Systematic Trader Index For November 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 Nov 1999 Min Inv Inception 55 Witter & Lester, Inc. Stock Index Futures Trading Program -4.61 400k 1/1/1988 54 Crabel Capital Management Crabel Multi-Product -3.13 1,000k 3/1/1998 53 FORT LP Fort Global Diversified -2.89 2,000k 10/1/1993 52 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.05 1,000k 3/1/1998 51 Witter & Lester, Inc. Redstone -0.68 500k 9/1/1994 50 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -0.60 0k 11/1/1996 49 Eclipse Capital Management Global Monetary -0.45 5,000k 8/1/1990 48 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 0.00 200k 11/1/1999 47 Eckhardt Trading Company Evolution Strategies 0.04 20,000k 8/1/1991 46 Eckhardt Trading Company Evolution Strategies 1.2X 0.41 10,000k 10/1/1991 45 Hyman Beck and Company Global Portfolio 0.48 1,000k 3/1/1991 44 Northfield Trading Diversified 0.50 2,000k 7/1/1989 43 Clarke Capital Management Global Basic 0.50 50k 2/1/1996 42 Alee Capital Management, LLC Poniente Program 0.65 2,500k 1/1/1999 41 Transtrend B.V. DTP – Standard Risk (EUR) 0.95 10,000k 2/1/1999 40 DUNN Capital Management World Monetary and Agriculture Program (WMA) 1.30 100k 11/1/1984 39 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.44 10,000k 8/1/1999 38 DUNN Capital Management DUNN Combined Fund (DCF) 1.45 100k 5/1/1989 37 Mondiale Asset Management Mondiale Trading Program 1.72 0k 9/1/1997 36 Mark J. Walsh Company Standard Program 1.80 2,000k 9/1/1985 35 Transtrend B.V. DTP – Enhanced Risk (USD) 1.84 10,000k 1/1/1995 34 Kinkopf Capital Management KCM S&P (Proprietary) 1.99 100k 1/1/1999 33 EMC Capital Advisors, LLC Classic 2.10 5,000k 1/1/1985 32 Rabar Market Research Diversified Program 2.13 2,000k 1/1/1989 31 M.S. Capital Management Global Diversified Program 2.17 2,000k 11/1/1998 30 IKOS The IKOS Hedge Fund 2.17 10,000k 7/1/1998 29 Millburn Ridgefield Corporation Diversified Program 2.34 20,000k 2/1/1977 28 MERIT Alternative Investments GmbH Futures Portfolio 2.37 2,000k 6/1/1998 27 DUNN Capital Management D'Best Futures Fund, L.P. 2.69 100k 6/1/1994 26 Rivoli Fund Management Rivoli International Fund (E) 2.78 5,000k 10/1/1996 25 Tactical Investment Management Tactical Institutional Commodity Program 2.85 10,000k 4/1/1993 24 RAM Management Group RAM MRTP 1X-Conservative 3.03 1,000k 9/1/1993 23 Saxon Investment Corporation Diversified Program 3.14 3,000k 9/1/1988 22 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.50 1,000k 9/1/1997 21 Estlander & Partners Alpha Trend 3.70 30,000k 10/1/1991 20 Covenant Capital Management Original Program 3.88 5,000k 9/1/1999 19 Chesapeake Capital Diversified (LV) 4.16 100k 2/1/1988 18 Conquest Capital Group Conquest Macro 4.28 250k 5/1/1999 17 Rotella Capital Management Rotella Polaris Program (Diversified) 4.40 10,000k 1/1/1991 16 Clarke Capital Management Global Magnum 5.17 100k 8/1/1997 15 Drury Capital Diversified Trend-Following Program 5.20 5,000k 5/1/1997 14 Estlander & Partners Global Markets 5.64 10,000k 8/1/1999 13 Saxon Investment Corporation Aggressive Diversified Program 5.91 2,000k 11/1/1993 12 Clarke Capital Management Worldwide 6.29 250k 1/1/1996 11 QCM Global Diversified Programme 6.81 500k 12/1/1995 10 Mulvaney Capital Management The Mulvaney Global Markets Fund 7.01 100k 5/1/1999 9 Hawksbill Capital Management Global Diversified 7.26 5,000k 11/1/1988 8 Clarke Capital Management Millennium 7.39 1,000k 1/1/1998 7 RAM Management Group MRTP Aggressive 9.42 1,000k 2/1/1998 6 Superfund Group Superfund Green Q-AG 10.56 2k 3/1/1996 5 Alee Capital Management, LLC Mistral Program 10.71 2,500k 1/1/1999 4 Estlander & Partners Global XL 11.26 5,000k 8/1/1991 3 Abraham Trading Company Diversified Program 13.64 10,000k 1/1/1988 2 Winton Capital Management Diversified 13.93 50,000k 10/1/1997 1 Dreiss Research Corporation Diversified Program 16.68 1,000k 5/1/1991 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.