Systematic Trader Index For January 2011

Monthly Rankings

Rank CTA/Program Jan 2011 Min Inv Inception
229 RAM Management Group
MRTP Aggressive
-13.94 1,000k 2/1/1998
228 Superfund Group
Superfund Green Gold C (SPC)
-13.16 100k 10/1/2005
227 Superfund Group
Superfund Green Gold B (SPC)
-11.51 50k 10/1/2005
226 Superfund Group
Superfund Green Gold L.P. Series B-1
-11.22 5k 4/1/2009
225 Superfund Group
Superfund Green Gold A (SPC)
-9.84 5k 10/1/2005
224 Superfund Group
Superfund Green Gold L.P. Series A-1
-9.66 5k 4/1/2009
223 Alee Capital Management, LLC
Poniente Program
-9.26 2,500k 1/1/1999
222 Conquest Capital Group
Conquest Macro
-9.00 250k 5/1/1999
221 ROW Asset Managment
Row Currency Program
-8.94 1,000k 11/1/2010
220 Superfund Group
Superfund Blue SPC Class A (Gold)
-8.67 50k 12/1/2007
219 Clarke Capital Management
Worldwide
-8.43 250k 1/1/1996
218 Tactical Investment Management
Tactical Institutional Commodity Program
-8.39 10,000k 4/1/1993
217 Rabar Market Research
Short-Term Program
-6.81 2,000k 11/1/2009
216 Rivoli Fund Management
Rivoli International Fund (MAP)
-6.74 5,000k 10/1/1996
215 Superfund Group
Superfund Green Master
-6.49 2,000k 5/1/2001
214 Romanesco Capital Management B.V
Persistence Program
-6.03 5,000k 9/1/2005
213 Shield Plus LLC
Shield Plus Natural Gas
-5.91 50k 1/1/2004
212 Alee Capital Management, LLC
Mistral Program
-5.84 2,500k 1/1/1999
211 Non Correlated Capital
Positive Theta Fund
-5.57 50k 10/1/2007
210 Superfund Group
Superfund Green GCT USD
-5.28 15k 1/1/2000
209 Superfund Group
Superfund Green L.P. Series B
-5.22 5k 10/1/2002
208 Non Correlated Capital
Positive Theta Program
-5.20 250k 10/1/2007
207 Rho Asset Management
Rho Altius 1XL Program
-5.19 5,000k 11/1/2007
206 Hawksbill Capital Management
Global Diversified
-4.97 5,000k 11/1/1988
205 Rivoli Fund Management
Rivoli International Fund (V9)
