Systematic Trader Index For June 2011

Monthly Rankings

Rank CTA/Program Jun 2011 Min Inv Inception
237 White Indian Trading Co.
STAIRS - Futures Program (Client)
-18.00 250k 10/1/2008
236 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-12.59 100k 11/1/1984
235 Purple Valley Capital, Inc.
Diversified Trend 1
-12.17 100k 8/1/2008
234 M.S. Capital Management
Global Diversified Program
-10.08 2,000k 11/1/1998
233 Parizek Capital
Futures Trading Program
-9.13 500k 4/1/2000
232 White Indian Trading Co.
STAIRS (Client)
-8.99 250k 5/1/2009
231 Chesapeake Capital
Diversified (LV)
-8.15 100k 2/1/1988
230 Futures Truth Company, FTC-CTA
200K Options Strategy
-7.82 200k 12/1/2009
229 Dreiss Research Corporation
Diversified Program
-7.63 1,000k 5/1/1991
228 Tactical Investment Management
Tactical Institutional Commodity Program
-7.43 10,000k 4/1/1993
227 Mulvaney Capital Management
The Mulvaney Global Markets Program
-7.41 100k 5/1/1999
226 Kinkopf Capital Management
KCM S&P (Proprietary)
-7.04 100k 1/1/1999
225 Acorn Global Investments Inc.
Acorn Diversified Program
-7.01 10k 7/1/2005
224 Drury Capital
Diversified Trend-Following Program
-7.00 5,000k 5/1/1997
223 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-6.91 5,000k 10/1/2007
222 Clarke Capital Management
Millennium
-6.83 1,000k 1/1/1998
221 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-6.81 0k 11/1/1996
220 Alder Capital DAC
Alder Global 20
-6.80 2,500k 2/1/2001
219 Altradis Capital AG
AlphAlgo
-6.63 100k 5/1/2007
218 Superfund Group
Superfund Green Gold C (SPC)
-6.48 100k 10/1/2005
217 Alee Capital Management, LLC
Mistral Program
-6.32 2,500k 1/1/1999
216 Eckhardt Trading Company
Evolution Strategies 1.2X
-6.04 10,000k 10/1/1991
215 Rabar Market Research
Diversified Program
-5.86 2,000k 1/1/1989
214 Estlander & Partners
Global XL
-5.78 5,000k 8/1/1991
213 Superfund Group
Superfund Green Gold B (SPC)
-5.50 50k 10/1/2005
212 Abraham Trading Company
Diversified Program
-5.49 10,000k 1/1/1988
211 Alee Capital Management, LLC
Poniente Program
-5.44 2,500k 1/1/1999
210 Clarke Capital Management
Jupiter
-5.44 3,000k 5/1/2005
209 Millburn Corporation
Commodity Program
-5.43 25,000k 3/1/2005
208 EMC Capital Advisors, LLC
Classic
-5.30 5,000k 1/1/1985
207 Rabar Market Research
Short-Term Program
-5.26 2,000k 11/1/2009
206 Millburn Corporation
Multi-Markets Program
-5.13 25,000k 10/1/2004
205 Systematic Alpha Management
Systematic Alpha Futures Program
-5.13 100k 6/1/2004
204 Rivoli Fund Management
Rivoli International Fund (MAP)
-5.05 5,000k 10/1/1996
203 Eckhardt Trading Company
Evolution Strategies
-5.00 20,000k 8/1/1991
202 Clarke Capital Management
FX Plus
-4.95 1,000k 5/1/2004
201 Hyman Beck and Company
Global Portfolio
-4.92 1,000k 3/1/1991
200 ISAM
ISAM Systematic Trend Fund
-4.80 1,000k 6/1/2001
199 Jaguar Investments Ltd
Vario Capital Strategy
-4.78 1,000k 5/1/2016
198 QQFund.com
Investment Program 1
-4.53 300k 9/1/2008
197 Superfund Group
Superfund Green Gold A (SPC)
