Systematic Trader Index For July 2011

Monthly Rankings

Rank CTA/Program Jul 2011 Min Inv Inception
238 Diamond Peak Capital LLC
Northstar (2x) program
-9.12 250k 10/1/2008
237 Vantage Capital Management
VCM Growth Program
-8.16 100k 1/1/2011
236 Quantis Asset Management
Intraday Futures
-7.09 250k 1/1/2010
235 Shield Plus LLC
Shield Plus Natural Gas
-6.91 50k 1/1/2004
234 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-6.47 100k 8/1/2009
233 Heyden & Steindl GmbH
TOMAC2
-6.23 5,000k 3/1/2003
232 Estlander & Partners
Alpha Trend II - Class P
-4.98 100k 12/1/2008
231 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-3.62 250k 5/1/2011
230 Superfund Group
Superfund Blue SPC Class A (EUR)
-3.54 50k 4/1/2005
229 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.36 400k 1/1/1988
228 Crescent Bay Capital Management
Premium Stock Index Program
-2.92 10k 10/1/2005
227 Futures Truth Company, FTC-CTA
200K Options Strategy
-2.83 200k 12/1/2009
226 GLOBIVEST LLC
Alpha Program
-2.55 50k 4/1/2009
225 Quantis Asset Management
Ulysses Futures
-2.52 1,000k 7/1/2009
224 Cauldron Investments, LLC
Stock Index Plus
-2.40 1,000k 10/1/2009
223 Diamond Capital Management
Enhanced S&P Program
-2.34 100k 10/1/2009
222 Systematic Alpha Management
Systematic Alpha Futures Program
-2.12 100k 6/1/2004
221 FCI Capital Management
TSFX1
-2.10 20k 11/1/2010
220 White Indian Trading Co.
SCS Program (Client)
-2.05 250k 2/1/2011
219 Neural Capital Ltd
Sentinel Trading Program
-2.03 2,000k 1/1/2006
218 Revolution Capital Management
Mosaic Program
-1.95 10,000k 10/1/2006
217 Alee Capital Management, LLC
Poniente Program
-1.88 2,500k 1/1/1999
216 Estlander & Partners
Alpha Trend
-1.51 30,000k 10/1/1991
215 Gap Partners LLC
Gap
-1.48 250k 11/1/2009
214 Kinkopf Capital Management
KCM S&P (Proprietary)
