Systematic Trader Index For April 2011

Monthly Rankings

Rank CTA/Program Apr 2011 Min Inv Inception
234 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-15.59 25k 4/1/2010
233 Soaring Pelican, LLC
Diversified S&P Program
-6.91 100k 1/1/2011
232 Revolution Capital Management
Mosaic Program
-6.82 10,000k 10/1/2006
231 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-4.28 50k 10/1/2010
230 FRP CAPITAL LLC
FRP125+
-4.27 125k 1/1/2010
229 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-4.11 150k 1/1/2011
228 Adamah Capital LLC
Asset Allocator Program
-3.90 50k 3/1/2011
227 Systematic Alpha Management
Systematic Alpha Futures Program
-3.35 100k 6/1/2004
226 Mobius Asset Management
Custom Trading Program
-3.34 100k 1/1/2002
225 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-2.72 500k 12/1/2003
224 Revolution Capital Management
Mosaic Institutional Program
-2.59 25,000k 9/1/2009
223 Clarke Capital Management
Global Basic
-2.51 50k 2/1/1996
222 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-2.37 100k 8/1/2009
221 Quantitative Investment Management
Quantitative Global Program
-2.33 20,000k 10/1/2003
220 Quantis Asset Management
Ulysses Futures
-2.24 1,000k 7/1/2009
219 RAM Management Group
MRTP Aggressive
-2.20 1,000k 2/1/1998
218 Parizek Capital
Futures Trading Program
-2.20 500k 4/1/2000
217 White Indian Trading Co.
STAIRS (Client)
-1.93 250k 5/1/2009
216 Revolution Capital Management
Alpha Program
-1.92 5,000k 6/1/2007
215 Future Trade AG
Thales Swing Trading Programme
-1.70 250k 6/1/2007
213 Cranwood Capital Management
Fixed Income Arbitrage Fund
-1.70 250k 4/1/2008
214 Cranwood Capital Management
Cranwood International Fund
-1.70 250k 4/1/2008
212 Shield Plus LLC
Shield Plus Natural Gas
-1.65 50k 1/1/2004
211 Crabel Capital Management
Crabel Multi-Product
-1.31 1,000k 3/1/1998
210 Revolution Capital Management
Alpha Fund
-1.14 50k 1/1/2005
209 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-0.87 100k 10/1/2010
208 Clarke Capital Management
Global Magnum
-0.86 100k 8/1/1997
207 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.84 10,000k 1/1/2001
206 Pacific Capital Advisors
Vanguard Program
-0.72 100k 4/1/2007
205 Mobius Asset Management
Diversified Program
-0.71 250k 3/1/2004
204 RAM Management Group
RAM MRTP 1X-Conservative
-0.70 1,000k 9/1/1993
203 Quantis Asset Management
Intraday Futures
-0.70 250k 1/1/2010
202 Mobius Asset Management
Energy Weighted Program
-0.67 250k 1/1/2005
201 Rhicon Currency Management
Rhicon Systematic Currency Program
-0.67 3,000k 1/1/2004
200 Blake Capital Management, Inc.
SRD Short Equities
-0.48 100k 1/1/2011
199 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.47 10,000k 4/1/2003
198 Tyche Capital Advisors LLC
TCA Energy Spreads
-0.45 100k 8/1/2008
197 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.25 10,000k 3/1/2006
196 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.23 10,000k 1/1/2007
195 Gap Partners LLC
Gap
-0.17 250k 11/1/2009
190 QMS Capital Management LP
QMS Diversified Global Macro Strategy
0.00 5,000k 6/1/2010
191 HiProb Trading Technology LLC
HiProb-I
0.00 5,000k 7/1/2008
192 Serac, LLC
Diversified Reversal Program
0.00 200k 4/1/2011
193 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
194 Ion Asset Architecture
Ion Volium Fund
0.00 0k 4/1/2011
189 Ion Asset Architecture
Ion Fund Program
0.04 10,000k 11/1/2007
188 Ion Asset Architecture (Fund Program)
Ion Fund
0.04 100k 11/1/2007
187 Futures Truth Company, FTC-CTA
MS4
0.10 250k 10/1/2007
186 Superfund Group
Superfund Blue SPC Class A (EUR)
