Systematic Trader Index For March 2011

Monthly Rankings

Rank CTA/Program Mar 2011 Min Inv Inception
232 Arcanum Asset Management
Equity Index Option Program (Prop)
-23.17 500k 7/1/2006
231 Kelly Angle Inc.
Genesis Program
-12.49 2,000k 4/1/2000
230 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-12.06 100k 11/1/1984
229 DUNN Capital Management
DUNN Combined Fund (DCF)
-10.49 100k 5/1/1989
228 DUNN Capital Management
D'Best Futures Fund, L.P.
-10.44 100k 6/1/1994
227 Clarke Capital Management
Worldwide
-9.13 250k 1/1/1996
226 Kinkopf Capital Management
KCM S&P (Proprietary)
-8.73 100k 1/1/1999
225 Rho Asset Management
Rho Altius 1XL Program
-8.51 5,000k 11/1/2007
224 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-7.78 5,000k 11/1/2012
223 Angle Capital Management LLC
AIP Program
-7.75 100k 1/1/2010
222 Tactical Investment Management
Tactical Institutional Commodity Program
-7.71 10,000k 4/1/1993
221 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-7.34 750k 1/1/2009
220 Parizek Capital
Futures Trading Program
-7.07 500k 4/1/2000
219 Drury Capital
Diversified Trend-Following Program
-7.05 5,000k 5/1/1997
218 Rivoli Fund Management
Rivoli International Fund (MAP)
-7.05 5,000k 10/1/1996
217 Abraham Trading Company
Diversified Program
-6.78 10,000k 1/1/1988
216 Clarke Capital Management
FX Plus
-6.77 1,000k 5/1/2004
215 Somers Brothers Capital
Diversified Futures Program #1
-6.47 100k 1/1/2005
214 Clarke Capital Management
Jupiter
-6.08 3,000k 5/1/2005
213 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-6.03 250k 10/1/2009
212 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-5.90 0k 11/1/1996
211 Lynx Asset Management AB
Lynx Program
-5.76 75k 5/1/2000
210 Rabar Market Research
Short-Term Program
-5.40 2,000k 11/1/2009
209 Clarke Capital Management
Millennium
-5.32 1,000k 1/1/1998
208 Altradis Capital AG
AlphAlgo
-5.17 100k 5/1/2007
207 Southwest Managed Investments, LLC
Global Diversified
-4.99 200k 1/1/2002
206 Endeavour Capital LLP
Endeavour Pembroke
-4.97 2,000k 7/1/2007
205 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-4.90 75k 6/1/2007
204 Rivoli Fund Management
Rivoli International Fund (V9)
-4.64 5,000k 1/1/2002
203 Mulvaney Capital Management
The Mulvaney Global Markets Program
-4.62 100k 5/1/1999
202 Heyden & Steindl GmbH
TOMAC2
-4.43 5,000k 3/1/2003
201 Hawksbill Capital Management
Global Diversified
-4.38 5,000k 11/1/1988
200 John Locke Investments
Cyril Systematic Program
-4.35 8,000k 7/1/2000
199 Revolution Capital Management
Mosaic Program
-4.32 10,000k 10/1/2006
198 EMC Capital Advisors, LLC
Classic
-4.32 5,000k 1/1/1985
197 Eclipse Capital Management
Global Monetary
-4.27 5,000k 8/1/1990
196 Mark J. Walsh Company
Standard Program
-4.20 2,000k 9/1/1985
