Systematic Trader Index For January 2001 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 Jan 2001 Min Inv Inception 65 Mulvaney Capital Management The Mulvaney Global Markets Fund -9.62 100k 5/1/1999 64 Insch Capital Management SA Interbank Currency Program - 3X Leverage -8.72 100k 1/1/2000 63 Covenant Capital Management Original Program -7.02 5,000k 9/1/1999 62 Alee Capital Management, LLC Mistral Program -6.85 2,500k 1/1/1999 61 Drury Capital Diversified Trend-Following Program -6.20 5,000k 5/1/1997 60 Conquest Capital Group Conquest Macro -5.44 250k 5/1/1999 59 Saxon Investment Corporation Aggressive Diversified Program -3.61 2,000k 11/1/1993 58 Kinkopf Capital Management KCM S&P (Proprietary) -3.56 100k 1/1/1999 57 Kaiser Trading Group Kaiser Global Diversified Program - Class B -3.53 1,000k 3/1/1998 56 Clarke Capital Management Global Basic -3.33 50k 2/1/1996 55 Tactical Investment Management Tactical Institutional Commodity Program -1.79 10,000k 4/1/1993 54 Dreiss Research Corporation Diversified Program -1.77 1,000k 5/1/1991 53 Northfield Trading Diversified -1.70 2,000k 7/1/1989 52 Saxon Investment Corporation Diversified Program -1.53 3,000k 9/1/1988 51 Clarke Capital Management Worldwide -1.32 250k 1/1/1996 50 DUNN Capital Management D'Best Futures Fund, L.P. -1.27 100k 6/1/1994 49 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.05 200k 11/1/1999 48 Estlander & Partners Global XL -0.91 5,000k 8/1/1991 47 Trigon Investment Advisors, LLC Foreign Exchange Program -0.87 5,000k 8/1/2000 46 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -0.50 0k 11/1/1996 45 Estlander & Partners Global Markets -0.45 10,000k 8/1/1999 44 Chesapeake Capital Diversified (LV) -0.43 100k 2/1/1988 43 QCM Global Diversified Programme -0.42 500k 12/1/1995 42 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.34 10,000k 8/1/1999 41 EMC Capital Advisors, LLC Classic -0.30 5,000k 1/1/1985 40 Rotella Capital Management Rotella Polaris Program (Diversified) -0.17 10,000k 1/1/1991 39 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.00 10,000k 1/1/2001 38 Spectrum Asset Management LLC Global Diversified 0.00 2,000k 1/1/2001 37 Alee Capital Management, LLC Poniente Program 0.12 2,500k 1/1/1999 36 Transtrend B.V. DTP – Standard Risk (EUR) 0.32 10,000k 2/1/1999 35 Rivoli Fund Management Rivoli International Fund (E) 0.43 5,000k 10/1/1996 34 Eclipse Capital Management Global Monetary 0.63 5,000k 8/1/1990 33 Clarke Capital Management Global Magnum 0.65 100k 8/1/1997 32 Millburn Ridgefield Corporation Diversified Program 0.69 20,000k 2/1/1977 31 Transtrend B.V. DTP – Enhanced Risk (USD) 0.72 10,000k 1/1/1995 30 Mark J. Walsh Company Standard Program 0.88 2,000k 9/1/1985 29 Estlander & Partners Alpha Trend 1.15 30,000k 10/1/1991 28 Kelly Angle Inc. Genesis Program 1.16 2,000k 4/1/2000 27 Alder Capital DAC Alder Global 10 1.27 250k 10/1/2000 26 IKOS The IKOS Hedge Fund 1.42 10,000k 7/1/1998 25 Rabar Market Research Diversified Program 1.53 2,000k 1/1/1989 24 Superfund Group Superfund Green Q-AG 1.55 2k 3/1/1996 23 Eckhardt Trading Company Evolution Strategies 1.63 20,000k 8/1/1991 22 MERIT Alternative Investments GmbH Futures Portfolio 1.89 2,000k 6/1/1998 21 Mondiale Asset Management Mondiale Trading Program 1.94 0k 9/1/1997 20 Witter & Lester, Inc. Redstone 1.97 500k 9/1/1994 19 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.00 1,000k 9/1/1997 18 Lynx Asset Management AB Lynx Program 2.06 75k 5/1/2000 17 Eckhardt Trading Company Evolution Strategies 1.2X 2.08 10,000k 10/1/1991 16 Abraham Trading Company Diversified Program 2.28 10,000k 1/1/1988 15 M.S. Capital Management Global Diversified Program 2.30 2,000k 11/1/1998 14 Clarke Capital Management Millennium 2.38 1,000k 1/1/1998 13 Hawksbill Capital Management Global Diversified 2.91 5,000k 11/1/1988 12 John Locke Investments Cyril Systematic Program 3.02 8,000k 7/1/2000 11 Superfund Group Superfund Green GCT USD 3.56 15k 1/1/2000 10 Hyman Beck and Company Global Portfolio 3.57 1,000k 3/1/1991 9 Witter & Lester, Inc. Stock Index Futures Trading Program 4.01 400k 1/1/1988 8 Winton Capital Management Diversified 4.38 50,000k 10/1/1997 7 FORT LP Fort Global Diversified 4.61 2,000k 10/1/1993 6 DUNN Capital Management DUNN Combined Fund (DCF) 5.21 100k 5/1/1989 5 Parizek Capital Futures Trading Program 5.32 500k 4/1/2000 4 DUNN Capital Management World Monetary and Agriculture Program (WMA) 7.72 100k 11/1/1984 3 RAM Management Group RAM MRTP 1X-Conservative 8.58 1,000k 9/1/1993 2 Crabel Capital Management Crabel Multi-Product 11.08 1,000k 3/1/1998 1 RAM Management Group MRTP Aggressive 26.86 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.