Capital
IDS F&F Systematic Trading
4.23 50k 7/1/2013
68 Clarke Capital Management
Worldwide
4.23 250k 1/1/1996
67 Revolution Capital Management
Alpha Fund
4.32 50k 1/1/2005
66 Arcanum Asset Management
Equity Index Option Program (Prop)
4.33 500k 7/1/2006
65 Millburn Corporation
Commodity Program
4.55 25,000k 3/1/2005
64 Superfund Group
Superfund Green L.P. Series A
4.55 5k 10/1/2002
62 Cranwood Capital Management
Cranwood International Fund
4.55 250k 4/1/2008
63 Cranwood Capital Management
Fixed Income Arbitrage Fund
4.55 250k 4/1/2008
61 Abraham Trading Company
Diversified Program
4.56 10,000k 1/1/1988
60 Spectrum Asset Management LLC
Global Diversified
4.74 2,000k 1/1/2001
59 Auctos Capital Management
Auctos Global Diversified
4.83 3,000k 11/1/2007
58 M.S. Capital Management
Global Diversified Program
4.97 2,000k 11/1/1998
57 Eckhardt Trading Company
Evolution Strategies
5.09 20,000k 8/1/1991
56 Briarwood Capital Management, Inc.
Diversified 2XL
5.12 250k 11/1/2004
55 Futures Truth Company, FTC-CTA
200K Options Strategy
5.25 200k 12/1/2009
54 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
5.36 1,500k 1/1/2009
53 Rabar Market Research
Short-Term Program
5.49 2,000k 11/1/2009
52 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
5.65 100k 1/1/2005
51 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
5.83 10,000k 8/1/2009
50 Eckhardt Trading Company
Evolution Strategies 1.2X
5.97 10,000k 10/1/1991
49 Red Rock Capital, LLC
Systematic Global Macro
6.10 500k 9/1/2003
48 EMC Capital Advisors, LLC
Classic
6.20 5,000k 1/1/1985
47 Saxon Investment Corporation
Aggressive Diversified Program
6.27 2,000k 11/1/1993
46 Covenant Capital Management
Original Program
6.38 5,000k 9/1/1999
45 John Locke Investments
JL Commodity Long Flat Program
6.50 5,000k 12/1/2007
44 Quantis Asset Management
PFM Systematic
6.87 15k 5/1/2010
43 RAM Management Group
MRTP Aggressive
6.91 1,000k 2/1/1998
42 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
6.95 500k 4/1/2009
41 Hyman Beck and Company
Global Portfolio
7.11 1,000k 3/1/1991
40 IKOS
IKOS Futures Fund
7.19 1,000k 2/1/2010
39 Superfund Group
Superfund Green GCT USD
7.21 15k 1/1/2000
38 Superfund Group
Superfund Green L.P. Series B
7.44 5k 10/1/2002
37 ALFAKRAFT
ALFA Commodity Fund
7.91 16k 6/1/2010
36 Estlander & Partners
Global XL
8.34 5,000k 8/1/1991
35 Gladius Asset Management
Fulham Program
8.37 2,000k 1/1/2008
34 Chesapeake Capital
Diversified (LV)
8.80 100k 2/1/1988
33 Hawksbill Capital Management
Global Diversified
8.94 5,000k 11/1/1988
32 Superfund Group
Superfund Green Gold A (SPC)
9.01 5k 10/1/2005
31 Dendrich Ltd
QEP
9.11 50k 12/1/2005
30 IKOS
IKOS FX Fund
9.20 1,000k 3/1/2008
29 Rabar Market Research
Diversified Program
9.29 2,000k 1/1/1989
28 Clarke Capital Management
Jupiter
9.40 3,000k 5/1/2005
27 Blackwater Capital Management
Global Program
9.73 5,000k 7/1/2005
26 Superfund Group
Superfund Green Gold L.P. Series A-1
9.83 5k 4/1/2009
25 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
10.12 5,000k 11/1/2012
24 Future Trade AG
Thales Swing Trading Programme
10.21 250k 6/1/2007
23 Commodity Strategies AG
CSAG Active Long Short Commodity Program
10.28 5,000k 10/1/2007
22 Alee Capital Management, LLC
Poniente Program
10.31 2,500k 1/1/1999
21 Somers Brothers Capital
Diversified Futures Program #1
10.53 100k 1/1/2005
20 Covenant Capital Management
Aggressive Program
10.54 3,000k 2/1/2004
19 Robinson-Langley Capital Management, LLC
Managed Account Program
10.74 200k 1/1/2007
18 Mark J. Walsh Company
Standard Program
10.76 2,000k 9/1/1985
17 Superfund Group
Superfund Green Gold B (SPC)
11.22 50k 10/1/2005
16 Parizek Capital
Futures Trading Program
11.39 500k 4/1/2000
15 Superfund Group
Superfund Green Gold L.P. Series B-1
11.47 5k 4/1/2009
14 Non Correlated Capital
Positive Theta Fund
11.81 50k 10/1/2007
13 Non Correlated Capital
Positive Theta Program
12.27 250k 10/1/2007
12 Superfund Group
Superfund Green Master
12.41 2,000k 5/1/2001
11 Alee Capital Management, LLC
Mistral Program
12.87 2,500k 1/1/1999
10 QQFund.com
Investment Program 1
12.93 300k 9/1/2008
9 Clarke Capital Management
Millennium
13.38 1,000k 1/1/1998
8 Dreiss Research Corporation
Diversified Program
13.72 1,000k 5/1/1991
7 Heyden & Steindl GmbH
TOMAC2
13.87 5,000k 3/1/2003
6 Superfund Group
Superfund Green Gold C (SPC)
13.89 100k 10/1/2005
5 Southwest Managed Investments, LLC
Global Diversified
14.82 200k 1/1/2002
4 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
15.80 250k 10/1/2009
3 Mulvaney Capital Management
The Mulvaney Global Markets Program
16.46 100k 5/1/1999
2 Tactical Investment Management
Tactical Institutional Commodity Program
19.98 10,000k 4/1/1993
1 Purple Valley Capital, Inc.
Diversified Trend 1
32.45 100k 8/1/2008

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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