-1.32 100k 1/1/1999
213 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.30 250k 10/1/2009
212 Dendrich Ltd
QEP
-1.30 50k 12/1/2005
211 Futures Truth Company, FTC-CTA
MS4
-1.20 250k 10/1/2007
210 Alee Capital Management, LLC
Mistral Program
-1.05 2,500k 1/1/1999
209 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-1.04 1,000k 10/1/2006
208 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.04 10,000k 1/1/2001
207 Purple Valley Capital, Inc.
Diversified Trend 1
-0.82 100k 8/1/2008
206 Pinstripe Trading, LLC
Standard
-0.80 125k 8/1/2009
205 Witter & Lester, Inc.
Redstone
-0.79 500k 9/1/1994
204 Revolution Capital Management
Mosaic Institutional Program
-0.73 25,000k 9/1/2009
203 Pacific Capital Advisors
Vanguard Program
-0.69 100k 4/1/2007
202 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.60 1,000k 3/1/1998
201 Mondiale Asset Management
Mondiale Trading Program
-0.53 0k 9/1/1997
200 Ion Asset Architecture
Ion Fund Program
-0.49 10,000k 11/1/2007
199 Ion Asset Architecture (Fund Program)
Ion Fund
-0.49 100k 11/1/2007
198 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
-0.48 100k 5/1/2011
197 Emil van Essen
Spread Trading Program
-0.46 5,000k 12/1/2006
196 Blake Capital Management, Inc.
SRD Short Equities
-0.45 100k 1/1/2011
195 Quantis Asset Management
PFM Systematic
-0.44 15k 5/1/2010
194 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-0.35 25k 4/1/2010
193 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-0.33 10,000k 8/1/2009
192 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
-0.30 5,000k 5/1/2011
191 Tyche Capital Advisors LLC
TCA Energy Spreads
-0.17 100k 8/1/2008
190 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-0.07 500k 12/1/2003
189 Mobius Asset Management
Energy Weighted Program
-0.05 250k 1/1/2005
188 Northfield Trading
Diversified
-0.04 2,000k 7/1/1989
187 Mobius Asset Management
Custom Trading Program
-0.03 100k 1/1/2002
186 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.01 10,000k 4/1/2003
184 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
185 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
0.00 100k 7/1/2011
183 Ion Asset Architecture
Ion Volium Fund
0.04 0k 4/1/2011
182 RAM Management Group
RAM MRTP 1X-Conservative
0.08 1,000k 9/1/1993
181 Seven Capital Management
Seven Absolute Return
0.20 100k 6/1/2009
179 Cranwood Capital Management
Cranwood International Fund
0.20 250k 4/1/2008
180 Cranwood Capital Management
Fixed Income Arbitrage Fund
0.20 250k 4/1/2008
178 Quantica Capital AG
Quantica Diversified FX
0.21 5,000k 3/1/2007
177 Amplitude Capital International Limited
Dynamic Strategy
0.25 6/1/2005
176 Crabel Capital Management
Crabel Multi-Product
0.25 1,000k 3/1/1998
175 HB Capital Management Inc.
Diversified Program
0.28 50k 3/1/2008
174 ROW Asset Managment
Row Currency Program
0.28 1,000k 11/1/2010
173 John Locke Investments
JL Commodity Long Flat Program
0.33 5,000k 12/1/2007
172 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
0.33 4,000k 11/1/2008
171 RAM Management Group
MRTP Aggressive
0.35 1,000k 2/1/1998
170 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
0.35 100k 10/1/2010
169 Esulep LLC MAX
Esulep LLC MAX
0.38 500k 5/1/2008
168 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.40 250k 3/1/2010
167 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.49 1,000k 9/1/1997
166 Drury Capital
Diversified Trend-Following Program
0.52 5,000k 5/1/1997
165 Romanesco Capital Management B.V
Persistence Program
0.52 5,000k 9/1/2005
164 Dominion Capital
Sapphire Program
0.53 3,000k 5/1/2005
163 Mobius Asset Management
Diversified Program
0.64 250k 3/1/2004
162 Saxon Investment Corporation
Diversified Program
0.65 3,000k 9/1/1988
161 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.68 100k 2/1/2010
160 Claughton Capital
Auto-Reactive Positioning
0.75 1,000k 10/1/2005
159 Rhicon Currency Management
Rhicon Systematic Currency Program
0.81 3,000k 1/1/2004
158 Eckhardt Trading Company
Evolution Strategies
0.85 20,000k 8/1/1991
157 Eckhardt Trading Company
Evolution Strategies 1.2X
0.91 10,000k 10/1/1991
156 Wavefront Global Asset Management
IMFC Global Concentrated
1.03 500k 4/1/2009
155 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.06 1,000k 5/1/2006
154 Jaguar Investments Ltd
