Systematic Trader Index For February 2011

Monthly Rankings

Rank CTA/Program Feb 2011 Min Inv Inception
231 Future Trade AG
Thales Swing Trading Programme
-12.88 250k 6/1/2007
230 Dendrich Ltd
QEP
-10.89 50k 12/1/2005
229 Revolution Capital Management
Mosaic Program
-8.28 10,000k 10/1/2006
228 Heyden & Steindl GmbH
TOMAC2
-6.36 5,000k 3/1/2003
227 Non Correlated Capital
Positive Theta Fund
-5.58 50k 10/1/2007
226 NuWave Investment Management, LLC
NuWave Investment Partners LP
-5.32 250k 6/1/2001
225 Non Correlated Capital
Positive Theta Program
-5.31 250k 10/1/2007
224 NuWave Investment Management, LLC
Combined Futures Portfolio
-5.30 5,000k 6/1/2001
223 Tyche Capital Advisors LLC
TCA Energy Spreads
-3.77 100k 8/1/2008
222 Revolution Capital Management
Alpha Fund
-3.51 50k 1/1/2005
221 Revolution Capital Management
Alpha Program
-3.43 5,000k 6/1/2007
220 FRP CAPITAL LLC
FRP125+
-3.23 125k 1/1/2010
219 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-3.07 750k 1/1/2009
218 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-2.95 25k 4/1/2010
217 Revolution Capital Management
Mosaic Institutional Program
-2.80 25,000k 9/1/2009
216 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.52 5,000k 8/1/2000
215 Rhicon Currency Management
Rhicon Systematic Currency Program
-2.38 3,000k 1/1/2004
214 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-2.23 1,000k 5/1/2010
213 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-2.22 1,000k 5/1/2006
212 Parizek Capital
Futures Trading Program
-2.09 500k 4/1/2000
211 Futures Truth Company, FTC-CTA
200K Options Strategy
-2.02 200k 12/1/2009
210 DUNN Capital Management
DUNN Combined Fund (DCF)
-1.65 100k 5/1/1989
209 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.39 1,000k 9/1/1997
208 Crescent Bay Capital Management
Premium Stock Index Program
-1.36 10k 10/1/2005
207 Somers Brothers Capital
Diversified Futures Program #1
-1.32 100k 1/1/2005
206 Clarke Capital Management
Worldwide
-1.22 250k 1/1/1996
205 FCI Capital Management
TSFX1
-1.19 20k 11/1/2010
204 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-1.14 150k 1/1/2011
203 Manning & Napier
MN Xenon Global Fixed Income Program
-1.13 2,000k 8/1/2004
202 Parizek Capital
Currency Program
-1.05 1,000k 4/1/2006
201 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.04 10,000k 1/1/2001
200 Emil van Essen
Spread Trading Program
-1.02 5,000k 12/1/2006
199 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-0.96 4,000k 11/1/2008
198 Eclipse Capital Management
Global Monetary
-0.95 5,000k 8/1/1990
197 Futures Truth Company, FTC-CTA
MS4
-0.94 250k 10/1/2007
196 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-0.77 100k 10/1/2010
195 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.66 10,000k 1/1/2007
194 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.54 10,000k 4/1/2003
193 Conquest Capital Group
Conquest Macro
-0.54 250k 5/1/1999
192 Southwest Managed Investments, LLC
Global Diversified
-0.51 200k 1/1/2002
191 Wraith Capital LLP
Wraith Dynamic Futures Fund
-0.48 100k 1/1/2011
190 Clarke Capital Management
Global Magnum
-0.46 100k 8/1/1997
189 Blake Capital Management, Inc.
SRD Short Equities
-0.45 100k 1/1/2011
188 Mobius Asset Management
Custom Trading Program
-0.40 100k 1/1/2002
187 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-0.36 100k 8/1/2009
186 DUNN Capital Management
D'Best Futures Fund, L.P.