-4.53 5k 10/1/2005
196 Blackwater Capital Management
Global Program
-4.47 5,000k 7/1/2005
195 Millburn Corporation
Diversified Program
-4.22 20,000k 2/1/1977
194 Conquest Capital Group
Conquest Select
-4.11 250k 6/1/2004
193 Lynx Asset Management AB
Lynx Program
-4.10 75k 5/1/2000
192 Rho Asset Management
Rho Altius 1XL Program
-4.07 5,000k 11/1/2007
191 Beach Horizon LLP
Managed Account
-4.03 5,000k 5/1/2005
190 Quality Capital Management
Global Diversified Programme
-3.98 10,000k 12/1/1995
189 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-3.91 100k 1/1/2005
188 Robinson-Langley Capital Management, LLC
Managed Account Program
-3.86 200k 1/1/2007
187 Superfund Group
Superfund Green Master
-3.75 2,000k 5/1/2001
186 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.75 1,000k 3/1/2003
185 Eclipse Capital Management
Global Monetary
-3.73 5,000k 8/1/1990
184 Kelly Angle Inc.
Genesis Program
-3.72 2,000k 4/1/2000
183 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.67 200k 11/1/1999
182 Mobius Asset Management
Custom Trading Program
-3.65 100k 1/1/2002
181 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.64 100k 1/1/2000
180 Conquest Capital Group
Conquest Macro
-3.62 250k 5/1/1999
179 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-3.57 75k 6/1/2007
178 FRP CAPITAL LLC
FRP125+
-3.57 125k 1/1/2010
177 Shield Plus LLC
Shield Plus Natural Gas
-3.52 50k 1/1/2004
176 Southwest Managed Investments, LLC
Global Diversified
-3.38 200k 1/1/2002
175 Rivoli Fund Management
Rivoli International Fund (V9)
-3.34 5,000k 1/1/2002
174 Superfund Group
Superfund Blue SPC Class A (Gold)
-3.31 50k 12/1/2007
173 Alder Capital DAC
Alder Global 10
-3.30 2,500k 10/1/2000
172 Rhicon Currency Management
Rhicon Systematic Currency Program
-3.28 3,000k 1/1/2004
171 Superfund Group
Superfund Green GCT USD
-3.27 15k 1/1/2000
170 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-3.26 5,000k 11/1/2012
169 Rotella Capital Management
Rotella Polaris Program (Diversified)
-3.20 10,000k 1/1/1991
168 John Locke Investments
Cyril Systematic Program
-3.19 8,000k 7/1/2000
167 ALFAKRAFT
ALFA Commodity Fund
-3.19 16k 6/1/2010
166 Estlander & Partners
Alpha Trend II - Class P
-3.17 100k 12/1/2008
165 Quantis Asset Management
PFM Systematic
-3.16 15k 5/1/2010
164 Molinero Capital Management LLP
Global Markets Program
-3.09 2,000k 7/1/2005
163 Quantica Capital AG
Quantica Managed Futures
-3.07 5,000k 1/1/2005
162 Zoi Capital, LLC
Telio Program (Client)