Vario Capital Strategy
1.08 1,000k 5/1/2016
153 Non Correlated Capital
Positive Theta Fund
1.12 50k 10/1/2007
152 Trigon Investment Advisors, LLC
Foreign Exchange Program
1.12 5,000k 8/1/2000
151 Quantitative Investment Management
Quantitative Global Program
1.14 20,000k 10/1/2003
150 Quantmetrics Capital Management LLP
Directional 10V Strategy
1.14 10,000k 1/1/2007
149 Non Correlated Capital
Positive Theta Program
1.15 250k 10/1/2007
148 Tactical Investment Management
Tactical Institutional Commodity Program
1.19 10,000k 4/1/1993
147 Revolution Capital Management
Alpha Program
1.19 5,000k 6/1/2007
146 Metolius Capital LLC
Metolius Diversified
1.22 100k 6/1/2010
145 Saxon Investment Corporation
Aggressive Diversified Program
1.24 2,000k 11/1/1993
144 Transtrend B.V.
DTP – Standard Risk (EUR)
1.27 10,000k 2/1/1999
143 Conquest Capital Group
Conquest Select
1.32 250k 6/1/2004
142 Revolution Capital Management
Alpha Fund
1.38 50k 1/1/2005
141 Endeavour Capital LLP
Endeavour Pembroke
1.38 2,000k 7/1/2007
140 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
1.54 750k 1/1/2009
139 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.58 10,000k 4/1/2004
138 Dreiss Research Corporation
Diversified Program
1.58 1,000k 5/1/1991
137 FRP CAPITAL LLC
FRP125+
1.59 125k 1/1/2010
136 Gladius Asset Management
Fulham Program
1.61 2,000k 1/1/2008
135 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
1.63 4,000k 2/1/2011
134 Estlander & Partners
Freedom
1.69 20,000k 8/1/2010
133 IKOS
IKOS FX Fund
1.71 1,000k 3/1/2008
132 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.78 10,000k 8/1/2004
131 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.79 100k 1/1/2000
130 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
1.87 1,000k 9/1/2009
129 Soaring Pelican, LLC
Diversified S&P Program
1.87 100k 1/1/2011
128 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.89 10,000k 1/1/1995
127 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
1.93 5,000k 11/1/2012
126 Xplor Capital Management, LLC
Global CTA Program
1.98 1,500k 7/1/2004
125 Adamah Capital LLC
Asset Allocator Program
2.00 50k 3/1/2011
124 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.01 10,000k 8/1/1999
123 Robust Methods LLC
Macro Managed Account
2.04 5,000k 1/1/2005
122 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
2.08 10,000k 8/1/2009
121 Millburn Corporation
Commodity Program
2.09 25,000k 3/1/2005
120 Briarwood Capital Management, Inc.
Diversified Trading Program
2.16 3,000k 7/1/2001
119 Covenant Capital Management
Aggressive Program
2.20 3,000k 2/1/2004
118 IKOS
The IKOS Hedge Fund
2.28 10,000k 7/1/1998
117 IDS Capital
IDS F&F Systematic Trading
2.30 50k 7/1/2013
116 Manning & Napier
MN Xenon Global Fixed Income Program
2.30 2,000k 8/1/2004
115 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
2.34 1,500k 1/1/2009
114 Global Sigma Group, LLC
Global Sigma Plus
2.42 3,000k 11/1/2009
113 ISAM
ISAM Systematic Trend Fund
2.54 1,000k 6/1/2001
112 Southwest Managed Investments, LLC
Global Diversified
2.56 200k 1/1/2002
111 MERIT Alternative Investments GmbH
Futures Portfolio
2.64 2,000k 6/1/1998
110 Arcanum Asset Management
Equity Index Option Program (Prop)
2.67 500k 7/1/2006
109 Molinero Capital Management LLP
Global Markets Program
2.71 2,000k 7/1/2005
108 Auspice Capital Advisors Ltd
Auspice Diversified Program
2.77 1,500k 4/1/2006
107 Crabel Capital Management
WPD Crabel Futures Program
2.79 1,000k 7/1/2008
106 Quantum Leap Capital Management
Managed Account Program
2.80 300k 8/1/2006
105 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.82 10,000k 1/1/1991
104 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
2.91 5,000k 12/1/2010
103 Amplitude Capital International Limited
Klassik Strategy
2.93 1,000k 9/1/2009
102 Emil van Essen
EvE Systematic Global Opportunities
2.96 1,000k 9/1/2007
101 Mark J. Walsh Company
Standard Program
2.96 2,000k 9/1/1985
100 Wavefront Global Asset Management
IMFC Global Investment Program
2.96 2,000k 2/1/2007
99 Commodity Strategies AG
CSAG Active Long Short Commodity Program
2.99 5,000k 10/1/2007
98 Red Rock Capital, LLC
Systematic Global Macro
3.08 500k 9/1/2003
97 QQFund.com
Investment Program 1
3.49 300k 9/1/2008
96 Chesapeake Capital
Diversified (LV)
