Systematic Trader Index For May 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 May 1999 Min Inv Inception 51 Kinkopf Capital Management KCM S&P (Proprietary) -28.73 100k 1/1/1999 50 Saxon Investment Corporation Aggressive Diversified Program -16.15 2,000k 11/1/1993 49 Dreiss Research Corporation Diversified Program -16.03 1,000k 5/1/1991 48 Estlander & Partners Global XL -8.92 5,000k 8/1/1991 47 Chesapeake Capital Diversified (LV) -8.71 100k 2/1/1988 46 Tactical Investment Management Tactical Institutional Commodity Program -8.46 10,000k 4/1/1993 45 Saxon Investment Corporation Diversified Program -8.43 3,000k 9/1/1988 44 Winton Capital Management Diversified -8.39 50,000k 10/1/1997 43 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -7.29 0k 11/1/1996 42 Rabar Market Research Diversified Program -6.92 2,000k 1/1/1989 41 Clarke Capital Management Millennium -6.49 1,000k 1/1/1998 40 Abraham Trading Company Diversified Program -6.09 10,000k 1/1/1988 39 Clarke Capital Management Worldwide -5.99 250k 1/1/1996 38 Superfund Group Superfund Green Q-AG -5.80 2k 3/1/1996 37 Rivoli Fund Management Rivoli International Fund (E) -5.70 5,000k 10/1/1996 36 Drury Capital Diversified Trend-Following Program -5.56 5,000k 5/1/1997 35 Hawksbill Capital Management Global Diversified -5.55 5,000k 11/1/1988 34 EMC Capital Advisors, LLC Classic -4.30 5,000k 1/1/1985 33 Hyman Beck and Company Global Portfolio -3.63 1,000k 3/1/1991 32 M.S. Capital Management Global Diversified Program -3.34 2,000k 11/1/1998 31 Transtrend B.V. DTP – Enhanced Risk (USD) -3.10 10,000k 1/1/1995 30 Clarke Capital Management Global Magnum -3.04 100k 8/1/1997 29 Witter & Lester, Inc. Stock Index Futures Trading Program -3.02 400k 1/1/1988 28 Millburn Ridgefield Corporation Diversified Program -2.99 20,000k 2/1/1977 27 Eckhardt Trading Company Evolution Strategies 1.2X -2.74 10,000k 10/1/1991 26 MERIT Alternative Investments GmbH Futures Portfolio -2.61 2,000k 6/1/1998 25 Estlander & Partners Alpha Trend -2.47 30,000k 10/1/1991 24 Eckhardt Trading Company Evolution Strategies -2.43 20,000k 8/1/1991 23 Mark J. Walsh Company Standard Program -2.25 2,000k 9/1/1985 22 Transtrend B.V. DTP – Standard Risk (EUR) -2.24 10,000k 2/1/1999 21 Northfield Trading Diversified -2.10 2,000k 7/1/1989 20 Alee Capital Management, LLC Mistral Program -1.08 2,500k 1/1/1999 19 QCM Global Diversified Programme -0.75 500k 12/1/1995 18 Rotella Capital Management Rotella Polaris Program (Diversified) -0.71 10,000k 1/1/1991 17 Clarke Capital Management Global Basic -0.58 50k 2/1/1996 16 Witter & Lester, Inc. Redstone -0.15 500k 9/1/1994 15 Mondiale Asset Management Mondiale Trading Program -0.12 0k 9/1/1997 13 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.00 100k 5/1/1999 14 Conquest Capital Group Conquest Macro 0.00 250k 5/1/1999 12 Eclipse Capital Management Global Monetary 0.44 5,000k 8/1/1990 11 Crabel Capital Management Crabel Multi-Product 0.51 1,000k 3/1/1998 10 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 1.35 1,000k 9/1/1997 9 Alee Capital Management, LLC Poniente Program 2.21 2,500k 1/1/1999 8 IKOS The IKOS Hedge Fund 2.26 10,000k 7/1/1998 7 DUNN Capital Management DUNN Combined Fund (DCF) 2.90 100k 5/1/1989 6 FORT LP Fort Global Diversified 3.41 2,000k 10/1/1993 5 RAM Management Group RAM MRTP 1X-Conservative 3.53 1,000k 9/1/1993 4 Kaiser Trading Group Kaiser Global Diversified Program - Class B 4.24 1,000k 3/1/1998 3 DUNN Capital Management D'Best Futures Fund, L.P. 5.21 100k 6/1/1994 2 DUNN Capital Management World Monetary and Agriculture Program (WMA) 7.60 100k 11/1/1984 1 RAM Management Group MRTP Aggressive 8.45 1,000k 2/1/1998 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.