-0.34 100k 6/1/1994
185 Mobius Asset Management
Diversified Program
-0.31 250k 3/1/2004
184 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.17 100k 2/1/2010
183 Gap Partners LLC
Gap
-0.17 250k 11/1/2009
182 Clarke Capital Management
Global Basic
-0.11 50k 2/1/1996
181 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.02 10,000k 4/1/2004
178 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
0.00 4,000k 2/1/2011
179 White Indian Trading Co.
SCS Program (Client)
0.00 250k 2/1/2011
180 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
177 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.02 10,000k 3/1/2006
176 Ion Asset Architecture
Ion Fund Program
0.02 10,000k 11/1/2007
175 Ion Asset Architecture (Fund Program)
Ion Fund
0.02 100k 11/1/2007
174 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.07 10,000k 2/1/2008
173 HB Capital Management Inc.
Diversified Program
0.08 50k 3/1/2008
172 Northfield Trading
Diversified
0.15 2,000k 7/1/1989
171 Melissinos Trading
Eupatrid Program
0.24 50k 1/1/2011
170 GLOBIVEST LLC
Alpha Program
0.32 50k 4/1/2009
169 Gladius Asset Management
Fulham Program
0.34 2,000k 1/1/2008
168 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.35 5,000k 11/1/2012
167 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.39 10,000k 8/1/2009
166 Crabel Capital Management
Crabel Multi-Product
0.39 1,000k 3/1/1998
165 Briarwood Capital Management, Inc.
Diversified Trading Program
0.41 3,000k 7/1/2001
164 Systematic Alpha Management
Systematic Alpha Futures Program
0.41 100k 6/1/2004
163 RAM Management Group
RAM MRTP 1X-Conservative
0.46 1,000k 9/1/1993
162 Mobius Asset Management
Energy Weighted Program
0.47 250k 1/1/2005
161 M.S. Capital Management
Global Diversified Program
0.50 2,000k 11/1/1998
160 Wavefront Global Asset Management
IMFC Global Concentrated
0.51 500k 4/1/2009
159 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.52 250k 3/1/2010
158 Quantica Capital AG
Quantica Diversified FX
0.60 5,000k 3/1/2007
157 Mondiale Asset Management
Mondiale Trading Program
0.60 0k 9/1/1997
156 Witter & Lester, Inc.
Redstone
0.60 500k 9/1/1994
155 HiProb Trading Technology LLC
HiProb-I
0.60 5,000k 7/1/2008
154 Jaguar Investments Ltd
Vario Capital Strategy
0.63 1,000k 5/1/2016
153 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
0.67 1,500k 1/1/2009
152 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.71 500k 1/1/2006
151 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
0.75 25,000k 3/1/2010
150 Briarwood Capital Management, Inc.
Diversified 2XL
0.76 250k 11/1/2004
149 Seven Capital Management
Seven Absolute Return
0.76 100k 6/1/2009
148 Xplor Capital Management, LLC
Global CTA Program
0.78 1,500k 7/1/2004
147 Ancile Capital Management
Global Markets Program
0.86 2,000k 4/1/2005
146 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
0.92 1,000k 9/1/2009
145 Robinson-Langley Capital Management, LLC
Managed Account Program
0.95 200k 1/1/2007
144 Amplitude Capital International Limited
Dynamic Strategy
1.02 6/1/2005
143 Spectrum Asset Management LLC
Global Diversified
1.02 2,000k 1/1/2001
142 Transtrend B.V.
DTP – Standard Risk (EUR)
