Systematic Trader Index For February 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 Feb 2001 Min Inv Inception 66 Witter & Lester, Inc. Stock Index Futures Trading Program -12.24 400k 1/1/1988 65 Kinkopf Capital Management KCM S&P (Proprietary) -11.32 100k 1/1/1999 64 Conquest Capital Group Conquest Macro -5.64 250k 5/1/1999 63 Witter & Lester, Inc. Redstone -4.62 500k 9/1/1994 62 Parizek Capital Futures Trading Program -4.46 500k 4/1/2000 61 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.71 100k 1/1/2000 60 Mark J. Walsh Company Standard Program -3.67 2,000k 9/1/1985 59 Hawksbill Capital Management Global Diversified -3.53 5,000k 11/1/1988 58 Clarke Capital Management Worldwide -2.65 250k 1/1/1996 57 Northfield Trading Diversified -2.30 2,000k 7/1/1989 56 Trigon Investment Advisors, LLC Foreign Exchange Program -2.20 5,000k 8/1/2000 55 RAM Management Group MRTP Aggressive -2.20 1,000k 2/1/1998 54 Mondiale Asset Management Mondiale Trading Program -1.73 0k 9/1/1997 53 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -1.70 1,000k 9/1/1997 52 Estlander & Partners Alpha Trend -1.61 30,000k 10/1/1991 51 Saxon Investment Corporation Aggressive Diversified Program -1.52 2,000k 11/1/1993 50 Eclipse Capital Management Global Monetary -1.43 5,000k 8/1/1990 49 Crabel Capital Management Crabel Multi-Product -1.37 1,000k 3/1/1998 48 Millburn Ridgefield Corporation Diversified Program -1.32 20,000k 2/1/1977 47 Eckhardt Trading Company Evolution Strategies -1.07 20,000k 8/1/1991 46 RAM Management Group RAM MRTP 1X-Conservative -1.04 1,000k 9/1/1993 45 Eckhardt Trading Company Evolution Strategies 1.2X -1.01 10,000k 10/1/1991 44 Saxon Investment Corporation Diversified Program -0.63 3,000k 9/1/1988 43 Covenant Capital Management Original Program -0.41 5,000k 9/1/1999 42 Alee Capital Management, LLC Poniente Program -0.38 2,500k 1/1/1999 41 John Locke Investments Cyril Systematic Program -0.15 8,000k 7/1/2000 40 Alder Capital DAC Alder Global 20 0.00 250k 2/1/2001 39 Clarke Capital Management Global Basic 0.22 50k 2/1/1996 38 Alder Capital DAC Alder Global 10 0.25 250k 10/1/2000 37 Rabar Market Research Diversified Program 0.27 2,000k 1/1/1989 36 DUNN Capital Management World Monetary and Agriculture Program (WMA) 0.55 100k 11/1/1984 35 Winton Capital Management Diversified 0.56 50,000k 10/1/1997 34 Transtrend B.V. DTP – Enhanced Risk (USD) 0.60 10,000k 1/1/1995 33 Clarke Capital Management Millennium 0.71 1,000k 1/1/1998 32 Transtrend B.V. DTP – Standard Risk (EUR) 0.79 10,000k 2/1/1999 31 Spectrum Asset Management LLC Global Diversified 0.82 2,000k 1/1/2001 30 Rivoli Fund Management Rivoli International Fund (E) 0.95 5,000k 10/1/1996 29 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.18 10,000k 8/1/1999 28 Superfund Group Superfund Green Q-AG 1.45 2k 3/1/1996 27 Kelly Angle Inc. Genesis Program 1.61 2,000k 4/1/2000 26 IKOS The IKOS Hedge Fund 1.70 10,000k 7/1/1998 25 Rotella Capital Management Rotella Polaris Program (Diversified) 1.74 10,000k 1/1/1991 24 EMC Capital Advisors, LLC Classic 1.80 5,000k 1/1/1985 23 DUNN Capital Management DUNN Combined Fund (DCF) 1.82 100k 5/1/1989 22 MERIT Alternative Investments GmbH Futures Portfolio 2.05 2,000k 6/1/1998 21 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 2.11 10,000k 1/1/2001 20 Estlander & Partners Global Markets 2.19 10,000k 8/1/1999 19 Tactical Investment Management Tactical Institutional Commodity Program 2.46 10,000k 4/1/1993 18 Alee Capital Management, LLC Mistral Program 2.49 2,500k 1/1/1999 17 QCM Global Diversified Programme 2.52 500k 12/1/1995 16 Lynx Asset Management AB Lynx Program 2.69 75k 5/1/2000 15 Clarke Capital Management Global Magnum 2.83 100k 8/1/1997 14 Abraham Trading Company Diversified Program 2.99 10,000k 1/1/1988 13 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 3.33 0k 11/1/1996 12 DUNN Capital Management D'Best Futures Fund, L.P. 3.45 100k 6/1/1994 11 FORT LP Fort Global Diversified 3.73 2,000k 10/1/1993 10 Chesapeake Capital Diversified (LV) 3.75 100k 2/1/1988 9 Estlander & Partners Global XL 4.19 5,000k 8/1/1991 8 Hyman Beck and Company Global Portfolio 4.27 1,000k 3/1/1991 7 Dreiss Research Corporation Diversified Program 4.53 1,000k 5/1/1991 6 Superfund Group Superfund Green GCT USD 4.57 15k 1/1/2000 5 Drury Capital Diversified Trend-Following Program 4.95 5,000k 5/1/1997 4 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 5.01 200k 11/1/1999 3 M.S. Capital Management Global Diversified Program 5.34 2,000k 11/1/1998 2 Kaiser Trading Group Kaiser Global Diversified Program - Class B 6.03 1,000k 3/1/1998 1 Mulvaney Capital Management The Mulvaney Global Markets Fund 18.76 100k 5/1/1999 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.