Systematic Trader Index For May 2011

Monthly Rankings

Rank CTA/Program May 2011 Min Inv Inception
237 Estlander & Partners
Alpha Trend II - Class P
-24.70 100k 12/1/2008
236 Superfund Group
Superfund Green Gold C (SPC)
-18.10 100k 10/1/2005
235 Superfund Group
Superfund Green Master
-17.72 2,000k 5/1/2001
234 Purple Valley Capital, Inc.
Diversified Trend 1
-17.32 100k 8/1/2008
233 Tactical Investment Management
Tactical Institutional Commodity Program
-15.31 10,000k 4/1/1993
232 Claughton Capital
Auto-Reactive Positioning
-14.00 1,000k 10/1/2005
231 Superfund Group
Superfund Green Gold B (SPC)
-13.96 50k 10/1/2005
230 Zoi Capital, LLC
Telio Program (Client)
-13.83 200k 4/1/2010
229 Superfund Group
Superfund Green L.P. Series B
-13.28 5k 10/1/2002
228 Superfund Group
Superfund Green Gold L.P. Series B-1
-13.01 5k 4/1/2009
227 M.S. Capital Management
Global Diversified Program
-12.90 2,000k 11/1/1998
226 Superfund Group
Superfund Green GCT USD
-12.54 15k 1/1/2000
225 Mulvaney Capital Management
The Mulvaney Global Markets Program
-11.82 100k 5/1/1999
224 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-11.73 5,000k 10/1/2007
223 Rivoli Fund Management
Rivoli International Fund (MAP)
-10.63 5,000k 10/1/1996
222 Future Trade AG
Thales Swing Trading Programme
-10.33 250k 6/1/2007
221 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-10.05 100k 11/1/1984
220 Superfund Group
Superfund Green Gold A (SPC)
-9.94 5k 10/1/2005
219 EMC Capital Advisors, LLC
Classic
-9.80 5,000k 1/1/1985
218 Alee Capital Management, LLC
Poniente Program
-9.63 2,500k 1/1/1999
217 Alee Capital Management, LLC
Mistral Program
-9.60 2,500k 1/1/1999
216 Keck Capital Management LLC
The Keck Program
-9.56 2,000k 12/1/2003
215 IKOS
IKOS FX Fund
-9.49 1,000k 3/1/2008
214 Dreiss Research Corporation
Diversified Program
-9.48 1,000k 5/1/1991
213 Drury Capital
Diversified Trend-Following Program
-9.48 5,000k 5/1/1997
212 Chesapeake Capital
Diversified (LV)
-9.27 100k 2/1/1988
211 Superfund Group
Superfund Green Gold L.P. Series A-1
-9.19 5k 4/1/2009
210 Rho Asset Management
Rho Altius 1XL Program
-9.06 5,000k 11/1/2007
209 Melissinos Trading
Eupatrid Program
-9.06 50k 1/1/2011
208 Mark J. Walsh Company
Standard Program
-9.04 2,000k 9/1/1985
207 Superfund Group
Superfund Green Q-AG
-8.97 2k 3/1/1996
206 Welton Investment Partners
