Systematic Trader Index For October 2002 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 Oct 2002 Min Inv Inception 77 Superfund Group Superfund Green Master -28.02 2,000k 5/1/2001 76 DUNN Capital Management D'Best Futures Fund, L.P. -17.65 100k 6/1/1994 75 Superfund Group Superfund Green GCT USD -17.23 15k 1/1/2000 74 DUNN Capital Management DUNN Combined Fund (DCF) -16.40 100k 5/1/1989 73 Kelly Angle Inc. Genesis Program -15.89 2,000k 4/1/2000 72 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -15.01 200k 11/1/1999 71 Clarke Capital Management Global Basic -14.84 50k 2/1/1996 70 Superfund Group Superfund Green Q-AG -13.78 2k 3/1/1996 69 RAM Management Group MRTP Aggressive -13.60 1,000k 2/1/1998 68 Parizek Capital Futures Trading Program -12.31 500k 4/1/2000 67 DUNN Capital Management World Monetary and Agriculture Program (WMA) -12.27 100k 11/1/1984 66 EMC Capital Advisors, LLC Classic -12.00 5,000k 1/1/1985 65 Clarke Capital Management Global Magnum -11.24 100k 8/1/1997 64 Abraham Trading Company Diversified Program -10.19 10,000k 1/1/1988 63 Mark J. Walsh Company Standard Program -9.70 2,000k 9/1/1985 62 Drury Capital Diversified Trend-Following Program -9.42 5,000k 5/1/1997 61 Saxon Investment Corporation Aggressive Diversified Program -9.14 2,000k 11/1/1993 60 Eclipse Capital Management Global Monetary -9.00 5,000k 8/1/1990 59 FORT LP Fort Global Diversified -8.65 2,000k 10/1/1993 58 Winton Capital Management Diversified -7.96 50,000k 10/1/1997 57 Hawksbill Capital Management Global Diversified -7.95 5,000k 11/1/1988 56 Clarke Capital Management Worldwide -7.87 250k 1/1/1996 55 Mulvaney Capital Management The Mulvaney Global Markets Fund -7.73 100k 5/1/1999 54 Clarke Capital Management Millennium -7.54 1,000k 1/1/1998 53 QCM Global Diversified Programme -7.11 500k 12/1/1995 52 Alee Capital Management, LLC Poniente Program -7.10 2,500k 1/1/1999 51 Millburn Ridgefield Corporation Diversified Program -6.93 20,000k 2/1/1977 50 M.S. Capital Management Global Diversified Program -6.56 2,000k 11/1/1998 49 John Locke Investments Cyril Systematic Program -6.07 8,000k 7/1/2000 48 ISAM ISAM Systematic Trend Fund -5.88 1,000k 6/1/2001 47 Mobius Asset Management Custom Trading Program -5.50 100k 1/1/2002 46 Spectrum Asset Management LLC Global Diversified -5.17 2,000k 1/1/2001 45 Saxon Investment Corporation Diversified Program -4.95 3,000k 9/1/1988 44 Lynx Asset Management AB Lynx Program -4.56 75k 5/1/2000 43 Briarwood Capital Management, Inc. Diversified Trading Program -4.55 3,000k 7/1/2001 42 Rivoli Fund Management Rivoli International Fund (E) -4.50 5,000k 10/1/1996 41 Estlander & Partners Alpha Trend -4.42 30,000k 10/1/1991 40 Alee Capital Management, LLC Mistral Program -4.25 2,500k 1/1/1999 39 Estlander & Partners Global XL -4.04 5,000k 8/1/1991 38 Crabel Capital Management Crabel Multi-Product -3.89 1,000k 3/1/1998 37 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -3.87 0k 11/1/1996 36 Southwest Managed Investments, LLC Global Diversified -3.83 200k 1/1/2002 35 RAM Management Group RAM MRTP 1X-Conservative -3.75 1,000k 9/1/1993 34 Rabar Market Research Diversified Program -3.54 2,000k 1/1/1989 33 Hyman Beck and Company Global Portfolio -3.17 1,000k 3/1/1991 32 Tactical Investment Management Tactical Institutional Commodity Program -3.01 10,000k 4/1/1993 30 NuWave Investment Management, LLC NuWave Investment Partners LP -2.87 250k 6/1/2001 31 NuWave Investment Management, LLC Combined Futures Portfolio -2.87 5,000k 6/1/2001 29 Kinkopf Capital Management KCM S&P (Proprietary) -2.79 100k 1/1/1999 28 Transtrend B.V. DTP – Enhanced Risk (USD) -2.72 10,000k 1/1/1995 27 Chesapeake Capital Diversified (LV) -2.63 100k 2/1/1988 26 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.52 10,000k 8/1/1999 25 Eckhardt Trading Company Evolution Strategies 1.2X -2.41 10,000k 10/1/1991 24 Estlander & Partners Global Markets -1.92 10,000k 8/1/1999 23 Eckhardt Trading Company Evolution Strategies -1.90 20,000k 8/1/1991 22 Rotella Capital Management Rotella Polaris Program (Diversified) -1.77 10,000k 1/1/1991 21 Rivoli Fund Management Rivoli International Fund (V9) -1.73 5,000k 1/1/2002 20 Transtrend B.V. DTP – Standard Risk (EUR) -1.57 10,000k 2/1/1999 19 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -1.54 1,000k 9/1/1997 18 MERIT Alternative Investments GmbH Futures Portfolio -1.51 2,000k 6/1/1998 17 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.09 1,000k 3/1/1998 16 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.89 100k 1/1/2000 15 Alder Capital DAC Alder Global 20 -0.76 250k 2/1/2001 14 Conquest Capital Group Conquest Macro -0.52 250k 5/1/1999 13 Dreiss Research Corporation Diversified Program -0.04 1,000k 5/1/1991 10 Superfund Group Superfund Green L.P. Series A 0.00 5k 10/1/2002 11 Superfund Group Superfund Green L.P. Series B 0.00 5k 10/1/2002 12 FORT LP Fort Global Contrarian 0.00 2,000k 10/1/2002 9 Alder Capital DAC Alder Global 10 0.15 250k 10/1/2000 8 Northfield Trading Diversified 0.20 2,000k 7/1/1989 7 Witter & Lester, Inc. Redstone 0.30 500k 9/1/1994 6 Trigon Investment Advisors, LLC Foreign Exchange Program 0.69 5,000k 8/1/2000 5 Mondiale Asset Management Mondiale Trading Program 0.71 0k 9/1/1997 4 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 2.57 10,000k 1/1/2001 3 Witter & Lester, Inc. Stock Index Futures Trading Program 3.20 400k 1/1/1988 2 Covenant Capital Management Original Program 4.42 5,000k 9/1/1999 1 IKOS The IKOS Hedge Fund 4.83 10,000k 7/1/1998 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.