-3.07 200k 4/1/2010
161 Angle Capital Management LLC
AIP Program
-3.06 100k 1/1/2010
160 Superfund Group
Superfund Green Gold L.P. Series A-1
-3.04 5k 4/1/2009
159 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-3.01 250k 10/1/2009
158 Estlander & Partners
Global Markets
-2.91 10,000k 8/1/1999
157 Spectrum Asset Management LLC
Global Diversified
-2.86 2,000k 1/1/2001
156 Superfund Group
Superfund Green L.P. Series B
-2.79 5k 10/1/2002
155 Red Rock Capital, LLC
Systematic Global Macro
-2.70 500k 9/1/2003
154 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.66 10,000k 8/1/1999
153 Mark J. Walsh Company
Standard Program
-2.65 2,000k 9/1/1985
152 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-2.62 500k 4/1/2009
151 Manning & Napier
MN Xenon Managed Futures (2x) Program
-2.61 5,000k 6/1/2006
150 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.61 10,000k 8/1/2004
149 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.59 10,000k 1/1/1995
148 Cauldron Investments, LLC
Stock Index Plus
-2.54 1,000k 10/1/2009
147 Diamond Capital Management
Enhanced S&P Program
-2.53 100k 10/1/2009
146 Covenant Capital Management
Aggressive Program
-2.52 3,000k 2/1/2004
145 Winton Capital Management
Diversified
-2.51 50,000k 10/1/1997
144 ROW Asset Managment
Row Currency Program
-2.50 1,000k 11/1/2010
143 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-2.50 3,000k 5/1/2010
142 Ancile Capital Management
Global Markets Program
-2.44 2,000k 4/1/2005
141 Estlander & Partners
Freedom
-2.42 20,000k 8/1/2010
140 Clarke Capital Management
Worldwide
-2.40 250k 1/1/1996
139 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-2.37 50k 10/1/2010
138 Xplor Capital Management, LLC
Global CTA Program
-2.36 1,500k 7/1/2004
137 Covenant Capital Management
Original Program
-2.33 5,000k 9/1/1999
136 Wavefront Global Asset Management
IMFC Global Investment Program
-2.32 2,000k 2/1/2007
135 HiProb Trading Technology LLC
HiProb-I
-2.30 5,000k 7/1/2008
134 Mobius Asset Management
Energy Weighted Program
-2.22 250k 1/1/2005
133 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-2.18 100k 8/1/2009
132 Amplitude Capital International Limited
Klassik Strategy
-2.17 1,000k 9/1/2009
131 Superfund Group
Superfund Green Q-AG
-2.14 2k 3/1/1996
130 John Locke Investments
JL Commodity Long Flat Program
-2.11 5,000k 12/1/2007
129 Somers Brothers Capital
Diversified Futures Program #1
-2.05 100k 1/1/2005
128 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-2.02 10,000k 1/1/2001
127 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-2.01 10,000k 8/1/2009
126 Superfund Group
Superfund Green L.P. Series A
-2.01 5k 10/1/2002
125 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-2.00 5,000k 12/1/2010
124 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.98 5,000k 8/1/2000
123 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-1.94 1,000k 9/1/2009
122 Quantum Leap Capital Management
Managed Account Program
-1.90 300k 8/1/2006
121 Crabel Capital Management
WPD Crabel Futures Program
-1.89 1,000k 7/1/2008
120 Northfield Trading
Diversified
-1.85 2,000k 7/1/1989
119 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.85 1,500k 4/1/2006
118 Hawksbill Capital Management
Global Diversified
-1.81 5,000k 11/1/1988
117 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.76 400k 1/1/1988