Welton Global
-8.86 10,000k 6/1/2004
205 Superfund Group
Superfund Green L.P. Series A
-8.84 5k 10/1/2002
204 Clarke Capital Management
Millennium
-8.80 1,000k 1/1/1998
203 Clarke Capital Management
Worldwide
-8.49 250k 1/1/1996
202 Estlander & Partners
Global XL
-8.27 5,000k 8/1/1991
201 Estlander & Partners
Alpha Trend
-8.13 30,000k 10/1/1991
200 Estlander & Partners
Freedom
-8.08 20,000k 8/1/2010
199 Hyman Beck and Company
Global Portfolio
-7.89 1,000k 3/1/1991
198 Angle Capital Management LLC
AIP Program
-7.73 100k 1/1/2010
197 Altradis Capital AG
AlphAlgo
-7.72 100k 5/1/2007
196 IKOS
IKOS Futures Fund
-7.70 1,000k 2/1/2010
195 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-7.64 0k 11/1/1996
194 Rabar Market Research
Diversified Program
-7.44 2,000k 1/1/1989
193 Parizek Capital
Futures Trading Program
-7.43 500k 4/1/2000
192 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-7.36 100k 1/1/2005
191 Amplitude Capital International Limited
Dynamic Strategy
-7.36 6/1/2005
190 Alder Capital DAC
Alder Global 20
-7.30 2,500k 2/1/2001
189 Covenant Capital Management
Original Program
-7.11 5,000k 9/1/1999
188 Clarke Capital Management
Jupiter
-6.91 3,000k 5/1/2005
187 RAM Management Group
MRTP Aggressive
-6.80 1,000k 2/1/1998
186 Rivoli Fund Management
Rivoli International Fund (V9)
-6.78 5,000k 1/1/2002
185 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-6.70 1,000k 9/1/2009
184 Robinson-Langley Capital Management, LLC
Managed Account Program
-6.67 200k 1/1/2007
183 Non Correlated Capital
Positive Theta Program
-6.29 250k 10/1/2007
182 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-6.28 75k 6/1/2007
181 Amplitude Capital International Limited
Klassik Strategy
-6.20 1,000k 9/1/2009
180 Eclipse Capital Management
Global Monetary
-6.14 5,000k 8/1/1990
179 ALFAKRAFT
ALFA Commodity Fund
-6.08 16k 6/1/2010
178 Non Correlated Capital
Positive Theta Fund
-6.04 50k 10/1/2007
177 Lynx Asset Management AB
Lynx Program
-5.90 75k 5/1/2000
176 Conquest Capital Group
Conquest Select
-5.87 250k 6/1/2004
175 Somers Brothers Capital
Diversified Futures Program #1
-5.84 100k 1/1/2005
174 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.81 100k 6/1/1994
173 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-5.80 100k 10/1/2010
172 Rotella Capital Management
Rotella Polaris Program (Diversified)
