Systematic Trader Index For August 2011

Monthly Rankings

Rank CTA/Program Aug 2011 Min Inv Inception
246 Vantage Capital Management
VCM Growth Program
-25.28 100k 1/1/2011
245 QQFund.com
Investment Program 1
-21.34 300k 9/1/2008
244 Parizek Capital
Currency Program
-18.99 1,000k 4/1/2006
243 Revolution Capital Management
Mosaic Program
-16.88 10,000k 10/1/2006
242 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-14.79 500k 12/1/2003
241 White Indian Trading Co.
SCS Program (Client)
-13.72 250k 2/1/2011
240 Pinstripe Trading, LLC
Standard
-10.79 125k 8/1/2009
239 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-10.79 25k 4/1/2010
238 Adamah Capital LLC
Asset Allocator Program
-10.50 50k 3/1/2011
237 Futures Truth Company, FTC-CTA
200K Options Strategy
-9.51 200k 12/1/2009
236 Diamond Peak Capital LLC
Northstar (2x) program
-9.20 250k 10/1/2008
235 Heyden & Steindl GmbH
TOMAC2
-8.55 5,000k 3/1/2003
234 Drury Capital
Diversified Trend-Following Program
-8.34 5,000k 5/1/1997
233 Crescent Bay Capital Management
Premium Stock Index Program
-7.89 10k 10/1/2005
232 IKOS
IKOS FX Fund
-6.99 1,000k 3/1/2008
231 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-6.77 750k 1/1/2009
230 Revolution Capital Management
Mosaic Institutional Program
-6.65 25,000k 9/1/2009
229 Quantis Asset Management
PFM Systematic
-6.13 15k 5/1/2010
228 Rhicon Currency Management
Rhicon Systematic Currency Program
-6.10 3,000k 1/1/2004
227 Dominion Capital
Sapphire Program
-5.29 3,000k 5/1/2005
226 ROW Asset Managment
Row Currency Program
-4.60 1,000k 11/1/2010
225 Endeavour Capital LLP
Endeavour Pembroke
-4.39 2,000k 7/1/2007
224 M.S. Capital Management
Global Diversified Program
-4.37 2,000k 11/1/1998
223 Trigon Investment Advisors, LLC
Foreign Exchange Program
-4.08 5,000k 8/1/2000
222 Diamond Capital Management
Enhanced S&P Program
-3.90 100k 10/1/2009
221 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.88 100k 5/1/1989
220 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-3.87 5,000k 11/1/2012
219 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
-3.86 100k 5/1/2011
218 Cauldron Investments, LLC
Stock Index Plus
-3.82 1,000k 10/1/2009
217 Dendrich Ltd
QEP
-3.79 50k 12/1/2005
216 Alder Capital DAC
Alder Global 20
-3.70 2,500k 2/1/2001
215 Emil van Essen
EvE Systematic Global Opportunities
-3.61 1,000k 9/1/2007
214 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.56 10,000k 8/1/2004
213 Welton Investment Partners
Welton Global
-3.51 10,000k 6/1/2004
212 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.50 10,000k 8/1/1999
211 Systematic Alpha Management
Systematic Alpha Futures Program
-3.48 100k 6/1/2004
210 Dreiss Research Corporation
Diversified Program
-3.26 1,000k 5/1/1991
209 Quality Capital Management