0.27 50k 4/1/2005
185 Witter & Lester, Inc.
Redstone
0.38 500k 9/1/1994
184 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
0.41 10,000k 8/1/2009
183 Pinstripe Trading, LLC
Standard
0.41 125k 8/1/2009
182 Emil van Essen
Spread Trading Program
0.52 5,000k 12/1/2006
181 Kinkopf Capital Management
KCM S&P (Proprietary)
0.53 100k 1/1/1999
180 Parizek Capital
Currency Program
0.59 1,000k 4/1/2006
179 GLOBIVEST LLC
Alpha Program
0.61 50k 4/1/2009
178 White Indian Trading Co.
STAIRS - Futures Program (Client)
0.69 250k 10/1/2008
177 Somers Brothers Capital
Diversified Futures Program #1
0.71 100k 1/1/2005
176 Romanesco Capital Management B.V
Persistence Program
0.81 5,000k 9/1/2005
175 Diamond Peak Capital LLC
Northstar (2x) program
0.82 250k 10/1/2008
174 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.85 250k 6/1/2001
173 NuWave Investment Management, LLC
Combined Futures Portfolio
0.86 5,000k 6/1/2001
172 Esulep LLC MAX
Esulep LLC MAX
0.88 500k 5/1/2008
171 Manning & Napier
MN Xenon Global Fixed Income Program
0.89 2,000k 8/1/2004
170 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
0.90 750k 1/1/2009
169 John Locke Investments
JL Commodity Long Flat Program
0.91 5,000k 12/1/2007
168 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.93 1,000k 3/1/1998
167 Wavefront Global Asset Management
IMFC Global Concentrated
0.99 500k 4/1/2009
166 Quantis Asset Management
PFM Systematic
1.00 15k 5/1/2010
165 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
1.14 1,500k 1/1/2009
164 Global Sigma Group, LLC
Global Sigma Plus
1.20 1,000k 11/1/2009
163 Conquest Capital Group
Conquest Macro
1.29 250k 5/1/1999
162 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.29 1,000k 5/1/2006
161 Vantage Capital Management
VCM Growth Program
1.30 100k 1/1/2011
160 Hehmeyer Capital Management, LLC
R Best - Intraday Program
1.30 250k 3/1/2010
159 M.S. Capital Management
Global Diversified Program
1.33 2,000k 11/1/1998
158 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
1.45 4,000k 11/1/2008
157 Paskewitz Asset Management LLC
Multi-strategy Futures Program
1.48 3,000k 5/1/2010
156 Transtrend B.V.
DTP – Standard Risk (EUR)
1.59 10,000k 2/1/1999
155 IKOS
The IKOS Hedge Fund
1.64 10,000k 7/1/1998
154 Southwest Managed Investments, LLC
Global Diversified
1.66 200k 1/1/2002
153 Crescent Bay Capital Management
Premium Stock Index Program
1.67 10k 10/1/2005
152 ROW Asset Managment
Row Currency Program
1.68 1,000k 11/1/2010
151 Ancile Capital Management
Global Markets Program
