Systematic Trader Index For November 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 Nov 2001 Min Inv Inception 71 Superfund Group Superfund Green Master -24.59 2,000k 5/1/2001 70 DUNN Capital Management DUNN Combined Fund (DCF) -24.56 100k 5/1/1989 69 DUNN Capital Management World Monetary and Agriculture Program (WMA) -23.52 100k 11/1/1984 68 Kelly Angle Inc. Genesis Program -22.81 2,000k 4/1/2000 67 DUNN Capital Management D'Best Futures Fund, L.P. -22.67 100k 6/1/1994 66 Dreiss Research Corporation Diversified Program -20.02 1,000k 5/1/1991 65 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -17.32 200k 11/1/1999 64 Estlander & Partners Global XL -16.24 5,000k 8/1/1991 63 Superfund Group Superfund Green GCT USD -14.62 15k 1/1/2000 62 Abraham Trading Company Diversified Program -13.68 10,000k 1/1/1988 61 Superfund Group Superfund Green Q-AG -12.76 2k 3/1/1996 60 Northfield Trading Diversified -11.60 2,000k 7/1/1989 59 Hyman Beck and Company Global Portfolio -11.44 1,000k 3/1/1991 58 Saxon Investment Corporation Aggressive Diversified Program -11.17 2,000k 11/1/1993 57 Eclipse Capital Management Global Monetary -11.03 5,000k 8/1/1990 56 FORT LP Fort Global Diversified -10.21 2,000k 10/1/1993 55 Clarke Capital Management Global Basic -10.10 50k 2/1/1996 54 Chesapeake Capital Diversified (LV) -10.09 100k 2/1/1988 53 EMC Capital Advisors, LLC Classic -9.70 5,000k 1/1/1985 52 Covenant Capital Management Original Program -9.67 5,000k 9/1/1999 51 Tactical Investment Management Tactical Institutional Commodity Program -9.62 10,000k 4/1/1993 50 Mark J. Walsh Company Standard Program -9.61 2,000k 9/1/1985 49 Drury Capital Diversified Trend-Following Program -9.34 5,000k 5/1/1997 48 Clarke Capital Management Global Magnum -8.73 100k 8/1/1997 47 Conquest Capital Group Conquest Macro -8.64 250k 5/1/1999 46 Rabar Market Research Diversified Program -8.06 2,000k 1/1/1989 45 Millburn Ridgefield Corporation Diversified Program -7.76 20,000k 2/1/1977 44 Estlander & Partners Global Markets -7.64 10,000k 8/1/1999 43 RAM Management Group MRTP Aggressive -7.61 1,000k 2/1/1998 42 Parizek Capital Futures Trading Program -7.53 500k 4/1/2000 41 Clarke Capital Management Millennium -7.28 1,000k 1/1/1998 40 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -7.16 0k 11/1/1996 39 Briarwood Capital Management, Inc. Diversified Trading Program -7.13 3,000k 7/1/2001 38 Hawksbill Capital Management Global Diversified -7.12 5,000k 11/1/1988 37 Winton Capital Management Diversified -7.10 50,000k 10/1/1997 36 ISAM ISAM Systematic Trend Fund -6.84 1,000k 6/1/2001 35 Saxon Investment Corporation Diversified Program -6.77 3,000k 9/1/1988 34 Lynx Asset Management AB Lynx Program -6.35 75k 5/1/2000 33 Rivoli Fund Management Rivoli International Fund (E) -6.18 5,000k 10/1/1996 32 Clarke Capital Management Worldwide -5.98 250k 1/1/1996 31 Alee Capital Management, LLC Mistral Program -5.43 2,500k 1/1/1999 30 M.S. Capital Management Global Diversified Program -5.34 2,000k 11/1/1998 29 Rotella Capital Management Rotella Polaris Program (Diversified) -4.30 10,000k 1/1/1991 28 John Locke Investments Cyril Systematic Program -4.06 8,000k 7/1/2000 27 Spectrum Asset Management LLC Global Diversified -3.92 2,000k 1/1/2001 26 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -3.80 1,000k 9/1/1997 25 Alee Capital Management, LLC Poniente Program -3.70 2,500k 1/1/1999 24 Estlander & Partners Alpha Trend -3.57 30,000k 10/1/1991 23 QCM Global Diversified Programme -3.16 500k 12/1/1995 22 Transtrend B.V. DTP – Enhanced Risk (USD) -3.12 10,000k 1/1/1995 21 MERIT Alternative Investments GmbH Futures Portfolio -2.94 2,000k 6/1/1998 20 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.75 10,000k 8/1/1999 19 Eckhardt Trading Company Evolution Strategies 1.2X -2.53 10,000k 10/1/1991 18 RAM Management Group RAM MRTP 1X-Conservative -2.51 1,000k 9/1/1993 17 Eckhardt Trading Company Evolution Strategies -2.36 20,000k 8/1/1991 16 Trigon Investment Advisors, LLC Foreign Exchange Program -2.07 5,000k 8/1/2000 15 Crabel Capital Management Crabel Multi-Product -1.80 1,000k 3/1/1998 14 Transtrend B.V. DTP – Standard Risk (EUR) -1.61 10,000k 2/1/1999 13 Alder Capital DAC Alder Global 20 -1.28 250k 2/1/2001 12 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.58 1,000k 3/1/1998 11 Alder Capital DAC Alder Global 10 -0.35 250k 10/1/2000 9 NuWave Investment Management, LLC NuWave Investment Partners LP -0.31 250k 6/1/2001 10 NuWave Investment Management, LLC Combined Futures Portfolio -0.31 5,000k 6/1/2001 8 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.00 100k 5/1/1999 7 IKOS The IKOS Hedge Fund 0.06 10,000k 7/1/1998 6 Witter & Lester, Inc. Stock Index Futures Trading Program 0.82 400k 1/1/1988 5 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 1.33 10,000k 1/1/2001 4 Witter & Lester, Inc. Redstone 1.41 500k 9/1/1994 3 Kinkopf Capital Management KCM S&P (Proprietary) 2.55 100k 1/1/1999 2 Mondiale Asset Management Mondiale Trading Program 3.04 0k 9/1/1997 1 Insch Capital Management SA Interbank Currency Program - 3X Leverage 13.00 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.