1.07 10,000k 2/1/1999
141 IKOS
IKOS FX Fund
1.12 1,000k 3/1/2008
140 Amplitude Capital International Limited
Klassik Strategy
1.12 1,000k 9/1/2009
139 Esulep LLC MAX
Esulep LLC MAX
1.18 500k 5/1/2008
138 White Indian Trading Co.
STAIRS (Client)
1.18 250k 5/1/2009
137 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.22 100k 1/1/2000
136 Metolius Capital LLC
Metolius Diversified
1.22 100k 6/1/2010
135 Altradis Capital AG
AlphAlgo
1.23 100k 5/1/2007
134 Kinkopf Capital Management
KCM S&P (Proprietary)
1.24 100k 1/1/1999
133 MERIT Alternative Investments GmbH
Futures Portfolio
1.24 2,000k 6/1/1998
132 Pacific Capital Advisors
Vanguard Program
1.26 100k 4/1/2007
131 Quantitative Investment Management
Quantitative Global Program
1.29 20,000k 10/1/2003
130 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.31 1,000k 3/1/2003
129 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
1.31 500k 4/1/2009
128 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
1.35 250k 10/1/2009
127 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.40 1,000k 3/1/1998
126 Kelly Angle Inc.
Genesis Program
1.41 2,000k 4/1/2000
125 Claughton Capital
Auto-Reactive Positioning
1.42 1,000k 10/1/2005
124 Dominion Capital
Sapphire Program
1.44 3,000k 5/1/2005
123 Global Sigma Group, LLC
Global Sigma Plus
1.44 3,000k 11/1/2009
122 Red Rock Capital, LLC
Systematic Global Macro
1.48 500k 9/1/2003
121 Paskewitz Asset Management LLC
Multi-strategy Futures Program
1.50 3,000k 5/1/2010
120 RAM Management Group
MRTP Aggressive
1.51 1,000k 2/1/1998
119 Winton Capital Management
Diversified
1.51 50,000k 10/1/1997
118 IKOS
IKOS Futures Fund
1.51 1,000k 2/1/2010
117 Clarke Capital Management
FX Plus
1.52 1,000k 5/1/2004
116 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.53 1k 10/1/2006
115 Blackwater Capital Management
Global Program
1.57 5,000k 7/1/2005
114 Pinstripe Trading, LLC
Standard
1.61 125k 8/1/2009
113 Neural Capital Ltd
Sentinel Trading Program
1.62 2,000k 1/1/2006
112 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
1.63 75k 6/1/2007
111 ROW Asset Managment
Row Currency Program
1.63 1,000k 11/1/2010
110 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.66 10,000k 1/1/1991
109 Conquest Capital Group
Conquest Select
1.72 250k 6/1/2004
108 John Locke Investments
Cyril Systematic Program
1.77 8,000k 7/1/2000
107 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.77 10,000k 1/1/1995
106 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.78 10,000k 8/1/1999
105 ALFAKRAFT
ALFA Commodity Fund
1.78 16k 6/1/2010
104 Quantis Asset Management
PFM Systematic
1.80 15k 5/1/2010
103 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.83 10,000k 8/1/2004
102 Saxon Investment Corporation
Diversified Program
1.86 3,000k 9/1/1988
101 Rivoli Fund Management
Rivoli International Fund (V9)
1.88 5,000k 1/1/2002
100 IKOS
The IKOS Hedge Fund
1.92 10,000k 7/1/1998
99 Estlander & Partners
Alpha Trend
1.95 30,000k 10/1/1991
98 IDS Capital
IDS F&F Systematic Trading
1.97 50k 7/1/2013
97 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.00 5,000k 6/1/2010
96 Soaring Pelican, LLC
Diversified S&P Program
2.01 100k 1/1/2011
95 Quality Capital Management
Global Diversified Programme
2.09 10,000k 12/1/1995
94 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.12 250k 10/1/2009
93 Auctos Capital Management
Auctos Global Diversified
2.17 3,000k 11/1/2007
92 Alder Capital DAC
Alder Global 10
2.20 2,500k 10/1/2000
91 Superfund Group
Superfund Blue SPC Class A (EUR)
