Systematic Trader Index For February 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 Feb 1999 Min Inv Inception 49 Kinkopf Capital Management KCM S&P (Proprietary) -14.93 100k 1/1/1999 48 Crabel Capital Management Crabel Multi-Product -6.80 1,000k 3/1/1998 47 Witter & Lester, Inc. Stock Index Futures Trading Program -3.45 400k 1/1/1988 46 Rivoli Fund Management Rivoli International Fund (E) -3.05 5,000k 10/1/1996 45 M.S. Capital Management Global Diversified Program -1.51 2,000k 11/1/1998 44 Northfield Trading Diversified -1.40 2,000k 7/1/1989 43 Saxon Investment Corporation Aggressive Diversified Program -1.37 2,000k 11/1/1993 42 Mondiale Asset Management Mondiale Trading Program -1.00 0k 9/1/1997 41 IKOS The IKOS Hedge Fund -0.63 10,000k 7/1/1998 40 Saxon Investment Corporation Diversified Program -0.29 3,000k 9/1/1988 39 Transtrend B.V. DTP – Standard Risk (EUR) 0.00 10,000k 2/1/1999 38 Witter & Lester, Inc. Redstone 0.85 500k 9/1/1994 37 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.86 1,000k 9/1/1997 36 Superfund Group Superfund Green Q-AG 0.98 2k 3/1/1996 35 Clarke Capital Management Millennium 1.12 1,000k 1/1/1998 34 Transtrend B.V. DTP – Enhanced Risk (USD) 1.22 10,000k 1/1/1995 33 Rotella Capital Management Rotella Polaris Program (Diversified) 1.26 10,000k 1/1/1991 32 Hyman Beck and Company Global Portfolio 1.67 1,000k 3/1/1991 31 QCM Global Diversified Programme 1.79 500k 12/1/1995 30 Tactical Investment Management Tactical Institutional Commodity Program 1.84 10,000k 4/1/1993 29 Chesapeake Capital Diversified (LV) 1.90 100k 2/1/1988 28 FORT LP Fort Global Diversified 2.85 2,000k 10/1/1993 27 Estlander & Partners Global XL 3.12 5,000k 8/1/1991 26 Millburn Ridgefield Corporation Diversified Program 3.22 20,000k 2/1/1977 25 Eclipse Capital Management Global Monetary 3.27 5,000k 8/1/1990 24 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 3.34 0k 11/1/1996 23 Clarke Capital Management Global Basic 3.55 50k 2/1/1996 22 Winton Capital Management Diversified 3.61 50,000k 10/1/1997 21 Rabar Market Research Diversified Program 3.70 2,000k 1/1/1989 20 Alee Capital Management, LLC Poniente Program 3.86 2,500k 1/1/1999 19 DUNN Capital Management World Monetary and Agriculture Program (WMA) 3.90 100k 11/1/1984 18 Estlander & Partners Alpha Trend 4.42 30,000k 10/1/1991 17 Eckhardt Trading Company Evolution Strategies 5.12 20,000k 8/1/1991 16 RAM Management Group RAM MRTP 1X-Conservative 5.49 1,000k 9/1/1993 15 MERIT Alternative Investments GmbH Futures Portfolio 5.67 2,000k 6/1/1998 14 Drury Capital Diversified Trend-Following Program 6.05 5,000k 5/1/1997 13 Eckhardt Trading Company Evolution Strategies 1.2X 6.42 10,000k 10/1/1991 12 Clarke Capital Management Worldwide 6.84 250k 1/1/1996 11 Hawksbill Capital Management Global Diversified 7.25 5,000k 11/1/1988 10 Clarke Capital Management Global Magnum 7.45 100k 8/1/1997 9 Alee Capital Management, LLC Mistral Program 7.65 2,500k 1/1/1999 8 Dreiss Research Corporation Diversified Program 7.66 1,000k 5/1/1991 7 DUNN Capital Management DUNN Combined Fund (DCF) 8.67 100k 5/1/1989 6 Abraham Trading Company Diversified Program 13.35 10,000k 1/1/1988 5 RAM Management Group MRTP Aggressive 15.10 1,000k 2/1/1998 4 DUNN Capital Management D'Best Futures Fund, L.P. 16.01 100k 6/1/1994 3 Mark J. Walsh Company Standard Program 16.10 2,000k 9/1/1985 2 EMC Capital Advisors, LLC Classic 17.30 5,000k 1/1/1985 1 Kaiser Trading Group Kaiser Global Diversified Program - Class B 18.32 1,000k 3/1/1998 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.