Global Diversified Programme
-3.26 10,000k 12/1/1995
208 Quantum Leap Capital Management
Managed Account Program
-3.20 300k 8/1/2006
207 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.20 10,000k 1/1/1995
206 Quantica Capital AG
Quantica Diversified FX
-2.99 5,000k 3/1/2007
205 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.79 5,000k 6/1/2010
204 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-2.77 10,000k 4/1/2004
203 Blackwater Capital Management
Global Program
-2.73 5,000k 7/1/2005
202 Eclipse Capital Management
Global Monetary
-2.58 5,000k 8/1/1990
201 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-2.50 100k 8/1/2009
200 Crabel Capital Management
Crabel Multi-Product
-2.50 1,000k 3/1/1998
199 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-2.40 10,000k 8/1/2009
198 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.37 10,000k 2/1/1999
197 IDS Capital
IDS F&F Systematic Trading
-2.13 50k 7/1/2013
196 Abraham Trading Company
Diversified Program
-2.06 10,000k 1/1/1988
195 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-2.04 250k 10/1/2009
194 Briarwood Capital Management, Inc.
Diversified 2XL
-2.03 250k 11/1/2004
193 Tyche Capital Advisors LLC
TCA Energy Spreads
-2.00 100k 8/1/2008
192 EMC Capital Advisors, LLC
Classic
-2.00 5,000k 1/1/1985
191 IKOS
The IKOS Hedge Fund
-1.99 10,000k 7/1/1998
190 Shield Plus LLC
Shield Plus Natural Gas
-1.97 50k 1/1/2004
189 Emil van Essen
Spread Trading Program
-1.94 5,000k 12/1/2006
188 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.87 250k 5/1/2011
187 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-1.75 5,000k 10/1/2007
186 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-1.72 100k 10/1/2010
185 Zoi Capital, LLC
Telio Program (Client)
-1.71 200k 4/1/2010
184 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.66 1,000k 3/1/2003
183 Alder Capital DAC
Alder Global 10
-1.60 2,500k 10/1/2000
182 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.57 200k 11/1/1999
181 Global Sigma Group, LLC
Global Sigma Plus
-1.55 3,000k 11/1/2009
180 Quantis Asset Management
Ulysses Futures
-1.48 1,000k 7/1/2009
179 Millburn Corporation
Diversified Program
-1.43 20,000k 2/1/1977
178 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-1.39 250k 3/1/2010
177 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-1.28 10,000k 2/1/2008
176 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.25 10,000k 1/1/2001
175 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.20 1,500k 4/1/2006
174 Ion Asset Architecture
Ion Fund Program
-1.17 10,000k 11/1/2007
173 Ion Asset Architecture (Fund Program)
Ion Fund
-1.17 100k 11/1/2007
172 Molinero Capital Management LLP
Global Markets Program
-1.11 2,000k 7/1/2005
171 Chesapeake Capital
Diversified (LV)