1.73 2,000k 4/1/2005
150 Quantica Capital AG
Quantica Diversified FX
1.86 5,000k 3/1/2007
149 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.92 400k 1/1/1988
148 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.93 1,000k 10/1/2006
147 Seven Capital Management
Seven Absolute Return
1.94 100k 6/1/2009
146 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
2.09 1,000k 5/1/2010
145 IKOS
IKOS Futures Fund
2.17 1,000k 2/1/2010
144 Cauldron Investments, LLC
Stock Index Plus
2.19 1,000k 10/1/2009
143 Hyman Beck and Company
Global Portfolio
2.25 1,000k 3/1/1991
142 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
2.28 250k 10/1/2009
141 Saxon Investment Corporation
Diversified Program
2.32 3,000k 9/1/1988
140 Arcanum Asset Management
Equity Index Option Program (Prop)
2.33 500k 7/1/2006
139 Millburn Corporation
Commodity Program
2.36 25,000k 3/1/2005
138 Diamond Capital Management
Enhanced S&P Program
2.41 100k 10/1/2009
137 Welton Investment Partners
Welton Global
2.42 10,000k 6/1/2004
136 Mondiale Asset Management
Mondiale Trading Program
2.43 0k 9/1/1997
135 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.46 250k 10/1/2009
134 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
2.53 100k 2/1/2010
133 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.58 1,000k 3/1/2003
132 FCI Capital Management
TSFX1
2.69 20k 11/1/2010
131 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.73 1k 10/1/2006
130 Heyden & Steindl GmbH
TOMAC2
2.77 5,000k 3/1/2003
129 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.81 10,000k 8/1/1999
128 ISAM
ISAM Systematic Trend Fund
2.81 1,000k 6/1/2001
127 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.85 10,000k 1/1/1995
126 Dominion Capital
Sapphire Program
2.86 3,000k 5/1/2005
125 IDS Capital
IDS F&F Systematic Trading
2.91 50k 7/1/2013
124 Spectrum Asset Management LLC
Global Diversified
2.97 2,000k 1/1/2001
123 Winton Capital Management
Diversified
3.00 50,000k 10/1/1997
122 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.04 10,000k 8/1/2004
121 DUNN Capital Management
DUNN Combined Fund (DCF)
3.15 100k 5/1/1989
120 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
3.20 10,000k 8/1/2009
119 Estlander & Partners
Alpha Trend
3.27 30,000k 10/1/1991
118 Red Rock Capital, LLC
Systematic Global Macro
3.34 500k 9/1/2003
117 AllMountain Capital AG
Mount Denali Global Trends
3.38 160k 7/1/2007
116 Xplor Capital Management, LLC
Global CTA Program
3.42 1,500k 7/1/2004
115 Superfund Group
Superfund Blue SPC Class A (Gold)