-5.65 10,000k 1/1/1991
171 Briarwood Capital Management, Inc.
Diversified 2XL
-5.60 250k 11/1/2004
170 Blackwater Capital Management
Global Program
-5.40 5,000k 7/1/2005
169 IDS Capital
IDS F&F Systematic Trading
-5.25 50k 7/1/2013
168 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.23 10,000k 10/1/1991
167 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-5.10 10,000k 8/1/2009
166 Millburn Corporation
Commodity Program
-5.07 25,000k 3/1/2005
165 Robust Methods LLC
Macro Managed Account
-4.95 5,000k 1/1/2005
164 Quality Capital Management
Global Diversified Programme
-4.94 10,000k 12/1/1995
163 Beach Horizon LLP
Managed Account
-4.93 5,000k 5/1/2005
162 Covenant Capital Management
Aggressive Program
-4.88 3,000k 2/1/2004
161 ISAM
ISAM Systematic Trend Fund
-4.74 1,000k 6/1/2001
160 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-4.48 10,000k 8/1/2004
159 Transtrend B.V.
DTP – Enhanced Risk (USD)
-4.46 10,000k 1/1/1995
158 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-4.46 10,000k 8/1/1999
157 Millburn Corporation
Multi-Markets Program
-4.46 25,000k 10/1/2004
156 Millburn Corporation
Diversified Program
-4.41 20,000k 2/1/1977
155 John Locke Investments
Cyril Systematic Program
-4.38 8,000k 7/1/2000
154 Wraith Capital LLP
Wraith Dynamic Futures Fund
-4.37 100k 1/1/2011
153 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.31 100k 5/1/1989
152 MERIT Alternative Investments GmbH
Futures Portfolio
-4.28 2,000k 6/1/1998
151 Eckhardt Trading Company
Evolution Strategies
-4.26 20,000k 8/1/1991
150 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-4.18 10,000k 2/1/2008
149 Estlander & Partners
Global Markets
-4.10 10,000k 8/1/1999
148 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-4.05 5,000k 12/1/2010
147 Trigon Investment Advisors, LLC
Foreign Exchange Program
-4.03 5,000k 8/1/2000
146 John Locke Investments
JL Commodity Long Flat Program
-3.99 5,000k 12/1/2007
145 Spectrum Asset Management LLC
Global Diversified
-3.97 2,000k 1/1/2001
144 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.91 1,000k 3/1/2003
143 Alder Capital DAC
Alder Global 10
-3.90 2,500k 10/1/2000
142 IKOS
The IKOS Hedge Fund
-3.89 10,000k 7/1/1998
141 Auctos Capital Management
Auctos Global Diversified
-3.75 3,000k 11/1/2007
140 Abraham Trading Company
Diversified Program
-3.68 10,000k 1/1/1988
139 Molinero Capital Management LLP
Global Markets Program
-3.61 2,000k 7/1/2005
138 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-3.60 5,000k 11/1/2012
137 Quantitative Investment Management
Quantitative Global Program
-3.22 20,000k 10/1/2003
136 Red Rock Capital, LLC
Systematic Global Macro
-3.21 500k 9/1/2003
135 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-3.15 10,000k 4/1/2004
134 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-3.09 1,000k 10/1/2006
133 Rabar Market Research
Short-Term Program
-3.07 2,000k 11/1/2009
132 Quantica Capital AG
Quantica Managed Futures
-3.02 5,000k 1/1/2005
131 Acorn Global Investments Inc.
Acorn Diversified Program
-3.02 10k 7/1/2005
130 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-2.96 500k 4/1/2009
129 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.96 10,000k 2/1/1999
128 Wavefront Global Asset Management
IMFC Global Investment Program
-2.92 2,000k 2/1/2007
127 Metolius Capital LLC
Metolius Diversified
-2.85 100k 6/1/2010
126 Emil van Essen
EvE Systematic Global Opportunities
-2.83 1,000k 9/1/2007
125 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-2.81 200k 11/1/1999
124 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.78 3,000k 7/1/2001
123 QQFund.com
Investment Program 1
-2.76 300k 9/1/2008
122 Rotella Capital Management
Rotella Orion (Short-Term) Program
-2.73 10,000k 3/1/2006
121 Northfield Trading
Diversified