116 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.73 10,000k 2/1/1999
115 FORT LP
Fort Global Diversified
-1.72 2,000k 10/1/1993
114 MERIT Alternative Investments GmbH
Futures Portfolio
-1.72 2,000k 6/1/1998
113 IDS Capital
IDS F&F Systematic Trading
-1.70 50k 7/1/2013
112 Neural Capital Ltd
Sentinel Trading Program
-1.70 2,000k 1/1/2006
111 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
-1.69 25,000k 3/1/2010
110 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.67 100k 6/1/1994
109 Superfund Group
Superfund Green Gold L.P. Series B-1
-1.60 5k 4/1/2009
108 Welton Investment Partners
Welton Global
-1.58 10,000k 6/1/2004
107 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-1.56 10,000k 4/1/2004
106 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.51 500k 1/1/2006
105 NuWave Investment Management, LLC
NuWave Investment Partners LP
-1.49 250k 6/1/2001
104 Keck Capital Management LLC
The Keck Program
-1.48 2,000k 12/1/2003
103 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-1.48 1,500k 1/1/2009
102 Future Trade AG
Thales Swing Trading Programme
-1.47 250k 6/1/2007
101 NuWave Investment Management, LLC
Combined Futures Portfolio
-1.46 5,000k 6/1/2001
100 Robust Methods LLC
Macro Managed Account
-1.44 5,000k 1/1/2005
99 IKOS
IKOS Futures Fund
-1.43 1,000k 2/1/2010
97 Cranwood Capital Management
Cranwood International Fund
-1.40 250k 4/1/2008
98 Cranwood Capital Management
Fixed Income Arbitrage Fund
-1.40 250k 4/1/2008
96 Wavefront Global Asset Management
IMFC Global Concentrated
-1.38 500k 4/1/2009
95 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.33 1k 10/1/2006
94 Quantmetrics Capital Management LLP
Directional 10V Strategy
-1.33 10,000k 1/1/2007
93 Pacific Capital Advisors
Vanguard Program
-1.31 100k 4/1/2007
92 Auctos Capital Management
Auctos Global Diversified
-1.19 3,000k 11/1/2007
91 Saxon Investment Corporation
Aggressive Diversified Program
-1.18 2,000k 11/1/1993
90 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-1.16 750k 1/1/2009
89 White Indian Trading Co.
SCS Program (Client)
-1.14 250k 2/1/2011
88 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-1.14 100k 2/1/2010
87 Romanesco Capital Management B.V
Persistence Program
-0.98 5,000k 9/1/2005
86 Emil van Essen
EvE Systematic Global Opportunities
-0.97 1,000k 9/1/2007
85 Quantitative Investment Management
Quantitative Global Program
-0.90 20,000k 10/1/2003
84 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.87 250k 5/1/2011
83 Heyden & Steindl GmbH
TOMAC2
-0.84 5,000k 3/1/2003
82 Gladius Asset Management
Fulham Program
-0.83 2,000k 1/1/2008
81 Clarke Capital Management
Global Basic
-0.79 50k 2/1/1996
80 Estlander & Partners
Alpha Trend
-0.79 30,000k 10/1/1991
79 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.77 10,000k 3/1/2006
78 Seven Capital Management
Seven Absolute Return
-0.72 100k 6/1/2009
77 Briarwood Capital Management, Inc.
Diversified 2XL
-0.71 250k 11/1/2004
76 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-0.71 1,000k 5/1/2006
75 RAM Management Group
MRTP Aggressive
-0.69 1,000k 2/1/1998
74 Mobius Asset Management
Diversified Program
-0.68 250k 3/1/2004
73 Saxon Investment Corporation
Diversified Program
-0.67 3,000k 9/1/1988
72 DUNN Capital Management
DUNN Combined Fund (DCF)