3.44 50k 12/1/2007
114 John Locke Investments
Cyril Systematic Program
3.57 8,000k 7/1/2000
113 Trigon Investment Advisors, LLC
Foreign Exchange Program
3.57 5,000k 8/1/2000
112 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
3.60 500k 1/1/2006
111 Non Correlated Capital
Positive Theta Fund
3.63 50k 10/1/2007
110 Saxon Investment Corporation
Aggressive Diversified Program
3.66 2,000k 11/1/1993
109 Non Correlated Capital
Positive Theta Program
3.66 250k 10/1/2007
108 Futures Truth Company, FTC-CTA
200K Options Strategy
3.67 200k 12/1/2009
107 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
3.71 5,000k 11/1/2012
106 Auctos Capital Management
Auctos Global Diversified
3.71 3,000k 11/1/2007
105 Wavefront Global Asset Management
IMFC Global Investment Program
3.73 2,000k 2/1/2007
104 Drury Capital
Diversified Trend-Following Program
3.78 5,000k 5/1/1997
103 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.80 1,000k 9/1/1997
102 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
3.89 4,000k 2/1/2011
101 MERIT Alternative Investments GmbH
Futures Portfolio
3.93 2,000k 6/1/1998
100 Wraith Capital LLP
Wraith Dynamic Futures Fund
3.94 100k 1/1/2011
99 Robust Methods LLC
Macro Managed Account
4.04 5,000k 1/1/2005
98 Dendrich Ltd
QEP
4.09 50k 12/1/2005
97 Metolius Capital LLC
Metolius Diversified
4.14 100k 6/1/2010
96 Conquest Capital Group
Conquest Select
4.15 250k 6/1/2004
95 Kelly Angle Inc.
Genesis Program
4.17 2,000k 4/1/2000
94 Alder Capital DAC
Alder Global 10
4.20 2,500k 10/1/2000
93 Beach Horizon LLP
Managed Account
4.20 5,000k 5/1/2005
92 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
4.20 1,000k 9/1/2009
91 White Indian Trading Co.
SCS Program (Client)
4.21 250k 2/1/2011
90 Amplitude Capital International Limited
Klassik Strategy
4.29 1,000k 9/1/2009
89 Estlander & Partners
Global Markets
4.32 10,000k 8/1/1999
88 Jaguar Investments Ltd
Vario Capital Strategy
4.37 1,000k 5/1/2016
87 Quantica Capital AG
Quantica Managed Futures
4.45 5,000k 1/1/2005
86 Rivoli Fund Management
Rivoli International Fund (V9)
4.46 5,000k 1/1/2002
85 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
4.51 200k 11/1/1999
84 HB Capital Management Inc.
Diversified Program
4.61 50k 3/1/2008
83 Endeavour Capital LLP
Endeavour Pembroke
4.71 2,000k 7/1/2007
82 Molinero Capital Management LLP
Global Markets Program
4.73 2,000k 7/1/2005
81 Emil van Essen
EvE Systematic Global Opportunities
4.83 1,000k 9/1/2007
80 Gladius Asset Management
Fulham Program
4.85 2,000k 1/1/2008
79 Estlander & Partners
Freedom
4.98 20,000k 8/1/2010
78 Quality Capital Management
Global Diversified Programme
5.04 10,000k 12/1/1995
77 Amplitude Capital International Limited
Dynamic Strategy
5.15 6/1/2005
76 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
5.20 5,000k 12/1/2010
75 Robinson-Langley Capital Management, LLC
Managed Account Program
5.20 200k 1/1/2007
74 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
5.26 10,000k 2/1/2008
73 Auspice Capital Advisors Ltd
Auspice Diversified Program
5.30 1,500k 4/1/2006
72 DUNN Capital Management
D'Best Futures Fund, L.P.
5.34 100k 6/1/1994
71 Commodity Strategies AG
CSAG Active Long Short Commodity Program
5.37 5,000k 10/1/2007
70 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
5.40 100k 1/1/2000
69 Millburn Corporation
Multi-Markets Program
5.43 25,000k 10/1/2004
68 Northfield Trading
Diversified
5.50 2,000k 7/1/1989
67 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.51 0k 11/1/1996
66 Covenant Capital Management
Aggressive Program
5.51 3,000k 2/1/2004
65 Chesapeake Capital
Diversified (LV)
5.54 100k 2/1/1988
64 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
5.60 50k 9/1/2009
63 Zoi Capital, LLC
Telio Program (Client)