-4.77 5,000k 1/1/2002
204 Claughton Capital
Auto-Reactive Positioning
-4.58 1,000k 10/1/2005
203 Quantica Capital AG
Quantica Diversified FX
-4.52 5,000k 3/1/2007
202 RAM Management Group
RAM MRTP 1X-Conservative
-4.47 1,000k 9/1/1993
201 Southwest Managed Investments, LLC
Global Diversified
-4.43 200k 1/1/2002
200 Trigon Investment Advisors, LLC
Foreign Exchange Program
-4.28 5,000k 8/1/2000
199 Superfund Group
Superfund Green L.P. Series A
-4.22 5k 10/1/2002
198 Mobius Asset Management
Custom Trading Program
-4.22 100k 1/1/2002
197 Neural Capital Ltd
Sentinel Trading Program
-4.07 2,000k 1/1/2006
196 FORT LP
Fort Global Contrarian
-3.92 2,000k 10/1/2002
195 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.87 10,000k 10/1/1991
194 NuWave Investment Management, LLC
NuWave Investment Partners LP
-3.86 250k 6/1/2001
193 GLOBIVEST LLC
Alpha Program
-3.79 50k 4/1/2009
192 Superfund Group
Superfund Green Q-AG
-3.78 2k 3/1/1996
191 NuWave Investment Management, LLC
Combined Futures Portfolio
-3.75 5,000k 6/1/2001
190 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-3.71 250k 10/1/2009
189 John Locke Investments
Cyril Systematic Program
-3.71 8,000k 7/1/2000
188 Emil van Essen
EvE Systematic Global Opportunities
-3.60 1,000k 9/1/2007
187 Eckhardt Trading Company
Evolution Strategies
-3.24 20,000k 8/1/1991
186 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-3.21 1,000k 10/1/2006
185 Eclipse Capital Management
Global Monetary
-3.13 5,000k 8/1/1990
184 Alder Capital DAC
Alder Global 20
-3.10 2,500k 2/1/2001
183 Altradis Capital AG
AlphAlgo
-3.07 100k 5/1/2007
182 Quantum Leap Capital Management
Managed Account Program
-2.94 300k 8/1/2006
181 Clarke Capital Management
Global Basic
-2.86 50k 2/1/1996
180 Manning & Napier
MN Xenon Managed Futures (2x) Program
-2.86 5,000k 6/1/2006
179 Rotella Capital Management
Rotella Orion (Short-Term) Program
-2.82 10,000k 3/1/2006
178 Witter & Lester, Inc.
Stock Index Futures Trading Program
-2.81 400k 1/1/1988
177 AllMountain Capital AG
Mount Denali Global Trends
-2.78 160k 7/1/2007
176 FORT LP
Fort Global Diversified
-2.75 2,000k 10/1/1993
175 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-2.49 10,000k 4/1/2004
174 Jaguar Investments Ltd
Vario Capital Strategy
-2.37 1,000k 5/1/2016
173 Briarwood Capital Management, Inc.
Diversified 2XL
-2.33 250k 11/1/2004
172 Estlander & Partners
Alpha Trend II - Class P
-2.32 100k 12/1/2008
171 Estlander & Partners
Global XL
-2.27 5,000k 8/1/1991
170 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-2.26 5,000k 11/1/2012
169 Acorn Global Investments Inc.
Acorn Diversified Program
-2.18 10k 7/1/2005
168 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.12 0k 11/1/1996
167 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.12 10,000k 1/1/1991
166 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-2.12 100k 1/1/2005
165 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-2.09 750k 1/1/2009
164 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-2.07 10,000k 1/1/2001
163 Covenant Capital Management
Aggressive Program
-2.05 3,000k 2/1/2004
162 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-2.04 1,000k 5/1/2010
161 Mondiale Asset Management
Mondiale Trading Program
-2.02 0k 9/1/1997
160 Covenant Capital Management
Original Program
-2.00 5,000k 9/1/1999
159 Clarke Capital Management
FX Plus
-1.95 1,000k 5/1/2004
158 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-1.93 1,000k 5/1/2006
157 Metolius Capital LLC
Metolius Diversified
-1.93 100k 6/1/2010
156 Xplor Capital Management, LLC
Global CTA Program
-1.91 1,500k 7/1/2004
155 Keck Capital Management LLC
The Keck Program
-1.90 2,000k 12/1/2003
154 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.87 100k 1/1/2000
