Systematic Trader Index For October 1999 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Oct 1999 Min Inv Inception 54 DUNN Capital Management D'Best Futures Fund, L.P. -18.63 100k 6/1/1994 53 EMC Capital Advisors, LLC Classic -18.10 5,000k 1/1/1985 52 Dreiss Research Corporation Diversified Program -16.61 1,000k 5/1/1991 51 Mark J. Walsh Company Standard Program -16.21 2,000k 9/1/1985 50 RAM Management Group MRTP Aggressive -16.09 1,000k 2/1/1998 49 Hawksbill Capital Management Global Diversified -15.41 5,000k 11/1/1988 48 Estlander & Partners Global XL -13.00 5,000k 8/1/1991 47 Tactical Investment Management Tactical Institutional Commodity Program -12.91 10,000k 4/1/1993 46 Millburn Ridgefield Corporation Diversified Program -11.10 20,000k 2/1/1977 45 Abraham Trading Company Diversified Program -9.57 10,000k 1/1/1988 44 M.S. Capital Management Global Diversified Program -9.29 2,000k 11/1/1998 43 DUNN Capital Management DUNN Combined Fund (DCF) -8.33 100k 5/1/1989 42 Rotella Capital Management Rotella Polaris Program (Diversified) -7.95 10,000k 1/1/1991 41 Chesapeake Capital Diversified (LV) -7.88 100k 2/1/1988 40 Clarke Capital Management Millennium -7.82 1,000k 1/1/1998 39 Estlander & Partners Alpha Trend -7.74 30,000k 10/1/1991 38 Alee Capital Management, LLC Mistral Program -7.45 2,500k 1/1/1999 37 Rivoli Fund Management Rivoli International Fund (E) -7.30 5,000k 10/1/1996 36 DUNN Capital Management World Monetary and Agriculture Program (WMA) -7.00 100k 11/1/1984 35 Estlander & Partners Global Markets -6.99 10,000k 8/1/1999 34 Hyman Beck and Company Global Portfolio -6.91 1,000k 3/1/1991 33 Transtrend B.V. DTP – Enhanced Risk (USD) -6.82 10,000k 1/1/1995 32 Transtrend B.V. DTP – Enhanced Risk (EUR) -6.71 10,000k 8/1/1999 31 Winton Capital Management Diversified -6.20 50,000k 10/1/1997 30 FORT LP Fort Global Diversified -6.16 2,000k 10/1/1993 29 Rabar Market Research Diversified Program -6.01 2,000k 1/1/1989 28 Saxon Investment Corporation Aggressive Diversified Program -5.87 2,000k 11/1/1993 27 QCM Global Diversified Programme -5.50 500k 12/1/1995 26 RAM Management Group RAM MRTP 1X-Conservative -5.29 1,000k 9/1/1993 25 Conquest Capital Group Conquest Macro -5.26 250k 5/1/1999 24 Clarke Capital Management Global Magnum -4.85 100k 8/1/1997 23 Mulvaney Capital Management The Mulvaney Global Markets Fund -4.80 100k 5/1/1999 22 MERIT Alternative Investments GmbH Futures Portfolio -4.78 2,000k 6/1/1998 21 Transtrend B.V. DTP – Standard Risk (EUR) -4.63 10,000k 2/1/1999 20 Clarke Capital Management Worldwide -4.57 250k 1/1/1996 19 Covenant Capital Management Original Program -4.46 5,000k 9/1/1999 18 Eclipse Capital Management Global Monetary -4.30 5,000k 8/1/1990 17 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -3.37 1,000k 9/1/1997 16 Saxon Investment Corporation Diversified Program -3.26 3,000k 9/1/1988 15 Eckhardt Trading Company Evolution Strategies 1.2X -3.23 10,000k 10/1/1991 14 Superfund Group Superfund Green Q-AG -3.17 2k 3/1/1996 13 Clarke Capital Management Global Basic -3.16 50k 2/1/1996 12 Eckhardt Trading Company Evolution Strategies -2.86 20,000k 8/1/1991 11 IKOS The IKOS Hedge Fund -2.40 10,000k 7/1/1998 10 Kaiser Trading Group Kaiser Global Diversified Program - Class B -2.09 1,000k 3/1/1998 9 Drury Capital Diversified Trend-Following Program -1.24 5,000k 5/1/1997 8 Alee Capital Management, LLC Poniente Program -0.74 2,500k 1/1/1999 7 Mondiale Asset Management Mondiale Trading Program -0.39 0k 9/1/1997 6 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 0.13 0k 11/1/1996 5 Witter & Lester, Inc. Redstone 0.67 500k 9/1/1994 4 Witter & Lester, Inc. Stock Index Futures Trading Program 1.53 400k 1/1/1988 3 Crabel Capital Management Crabel Multi-Product 2.55 1,000k 3/1/1998 2 Northfield Trading Diversified 4.90 2,000k 7/1/1989 1 Kinkopf Capital Management KCM S&P (Proprietary) 18.50 100k 1/1/1999 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.