-2.67 2,000k 7/1/1989
120 Parizek Capital
Currency Program
-2.64 1,000k 4/1/2006
119 Quantmetrics Capital Management LLP
Directional 10V Strategy
-2.53 10,000k 1/1/2007
118 RAM Management Group
RAM MRTP 1X-Conservative
-2.28 1,000k 9/1/1993
117 Hawksbill Capital Management
Global Diversified
-2.21 5,000k 11/1/1988
116 Kelly Angle Inc.
Genesis Program
-2.16 2,000k 4/1/2000
115 Winton Capital Management
Diversified
-2.16 50,000k 10/1/1997
114 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-2.15 150k 1/1/2011
113 Clarke Capital Management
FX Plus
-2.12 1,000k 5/1/2004
112 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.04 1k 10/1/2006
111 Saxon Investment Corporation
Aggressive Diversified Program
-1.98 2,000k 11/1/1993
110 Revolution Capital Management
Alpha Program
-1.88 5,000k 6/1/2007
109 Mobius Asset Management
Custom Trading Program
-1.83 100k 1/1/2002
108 Revolution Capital Management
Alpha Fund
-1.82 50k 1/1/2005
107 ROW Asset Managment
Row Currency Program
-1.80 1,000k 11/1/2010
106 Southwest Managed Investments, LLC
Global Diversified
-1.79 200k 1/1/2002
105 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-1.67 1,000k 5/1/2006
104 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.65 1,000k 3/1/1998
103 Wavefront Global Asset Management
IMFC Global Concentrated
-1.58 500k 4/1/2009
102 Rhicon Currency Management
Rhicon Systematic Currency Program
-1.51 3,000k 1/1/2004
101 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.51 500k 1/1/2006
100 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-1.48 4,000k 2/1/2011
99 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.44 1,500k 4/1/2006
98 Manning & Napier
MN Xenon Managed Futures (2x) Program
-1.43 5,000k 6/1/2006
97 Saxon Investment Corporation
Diversified Program
-1.31 3,000k 9/1/1988
96 Gladius Asset Management
Fulham Program
-1.30 2,000k 1/1/2008
95 Systematic Alpha Management
Systematic Alpha Futures Program
-1.30 100k 6/1/2004
94 Clarke Capital Management
Global Basic
-1.28 50k 2/1/1996
93 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.26 3,000k 5/1/2010
92 Heyden & Steindl GmbH
TOMAC2
-1.22 5,000k 3/1/2003
91 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.22 400k 1/1/1988
90 Quantica Capital AG
Quantica Diversified FX
-1.20 5,000k 3/1/2007
89 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.02 1,000k 9/1/1997
88 Futures Truth Company, FTC-CTA
MS4
-0.77 250k 10/1/2007
87 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.74 10,000k 1/1/2001
86 Quantis Asset Management
PFM Systematic
-0.69 15k 5/1/2010
85 FRP CAPITAL LLC
FRP125+
-0.68 125k 1/1/2010
84 Ion Asset Architecture (Fund Program)
Ion Fund
-0.64 100k 11/1/2007
83 Ion Asset Architecture
Ion Fund Program
-0.64 10,000k 11/1/2007
82 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-0.62 4,000k 11/1/2008
81 Mobius Asset Management
Diversified Program
-0.59 250k 3/1/2004
80 Xplor Capital Management, LLC
Global CTA Program
-0.57 1,500k 7/1/2004
79 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.51 100k 2/1/2010
78 HB Capital Management Inc.
Diversified Program
-0.47 50k 3/1/2008
77 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.41 100k 1/1/2000
76 Dominion Capital
Sapphire Program
-0.40 3,000k 5/1/2005
75 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-0.37 250k 10/1/2009
74 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.30 5,000k 6/1/2001
73 Dendrich Ltd
QEP
-0.30 50k 12/1/2005
72 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.30 250k 3/1/2010
71 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.28 250k 6/1/2001
70 Mondiale Asset Management
Mondiale Trading Program
-0.19 0k 9/1/1997
69 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.15 10,000k 4/1/2003
68 White Indian Trading Co.
STAIRS (Client)
