Systematic Trader Index For July 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 Jul 2001 Min Inv Inception 71 Kelly Angle Inc. Genesis Program -10.02 2,000k 4/1/2000 70 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -9.49 200k 11/1/1999 69 Alee Capital Management, LLC Poniente Program -6.30 2,500k 1/1/1999 68 Insch Capital Management SA Interbank Currency Program - 3X Leverage -5.57 100k 1/1/2000 67 Millburn Ridgefield Corporation Diversified Program -5.02 20,000k 2/1/1977 66 Estlander & Partners Global XL -4.99 5,000k 8/1/1991 65 Covenant Capital Management Original Program -4.46 5,000k 9/1/1999 64 Alee Capital Management, LLC Mistral Program -4.33 2,500k 1/1/1999 63 Eclipse Capital Management Global Monetary -3.72 5,000k 8/1/1990 62 Drury Capital Diversified Trend-Following Program -3.66 5,000k 5/1/1997 61 DUNN Capital Management DUNN Combined Fund (DCF) -3.65 100k 5/1/1989 60 John Locke Investments Cyril Systematic Program -3.59 8,000k 7/1/2000 59 Tactical Investment Management Tactical Institutional Commodity Program -3.37 10,000k 4/1/1993 58 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -3.20 0k 11/1/1996 57 Chesapeake Capital Diversified (LV) -3.06 100k 2/1/1988 56 Spectrum Asset Management LLC Global Diversified -2.99 2,000k 1/1/2001 55 Abraham Trading Company Diversified Program -2.85 10,000k 1/1/1988 54 FORT LP Fort Global Diversified -2.82 2,000k 10/1/1993 53 RAM Management Group MRTP Aggressive -2.66 1,000k 2/1/1998 52 Trigon Investment Advisors, LLC Foreign Exchange Program -2.50 5,000k 8/1/2000 51 Mondiale Asset Management Mondiale Trading Program -2.35 0k 9/1/1997 50 Estlander & Partners Global Markets -2.29 10,000k 8/1/1999 49 EMC Capital Advisors, LLC Classic -1.70 5,000k 1/1/1985 48 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.61 1,000k 3/1/1998 47 Eckhardt Trading Company Evolution Strategies 1.2X -1.49 10,000k 10/1/1991 46 Hyman Beck and Company Global Portfolio -1.45 1,000k 3/1/1991 45 Estlander & Partners Alpha Trend -1.45 30,000k 10/1/1991 44 Eckhardt Trading Company Evolution Strategies -1.42 20,000k 8/1/1991 43 DUNN Capital Management D'Best Futures Fund, L.P. -1.35 100k 6/1/1994 42 RAM Management Group RAM MRTP 1X-Conservative -1.30 1,000k 9/1/1993 41 Mulvaney Capital Management The Mulvaney Global Markets Fund -1.26 100k 5/1/1999 40 MERIT Alternative Investments GmbH Futures Portfolio -0.88 2,000k 6/1/1998 39 Clarke Capital Management Global Magnum -0.78 100k 8/1/1997 38 QCM Global Diversified Programme -0.52 500k 12/1/1995 37 Northfield Trading Diversified -0.50 2,000k 7/1/1989 36 Mark J. Walsh Company Standard Program -0.09 2,000k 9/1/1985 35 Briarwood Capital Management, Inc. Diversified Trading Program 0.00 3,000k 7/1/2001 34 Alder Capital DAC Alder Global 20 0.08 250k 2/1/2001 33 DUNN Capital Management World Monetary and Agriculture Program (WMA) 0.09 100k 11/1/1984 32 Clarke Capital Management Worldwide 0.20 250k 1/1/1996 31 Clarke Capital Management Global Basic 0.29 50k 2/1/1996 30 Witter & Lester, Inc. Redstone 0.29 500k 9/1/1994 29 Alder Capital DAC Alder Global 10 0.49 250k 10/1/2000 28 Rabar Market Research Diversified Program 0.65 2,000k 1/1/1989 27 Winton Capital Management Diversified 0.66 50,000k 10/1/1997 26 Lynx Asset Management AB Lynx Program 0.77 75k 5/1/2000 25 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.81 1,000k 9/1/1997 23 NuWave Investment Management, LLC NuWave Investment Partners LP 0.89 250k 6/1/2001 24 NuWave Investment Management, LLC Combined Futures Portfolio 0.89 5,000k 6/1/2001 22 Superfund Group Superfund Green GCT USD 1.11 15k 1/1/2000 21 Crabel Capital Management Crabel Multi-Product 1.62 1,000k 3/1/1998 20 ISAM ISAM Systematic Trend Fund 1.72 1,000k 6/1/2001 19 Witter & Lester, Inc. Stock Index Futures Trading Program 1.76 400k 1/1/1988 18 Parizek Capital Futures Trading Program 1.79 500k 4/1/2000 17 Superfund Group Superfund Green Q-AG 1.83 2k 3/1/1996 16 IKOS The IKOS Hedge Fund 2.07 10,000k 7/1/1998 15 Rotella Capital Management Rotella Polaris Program (Diversified) 2.16 10,000k 1/1/1991 14 Clarke Capital Management Millennium 2.26 1,000k 1/1/1998 13 Dreiss Research Corporation Diversified Program 2.39 1,000k 5/1/1991 12 Rivoli Fund Management Rivoli International Fund (E) 3.00 5,000k 10/1/1996 11 Transtrend B.V. DTP – Standard Risk (EUR) 3.20 10,000k 2/1/1999 10 Conquest Capital Group Conquest Macro 3.59 250k 5/1/1999 9 Superfund Group Superfund Green Master 3.92 2,000k 5/1/2001 8 Saxon Investment Corporation Diversified Program 4.50 3,000k 9/1/1988 7 Transtrend B.V. DTP – Enhanced Risk (USD) 4.72 10,000k 1/1/1995 6 Transtrend B.V. DTP – Enhanced Risk (EUR) 4.78 10,000k 8/1/1999 5 M.S. Capital Management Global Diversified Program 6.23 2,000k 11/1/1998 4 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 7.67 10,000k 1/1/2001 3 Saxon Investment Corporation Aggressive Diversified Program 8.71 2,000k 11/1/1993 2 Hawksbill Capital Management Global Diversified 11.41 5,000k 11/1/1988 1 Kinkopf Capital Management KCM S&P (Proprietary) 11.49 100k 1/1/1999 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.