195 Mobius Asset Management
Custom Trading Program
-4.03 100k 1/1/2002
194 Conquest Capital Group
Conquest Select
-4.03 250k 6/1/2004
193 Gladius Asset Management
Fulham Program
-4.01 2,000k 1/1/2008
192 ISAM
ISAM Systematic Trend Fund
-3.73 1,000k 6/1/2001
191 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-3.63 100k 1/1/2005
190 Crabel Capital Management
WPD Crabel Futures Program
-3.53 1,000k 7/1/2008
189 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-3.43 3,000k 5/1/2010
188 Dreiss Research Corporation
Diversified Program
-3.29 1,000k 5/1/1991
187 Welton Investment Partners
Welton Global
-3.25 10,000k 6/1/2004
186 Hyman Beck and Company
Global Portfolio
-3.24 1,000k 3/1/1991
185 M.S. Capital Management
Global Diversified Program
-3.18 2,000k 11/1/1998
184 Seven Capital Management
Seven Absolute Return
-3.11 100k 6/1/2009
183 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-3.06 1,500k 1/1/2009
182 Alee Capital Management, LLC
Mistral Program
-3.03 2,500k 1/1/1999
181 Millburn Corporation
Multi-Markets Program
-2.99 25,000k 10/1/2004
180 Amplitude Capital International Limited
Klassik Strategy
-2.98 1,000k 9/1/2009
179 Northfield Trading
Diversified
-2.95 2,000k 7/1/1989
178 Robinson-Langley Capital Management, LLC
Managed Account Program
-2.94 200k 1/1/2007
177 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-2.93 1,000k 10/1/2006
176 Systematic Alpha Management
Systematic Alpha Futures Program
-2.92 100k 6/1/2004
175 Quality Capital Management
Global Diversified Programme
-2.85 10,000k 12/1/1995
174 Revolution Capital Management
Alpha Fund
-2.80 50k 1/1/2005
173 Estlander & Partners
Global XL
-2.79 5,000k 8/1/1991
172 Quantica Capital AG
Quantica Managed Futures
-2.76 5,000k 1/1/2005
171 Ancile Capital Management
Global Markets Program
-2.72 2,000k 4/1/2005
170 Mondiale Asset Management
Mondiale Trading Program
-2.72 0k 9/1/1997
169 Millburn Corporation
Diversified Program
-2.55 20,000k 2/1/1977
168 Rabar Market Research
Diversified Program
-2.55 2,000k 1/1/1989
167 Witter & Lester, Inc.
Stock Index Futures Trading Program
-2.53 400k 1/1/1988
166 Beach Horizon LLP
Managed Account
-2.53 5,000k 5/1/2005
165 Tyche Capital Advisors LLC
TCA Energy Spreads
-2.46 100k 8/1/2008
164 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.46 1k 10/1/2006
163 FRP CAPITAL LLC
FRP125+
-2.25 125k 1/1/2010
162 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-2.24 5,000k 10/1/2007
161 Wavefront Global Asset Management
IMFC Global Concentrated
-2.23 500k 4/1/2009
160 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-2.23 10,000k 8/1/2009
159 White Indian Trading Co.
STAIRS - Futures Program (Client)
-2.20 250k 10/1/2008
158 White Indian Trading Co.
STAIRS (Client)
