Systematic Trader Index For April 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 Apr 2001 Min Inv Inception 66 DUNN Capital Management D'Best Futures Fund, L.P. -19.08 100k 6/1/1994 65 Dreiss Research Corporation Diversified Program -18.44 1,000k 5/1/1991 64 Hawksbill Capital Management Global Diversified -16.21 5,000k 11/1/1988 63 Mulvaney Capital Management The Mulvaney Global Markets Fund -15.25 100k 5/1/1999 62 Estlander & Partners Global XL -14.95 5,000k 8/1/1991 61 Insch Capital Management SA Interbank Currency Program - 3X Leverage -14.63 100k 1/1/2000 60 Kelly Angle Inc. Genesis Program -13.61 2,000k 4/1/2000 59 Superfund Group Superfund Green Q-AG -12.81 2k 3/1/1996 58 DUNN Capital Management DUNN Combined Fund (DCF) -12.81 100k 5/1/1989 57 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -12.71 0k 11/1/1996 56 Clarke Capital Management Global Basic -10.23 50k 2/1/1996 55 Abraham Trading Company Diversified Program -10.20 10,000k 1/1/1988 54 FORT LP Fort Global Diversified -9.53 2,000k 10/1/1993 53 Clarke Capital Management Millennium -9.51 1,000k 1/1/1998 52 Clarke Capital Management Worldwide -9.00 250k 1/1/1996 51 DUNN Capital Management World Monetary and Agriculture Program (WMA) -8.96 100k 11/1/1984 50 Hyman Beck and Company Global Portfolio -8.86 1,000k 3/1/1991 49 Mark J. Walsh Company Standard Program -8.69 2,000k 9/1/1985 48 Superfund Group Superfund Green GCT USD -8.61 15k 1/1/2000 47 Trigon Investment Advisors, LLC Foreign Exchange Program -7.77 5,000k 8/1/2000 46 Tactical Investment Management Tactical Institutional Commodity Program -7.74 10,000k 4/1/1993 45 M.S. Capital Management Global Diversified Program -7.54 2,000k 11/1/1998 44 Chesapeake Capital Diversified (LV) -7.50 100k 2/1/1988 43 Eclipse Capital Management Global Monetary -7.35 5,000k 8/1/1990 42 Clarke Capital Management Global Magnum -7.26 100k 8/1/1997 41 RAM Management Group MRTP Aggressive -6.97 1,000k 2/1/1998 40 QCM Global Diversified Programme -6.88 500k 12/1/1995 39 Estlander & Partners Global Markets -6.84 10,000k 8/1/1999 38 EMC Capital Advisors, LLC Classic -6.80 5,000k 1/1/1985 37 Alee Capital Management, LLC Mistral Program -6.75 2,500k 1/1/1999 36 Conquest Capital Group Conquest Macro -5.74 250k 5/1/1999 35 Covenant Capital Management Original Program -5.39 5,000k 9/1/1999 34 Winton Capital Management Diversified -5.31 50,000k 10/1/1997 33 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -5.04 10,000k 1/1/2001 32 Millburn Ridgefield Corporation Diversified Program -4.94 20,000k 2/1/1977 31 Lynx Asset Management AB Lynx Program -4.66 75k 5/1/2000 30 Rabar Market Research Diversified Program -4.64 2,000k 1/1/1989 29 Drury Capital Diversified Trend-Following Program -4.19 5,000k 5/1/1997 28 John Locke Investments Cyril Systematic Program -3.97 8,000k 7/1/2000 27 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -3.56 200k 11/1/1999 26 Estlander & Partners Alpha Trend -3.40 30,000k 10/1/1991 25 Saxon Investment Corporation Aggressive Diversified Program -3.20 2,000k 11/1/1993 24 Alder Capital DAC Alder Global 20 -2.98 250k 2/1/2001 23 RAM Management Group RAM MRTP 1X-Conservative -2.88 1,000k 9/1/1993 22 Rotella Capital Management Rotella Polaris Program (Diversified) -2.79 10,000k 1/1/1991 21 Alder Capital DAC Alder Global 10 -2.22 250k 10/1/2000 20 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.70 10,000k 8/1/1999 19 Northfield Trading Diversified -1.70 2,000k 7/1/1989 18 Spectrum Asset Management LLC Global Diversified -1.61 2,000k 1/1/2001 17 Rivoli Fund Management Rivoli International Fund (E) -1.48 5,000k 10/1/1996 16 Transtrend B.V. DTP – Enhanced Risk (USD) -1.48 10,000k 1/1/1995 15 Transtrend B.V. DTP – Standard Risk (EUR) -1.48 10,000k 2/1/1999 14 Saxon Investment Corporation Diversified Program -1.37 3,000k 9/1/1988 13 MERIT Alternative Investments GmbH Futures Portfolio -1.36 2,000k 6/1/1998 12 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.98 1,000k 9/1/1997 11 Eckhardt Trading Company Evolution Strategies -0.48 20,000k 8/1/1991 10 Eckhardt Trading Company Evolution Strategies 1.2X -0.38 10,000k 10/1/1991 9 Witter & Lester, Inc. Redstone -0.12 500k 9/1/1994 8 Parizek Capital Futures Trading Program 0.44 500k 4/1/2000 7 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.74 1,000k 3/1/1998 6 Mondiale Asset Management Mondiale Trading Program 2.20 0k 9/1/1997 5 IKOS The IKOS Hedge Fund 2.56 10,000k 7/1/1998 4 Alee Capital Management, LLC Poniente Program 4.33 2,500k 1/1/1999 3 Crabel Capital Management Crabel Multi-Product 6.64 1,000k 3/1/1998 2 Kinkopf Capital Management KCM S&P (Proprietary) 10.34 100k 1/1/1999 1 Witter & Lester, Inc. Stock Index Futures Trading Program 12.34 400k 1/1/1988 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.