Systematic Trader Index For May 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 May 2001 Min Inv Inception 67 Mark J. Walsh Company Standard Program -4.52 2,000k 9/1/1985 66 Alee Capital Management, LLC Poniente Program -4.03 2,500k 1/1/1999 65 Northfield Trading Diversified -2.80 2,000k 7/1/1989 64 Kaiser Trading Group Kaiser Global Diversified Program - Class B -2.62 1,000k 3/1/1998 63 Winton Capital Management Diversified -2.61 50,000k 10/1/1997 62 IKOS The IKOS Hedge Fund -2.31 10,000k 7/1/1998 61 Rabar Market Research Diversified Program -1.98 2,000k 1/1/1989 60 Alder Capital DAC Alder Global 20 -1.50 250k 2/1/2001 59 Chesapeake Capital Diversified (LV) -1.43 100k 2/1/1988 58 DUNN Capital Management World Monetary and Agriculture Program (WMA) -0.91 100k 11/1/1984 57 Witter & Lester, Inc. Stock Index Futures Trading Program -0.83 400k 1/1/1988 56 Rotella Capital Management Rotella Polaris Program (Diversified) -0.77 10,000k 1/1/1991 55 Alder Capital DAC Alder Global 10 -0.77 250k 10/1/2000 54 EMC Capital Advisors, LLC Classic -0.70 5,000k 1/1/1985 53 Mulvaney Capital Management The Mulvaney Global Markets Fund -0.66 100k 5/1/1999 52 Lynx Asset Management AB Lynx Program -0.49 75k 5/1/2000 51 Saxon Investment Corporation Aggressive Diversified Program -0.42 2,000k 11/1/1993 50 Eclipse Capital Management Global Monetary -0.29 5,000k 8/1/1990 49 QCM Global Diversified Programme -0.27 500k 12/1/1995 48 Hawksbill Capital Management Global Diversified -0.11 5,000k 11/1/1988 47 Clarke Capital Management Global Magnum -0.10 100k 8/1/1997 46 Saxon Investment Corporation Diversified Program -0.10 3,000k 9/1/1988 45 Superfund Group Superfund Green Master 0.00 2,000k 5/1/2001 44 Parizek Capital Futures Trading Program 0.23 500k 4/1/2000 43 DUNN Capital Management DUNN Combined Fund (DCF) 0.24 100k 5/1/1989 42 Spectrum Asset Management LLC Global Diversified 0.25 2,000k 1/1/2001 41 Witter & Lester, Inc. Redstone 0.34 500k 9/1/1994 40 FORT LP Fort Global Diversified 0.34 2,000k 10/1/1993 39 MERIT Alternative Investments GmbH Futures Portfolio 0.38 2,000k 6/1/1998 38 Rivoli Fund Management Rivoli International Fund (E) 0.47 5,000k 10/1/1996 37 RAM Management Group RAM MRTP 1X-Conservative 0.48 1,000k 9/1/1993 36 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 0.49 0k 11/1/1996 35 DUNN Capital Management D'Best Futures Fund, L.P. 0.52 100k 6/1/1994 34 Dreiss Research Corporation Diversified Program 0.55 1,000k 5/1/1991 33 Transtrend B.V. DTP – Standard Risk (EUR) 0.86 10,000k 2/1/1999 32 Alee Capital Management, LLC Mistral Program 1.10 2,500k 1/1/1999 31 Estlander & Partners Alpha Trend 1.26 30,000k 10/1/1991 30 M.S. Capital Management Global Diversified Program 1.27 2,000k 11/1/1998 29 Transtrend B.V. DTP – Enhanced Risk (USD) 1.29 10,000k 1/1/1995 28 Mondiale Asset Management Mondiale Trading Program 1.53 0k 9/1/1997 27 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.62 10,000k 8/1/1999 26 Clarke Capital Management Global Basic 1.68 50k 2/1/1996 25 Estlander & Partners Global Markets 1.83 10,000k 8/1/1999 24 Millburn Ridgefield Corporation Diversified Program 1.84 20,000k 2/1/1977 23 Superfund Group Superfund Green GCT USD 1.89 15k 1/1/2000 22 Estlander & Partners Global XL 2.20 5,000k 8/1/1991 21 Drury Capital Diversified Trend-Following Program 2.41 5,000k 5/1/1997 20 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 2.72 10,000k 1/1/2001 19 John Locke Investments Cyril Systematic Program 2.72 8,000k 7/1/2000 18 Clarke Capital Management Millennium 2.88 1,000k 1/1/1998 17 Tactical Investment Management Tactical Institutional Commodity Program 3.04 10,000k 4/1/1993 16 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.18 1,000k 9/1/1997 15 Eckhardt Trading Company Evolution Strategies 3.40 20,000k 8/1/1991 14 Hyman Beck and Company Global Portfolio 3.44 1,000k 3/1/1991 13 Conquest Capital Group Conquest Macro 3.77 250k 5/1/1999 12 Clarke Capital Management Worldwide 3.83 250k 1/1/1996 11 Covenant Capital Management Original Program 3.84 5,000k 9/1/1999 10 RAM Management Group MRTP Aggressive 3.88 1,000k 2/1/1998 9 Kinkopf Capital Management KCM S&P (Proprietary) 4.02 100k 1/1/1999 8 Trigon Investment Advisors, LLC Foreign Exchange Program 4.07 5,000k 8/1/2000 7 Eckhardt Trading Company Evolution Strategies 1.2X 4.11 10,000k 10/1/1991 6 Superfund Group Superfund Green Q-AG 4.32 2k 3/1/1996 5 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 4.89 200k 11/1/1999 4 Abraham Trading Company Diversified Program 5.13 10,000k 1/1/1988 3 Crabel Capital Management Crabel Multi-Product 5.27 1,000k 3/1/1998 2 Kelly Angle Inc. Genesis Program 6.51 2,000k 4/1/2000 1 Insch Capital Management SA Interbank Currency Program - 3X Leverage 15.19 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.