3.51 100k 2/1/1988
95 IKOS
IKOS Futures Fund
3.55 1,000k 2/1/2010
94 Quality Capital Management
Global Diversified Programme
3.62 10,000k 12/1/1995
93 Spectrum Asset Management LLC
Global Diversified
3.65 2,000k 1/1/2001
92 Robinson-Langley Capital Management, LLC
Managed Account Program
3.65 200k 1/1/2007
91 Estlander & Partners
Global Markets
3.66 10,000k 8/1/1999
90 AllMountain Capital AG
Mount Denali Global Trends
3.68 160k 7/1/2007
89 Clarke Capital Management
Global Magnum
3.91 100k 8/1/1997
88 White Indian Trading Co.
STAIRS (Client)
3.92 250k 5/1/2009
87 Millburn Corporation
Diversified Program
3.95 20,000k 2/1/1977
86 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
3.95 25,000k 3/1/2010
85 QMS Capital Management LP
QMS Diversified Global Macro Strategy
4.00 5,000k 6/1/2010
84 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
4.00 1,000k 5/1/2010
83 HiProb Trading Technology LLC
HiProb-I
4.00 5,000k 7/1/2008
82 Rotella Capital Management
Rotella Orion (Short-Term) Program
4.05 10,000k 3/1/2006
81 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
4.12 10,000k 2/1/2008
80 Millburn Corporation
Multi-Markets Program
4.12 25,000k 10/1/2004
79 SEB Asset Management
SEB Asset Selection Fund C (EUR)
4.15 1k 10/1/2006
78 Acorn Global Investments Inc.
Acorn Diversified Program
4.15 10k 7/1/2005
77 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
4.25 75k 6/1/2007
76 Briarwood Capital Management, Inc.
Diversified 2XL
4.29 250k 11/1/2004
75 Covenant Capital Management
Original Program
4.30 5,000k 9/1/1999
74 Welton Investment Partners
Welton Global
4.32 10,000k 6/1/2004
73 Auctos Capital Management
Auctos Global Diversified
4.41 3,000k 11/1/2007
72 Altradis Capital AG
AlphAlgo
4.51 100k 5/1/2007
71 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
4.56 250k 10/1/2009
70 Winton Capital Management
Diversified
4.59 50,000k 10/1/1997
69 Alder Capital DAC
Alder Global 10
4.60 2,500k 10/1/2000
68 ALFAKRAFT
ALFA Commodity Fund
4.68 16k 6/1/2010
67 John Locke Investments
Cyril Systematic Program
4.82 8,000k 7/1/2000
66 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
4.82 500k 1/1/2006
65 Rho Asset Management
Rho Altius 1XL Program
4.88 5,000k 11/1/2007
64 Clarke Capital Management
Global Basic
5.11 50k 2/1/1996
63 Ancile Capital Management
Global Markets Program
5.38 2,000k 4/1/2005
62 Hyman Beck and Company
Global Portfolio
5.43 1,000k 3/1/1991
61 M.S. Capital Management
Global Diversified Program
5.51 2,000k 11/1/1998
60 Melissinos Trading
Eupatrid Program
5.51 50k 1/1/2011
59 Superfund Group
Superfund Blue SPC Class A (Gold)
5.52 50k 12/1/2007
58 Quantica Capital AG
Quantica Managed Futures
5.53 5,000k 1/1/2005
57 Superfund Group
Superfund Green L.P. Series A
5.55 5k 10/1/2002
56 Beach Horizon LLP
Managed Account
5.56 5,000k 5/1/2005
55 Manning & Napier
MN Xenon Managed Futures (2x) Program
5.62 5,000k 6/1/2006
54 Abraham Trading Company
Diversified Program
5.64 10,000k 1/1/1988
53 Clarke Capital Management
FX Plus
5.67 1,000k 5/1/2004
52 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.78 1,000k 3/1/2003
51 Rabar Market Research
Diversified Program
5.79 2,000k 1/1/1989
50 Clarke Capital Management
Worldwide
5.97 250k 1/1/1996
49 Eclipse Capital Management
Global Monetary
6.03 5,000k 8/1/1990
48 Superfund Group
Superfund Green Q-AG
6.16 2k 3/1/1996
47 Paskewitz Asset Management LLC
Multi-strategy Futures Program
6.52 3,000k 5/1/2010
46 NuWave Investment Management, LLC
Combined Futures Portfolio
6.57 5,000k 6/1/2001
45 Zoi Capital, LLC
Telio Program (Client)