5.78 200k 4/1/2010
62 Abraham Trading Company
Diversified Program
5.82 10,000k 1/1/1988
61 IKOS
IKOS FX Fund
5.90 1,000k 3/1/2008
60 QQFund.com
Investment Program 1
5.91 300k 9/1/2008
59 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
5.97 25,000k 3/1/2010
58 Clarke Capital Management
FX Plus
6.00 1,000k 5/1/2004
57 Mulvaney Capital Management
The Mulvaney Global Markets Program
6.07 100k 5/1/1999
56 Millburn Corporation
Diversified Program
6.08 20,000k 2/1/1977
55 EMC Capital Advisors, LLC
Classic
6.10 5,000k 1/1/1985
54 Acorn Global Investments Inc.
Acorn Diversified Program
6.17 10k 7/1/2005
53 Mark J. Walsh Company
Standard Program
6.22 2,000k 9/1/1985
52 Quantum Leap Capital Management
Managed Account Program
6.32 300k 8/1/2006
51 Crabel Capital Management
WPD Crabel Futures Program
6.33 1,000k 7/1/2008
50 Briarwood Capital Management, Inc.
Diversified Trading Program
6.37 3,000k 7/1/2001
49 Claughton Capital
Auto-Reactive Positioning
6.49 1,000k 10/1/2005
48 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
6.53 10,000k 4/1/2004
47 Lynx Asset Management AB
Lynx Program
6.56 75k 5/1/2000
46 Rivoli Fund Management
Rivoli International Fund (MAP)
6.58 5,000k 10/1/1996
45 Rotella Capital Management
Rotella Polaris Program (Diversified)
6.64 10,000k 1/1/1991
44 FORT LP
Fort Global Contrarian
6.70 2,000k 10/1/2002
43 Manning & Napier
MN Xenon Managed Futures (2x) Program
6.98 5,000k 6/1/2006
42 Neural Capital Ltd
Sentinel Trading Program
7.14 2,000k 1/1/2006
41 Dreiss Research Corporation
Diversified Program
7.31 1,000k 5/1/1991
40 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
7.45 500k 4/1/2009
39 Covenant Capital Management
Original Program
7.55 5,000k 9/1/1999
38 Clarke Capital Management
Jupiter
7.90 3,000k 5/1/2005
37 Blackwater Capital Management
Global Program
8.06 5,000k 7/1/2005
36 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
8.25 100k 1/1/2005
35 Alder Capital DAC
Alder Global 20
8.40 2,500k 2/1/2001
34 Rabar Market Research
Diversified Program
8.60 2,000k 1/1/1989
33 Melissinos Trading
Eupatrid Program
8.67 50k 1/1/2011
32 Estlander & Partners
Global XL
8.69 5,000k 8/1/1991
31 Eclipse Capital Management
Global Monetary
8.73 5,000k 8/1/1990
30 Superfund Group
Superfund Green Q-AG
8.99 2k 3/1/1996
29 Eckhardt Trading Company
Evolution Strategies
9.04 20,000k 8/1/1991
28 FORT LP
Fort Global Diversified
9.26 2,000k 10/1/1993
27 Superfund Group
Superfund Green L.P. Series A
9.30 5k 10/1/2002
26 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
9.44 75k 6/1/2007
25 Angle Capital Management LLC
AIP Program
9.71 100k 1/1/2010
24 Keck Capital Management LLC
The Keck Program
9.84 2,000k 12/1/2003
23 ALFAKRAFT
ALFA Commodity Fund
9.89 16k 6/1/2010
22 Estlander & Partners
Alpha Trend II - Class P
10.00 100k 12/1/2008
21 Rabar Market Research
Short-Term Program
10.59 2,000k 11/1/2009
20 Clarke Capital Management
Millennium
10.64 1,000k 1/1/1998
19 Altradis Capital AG
AlphAlgo
10.72 100k 5/1/2007
18 Eckhardt Trading Company
Evolution Strategies 1.2X
10.88 10,000k 10/1/1991
17 Alee Capital Management, LLC
Mistral Program
11.33 2,500k 1/1/1999
16 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
11.78 100k 11/1/1984
15 Hawksbill Capital Management
Global Diversified
11.87 5,000k 11/1/1988
14 Rho Asset Management
Rho Altius 1XL Program
12.22 5,000k 11/1/2007
13 Clarke Capital Management
Worldwide
12.55 250k 1/1/1996
12 Alee Capital Management, LLC
Poniente Program
12.61 2,500k 1/1/1999
11 Briarwood Capital Management, Inc.
Diversified 2XL
13.18 250k 11/1/2004
10 Tactical Investment Management
Tactical Institutional Commodity Program
13.53 10,000k 4/1/1993
9 Purple Valley Capital, Inc.
Diversified Trend 1
13.64 100k 8/1/2008
8 Superfund Group
Superfund Green Gold L.P. Series A-1
13.90 5k 4/1/2009
7 Superfund Group
Superfund Green L.P. Series B
14.09 5k 10/1/2002
6 Superfund Group
Superfund Green GCT USD
14.27 15k 1/1/2000
5 Superfund Group
Superfund Green Gold L.P. Series B-1
17.27 5k 4/1/2009
4 Superfund Group
Superfund Green Gold A (SPC)
17.94 5k 10/1/2005
3 Superfund Group
Superfund Green Master
19.19 2,000k 5/1/2001
2 Superfund Group
Superfund Green Gold B (SPC)
23.29 50k 10/1/2005
1 Superfund Group
Superfund Green Gold C (SPC)
28.34 100k 10/1/2005

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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