-1.03 100k 2/1/1988
170 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.01 3,000k 7/1/2001
169 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-1.01 1,500k 1/1/2009
168 Non Correlated Capital
Positive Theta Program
-0.89 250k 10/1/2007
167 Non Correlated Capital
Positive Theta Fund
-0.89 50k 10/1/2007
166 Pacific Capital Advisors
Vanguard Program
-0.86 100k 4/1/2007
165 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.83 3,000k 5/1/2010
164 Millburn Corporation
Multi-Markets Program
-0.78 25,000k 10/1/2004
163 Millburn Corporation
Commodity Program
-0.61 25,000k 3/1/2005
162 Hyman Beck and Company
Global Portfolio
-0.57 1,000k 3/1/1991
161 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.47 10,000k 8/1/2009
160 Hawksbill Capital Management
Global Diversified
-0.42 5,000k 11/1/1988
159 Rabar Market Research
Diversified Program
-0.37 2,000k 1/1/1989
158 John Locke Investments
JL Commodity Long Flat Program
-0.34 5,000k 12/1/2007
157 Eckhardt Trading Company
Evolution Strategies
-0.32 20,000k 8/1/1991
156 Clarke Capital Management
Jupiter
-0.31 3,000k 5/1/2005
155 MERIT Alternative Investments GmbH
Futures Portfolio
-0.30 2,000k 6/1/1998
154 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.29 10,000k 10/1/1991
153 Blake Capital Management, Inc.
SRD Short Equities
-0.29 100k 1/1/2011
152 Estlander & Partners
Global XL
-0.19 5,000k 8/1/1991
151 Metolius Capital LLC
Metolius Diversified
-0.15 100k 6/1/2010
150 Superfund Group
Superfund Green L.P. Series A
-0.09 5k 10/1/2002
149 Revolution Capital Management
Alpha Fund
-0.07 50k 1/1/2005
148 Estlander & Partners
Global Markets
-0.07 10,000k 8/1/1999
147 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.04 10,000k 3/1/2006
137 ALFAKRAFT
ALFA Rubicon Fund
0.00 16k 8/1/2011
138 Blake Capital Management, Inc.
SRD Energies
0.00 100k 8/1/2011
139 White Indian Trading Co.
SCS Interest Rate Program (Client)
0.00 250k 8/1/2011
140 UNISystems Research Inc.
Wall Street Program
0.00 20k 8/1/2011
141 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
0.00 350k 8/1/2011
142 Altus Trading, LLC
Managed Forex Program A
0.00 50k 8/1/2011
143 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
144 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
0.00 100k 8/1/2011
145 Ion Asset Architecture
Ion Volium Fund
0.00 0k 4/1/2011
146 Sequoia Hill Capital Management
SHCM British Pound AP
0.00 50k 8/1/2011
136 Witter & Lester, Inc.
Redstone
0.15 500k 9/1/1994
135 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.15 10,000k 1/1/1991
134 Superfund Group
Superfund Green L.P. Series B
0.16 5k 10/1/2002
133 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.20 1,000k 3/1/1998
132 FRP CAPITAL LLC
FRP125+
0.23 125k 1/1/2010
131 IKOS
IKOS Futures Fund
0.23 1,000k 2/1/2010
130 Quantitative Investment Management
Quantitative Global Program
0.30 20,000k 10/1/2003
129 Revolution Capital Management
Alpha Program
0.36 5,000k 6/1/2007
128 Saxon Investment Corporation
Diversified Program
0.38 3,000k 9/1/1988
127 Red Rock Capital, LLC
Systematic Global Macro
0.42 500k 9/1/2003
126 Mobius Asset Management
Energy Weighted Program
0.43 250k 1/1/2005
125 Spectrum Asset Management LLC
Global Diversified
0.45 2,000k 1/1/2001
124 Beach Horizon LLP
Managed Account
0.46 5,000k 5/1/2005
123 HB Capital Management Inc.
Diversified Program
0.48 50k 3/1/2008
122 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.56 100k 1/1/2000
121 Saxon Investment Corporation
Aggressive Diversified Program
0.64 2,000k 11/1/1993
120 Superfund Group
Superfund Green Q-AG
0.64 2k 3/1/1996
119 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
0.67 1,000k 10/1/2006
118 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.69 500k 1/1/2006
117 Crabel Capital Management
WPD Crabel Futures Program
0.69 1,000k 7/1/2008
116 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
0.78 4,000k 11/1/2008
115 Superfund Group
Superfund Green GCT USD
0.83 15k 1/1/2000
114 Futures Truth Company, FTC-CTA
MS4
0.88 250k 10/1/2007
113 Mobius Asset Management
Diversified Program
0.90 250k 3/1/2004
112 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.92 1k 10/1/2006
111 Lynx Asset Management AB
Lynx Program
0.95 75k 5/1/2000
110 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
0.98 5,000k 12/1/2010
109 Clarke Capital Management
Worldwide
1.00 250k 1/1/1996
108 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
1.02 5,000k 5/1/2011
107 Wavefront Global Asset Management
IMFC Global Investment Program
1.03 2,000k 2/1/2007
106 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
1.09 75k 6/1/2007
105 Superfund Group
Superfund Blue SPC Class A (EUR)
1.11 50k 4/1/2005
104 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.11 400k 1/1/1988
103 Serac, LLC
Diversified Reversal Program
1.13 200k 4/1/2011
102 Auctos Capital Management
Auctos Global Diversified
1.14 3,000k 11/1/2007
101 FCI Capital Management
TSFX1
1.16 20k 11/1/2010
100 Arcanum Asset Management
Equity Index Option Program (Prop)