153 Northfield Trading
Diversified
-1.84 2,000k 7/1/1989
152 IDS Capital
IDS F&F Systematic Trading
-1.74 50k 7/1/2013
151 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-1.69 1,500k 1/1/2009
150 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.64 1,000k 3/1/1998
149 Robust Methods LLC
Macro Managed Account
-1.62 5,000k 1/1/2005
148 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.60 10,000k 8/1/2009
147 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-1.59 100k 2/1/2010
146 Future Trade AG
Thales Swing Trading Programme
-1.58 250k 6/1/2007
145 Wavefront Global Asset Management
IMFC Global Concentrated
-1.52 500k 4/1/2009
144 Alder Capital DAC
Alder Global 10
-1.40 2,500k 10/1/2000
143 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-1.32 250k 3/1/2010
142 Millburn Corporation
Diversified Program
-1.28 20,000k 2/1/1977
141 Gladius Asset Management
Fulham Program
-1.23 2,000k 1/1/2008
140 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-1.17 75k 6/1/2007
139 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.17 1k 10/1/2006
138 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-1.13 100k 8/1/2009
137 Estlander & Partners
Global Markets
-1.11 10,000k 8/1/1999
136 Amplitude Capital International Limited
Dynamic Strategy
-1.10 6/1/2005
135 Estlander & Partners
Freedom
-1.10 20,000k 8/1/2010
134 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.08 3,000k 7/1/2001
133 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-1.06 10,000k 2/1/2008
132 Futures Truth Company, FTC-CTA
MS4
-1.04 250k 10/1/2007
131 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-0.96 1,000k 9/1/2009
130 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.94 10,000k 8/1/1999
129 Conquest Capital Group
Conquest Select
-0.94 250k 6/1/2004
128 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.93 10,000k 8/1/2004
127 Quantis Asset Management
Intraday Futures
-0.90 250k 1/1/2010
126 Clarke Capital Management
Global Magnum
-0.87 100k 8/1/1997
125 Manning & Napier
MN Xenon Global Fixed Income Program
-0.86 2,000k 8/1/2004
124 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.77 10,000k 1/1/1995
123 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.72 10,000k 2/1/1999
122 Purple Valley Capital, Inc.
Diversified Trend 1
-0.68 100k 8/1/2008
121 Amplitude Capital International Limited
Klassik Strategy
-0.67 1,000k 9/1/2009
120 Molinero Capital Management LLP
Global Markets Program
-0.65 2,000k 7/1/2005
119 Lynx Asset Management AB
Lynx Program
-0.60 75k 5/1/2000
118 Mark J. Walsh Company
Standard Program
-0.58 2,000k 9/1/1985
117 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-0.56 50k 9/1/2009
116 Parizek Capital
Currency Program
-0.56 1,000k 4/1/2006
115 Quality Capital Management
Global Diversified Programme
-0.52 10,000k 12/1/1995
114 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.46 10,000k 4/1/2003
113 Witter & Lester, Inc.
Redstone
-0.44 500k 9/1/1994
112 Estlander & Partners
Alpha Trend
-0.39 30,000k 10/1/1991
111 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.37 100k 1/1/1999
110 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-0.31 500k 1/1/2006
109 Millburn Corporation
Multi-Markets Program
-0.30 25,000k 10/1/2004
108 Dominion Capital
Sapphire Program
-0.28 3,000k 5/1/2005
107 Wavefront Global Asset Management
IMFC Global Investment Program
-0.21 2,000k 2/1/2007
106 Gap Partners LLC
Gap
-0.17 250k 11/1/2009
105 White Indian Trading Co.
STAIRS (Client)
-0.15 250k 5/1/2009
104 ALFAKRAFT
ALFA Commodity Fund
-0.11 16k 6/1/2010
103 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-0.11 500k 4/1/2009
102 Hyman Beck and Company
Global Portfolio
-0.10 1,000k 3/1/1991
101 White Indian Trading Co.
STAIRS - Futures Program (Client)