-2.17 250k 5/1/2009
157 Quantis Asset Management
PFM Systematic
-2.15 15k 5/1/2010
156 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.14 10,000k 1/1/1995
155 Red Rock Capital, LLC
Systematic Global Macro
-2.11 500k 9/1/2003
154 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.10 10,000k 8/1/1999
153 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
-2.09 25,000k 3/1/2010
152 Revolution Capital Management
Alpha Program
-1.99 5,000k 6/1/2007
151 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-1.91 10,000k 8/1/2004
150 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-1.85 1,000k 9/1/2009
149 HB Capital Management Inc.
Diversified Program
-1.85 50k 3/1/2008
148 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.84 10,000k 1/1/1991
147 Acorn Global Investments Inc.
Acorn Diversified Program
-1.81 10k 7/1/2005
146 Conquest Capital Group
Conquest Macro
-1.79 250k 5/1/1999
145 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-1.74 100k 2/1/2010
144 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.72 10,000k 10/1/1991
143 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-1.71 100k 10/1/2010
142 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-1.66 100k 8/1/2009
141 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.63 5,000k 8/1/2000
140 Alder Capital DAC
Alder Global 20
-1.60 2,500k 2/1/2001
139 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.58 1,000k 3/1/1998
138 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.55 10,000k 2/1/1999
137 Neural Capital Ltd
Sentinel Trading Program
-1.52 2,000k 1/1/2006
136 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.50 10,000k 3/1/2006
135 Revolution Capital Management
Mosaic Institutional Program
-1.49 25,000k 9/1/2009
134 Eckhardt Trading Company
Evolution Strategies
-1.48 20,000k 8/1/1991
133 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.48 10,000k 1/1/2001
132 Crabel Capital Management
Crabel Multi-Product
-1.46 1,000k 3/1/1998
131 FORT LP
Fort Global Diversified
-1.45 2,000k 10/1/1993
130 Ion Asset Architecture (Fund Program)
Ion Fund
-1.43 100k 11/1/2007
129 Wavefront Global Asset Management
IMFC Global Investment Program
-1.43 2,000k 2/1/2007
128 Ion Asset Architecture
Ion Fund Program
-1.43 10,000k 11/1/2007
127 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-1.38 500k 12/1/2003
126 QQFund.com
Investment Program 1
-1.38 300k 9/1/2008
125 Estlander & Partners
Global Markets
-1.35 10,000k 8/1/1999
124 FORT LP
Fort Global Contrarian
-1.32 2,000k 10/1/2002
123 Manning & Napier
MN Xenon Managed Futures (2x) Program
-1.21 5,000k 6/1/2006
122 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.17 1,500k 4/1/2006
121 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.13 10,000k 8/1/2009
120 MERIT Alternative Investments GmbH
Futures Portfolio
-1.12 2,000k 6/1/1998
119 Estlander & Partners
Freedom
-1.07 20,000k 8/1/2010
118 Blackwater Capital Management
Global Program
-1.05 5,000k 7/1/2005
117 Superfund Group
Superfund Green L.P. Series B
-1.01 5k 10/1/2002
116 Pacific Capital Advisors
Vanguard Program
-0.99 100k 4/1/2007
115 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-0.96 10,000k 2/1/2008
114 Covenant Capital Management
Aggressive Program
-0.89 3,000k 2/1/2004
113 Molinero Capital Management LLP
Global Markets Program
-0.84 2,000k 7/1/2005
112 Spectrum Asset Management LLC
Global Diversified
-0.82 2,000k 1/1/2001
111 Alder Capital DAC
Alder Global 10
-0.80 2,500k 10/1/2000
110 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-0.80 1,000k 5/1/2010
109 Keck Capital Management LLC
The Keck Program
-0.68 2,000k 12/1/2003
108 Purple Valley Capital, Inc.
Diversified Trend 1
-0.64 100k 8/1/2008
107 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.63 1,000k 3/1/2003
106 Auctos Capital Management
Auctos Global Diversified
-0.62 3,000k 11/1/2007
105 Superfund Group
Superfund Green L.P. Series A
-0.60 5k 10/1/2002
104 Superfund Group
Superfund Green GCT USD
-0.59 15k 1/1/2000
103 Superfund Group
Superfund Green Q-AG
-0.55 2k 3/1/1996
102 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.50 10,000k 4/1/2004
101 Alee Capital Management, LLC
Poniente Program
-0.43 2,500k 1/1/1999
100 Superfund Group
Superfund Green Master
-0.42 2,000k 5/1/2001
99 Quantitative Investment Management
Quantitative Global Program
-0.41 20,000k 10/1/2003
98 Millburn Corporation
Commodity Program
-0.38 25,000k 3/1/2005
97 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-0.35 4,000k 2/1/2011
96 Clarke Capital Management
Global Basic
-0.23 50k 2/1/1996
95 Superfund Group
Superfund Blue SPC Class A (Gold)