-0.15 250k 5/1/2009
67 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.04 10,000k 8/1/2009
64 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.00 250k 5/1/2011
63 Adamah Capital LLC
Asset Allocator Program
0.00 50k 3/1/2011
62 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
0.00 5,000k 5/1/2011
61 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
0.00 100k 5/1/2011
65 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
66 HiProb Trading Technology LLC
HiProb-I
0.00 5,000k 7/1/2008
60 Diamond Capital Management
Enhanced S&P Program
0.05 100k 10/1/2009
59 Blake Capital Management, Inc.
SRD Short Equities
0.05 100k 1/1/2011
58 Ancile Capital Management
Global Markets Program
0.15 2,000k 4/1/2005
57 Cauldron Investments, LLC
Stock Index Plus
0.20 1,000k 10/1/2009
56 Ion Asset Architecture
Ion Volium Fund
0.20 0k 4/1/2011
55 AllMountain Capital AG
Mount Denali Global Trends
0.21 160k 7/1/2007
54 Mobius Asset Management
Energy Weighted Program
0.23 250k 1/1/2005
53 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
0.39 1,500k 1/1/2009
52 Endeavour Capital LLP
Endeavour Pembroke
0.45 2,000k 7/1/2007
51 Cranwood Capital Management
Cranwood International Fund
0.60 250k 4/1/2008
50 Cranwood Capital Management
Fixed Income Arbitrage Fund
0.60 250k 4/1/2008
49 Conquest Capital Group
Conquest Macro
0.63 250k 5/1/1999
48 Seven Capital Management
Seven Absolute Return
0.64 100k 6/1/2009
47 Witter & Lester, Inc.
Redstone
0.72 500k 9/1/1994
46 QMS Capital Management LP
QMS Diversified Global Macro Strategy
0.84 5,000k 6/1/2010
45 GLOBIVEST LLC
Alpha Program
0.88 50k 4/1/2009
44 FORT LP
Fort Global Contrarian
0.98 2,000k 10/1/2002
43 Esulep LLC MAX
Esulep LLC MAX
0.98 500k 5/1/2008
42 Pacific Capital Advisors
Vanguard Program
1.18 100k 4/1/2007
41 FORT LP
Fort Global Diversified
1.26 2,000k 10/1/1993
40 Romanesco Capital Management B.V
Persistence Program
1.34 5,000k 9/1/2005
39 Revolution Capital Management
Mosaic Institutional Program
1.37 25,000k 9/1/2009
38 Diamond Peak Capital LLC
Northstar (2x) program
1.57 250k 10/1/2008
37 Soaring Pelican, LLC
Diversified S&P Program
1.97 100k 1/1/2011
36 Global Sigma Group, LLC
Global Sigma Plus
1.99 3,000k 11/1/2009
35 Quantis Asset Management
Intraday Futures
2.06 250k 1/1/2010
34 Superfund Group
Superfund Blue SPC Class A (EUR)
2.11 50k 4/1/2005
33 Crabel Capital Management
WPD Crabel Futures Program
2.21 1,000k 7/1/2008
32 Crabel Capital Management
Crabel Multi-Product
2.40 1,000k 3/1/1998
31 Tyche Capital Advisors LLC
TCA Energy Spreads
2.40 100k 8/1/2008
30 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
2.59 25,000k 3/1/2010
29 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.69 250k 10/1/2009
28 Jaguar Investments Ltd
Vario Capital Strategy
2.82 1,000k 5/1/2016
27 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
2.85 100k 8/1/2009
26 Neural Capital Ltd
Sentinel Trading Program
2.99 2,000k 1/1/2006
25 Crescent Bay Capital Management
Premium Stock Index Program
3.00 10k 10/1/2005
24 Arcanum Asset Management
Equity Index Option Program (Prop)
3.00 500k 7/1/2006
23 Manning & Napier
MN Xenon Global Fixed Income Program
3.05 2,000k 8/1/2004
22 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
3.15 750k 1/1/2009
21 Vantage Capital Management
VCM Growth Program
3.16 100k 1/1/2011
20 Revolution Capital Management
Mosaic Program
3.39 10,000k 10/1/2006
19 White Indian Trading Co.
SCS Program (Client)
3.64 250k 2/1/2011
18 White Indian Trading Co.
STAIRS - Futures Program (Client)
3.85 250k 10/1/2008
17 Clarke Capital Management
Global Magnum
4.15 100k 8/1/1997
16 Pinstripe Trading, LLC
Standard
4.24 125k 8/1/2009
15 FCI Capital Management
TSFX1
4.35 20k 11/1/2010
14 Quantis Asset Management
Ulysses Futures
4.36 1,000k 7/1/2009
13 Superfund Group
Superfund Blue SPC Class A (Gold)
4.74 50k 12/1/2007
12 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
4.89 50k 9/1/2009
11 Gap Partners LLC
Gap
5.39 250k 11/1/2009
10 Quantum Leap Capital Management
Managed Account Program
5.40 300k 8/1/2006
9 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
5.54 500k 12/1/2003
8 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
5.87 1,000k 5/1/2010
7 Global Vista Advisors, LLC
Global Vista Options ("GVO")
5.88 50k 10/1/2010
6 Emil van Essen
Spread Trading Program
6.50 5,000k 12/1/2006
5 Kinkopf Capital Management
KCM S&P (Proprietary)
7.45 100k 1/1/1999
4 Futures Truth Company, FTC-CTA
200K Options Strategy
7.83 200k 12/1/2009
3 Shield Plus LLC
Shield Plus Natural Gas
7.87 50k 1/1/2004
2 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
13.03 25k 4/1/2010
1 Serac, LLC
Diversified Reversal Program
47.27 200k 4/1/2011

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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