Systematic Trader Index For October 2000 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 2000 Min Inv Inception 63 Saxon Investment Corporation Aggressive Diversified Program -10.39 2,000k 11/1/1993 62 Clarke Capital Management Worldwide -9.34 250k 1/1/1996 61 Crabel Capital Management Crabel Multi-Product -8.44 1,000k 3/1/1998 60 Clarke Capital Management Global Magnum -7.87 100k 8/1/1997 59 Saxon Investment Corporation Diversified Program -4.81 3,000k 9/1/1988 58 Superfund Group Superfund Green Q-AG -4.42 2k 3/1/1996 57 Alee Capital Management, LLC Mistral Program -3.99 2,500k 1/1/1999 56 Hawksbill Capital Management Global Diversified -3.43 5,000k 11/1/1988 55 Clarke Capital Management Global Basic -3.31 50k 2/1/1996 54 Superfund Group Superfund Green GCT USD -3.09 15k 1/1/2000 53 Estlander & Partners Alpha Trend -2.70 30,000k 10/1/1991 52 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -2.35 0k 11/1/1996 51 John Locke Investments Cyril Systematic Program -2.32 8,000k 7/1/2000 50 Clarke Capital Management Millennium -2.05 1,000k 1/1/1998 49 Alee Capital Management, LLC Poniente Program -1.90 2,500k 1/1/1999 48 IKOS The IKOS Hedge Fund -1.88 10,000k 7/1/1998 47 M.S. Capital Management Global Diversified Program -1.38 2,000k 11/1/1998 46 Kelly Angle Inc. Genesis Program -0.97 2,000k 4/1/2000 45 Eclipse Capital Management Global Monetary -0.70 5,000k 8/1/1990 44 Chesapeake Capital Diversified (LV) -0.62 100k 2/1/1988 43 Witter & Lester, Inc. Redstone -0.53 500k 9/1/1994 42 Mark J. Walsh Company Standard Program -0.34 2,000k 9/1/1985 41 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.11 100k 1/1/2000 40 Alder Capital DAC Alder Global 10 0.00 250k 10/1/2000 39 RAM Management Group RAM MRTP 1X-Conservative 0.02 1,000k 9/1/1993 38 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.24 1,000k 9/1/1997 37 Rabar Market Research Diversified Program 0.40 2,000k 1/1/1989 36 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.80 1,000k 3/1/1998 35 Eckhardt Trading Company Evolution Strategies 0.83 20,000k 8/1/1991 34 Hyman Beck and Company Global Portfolio 0.93 1,000k 3/1/1991 33 Eckhardt Trading Company Evolution Strategies 1.2X 1.03 10,000k 10/1/1991 32 Rivoli Fund Management Rivoli International Fund (E) 1.20 5,000k 10/1/1996 31 Trigon Investment Advisors, LLC Foreign Exchange Program 1.57 5,000k 8/1/2000 30 RAM Management Group MRTP Aggressive 1.60 1,000k 2/1/1998 29 Transtrend B.V. DTP – Standard Risk (EUR) 1.72 10,000k 2/1/1999 28 QCM Global Diversified Programme 1.94 500k 12/1/1995 27 Mulvaney Capital Management The Mulvaney Global Markets Fund 1.96 100k 5/1/1999 26 Winton Capital Management Diversified 2.09 50,000k 10/1/1997 25 Rotella Capital Management Rotella Polaris Program (Diversified) 2.09 10,000k 1/1/1991 24 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.33 10,000k 8/1/1999 23 Estlander & Partners Global Markets 2.41 10,000k 8/1/1999 22 Transtrend B.V. DTP – Enhanced Risk (USD) 2.54 10,000k 1/1/1995 21 Witter & Lester, Inc. Stock Index Futures Trading Program 2.67 400k 1/1/1988 20 EMC Capital Advisors, LLC Classic 2.70 5,000k 1/1/1985 19 Covenant Capital Management Original Program 2.82 5,000k 9/1/1999 18 Lynx Asset Management AB Lynx Program 3.09 75k 5/1/2000 17 Parizek Capital Futures Trading Program 3.11 500k 4/1/2000 16 Drury Capital Diversified Trend-Following Program 3.26 5,000k 5/1/1997 15 Kinkopf Capital Management KCM S&P (Proprietary) 3.39 100k 1/1/1999 14 MERIT Alternative Investments GmbH Futures Portfolio 3.42 2,000k 6/1/1998 13 Dreiss Research Corporation Diversified Program 3.57 1,000k 5/1/1991 12 Northfield Trading Diversified 3.70 2,000k 7/1/1989 11 FORT LP Fort Global Diversified 4.25 2,000k 10/1/1993 10 Mondiale Asset Management Mondiale Trading Program 4.34 0k 9/1/1997 9 Tactical Investment Management Tactical Institutional Commodity Program 4.57 10,000k 4/1/1993 8 Conquest Capital Group Conquest Macro 4.69 250k 5/1/1999 7 Millburn Ridgefield Corporation Diversified Program 4.79 20,000k 2/1/1977 6 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 5.20 200k 11/1/1999 5 Estlander & Partners Global XL 5.95 5,000k 8/1/1991 4 DUNN Capital Management D'Best Futures Fund, L.P. 6.50 100k 6/1/1994 3 DUNN Capital Management DUNN Combined Fund (DCF) 6.92 100k 5/1/1989 2 DUNN Capital Management World Monetary and Agriculture Program (WMA) 9.12 100k 11/1/1984 1 Abraham Trading Company Diversified Program 9.51 10,000k 1/1/1988 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.