-0.23 50k 12/1/2007
94 Witter & Lester, Inc.
Redstone
-0.22 500k 9/1/1994
93 Manning & Napier
MN Xenon Global Fixed Income Program
-0.21 2,000k 8/1/2004
92 Gap Partners LLC
Gap
-0.17 250k 11/1/2009
91 Mobius Asset Management
Energy Weighted Program
-0.16 250k 1/1/2005
90 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-0.14 4,000k 11/1/2008
89 Briarwood Capital Management, Inc.
Diversified 2XL
-0.12 250k 11/1/2004
88 Mobius Asset Management
Diversified Program
-0.11 250k 3/1/2004
87 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-0.10 1,000k 5/1/2006
86 Saxon Investment Corporation
Aggressive Diversified Program
-0.09 2,000k 11/1/1993
85 Saxon Investment Corporation
Diversified Program
-0.06 3,000k 9/1/1988
84 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.04 10,000k 4/1/2003
83 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.03 3,000k 7/1/2001
82 Emil van Essen
EvE Systematic Global Opportunities
-0.02 1,000k 9/1/2007
79 Adamah Capital LLC
Asset Allocator Program
0.00 50k 3/1/2011
80 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
81 QMS Capital Management LP
QMS Diversified Global Macro Strategy
0.00 5,000k 6/1/2010
78 Estlander & Partners
Alpha Trend II - Class P
0.02 100k 12/1/2008
77 Blake Capital Management, Inc.
SRD Short Equities
0.02 100k 1/1/2011
76 FCI Capital Management
TSFX1
0.03 20k 11/1/2010
75 IDS Capital
IDS F&F Systematic Trading
0.05 50k 7/1/2013
74 Estlander & Partners
Alpha Trend
0.14 30,000k 10/1/1991
73 Metolius Capital LLC
Metolius Diversified
0.17 100k 6/1/2010
72 John Locke Investments
JL Commodity Long Flat Program
0.24 5,000k 12/1/2007
71 Esulep LLC MAX
Esulep LLC MAX
0.24 500k 5/1/2008
70 Winton Capital Management
Diversified
0.25 50,000k 10/1/1997
69 Clarke Capital Management
Global Magnum
0.38 100k 8/1/1997
68 Quantica Capital AG
Quantica Diversified FX
0.38 5,000k 3/1/2007
67 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
0.38 150k 1/1/2011
66 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.49 250k 10/1/2009
65 White Indian Trading Co.
SCS Program (Client)
0.51 250k 2/1/2011
64 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
0.54 5,000k 12/1/2010
63 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.59 250k 3/1/2010
62 Xplor Capital Management, LLC
Global CTA Program
0.59 1,500k 7/1/2004
61 Shield Plus LLC
Shield Plus Natural Gas
0.60 50k 1/1/2004
60 Wraith Capital LLP
Wraith Dynamic Futures Fund
0.63 100k 1/1/2011
59 Covenant Capital Management
Original Program
0.64 5,000k 9/1/1999
58 Superfund Group
Superfund Green Gold L.P. Series A-1
0.65 5k 4/1/2009
57 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.66 10,000k 1/1/2007
56 ALFAKRAFT
ALFA Commodity Fund
0.67 16k 6/1/2010
55 Futures Truth Company, FTC-CTA
200K Options Strategy
0.70 200k 12/1/2009
54 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.71 500k 1/1/2006
53 Superfund Group
Superfund Blue SPC Class A (EUR)
0.76 50k 4/1/2005
52 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.77 100k 1/1/2000
51 Chesapeake Capital
Diversified (LV)
0.77 100k 2/1/1988
50 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
0.80 200k 11/1/1999
49 Robust Methods LLC
Macro Managed Account
0.83 5,000k 1/1/2005
48 Crescent Bay Capital Management
Premium Stock Index Program