6.64 200k 4/1/2010
44 Hawksbill Capital Management
Global Diversified
6.66 5,000k 11/1/1988
43 NuWave Investment Management, LLC
NuWave Investment Partners LP
6.80 250k 6/1/2001
42 EMC Capital Advisors, LLC
Classic
6.80 5,000k 1/1/1985
41 Lynx Asset Management AB
Lynx Program
6.83 75k 5/1/2000
40 Wraith Capital LLP
Wraith Dynamic Futures Fund
6.85 100k 1/1/2011
39 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
6.94 0k 11/1/1996
38 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
6.94 200k 11/1/1999
37 White Indian Trading Co.
STAIRS - Futures Program (Client)
7.05 250k 10/1/2008
36 Clarke Capital Management
Jupiter
7.14 3,000k 5/1/2005
35 Parizek Capital
Currency Program
7.27 1,000k 4/1/2006
34 Blackwater Capital Management
Global Program
7.29 5,000k 7/1/2005
33 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
7.46 100k 1/1/2005
32 Estlander & Partners
Global XL
7.52 5,000k 8/1/1991
31 Conquest Capital Group
Conquest Macro
7.93 250k 5/1/1999
30 Rabar Market Research
Short-Term Program
7.97 2,000k 11/1/2009
29 Rivoli Fund Management
Rivoli International Fund (V9)
8.21 5,000k 1/1/2002
28 Superfund Group
Superfund Green L.P. Series B
8.49 5k 10/1/2002
27 Parizek Capital
Futures Trading Program
8.64 500k 4/1/2000
26 FORT LP
Fort Global Contrarian
8.73 2,000k 10/1/2002
25 Alder Capital DAC
Alder Global 20
8.80 2,500k 2/1/2001
24 Superfund Group
Superfund Green GCT USD
8.95 15k 1/1/2000
23 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
10.02 500k 4/1/2009
22 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
10.78 50k 9/1/2009
21 Mulvaney Capital Management
The Mulvaney Global Markets Program
11.15 100k 5/1/1999
20 Keck Capital Management LLC
The Keck Program
11.33 2,000k 12/1/2003
19 DUNN Capital Management
DUNN Combined Fund (DCF)
11.43 100k 5/1/1989
18 Somers Brothers Capital
Diversified Futures Program #1
11.74 100k 1/1/2005
17 Global Vista Advisors, LLC
Global Vista Options ("GVO")
11.94 50k 10/1/2010
16 Superfund Group
Superfund Green Master
12.46 2,000k 5/1/2001
15 Rivoli Fund Management
Rivoli International Fund (MAP)
12.71 5,000k 10/1/1996
14 Serac, LLC
Diversified Reversal Program
13.05 200k 4/1/2011
13 FORT LP
Fort Global Diversified
13.13 2,000k 10/1/1993
12 Superfund Group
Superfund Green Gold L.P. Series A-1
13.63 5k 4/1/2009
11 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
13.92 150k 1/1/2011
10 Clarke Capital Management
Millennium
13.97 1,000k 1/1/1998
9 Superfund Group
Superfund Green Gold A (SPC)
14.19 5k 10/1/2005
8 DUNN Capital Management
D'Best Futures Fund, L.P.
14.25 100k 6/1/1994
7 Kelly Angle Inc.
Genesis Program
14.92 2,000k 4/1/2000
6 Angle Capital Management LLC
AIP Program
15.36 100k 1/1/2010
5 Superfund Group
Superfund Green Gold L.P. Series B-1
16.42 5k 4/1/2009
4 Superfund Group
Superfund Green Gold B (SPC)
17.41 50k 10/1/2005
3 Future Trade AG
Thales Swing Trading Programme
18.35 250k 6/1/2007
2 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
19.93 100k 11/1/1984
1 Superfund Group
Superfund Green Gold C (SPC)
20.49 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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