Systematic Trader Index For May 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 May 2000 Min Inv Inception 60 DUNN Capital Management World Monetary and Agriculture Program (WMA) -7.60 100k 11/1/1984 59 DUNN Capital Management DUNN Combined Fund (DCF) -5.17 100k 5/1/1989 58 Hyman Beck and Company Global Portfolio -4.68 1,000k 3/1/1991 57 Kaiser Trading Group Kaiser Global Diversified Program - Class B -3.93 1,000k 3/1/1998 56 Northfield Trading Diversified -3.00 2,000k 7/1/1989 55 Parizek Capital Futures Trading Program -2.92 500k 4/1/2000 54 Covenant Capital Management Original Program -2.69 5,000k 9/1/1999 53 Abraham Trading Company Diversified Program -2.58 10,000k 1/1/1988 52 Millburn Ridgefield Corporation Diversified Program -1.62 20,000k 2/1/1977 51 DUNN Capital Management D'Best Futures Fund, L.P. -1.14 100k 6/1/1994 50 Winton Capital Management Diversified -0.26 50,000k 10/1/1997 49 Rabar Market Research Diversified Program -0.05 2,000k 1/1/1989 48 Lynx Asset Management AB Lynx Program 0.00 75k 5/1/2000 47 Witter & Lester, Inc. Stock Index Futures Trading Program 0.11 400k 1/1/1988 46 Estlander & Partners Alpha Trend 0.31 30,000k 10/1/1991 45 Estlander & Partners Global Markets 0.33 10,000k 8/1/1999 44 Chesapeake Capital Diversified (LV) 0.63 100k 2/1/1988 43 Estlander & Partners Global XL 0.89 5,000k 8/1/1991 42 Mondiale Asset Management Mondiale Trading Program 0.93 0k 9/1/1997 41 Drury Capital Diversified Trend-Following Program 1.14 5,000k 5/1/1997 40 Witter & Lester, Inc. Redstone 1.15 500k 9/1/1994 39 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 1.44 1,000k 9/1/1997 38 Transtrend B.V. DTP – Standard Risk (EUR) 1.64 10,000k 2/1/1999 37 Eckhardt Trading Company Evolution Strategies 1.88 20,000k 8/1/1991 36 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.31 10,000k 8/1/1999 35 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 2.39 0k 11/1/1996 34 Eckhardt Trading Company Evolution Strategies 1.2X 2.44 10,000k 10/1/1991 33 QCM Global Diversified Programme 2.46 500k 12/1/1995 32 IKOS The IKOS Hedge Fund 2.50 10,000k 7/1/1998 31 Transtrend B.V. DTP – Enhanced Risk (USD) 2.52 10,000k 1/1/1995 30 Alee Capital Management, LLC Mistral Program 2.92 2,500k 1/1/1999 29 Saxon Investment Corporation Diversified Program 3.87 3,000k 9/1/1988 28 Rotella Capital Management Rotella Polaris Program (Diversified) 4.10 10,000k 1/1/1991 27 Insch Capital Management SA Interbank Currency Program - 3X Leverage 4.27 100k 1/1/2000 26 Eclipse Capital Management Global Monetary 4.53 5,000k 8/1/1990 25 RAM Management Group RAM MRTP 1X-Conservative 4.65 1,000k 9/1/1993 24 Hawksbill Capital Management Global Diversified 5.11 5,000k 11/1/1988 23 Crabel Capital Management Crabel Multi-Product 5.14 1,000k 3/1/1998 22 Mark J. Walsh Company Standard Program 5.23 2,000k 9/1/1985 21 Clarke Capital Management Millennium 5.35 1,000k 1/1/1998 20 M.S. Capital Management Global Diversified Program 5.97 2,000k 11/1/1998 19 Alee Capital Management, LLC Poniente Program 6.12 2,500k 1/1/1999 18 Superfund Group Superfund Green Q-AG 6.27 2k 3/1/1996 17 Superfund Group Superfund Green GCT USD 6.45 15k 1/1/2000 16 Kelly Angle Inc. Genesis Program 6.75 2,000k 4/1/2000 15 Mulvaney Capital Management The Mulvaney Global Markets Fund 6.97 100k 5/1/1999 14 Saxon Investment Corporation Aggressive Diversified Program 7.09 2,000k 11/1/1993 13 FORT LP Fort Global Diversified 7.21 2,000k 10/1/1993 12 Conquest Capital Group Conquest Macro 8.08 250k 5/1/1999 11 Tactical Investment Management Tactical Institutional Commodity Program 8.37 10,000k 4/1/1993 10 MERIT Alternative Investments GmbH Futures Portfolio 8.46 2,000k 6/1/1998 9 EMC Capital Advisors, LLC Classic 8.80 5,000k 1/1/1985 8 Dreiss Research Corporation Diversified Program 9.18 1,000k 5/1/1991 7 Clarke Capital Management Worldwide 9.52 250k 1/1/1996 6 Rivoli Fund Management Rivoli International Fund (E) 9.85 5,000k 10/1/1996 5 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 10.58 200k 11/1/1999 4 Kinkopf Capital Management KCM S&P (Proprietary) 12.71 100k 1/1/1999 3 RAM Management Group MRTP Aggressive 14.05 1,000k 2/1/1998 2 Clarke Capital Management Global Magnum 24.18 100k 8/1/1997 1 Clarke Capital Management Global Basic 30.89 50k 2/1/1996 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.