0.83 10k 10/1/2005
47 GLOBIVEST LLC
Alpha Program
0.85 50k 4/1/2009
46 Superfund Group
Superfund Green Gold L.P. Series B-1
1.01 5k 4/1/2009
45 Futures Truth Company, FTC-CTA
MS4
1.09 250k 10/1/2007
44 Superfund Group
Superfund Green Gold C (SPC)
1.13 100k 10/1/2005
43 Jaguar Investments Ltd
Vario Capital Strategy
1.16 1,000k 5/1/2016
42 Superfund Group
Superfund Green Gold B (SPC)
1.26 50k 10/1/2005
41 Superfund Group
Superfund Green Gold A (SPC)
1.30 5k 10/1/2005
40 Dominion Capital
Sapphire Program
1.30 3,000k 5/1/2005
39 Amplitude Capital International Limited
Dynamic Strategy
1.45 6/1/2005
38 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
1.47 500k 4/1/2009
37 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
1.49 50k 9/1/2009
36 Romanesco Capital Management B.V
Persistence Program
1.54 5,000k 9/1/2005
35 Global Sigma Group, LLC
Global Sigma Plus
1.63 1,000k 11/1/2009
34 HiProb Trading Technology LLC
HiProb-I
1.70 5,000k 7/1/2008
33 ROW Asset Managment
Row Currency Program
1.83 1,000k 11/1/2010
32 Diamond Peak Capital LLC
Northstar (2x) program
2.15 250k 10/1/2008
31 AllMountain Capital AG
Mount Denali Global Trends
2.15 160k 7/1/2007
30 Emil van Essen
Spread Trading Program
2.25 5,000k 12/1/2006
29 RAM Management Group
RAM MRTP 1X-Conservative
2.36 1,000k 9/1/1993
28 Global Vista Advisors, LLC
Global Vista Options ("GVO")
2.53 50k 10/1/2010
27 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.64 1,000k 9/1/1997
26 Diamond Capital Management
Enhanced S&P Program
2.76 100k 10/1/2009
25 Cauldron Investments, LLC
Stock Index Plus
2.79 1,000k 10/1/2009
24 Quantis Asset Management
Ulysses Futures
2.88 1,000k 7/1/2009
23 Pinstripe Trading, LLC
Standard
2.99 125k 8/1/2009
22 Claughton Capital
Auto-Reactive Positioning
3.02 1,000k 10/1/2005
21 Vantage Capital Management
VCM Growth Program
3.23 100k 1/1/2011
20 Non Correlated Capital
Positive Theta Fund
3.63 50k 10/1/2007
19 Non Correlated Capital
Positive Theta Program
3.66 250k 10/1/2007
18 IKOS
The IKOS Hedge Fund
4.28 10,000k 7/1/1998
16 Cranwood Capital Management
Fixed Income Arbitrage Fund
4.30 250k 4/1/2008
17 Cranwood Capital Management
Cranwood International Fund
4.30 250k 4/1/2008
15 IKOS
IKOS Futures Fund
4.46 1,000k 2/1/2010
14 Future Trade AG
Thales Swing Trading Programme
4.48 250k 6/1/2007
13 Rhicon Currency Management
Rhicon Systematic Currency Program
4.90 3,000k 1/1/2004
12 NuWave Investment Management, LLC
Combined Futures Portfolio
4.95 5,000k 6/1/2001
11 NuWave Investment Management, LLC
NuWave Investment Partners LP
5.07 250k 6/1/2001
10 Quantis Asset Management
Intraday Futures
5.31 250k 1/1/2010
9 Parizek Capital
Currency Program
5.72 1,000k 4/1/2006
8 Dendrich Ltd
QEP
5.88 50k 12/1/2005
7 IKOS
IKOS FX Fund
6.57 1,000k 3/1/2008
6 RAM Management Group
MRTP Aggressive
7.24 1,000k 2/1/1998
5 Soaring Pelican, LLC
Diversified S&P Program
7.87 100k 1/1/2011
4 Melissinos Trading
Eupatrid Program
8.20 50k 1/1/2011
3 Zoi Capital, LLC
Telio Program (Client)
11.00 200k 4/1/2010
2 Quantum Leap Capital Management
Managed Account Program
11.36 300k 8/1/2006
1 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
19.86 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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