-0.09 250k 10/1/2008
100 Seven Capital Management
Seven Absolute Return
-0.08 100k 6/1/2009
99 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.07 50k 4/1/2005
98 Pacific Capital Advisors
Vanguard Program
-0.05 100k 4/1/2007
97 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.03 3,000k 5/1/2010
96 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.02 1,000k 9/1/1997
88 Wraith Capital LLP
Wraith Dynamic Futures Fund
0.00 100k 1/1/2011
89 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
90 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
0.00 150k 1/1/2011
91 Vantage Capital Management
VCM Growth Program
0.00 100k 1/1/2011
92 Blake Capital Management, Inc.
SRD Short Equities
0.00 100k 1/1/2011
93 Soaring Pelican, LLC
Diversified S&P Program
0.00 100k 1/1/2011
94 Melissinos Trading
Eupatrid Program
0.00 50k 1/1/2011
95 Quantica Capital AG
Quantica Managed Futures
0.00 5,000k 1/1/2005
87 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.04 1,000k 3/1/2003
86 Esulep LLC MAX
Esulep LLC MAX
0.04 500k 5/1/2008
85 Winton Capital Management
Diversified
0.08 50,000k 10/1/1997
84 Spectrum Asset Management LLC
Global Diversified
0.32 2,000k 1/1/2001
83 Quantitative Investment Management
Quantitative Global Program
0.33 20,000k 10/1/2003
82 QMS Capital Management LP
QMS Diversified Global Macro Strategy
0.34 5,000k 6/1/2010
81 Clarke Capital Management
Jupiter
0.39 3,000k 5/1/2005
80 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.41 10,000k 1/1/2007
79 Rhicon Currency Management
Rhicon Systematic Currency Program
0.53 3,000k 1/1/2004
78 Systematic Alpha Management
Systematic Alpha Futures Program
0.62 100k 6/1/2004
77 Ion Asset Architecture (Fund Program)
Ion Fund
0.70 100k 11/1/2007
76 Clarke Capital Management
Millennium
0.70 1,000k 1/1/1998
75 EMC Capital Advisors, LLC
Classic
0.70 5,000k 1/1/1985
74 Ion Asset Architecture
Ion Fund Program
0.70 10,000k 11/1/2007
73 Rabar Market Research
Diversified Program
0.73 2,000k 1/1/1989
72 Mobius Asset Management
Energy Weighted Program
0.73 250k 1/1/2005
71 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
0.74 25,000k 3/1/2010
70 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.81 250k 10/1/2009
69 Somers Brothers Capital
Diversified Futures Program #1
0.84 100k 1/1/2005
68 Beach Horizon LLP
Managed Account
0.94 5,000k 5/1/2005
67 MERIT Alternative Investments GmbH
Futures Portfolio
0.99 2,000k 6/1/1998
66 Auctos Capital Management
Auctos Global Diversified
1.06 3,000k 11/1/2007
65 Mobius Asset Management
Diversified Program
1.13 250k 3/1/2004
64 Ancile Capital Management
Global Markets Program
1.35 2,000k 4/1/2005
63 Diamond Capital Management
Enhanced S&P Program
1.43 100k 10/1/2009
62 IKOS
The IKOS Hedge Fund
1.46 10,000k 7/1/1998
61 Cauldron Investments, LLC
Stock Index Plus
1.46 1,000k 10/1/2009
60 Saxon Investment Corporation
Diversified Program
1.48 3,000k 9/1/1988
59 Global Sigma Group, LLC
Global Sigma Plus
1.48 3,000k 11/1/2009
58 Auspice Capital Advisors Ltd
Auspice Diversified Program
1.52 1,500k 4/1/2006
57 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
1.54 500k 12/1/2003
56 Welton Investment Partners
Welton Global
1.55 10,000k 6/1/2004
55 Abraham Trading Company
Diversified Program
1.57 10,000k 1/1/1988
54 Endeavour Capital LLP
Endeavour Pembroke
1.59 2,000k 7/1/2007
53 Chesapeake Capital
Diversified (LV)