1.36 500k 7/1/2006
99 ALFAKRAFT
ALFA Commodity Fund
1.39 16k 6/1/2010
98 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
1.40 500k 4/1/2009
97 Clarke Capital Management
Millennium
1.41 1,000k 1/1/1998
96 Winton Capital Management
Diversified
1.43 50,000k 10/1/1997
95 ISAM
ISAM Systematic Trend Fund
1.49 1,000k 6/1/2001
94 Superfund Group
Superfund Green Master
1.57 2,000k 5/1/2001
93 White Indian Trading Co.
STAIRS - Futures Program (Client)
1.58 250k 10/1/2008
92 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.59 100k 5/1/1999
91 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
1.69 4,000k 2/1/2011
90 NuWave Investment Management, LLC
Combined Futures Portfolio
1.73 5,000k 6/1/2001
89 AllMountain Capital AG
Mount Denali Global Trends
1.85 160k 7/1/2007
88 Clarke Capital Management
FX Plus
1.88 1,000k 5/1/2004
87 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
1.88 100k 2/1/2010
86 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.01 250k 6/1/2001
85 Rivoli Fund Management
Rivoli International Fund (V9)
2.07 5,000k 1/1/2002
84 Covenant Capital Management
Aggressive Program
2.08 3,000k 2/1/2004
83 Robinson-Langley Capital Management, LLC
Managed Account Program
2.11 200k 1/1/2007
82 Quantmetrics Capital Management LLP
Premier 12V Strategy
2.13 10,000k 4/1/2003
81 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
2.52 25,000k 3/1/2010
80 Conquest Capital Group
Conquest Macro
2.54 250k 5/1/1999
79 Estlander & Partners
Freedom
2.59 20,000k 8/1/2010
78 Manning & Napier
MN Xenon Global Fixed Income Program
2.85 2,000k 8/1/2004
77 Jaguar Investments Ltd
Vario Capital Strategy
2.91 1,000k 5/1/2016
76 Xplor Capital Management, LLC
Global CTA Program
2.91 1,500k 7/1/2004
75 Gap Partners LLC
Gap
3.00 250k 11/1/2009
74 Covenant Capital Management
Original Program
3.05 5,000k 9/1/1999
73 Ancile Capital Management
Global Markets Program
3.09 2,000k 4/1/2005
72 Acorn Global Investments Inc.
Acorn Diversified Program
3.16 10k 7/1/2005
71 Rivoli Fund Management
Rivoli International Fund (MAP)
3.20 5,000k 10/1/1996
70 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
3.28 100k 1/1/2005
69 Tactical Investment Management
Tactical Institutional Commodity Program
3.30 10,000k 4/1/1993
68 Wavefront Global Asset Management
IMFC Global Concentrated
3.34 500k 4/1/2009
67 John Locke Investments
Cyril Systematic Program
3.46 8,000k 7/1/2000
66 Esulep LLC MAX
Esulep LLC MAX
3.48 500k 5/1/2008
65 Seven Capital Management
Seven Absolute Return
3.51 100k 6/1/2009
64 Estlander & Partners
Alpha Trend
3.56 30,000k 10/1/1991
63 Amplitude Capital International Limited
Dynamic Strategy
3.71 6/1/2005
62 Gladius Asset Management
Fulham Program
3.72 2,000k 1/1/2008
61 Robust Methods LLC
Macro Managed Account
3.76 5,000k 1/1/2005
60 Rabar Market Research
Short-Term Program
4.17 2,000k 11/1/2009
59 White Indian Trading Co.
STAIRS (Client)
4.17 250k 5/1/2009
58 Mark J. Walsh Company
Standard Program
4.24 2,000k 9/1/1985
57 W.G. Wealth Guardian Ltd.
SAFI2 Program
4.29 1,000k 9/1/1997
55 Cranwood Capital Management
Cranwood International Fund
4.30 250k 4/1/2008
56 Cranwood Capital Management
Fixed Income Arbitrage Fund
4.30 250k 4/1/2008
54 Somers Brothers Capital
Diversified Futures Program #1
4.30 100k 1/1/2005
53 GLOBIVEST LLC
Alpha Program
4.51 50k 4/1/2009
52 DUNN Capital Management
D'Best Futures Fund, L.P.
