Systematic Trader Index For September 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 Sep 2000 Min Inv Inception 62 DUNN Capital Management World Monetary and Agriculture Program (WMA) -9.70 100k 11/1/1984 61 Hawksbill Capital Management Global Diversified -8.51 5,000k 11/1/1988 60 Winton Capital Management Diversified -7.76 50,000k 10/1/1997 59 Eclipse Capital Management Global Monetary -7.34 5,000k 8/1/1990 58 RAM Management Group MRTP Aggressive -7.32 1,000k 2/1/1998 57 Chesapeake Capital Diversified (LV) -7.30 100k 2/1/1988 56 M.S. Capital Management Global Diversified Program -6.98 2,000k 11/1/1998 55 Superfund Group Superfund Green GCT USD -6.91 15k 1/1/2000 54 Superfund Group Superfund Green Q-AG -6.29 2k 3/1/1996 53 DUNN Capital Management DUNN Combined Fund (DCF) -5.99 100k 5/1/1989 52 EMC Capital Advisors, LLC Classic -5.90 5,000k 1/1/1985 51 DUNN Capital Management D'Best Futures Fund, L.P. -5.50 100k 6/1/1994 50 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -4.94 200k 11/1/1999 49 Estlander & Partners Global XL -4.70 5,000k 8/1/1991 48 Mark J. Walsh Company Standard Program -4.66 2,000k 9/1/1985 47 Abraham Trading Company Diversified Program -4.53 10,000k 1/1/1988 46 Estlander & Partners Alpha Trend -4.50 30,000k 10/1/1991 45 Hyman Beck and Company Global Portfolio -4.50 1,000k 3/1/1991 44 Mulvaney Capital Management The Mulvaney Global Markets Fund -4.36 100k 5/1/1999 43 Alee Capital Management, LLC Mistral Program -4.13 2,500k 1/1/1999 42 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -4.10 0k 11/1/1996 41 Rivoli Fund Management Rivoli International Fund (E) -3.75 5,000k 10/1/1996 40 John Locke Investments Cyril Systematic Program -3.05 8,000k 7/1/2000 39 Conquest Capital Group Conquest Macro -3.03 250k 5/1/1999 38 FORT LP Fort Global Diversified -2.91 2,000k 10/1/1993 37 MERIT Alternative Investments GmbH Futures Portfolio -2.83 2,000k 6/1/1998 36 Millburn Ridgefield Corporation Diversified Program -2.70 20,000k 2/1/1977 35 Parizek Capital Futures Trading Program -2.59 500k 4/1/2000 34 Kinkopf Capital Management KCM S&P (Proprietary) -2.26 100k 1/1/1999 33 Clarke Capital Management Millennium -2.17 1,000k 1/1/1998 32 Rabar Market Research Diversified Program -1.84 2,000k 1/1/1989 31 RAM Management Group RAM MRTP 1X-Conservative -1.80 1,000k 9/1/1993 30 Drury Capital Diversified Trend-Following Program -1.70 5,000k 5/1/1997 29 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -1.70 1,000k 9/1/1997 28 Estlander & Partners Global Markets -1.42 10,000k 8/1/1999 27 Lynx Asset Management AB Lynx Program -1.34 75k 5/1/2000 26 Rotella Capital Management Rotella Polaris Program (Diversified) -1.26 10,000k 1/1/1991 25 Saxon Investment Corporation Aggressive Diversified Program -1.24 2,000k 11/1/1993 24 Kelly Angle Inc. Genesis Program -1.14 2,000k 4/1/2000 23 Tactical Investment Management Tactical Institutional Commodity Program -1.01 10,000k 4/1/1993 22 Mondiale Asset Management Mondiale Trading Program -1.00 0k 9/1/1997 21 Alee Capital Management, LLC Poniente Program -0.93 2,500k 1/1/1999 20 Dreiss Research Corporation Diversified Program -0.84 1,000k 5/1/1991 19 Saxon Investment Corporation Diversified Program -0.46 3,000k 9/1/1988 18 QCM Global Diversified Programme -0.34 500k 12/1/1995 17 Witter & Lester, Inc. Stock Index Futures Trading Program -0.10 400k 1/1/1988 16 Witter & Lester, Inc. Redstone 0.34 500k 9/1/1994 15 Clarke Capital Management Global Magnum 0.39 100k 8/1/1997 14 Covenant Capital Management Original Program 0.42 5,000k 9/1/1999 13 Clarke Capital Management Worldwide 0.47 250k 1/1/1996 12 Transtrend B.V. DTP – Standard Risk (EUR) 0.56 10,000k 2/1/1999 11 Transtrend B.V. DTP – Enhanced Risk (USD) 0.62 10,000k 1/1/1995 10 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.91 10,000k 8/1/1999 9 Eckhardt Trading Company Evolution Strategies 1.48 20,000k 8/1/1991 8 Eckhardt Trading Company Evolution Strategies 1.2X 1.65 10,000k 10/1/1991 7 Northfield Trading Diversified 1.80 2,000k 7/1/1989 6 Trigon Investment Advisors, LLC Foreign Exchange Program 2.70 5,000k 8/1/2000 5 Kaiser Trading Group Kaiser Global Diversified Program - Class B 3.18 1,000k 3/1/1998 4 Clarke Capital Management Global Basic 3.80 50k 2/1/1996 3 Crabel Capital Management Crabel Multi-Product 4.78 1,000k 3/1/1998 2 IKOS The IKOS Hedge Fund 6.25 10,000k 7/1/1998 1 Insch Capital Management SA Interbank Currency Program - 3X Leverage 11.86 100k 1/1/2000 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.