2.26 50k 4/1/2005
90 Quantum Leap Capital Management
Managed Account Program
2.33 300k 8/1/2006
89 Lynx Asset Management AB
Lynx Program
2.39 75k 5/1/2000
88 Covenant Capital Management
Aggressive Program
2.40 3,000k 2/1/2004
87 Millburn Corporation
Multi-Markets Program
2.41 25,000k 10/1/2004
86 Endeavour Capital LLP
Endeavour Pembroke
2.47 2,000k 7/1/2007
85 Millburn Corporation
Diversified Program
2.51 20,000k 2/1/1977
84 Acorn Global Investments Inc.
Acorn Diversified Program
2.57 10k 7/1/2005
83 Quantis Asset Management
Intraday Futures
2.58 250k 1/1/2010
82 AllMountain Capital AG
Mount Denali Global Trends
2.61 160k 7/1/2007
81 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.64 400k 1/1/1988
80 ISAM
ISAM Systematic Trend Fund
2.67 1,000k 6/1/2001
79 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
2.70 10,000k 8/1/2009
78 Diamond Capital Management
Enhanced S&P Program
2.79 100k 10/1/2009
77 Cauldron Investments, LLC
Stock Index Plus
2.81 1,000k 10/1/2009
76 Estlander & Partners
Global Markets
2.86 10,000k 8/1/1999
75 Hyman Beck and Company
Global Portfolio
2.88 1,000k 3/1/1991
74 Rivoli Fund Management
Rivoli International Fund (MAP)
2.89 5,000k 10/1/1996
73 Millburn Corporation
Commodity Program
2.91 25,000k 3/1/2005
72 Emil van Essen
EvE Systematic Global Opportunities
2.92 1,000k 9/1/2007
71 Estlander & Partners
Freedom
2.94 20,000k 8/1/2010
70 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
2.94 1,000k 10/1/2006
69 White Indian Trading Co.
STAIRS - Futures Program (Client)
2.95 250k 10/1/2008
68 Covenant Capital Management
Original Program
3.01 5,000k 9/1/1999
67 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
3.03 500k 12/1/2003
66 Eckhardt Trading Company
Evolution Strategies
3.07 20,000k 8/1/1991
65 EMC Capital Advisors, LLC
Classic
3.10 5,000k 1/1/1985
63 Cranwood Capital Management
Cranwood International Fund
3.15 250k 4/1/2008
64 Cranwood Capital Management
Fixed Income Arbitrage Fund
3.15 250k 4/1/2008
62 Quantica Capital AG
Quantica Managed Futures
3.23 5,000k 1/1/2005
61 Welton Investment Partners
Welton Global
3.25 10,000k 6/1/2004
60 John Locke Investments
JL Commodity Long Flat Program
3.26 5,000k 12/1/2007
59 Shield Plus LLC
Shield Plus Natural Gas
3.27 50k 1/1/2004
58 Alee Capital Management, LLC
Poniente Program
3.31 2,500k 1/1/1999
57 Abraham Trading Company
Diversified Program
3.35 10,000k 1/1/1988
56 Saxon Investment Corporation
Aggressive Diversified Program
3.37 2,000k 11/1/1993
55 Mark J. Walsh Company
Standard Program
3.41 2,000k 9/1/1985
54 Molinero Capital Management LLP
Global Markets Program
3.41 2,000k 7/1/2005
53 FORT LP
Fort Global Contrarian
3.44 2,000k 10/1/2002
52 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.45 0k 11/1/1996
51 Vantage Capital Management
VCM Growth Program
3.52 100k 1/1/2011
50 Eckhardt Trading Company
Evolution Strategies 1.2X
3.64 10,000k 10/1/1991
49 Beach Horizon LLP
Managed Account
3.68 5,000k 5/1/2005
48 Quantis Asset Management
Ulysses Futures
3.70 1,000k 7/1/2009
47 Auspice Capital Advisors Ltd
Auspice Diversified Program
3.76 1,500k 4/1/2006
46 Romanesco Capital Management B.V
Persistence Program
3.79 5,000k 9/1/2005
45 Wavefront Global Asset Management
