Systematic Trader Index For April 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 Apr 2000 Min Inv Inception 59 DUNN Capital Management D'Best Futures Fund, L.P. -13.71 100k 6/1/1994 58 Dreiss Research Corporation Diversified Program -12.97 1,000k 5/1/1991 57 DUNN Capital Management World Monetary and Agriculture Program (WMA) -12.40 100k 11/1/1984 56 DUNN Capital Management DUNN Combined Fund (DCF) -11.35 100k 5/1/1989 55 Hawksbill Capital Management Global Diversified -9.80 5,000k 11/1/1988 54 Saxon Investment Corporation Aggressive Diversified Program -7.50 2,000k 11/1/1993 53 FORT LP Fort Global Diversified -6.38 2,000k 10/1/1993 52 Alee Capital Management, LLC Mistral Program -6.22 2,500k 1/1/1999 51 Rabar Market Research Diversified Program -5.30 2,000k 1/1/1989 50 Eclipse Capital Management Global Monetary -4.25 5,000k 8/1/1990 49 Chesapeake Capital Diversified (LV) -3.80 100k 2/1/1988 48 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.74 100k 1/1/2000 47 Clarke Capital Management Global Basic -3.55 50k 2/1/1996 46 Saxon Investment Corporation Diversified Program -3.51 3,000k 9/1/1988 45 Conquest Capital Group Conquest Macro -2.90 250k 5/1/1999 44 Estlander & Partners Global XL -2.85 5,000k 8/1/1991 43 QCM Global Diversified Programme -2.52 500k 12/1/1995 42 Estlander & Partners Global Markets -1.75 10,000k 8/1/1999 41 Northfield Trading Diversified -1.70 2,000k 7/1/1989 40 Witter & Lester, Inc. Redstone -1.55 500k 9/1/1994 39 RAM Management Group MRTP Aggressive -0.91 1,000k 2/1/1998 38 EMC Capital Advisors, LLC Classic -0.80 5,000k 1/1/1985 37 Superfund Group Superfund Green GCT USD -0.75 15k 1/1/2000 36 Rotella Capital Management Rotella Polaris Program (Diversified) -0.71 10,000k 1/1/1991 35 Rivoli Fund Management Rivoli International Fund (E) -0.47 5,000k 10/1/1996 34 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.42 1,000k 9/1/1997 33 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.30 10,000k 8/1/1999 32 Eckhardt Trading Company Evolution Strategies -0.29 20,000k 8/1/1991 31 Mulvaney Capital Management The Mulvaney Global Markets Fund -0.27 100k 5/1/1999 30 Superfund Group Superfund Green Q-AG -0.20 2k 3/1/1996 29 Eckhardt Trading Company Evolution Strategies 1.2X -0.14 10,000k 10/1/1991 28 Transtrend B.V. DTP – Standard Risk (EUR) -0.13 10,000k 2/1/1999 27 Parizek Capital Futures Trading Program 0.00 500k 4/1/2000 26 Kelly Angle Inc. Genesis Program 0.00 2,000k 4/1/2000 25 Covenant Capital Management Original Program 0.00 5,000k 9/1/1999 24 Transtrend B.V. DTP – Enhanced Risk (USD) 0.14 10,000k 1/1/1995 23 RAM Management Group RAM MRTP 1X-Conservative 0.37 1,000k 9/1/1993 22 Alee Capital Management, LLC Poniente Program 0.39 2,500k 1/1/1999 21 Clarke Capital Management Global Magnum 0.54 100k 8/1/1997 20 Estlander & Partners Alpha Trend 0.73 30,000k 10/1/1991 19 Millburn Ridgefield Corporation Diversified Program 0.83 20,000k 2/1/1977 18 Mark J. Walsh Company Standard Program 1.12 2,000k 9/1/1985 17 Clarke Capital Management Millennium 1.16 1,000k 1/1/1998 16 Tactical Investment Management Tactical Institutional Commodity Program 1.34 10,000k 4/1/1993 15 Witter & Lester, Inc. Stock Index Futures Trading Program 1.40 400k 1/1/1988 14 MERIT Alternative Investments GmbH Futures Portfolio 1.41 2,000k 6/1/1998 13 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.48 0k 11/1/1996 12 Hyman Beck and Company Global Portfolio 1.65 1,000k 3/1/1991 11 Winton Capital Management Diversified 2.06 50,000k 10/1/1997 10 Clarke Capital Management Worldwide 2.96 250k 1/1/1996 9 Kaiser Trading Group Kaiser Global Diversified Program - Class B 4.10 1,000k 3/1/1998 8 Mondiale Asset Management Mondiale Trading Program 4.11 0k 9/1/1997 7 M.S. Capital Management Global Diversified Program 4.45 2,000k 11/1/1998 6 Abraham Trading Company Diversified Program 5.48 10,000k 1/1/1988 5 IKOS The IKOS Hedge Fund 6.96 10,000k 7/1/1998 4 Crabel Capital Management Crabel Multi-Product 7.50 1,000k 3/1/1998 3 Kinkopf Capital Management KCM S&P (Proprietary) 10.15 100k 1/1/1999 2 Drury Capital Diversified Trend-Following Program 11.91 5,000k 5/1/1997 1 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 17.17 200k 11/1/1999 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.