Systematic Trader Index For March 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 Mar 2001 Min Inv Inception 66 Witter & Lester, Inc. Stock Index Futures Trading Program -7.90 400k 1/1/1988 65 IKOS The IKOS Hedge Fund -4.24 10,000k 7/1/1998 64 Witter & Lester, Inc. Redstone -3.96 500k 9/1/1994 63 Saxon Investment Corporation Aggressive Diversified Program -2.87 2,000k 11/1/1993 62 Saxon Investment Corporation Diversified Program -1.23 3,000k 9/1/1988 61 RAM Management Group RAM MRTP 1X-Conservative -0.09 1,000k 9/1/1993 60 Eckhardt Trading Company Evolution Strategies 0.40 20,000k 8/1/1991 59 Eckhardt Trading Company Evolution Strategies 1.2X 0.65 10,000k 10/1/1991 58 Mondiale Asset Management Mondiale Trading Program 0.89 0k 9/1/1997 57 Hawksbill Capital Management Global Diversified 2.25 5,000k 11/1/1988 56 Alee Capital Management, LLC Poniente Program 2.62 2,500k 1/1/1999 55 Eclipse Capital Management Global Monetary 2.63 5,000k 8/1/1990 54 Spectrum Asset Management LLC Global Diversified 2.72 2,000k 1/1/2001 53 RAM Management Group MRTP Aggressive 3.24 1,000k 2/1/1998 52 Transtrend B.V. DTP – Standard Risk (EUR) 3.86 10,000k 2/1/1999 51 Rotella Capital Management Rotella Polaris Program (Diversified) 4.25 10,000k 1/1/1991 50 Crabel Capital Management Crabel Multi-Product 4.25 1,000k 3/1/1998 49 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 4.28 10,000k 1/1/2001 48 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 4.46 1,000k 9/1/1997 47 FORT LP Fort Global Diversified 4.77 2,000k 10/1/1993 46 Rabar Market Research Diversified Program 4.79 2,000k 1/1/1989 45 Northfield Trading Diversified 4.80 2,000k 7/1/1989 44 Chesapeake Capital Diversified (LV) 4.98 100k 2/1/1988 43 Clarke Capital Management Worldwide 5.25 250k 1/1/1996 42 Trigon Investment Advisors, LLC Foreign Exchange Program 5.26 5,000k 8/1/2000 41 Alder Capital DAC Alder Global 10 5.39 250k 10/1/2000 40 Estlander & Partners Alpha Trend 5.97 30,000k 10/1/1991 39 Transtrend B.V. DTP – Enhanced Risk (EUR) 6.05 10,000k 8/1/1999 38 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 6.07 200k 11/1/1999 37 John Locke Investments Cyril Systematic Program 6.10 8,000k 7/1/2000 36 DUNN Capital Management World Monetary and Agriculture Program (WMA) 6.26 100k 11/1/1984 35 DUNN Capital Management DUNN Combined Fund (DCF) 6.32 100k 5/1/1989 34 Transtrend B.V. DTP – Enhanced Risk (USD) 6.75 10,000k 1/1/1995 33 Winton Capital Management Diversified 7.09 50,000k 10/1/1997 32 Lynx Asset Management AB Lynx Program 7.09 75k 5/1/2000 31 Dreiss Research Corporation Diversified Program 8.51 1,000k 5/1/1991 30 Clarke Capital Management Millennium 8.60 1,000k 1/1/1998 29 Estlander & Partners Global Markets 8.72 10,000k 8/1/1999 28 Millburn Ridgefield Corporation Diversified Program 8.80 20,000k 2/1/1977 27 MERIT Alternative Investments GmbH Futures Portfolio 8.94 2,000k 6/1/1998 26 Rivoli Fund Management Rivoli International Fund (E) 9.44 5,000k 10/1/1996 25 Superfund Group Superfund Green GCT USD 9.95 15k 1/1/2000 24 Hyman Beck and Company Global Portfolio 10.24 1,000k 3/1/1991 23 M.S. Capital Management Global Diversified Program 10.43 2,000k 11/1/1998 22 Kaiser Trading Group Kaiser Global Diversified Program - Class B 10.45 1,000k 3/1/1998 21 QCM Global Diversified Programme 10.51 500k 12/1/1995 20 Alder Capital DAC Alder Global 20 10.78 250k 2/1/2001 19 Covenant Capital Management Original Program 11.16 5,000k 9/1/1999 18 Conquest Capital Group Conquest Macro 11.99 250k 5/1/1999 17 Mark J. Walsh Company Standard Program 12.14 2,000k 9/1/1985 16 Superfund Group Superfund Green Q-AG 12.76 2k 3/1/1996 15 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 12.93 0k 11/1/1996 14 Alee Capital Management, LLC Mistral Program 13.19 2,500k 1/1/1999 13 Mulvaney Capital Management The Mulvaney Global Markets Fund 13.46 100k 5/1/1999 12 Clarke Capital Management Global Basic 13.88 50k 2/1/1996 11 Tactical Investment Management Tactical Institutional Commodity Program 13.89 10,000k 4/1/1993 10 Parizek Capital Futures Trading Program 14.02 500k 4/1/2000 9 Insch Capital Management SA Interbank Currency Program - 3X Leverage 14.40 100k 1/1/2000 8 Clarke Capital Management Global Magnum 14.95 100k 8/1/1997 7 DUNN Capital Management D'Best Futures Fund, L.P. 15.01 100k 6/1/1994 6 Abraham Trading Company Diversified Program 15.17 10,000k 1/1/1988 5 Drury Capital Diversified Trend-Following Program 15.48 5,000k 5/1/1997 4 Kelly Angle Inc. Genesis Program 15.95 2,000k 4/1/2000 3 Kinkopf Capital Management KCM S&P (Proprietary) 16.50 100k 1/1/1999 2 EMC Capital Advisors, LLC Classic 17.00 5,000k 1/1/1985 1 Estlander & Partners Global XL 17.30 5,000k 8/1/1991 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.