IMFC Global Investment Program
3.88 2,000k 2/1/2007
44 FORT LP
Fort Global Diversified
3.90 2,000k 10/1/1993
43 Arcanum Asset Management
Equity Index Option Program (Prop)
4.00 500k 7/1/2006
42 Manning & Napier
MN Xenon Managed Futures (2x) Program
4.05 5,000k 6/1/2006
41 Superfund Group
Superfund Green L.P. Series A
4.10 5k 10/1/2002
40 Alder Capital DAC
Alder Global 20
4.20 2,500k 2/1/2001
39 Alee Capital Management, LLC
Mistral Program
4.23 2,500k 1/1/1999
38 Crabel Capital Management
WPD Crabel Futures Program
4.39 1,000k 7/1/2008
37 Zoi Capital, LLC
Telio Program (Client)
4.56 200k 4/1/2010
36 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
4.62 5,000k 12/1/2010
35 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
4.62 100k 1/1/2005
34 Diamond Peak Capital LLC
Northstar (2x) program
4.63 250k 10/1/2008
33 Superfund Group
Superfund Green Q-AG
4.90 2k 3/1/1996
32 Dreiss Research Corporation
Diversified Program
4.92 1,000k 5/1/1991
31 Robust Methods LLC
Macro Managed Account
4.98 5,000k 1/1/2005
30 Commodity Strategies AG
CSAG Active Long Short Commodity Program
5.05 5,000k 10/1/2007
29 Global Vista Advisors, LLC
Global Vista Options ("GVO")
5.10 50k 10/1/2010
28 Hawksbill Capital Management
Global Diversified
5.13 5,000k 11/1/1988
27 Clarke Capital Management
Jupiter
5.21 3,000k 5/1/2005
26 Rabar Market Research
Diversified Program
5.29 2,000k 1/1/1989
25 Estlander & Partners
Global XL
5.78 5,000k 8/1/1991
24 Chesapeake Capital
Diversified (LV)
6.07 100k 2/1/1988
23 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.17 100k 11/1/1984
22 Drury Capital
Diversified Trend-Following Program
6.21 5,000k 5/1/1997
21 Estlander & Partners
Alpha Trend II - Class P
6.21 100k 12/1/2008
20 Angle Capital Management LLC
AIP Program
6.31 100k 1/1/2010
19 Rabar Market Research
Short-Term Program
6.44 2,000k 11/1/2009
18 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
7.09 200k 11/1/1999
17 QQFund.com
Investment Program 1
7.16 300k 9/1/2008
16 Superfund Group
Superfund Green L.P. Series B
7.17 5k 10/1/2002
15 Rho Asset Management
Rho Altius 1XL Program
7.35 5,000k 11/1/2007
14 Superfund Group
Superfund Green GCT USD
7.64 15k 1/1/2000
13 Superfund Group
Superfund Blue SPC Class A (Gold)
8.02 50k 12/1/2007
12 Clarke Capital Management
Millennium
8.50 1,000k 1/1/1998
11 Superfund Group
Superfund Green Gold L.P. Series A-1
9.40 5k 4/1/2009
10 Tactical Investment Management
Tactical Institutional Commodity Program
9.45 10,000k 4/1/1993
9 Keck Capital Management LLC
The Keck Program
9.48 2,000k 12/1/2003
8 Mulvaney Capital Management
The Mulvaney Global Markets Program
9.78 100k 5/1/1999
7 Superfund Group
Superfund Green Gold A (SPC)
10.44 5k 10/1/2005
6 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
10.47 50k 9/1/2009
5 Superfund Group
Superfund Green Master
10.57 2,000k 5/1/2001
4 Superfund Group
Superfund Green Gold L.P. Series B-1
11.42 5k 4/1/2009
3 Superfund Group
Superfund Green Gold B (SPC)
13.05 50k 10/1/2005
2 Superfund Group
Superfund Green Gold C (SPC)
15.74 100k 10/1/2005
1 Purple Valley Capital, Inc.
Diversified Trend 1
17.96 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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