Systematic Trader Index For March 1999 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 Mar 1999 Min Inv Inception 49 Dreiss Research Corporation Diversified Program -21.29 1,000k 5/1/1991 48 Abraham Trading Company Diversified Program -9.43 10,000k 1/1/1988 47 Mark J. Walsh Company Standard Program -7.88 2,000k 9/1/1985 46 Tactical Investment Management Tactical Institutional Commodity Program -7.46 10,000k 4/1/1993 45 Eckhardt Trading Company Evolution Strategies 1.2X -6.89 10,000k 10/1/1991 44 Kaiser Trading Group Kaiser Global Diversified Program - Class B -6.49 1,000k 3/1/1998 43 Eckhardt Trading Company Evolution Strategies -6.18 20,000k 8/1/1991 42 EMC Capital Advisors, LLC Classic -6.00 5,000k 1/1/1985 41 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -4.87 0k 11/1/1996 40 Estlander & Partners Global XL -4.56 5,000k 8/1/1991 39 Rabar Market Research Diversified Program -4.33 2,000k 1/1/1989 38 Winton Capital Management Diversified -3.98 50,000k 10/1/1997 37 DUNN Capital Management D'Best Futures Fund, L.P. -3.55 100k 6/1/1994 36 Saxon Investment Corporation Aggressive Diversified Program -3.48 2,000k 11/1/1993 35 QCM Global Diversified Programme -3.35 500k 12/1/1995 34 Witter & Lester, Inc. Stock Index Futures Trading Program -3.04 400k 1/1/1988 33 Drury Capital Diversified Trend-Following Program -2.82 5,000k 5/1/1997 32 Transtrend B.V. DTP – Enhanced Risk (USD) -2.77 10,000k 1/1/1995 31 Chesapeake Capital Diversified (LV) -2.65 100k 2/1/1988 30 Transtrend B.V. DTP – Standard Risk (EUR) -2.37 10,000k 2/1/1999 29 Saxon Investment Corporation Diversified Program -1.79 3,000k 9/1/1988 28 Superfund Group Superfund Green Q-AG -1.70 2k 3/1/1996 27 Estlander & Partners Alpha Trend -1.45 30,000k 10/1/1991 26 Mondiale Asset Management Mondiale Trading Program -1.21 0k 9/1/1997 25 Hyman Beck and Company Global Portfolio -1.00 1,000k 3/1/1991 24 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.97 1,000k 9/1/1997 23 Alee Capital Management, LLC Poniente Program -0.91 2,500k 1/1/1999 22 Crabel Capital Management Crabel Multi-Product -0.70 1,000k 3/1/1998 21 Clarke Capital Management Millennium -0.42 1,000k 1/1/1998 20 IKOS The IKOS Hedge Fund -0.32 10,000k 7/1/1998 19 MERIT Alternative Investments GmbH Futures Portfolio 0.16 2,000k 6/1/1998 18 Witter & Lester, Inc. Redstone 0.51 500k 9/1/1994 17 Clarke Capital Management Worldwide 0.61 250k 1/1/1996 16 FORT LP Fort Global Diversified 0.80 2,000k 3/1/2002 15 Northfield Trading Diversified 0.90 2,000k 7/1/1989 14 Rotella Capital Management Rotella Polaris Program (Diversified) 0.94 10,000k 1/1/1991 13 Millburn Ridgefield Corporation Diversified Program 1.30 20,000k 2/1/1977 12 M.S. Capital Management Global Diversified Program 1.30 2,000k 11/1/1998 11 Alee Capital Management, LLC Mistral Program 1.57 2,500k 1/1/1999 10 RAM Management Group RAM MRTP 1X-Conservative 2.29 1,000k 9/1/1993 9 Rivoli Fund Management Rivoli International Fund (E) 2.33 5,000k 10/1/1996 8 Eclipse Capital Management Global Monetary 2.92 5,000k 8/1/1990 7 DUNN Capital Management DUNN Combined Fund (DCF) 4.03 100k 5/1/1989 6 DUNN Capital Management World Monetary and Agriculture Program (WMA) 4.20 100k 11/1/1984 5 Hawksbill Capital Management Global Diversified 4.74 5,000k 11/1/1988 4 Clarke Capital Management Global Magnum 6.55 100k 8/1/1997 3 RAM Management Group MRTP Aggressive 8.75 1,000k 2/1/1998 2 Clarke Capital Management Global Basic 13.02 50k 2/1/1996 1 Kinkopf Capital Management KCM S&P (Proprietary) 20.42 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.