-0.63 100k 5/1/1989
71 Dominion Capital
Sapphire Program
-0.61 3,000k 5/1/2005
70 HB Capital Management Inc.
Diversified Program
-0.52 50k 3/1/2008
69 Amplitude Capital International Limited
Dynamic Strategy
-0.47 6/1/2005
68 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.31 3,000k 7/1/2001
67 Parizek Capital
Currency Program
-0.24 1,000k 4/1/2006
66 RAM Management Group
RAM MRTP 1X-Conservative
-0.23 1,000k 9/1/1993
65 IKOS
The IKOS Hedge Fund
-0.22 10,000k 7/1/1998
64 Mondiale Asset Management
Mondiale Trading Program
-0.14 0k 9/1/1997
63 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-0.13 10,000k 2/1/2008
62 Metolius Capital LLC
Metolius Diversified
-0.10 100k 6/1/2010
61 FORT LP
Fort Global Contrarian
-0.10 2,000k 10/1/2002
60 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.07 50k 4/1/2005
59 AllMountain Capital AG
Mount Denali Global Trends
-0.07 160k 7/1/2007
58 Quantis Asset Management
Ulysses Futures
-0.03 1,000k 7/1/2009
57 Revolution Capital Management
Alpha Fund
-0.03 50k 1/1/2005
56 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
55 Ion Asset Architecture
Ion Volium Fund
0.02 0k 4/1/2011
54 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.05 1,000k 9/1/1997
53 Revolution Capital Management
Alpha Program
0.09 5,000k 6/1/2007
52 Witter & Lester, Inc.
Redstone
0.11 500k 9/1/1994
51 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.13 10,000k 8/1/2009
50 Gap Partners LLC
Gap
0.17 250k 11/1/2009
49 Clarke Capital Management
Global Magnum
0.21 100k 8/1/1997
48 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.22 10,000k 4/1/2003
47 Endeavour Capital LLP
Endeavour Pembroke
0.25 2,000k 7/1/2007
46 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
0.27 100k 10/1/2010
45 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
0.36 5,000k 5/1/2011
44 QMS Capital Management LP
QMS Diversified Global Macro Strategy
0.45 5,000k 6/1/2010
43 Quantica Capital AG
Quantica Diversified FX
0.51 5,000k 3/1/2007
42 Vantage Capital Management
VCM Growth Program
0.60 100k 1/1/2011
41 Diamond Peak Capital LLC
Northstar (2x) program
0.61 250k 10/1/2008
40 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.67 1,000k 3/1/1998
39 Adamah Capital LLC
Asset Allocator Program
0.70 50k 3/1/2011
38 Crabel Capital Management
Crabel Multi-Product
0.75 1,000k 3/1/1998
37 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
0.77 100k 5/1/2011
36 Ion Asset Architecture
Ion Fund Program
0.80 10,000k 11/1/2007
35 Ion Asset Architecture (Fund Program)
Ion Fund
0.80 100k 11/1/2007
34 Soaring Pelican, LLC
Diversified S&P Program
0.89 100k 1/1/2011
33 Blake Capital Management, Inc.
SRD Short Equities
0.89 100k 1/1/2011
32 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
0.92 4,000k 11/1/2008
31 Manning & Napier
MN Xenon Global Fixed Income Program
0.92 2,000k 8/1/2004
30 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.12 250k 10/1/2009
29 Melissinos Trading
Eupatrid Program
1.17 50k 1/1/2011
28 Hehmeyer Capital Management, LLC
R Best - Intraday Program
1.21 250k 3/1/2010
27 Global Sigma Group, LLC
Global Sigma Plus
1.22 3,000k 11/1/2009
26 Crescent Bay Capital Management
Premium Stock Index Program
1.23 10k 10/1/2005
25 Pinstripe Trading, LLC
Standard
1.26 125k 8/1/2009
24 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.43 1,000k 10/1/2006
23 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
1.59 1,000k 5/1/2010
22 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
1.62 500k 12/1/2003
21 GLOBIVEST LLC
Alpha Program
1.75 50k 4/1/2009
20 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
1.78 4,000k 2/1/2011
19 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
1.88 25k 4/1/2010
18 Tyche Capital Advisors LLC
TCA Energy Spreads
1.92 100k 8/1/2008
17 Claughton Capital
Auto-Reactive Positioning
1.95 1,000k 10/1/2005
16 Esulep LLC MAX
Esulep LLC MAX
1.96 500k 5/1/2008
15 Emil van Essen
Spread Trading Program
2.69 5,000k 12/1/2006
14 Non Correlated Capital
Positive Theta Program
2.86 250k 10/1/2007
13 Non Correlated Capital
Positive Theta Fund
3.09 50k 10/1/2007
12 Futures Truth Company, FTC-CTA
MS4
3.15 250k 10/1/2007
11 Wraith Capital LLP
Wraith Dynamic Futures Fund
3.29 100k 1/1/2011
10 IKOS
IKOS FX Fund
3.36 1,000k 3/1/2008
9 Arcanum Asset Management
Equity Index Option Program (Prop)
3.67 500k 7/1/2006
8 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
3.71 50k 9/1/2009
7 Dendrich Ltd
QEP
3.75 50k 12/1/2005
6 Revolution Capital Management
Mosaic Institutional Program
4.54 25,000k 9/1/2009
5 FCI Capital Management
TSFX1
5.43 20k 11/1/2010
4 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
6.95 150k 1/1/2011
3 Quantis Asset Management
Intraday Futures
8.16 250k 1/1/2010
2 Serac, LLC
Diversified Reversal Program
9.26 200k 4/1/2011
1 Revolution Capital Management
Mosaic Program
11.55 10,000k 10/1/2006

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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