1.62 100k 2/1/1988
52 Angle Capital Management LLC
AIP Program
1.68 100k 1/1/2010
51 Quantis Asset Management
Ulysses Futures
1.75 1,000k 7/1/2009
50 Millburn Corporation
Commodity Program
1.78 25,000k 3/1/2005
49 Crabel Capital Management
Crabel Multi-Product
1.80 1,000k 3/1/1998
48 Revolution Capital Management
Mosaic Institutional Program
1.82 25,000k 9/1/2009
47 Red Rock Capital, LLC
Systematic Global Macro
1.89 500k 9/1/2003
46 Robinson-Langley Capital Management, LLC
Managed Account Program
1.97 200k 1/1/2007
45 Pinstripe Trading, LLC
Standard
2.00 125k 8/1/2009
44 Mulvaney Capital Management
The Mulvaney Global Markets Program
2.07 100k 5/1/1999
43 Crescent Bay Capital Management
Premium Stock Index Program
2.10 10k 10/1/2005
42 Commodity Strategies AG
CSAG Active Long Short Commodity Program
2.19 5,000k 10/1/2007
41 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
2.23 5,000k 12/1/2010
40 Blackwater Capital Management
Global Program
2.27 5,000k 7/1/2005
39 HB Capital Management Inc.
Diversified Program
2.47 50k 3/1/2008
38 John Locke Investments
JL Commodity Long Flat Program
2.51 5,000k 12/1/2007
37 Dendrich Ltd
QEP
2.51 50k 12/1/2005
36 Saxon Investment Corporation
Aggressive Diversified Program
2.57 2,000k 11/1/1993
35 Tyche Capital Advisors LLC
TCA Energy Spreads
2.60 100k 8/1/2008
34 ISAM
ISAM Systematic Trend Fund
2.78 1,000k 6/1/2001
33 Quantis Asset Management
PFM Systematic
2.81 15k 5/1/2010
32 IKOS
IKOS FX Fund
2.91 1,000k 3/1/2008
31 Heyden & Steindl GmbH
TOMAC2
3.02 5,000k 3/1/2003
30 Revolution Capital Management
Alpha Program
3.06 5,000k 6/1/2007
29 Diamond Peak Capital LLC
Northstar (2x) program
3.07 250k 10/1/2008
28 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
3.10 10,000k 8/1/2009
27 Revolution Capital Management
Alpha Fund
3.15 50k 1/1/2005
26 FCI Capital Management
TSFX1
3.16 20k 11/1/2010
25 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
3.31 100k 10/1/2010
24 IKOS
IKOS Futures Fund
3.37 1,000k 2/1/2010
23 M.S. Capital Management
Global Diversified Program
3.40 2,000k 11/1/1998
22 Drury Capital
Diversified Trend-Following Program
3.49 5,000k 5/1/1997
21 Arcanum Asset Management
Equity Index Option Program (Prop)
3.67 500k 7/1/2006
20 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.69 100k 11/1/1984
18 Cranwood Capital Management
Fixed Income Arbitrage Fund
3.70 250k 4/1/2008
19 Cranwood Capital Management
Cranwood International Fund
3.70 250k 4/1/2008
17 Dreiss Research Corporation
Diversified Program
3.91 1,000k 5/1/1991
16 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
3.96 200k 11/1/1999
15 Kelly Angle Inc.
Genesis Program
4.00 2,000k 4/1/2000
14 HiProb Trading Technology LLC
HiProb-I
4.20 5,000k 7/1/2008
13 DUNN Capital Management
D'Best Futures Fund, L.P.
4.37 100k 6/1/1994
12 Crabel Capital Management
WPD Crabel Futures Program
5.05 1,000k 7/1/2008
11 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
5.07 25k 4/1/2010
10 Parizek Capital
Futures Trading Program
5.22 500k 4/1/2000
9 Revolution Capital Management
Mosaic Program
5.44 10,000k 10/1/2006
8 Futures Truth Company, FTC-CTA
200K Options Strategy
5.75 200k 12/1/2009
7 DUNN Capital Management
DUNN Combined Fund (DCF)
5.81 100k 5/1/1989
6 FRP CAPITAL LLC
FRP125+
6.26 125k 1/1/2010
5 QQFund.com
Investment Program 1
6.92 300k 9/1/2008
4 Zoi Capital, LLC
Telio Program (Client)
7.97 200k 4/1/2010
3 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
10.48 4,000k 11/1/2008
2 Emil van Essen
Spread Trading Program
14.70 5,000k 12/1/2006
1 Global Vista Advisors, LLC
Global Vista Options ("GVO")
14.72 50k 10/1/2010

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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