4.71 100k 6/1/1994
51 Mondiale Asset Management
Mondiale Trading Program
4.80 0k 9/1/1997
50 Clarke Capital Management
Global Magnum
4.89 100k 8/1/1997
49 FORT LP
Fort Global Contrarian
4.90 2,000k 10/1/2002
48 Manning & Napier
MN Xenon Managed Futures (2x) Program
4.94 5,000k 6/1/2006
47 Alee Capital Management, LLC
Poniente Program
5.05 2,500k 1/1/1999
46 Mobius Asset Management
Custom Trading Program
5.07 100k 1/1/2002
45 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
5.10 1,000k 5/1/2010
44 Conquest Capital Group
Conquest Select
5.30 250k 6/1/2004
43 Quantica Capital AG
Quantica Managed Futures
5.33 5,000k 1/1/2005
42 Claughton Capital
Auto-Reactive Positioning
5.56 1,000k 10/1/2005
41 Romanesco Capital Management B.V
Persistence Program
5.68 5,000k 9/1/2005
40 Alee Capital Management, LLC
Mistral Program
5.78 2,500k 1/1/1999
39 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
5.85 50k 9/1/2009
38 Quantmetrics Capital Management LLP
Directional 10V Strategy
6.24 10,000k 1/1/2007
37 RAM Management Group
RAM MRTP 1X-Conservative
6.68 1,000k 9/1/1993
36 Northfield Trading
Diversified
6.70 2,000k 7/1/1989
35 Southwest Managed Investments, LLC
Global Diversified
6.97 200k 1/1/2002
34 FORT LP
Fort Global Diversified
7.57 2,000k 10/1/1993
33 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
7.79 0k 11/1/1996
32 Wraith Capital LLP
Wraith Dynamic Futures Fund
8.66 100k 1/1/2011
31 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
8.73 1,000k 9/1/2009
30 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
8.75 150k 1/1/2011
29 Parizek Capital
Futures Trading Program
8.79 500k 4/1/2000
28 Estlander & Partners
Alpha Trend II - Class P
9.48 100k 12/1/2008
27 Melissinos Trading
Eupatrid Program
9.56 50k 1/1/2011
26 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
10.40 100k 11/1/1984
25 Future Trade AG
Thales Swing Trading Programme
10.67 250k 6/1/2007
24 Amplitude Capital International Limited
Klassik Strategy
11.16 1,000k 9/1/2009
23 Altradis Capital AG
AlphAlgo
11.51 100k 5/1/2007
22 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
11.72 100k 7/1/2011
21 Soaring Pelican, LLC
Diversified S&P Program
11.86 100k 1/1/2011
20 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
12.10 1,000k 5/1/2006
19 Superfund Group
Superfund Green Gold A (SPC)
12.46 5k 10/1/2005
18 Superfund Group
Superfund Green Gold B (SPC)
12.67 50k 10/1/2005
17 Superfund Group
Superfund Green Gold C (SPC)
13.23 100k 10/1/2005
16 Superfund Group
Superfund Green Gold L.P. Series A-1
13.42 5k 4/1/2009
15 Superfund Group
Superfund Blue SPC Class A (Gold)
13.45 50k 12/1/2007
14 Keck Capital Management LLC
The Keck Program
13.76 2,000k 12/1/2003
13 Neural Capital Ltd
Sentinel Trading Program
13.97 2,000k 1/1/2006
12 Rho Asset Management
Rho Altius 1XL Program
14.13 5,000k 11/1/2007
11 Superfund Group
Superfund Green Gold L.P. Series B-1
14.16 5k 4/1/2009
10 Global Vista Advisors, LLC
Global Vista Options ("GVO")
15.70 50k 10/1/2010
9 Angle Capital Management LLC
AIP Program
15.81 100k 1/1/2010
8 Quantis Asset Management
Intraday Futures
16.14 250k 1/1/2010
7 Clarke Capital Management
Global Basic
16.20 50k 2/1/1996
6 Purple Valley Capital, Inc.
Diversified Trend 1
17.02 100k 8/1/2008
5 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
17.06 250k 10/1/2009
4 Kelly Angle Inc.
Genesis Program
17.22 2,000k 4/1/2000
3 Kinkopf Capital Management
KCM S&P (Proprietary)
17.83 100k 1/1/1999
2 RAM Management Group
MRTP Aggressive
20.81 1,000k 2/1/1998
1 HiProb Trading Technology LLC
HiProb-I
31.00 5,000k 7/1/2008

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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