Systematic Trader Index For November 2002 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 Nov 2002 Min Inv Inception 77 Saxon Investment Corporation Aggressive Diversified Program -20.54 2,000k 11/1/1993 76 DUNN Capital Management World Monetary and Agriculture Program (WMA) -12.70 100k 11/1/1984 75 Saxon Investment Corporation Diversified Program -11.60 3,000k 9/1/1988 74 DUNN Capital Management D'Best Futures Fund, L.P. -11.02 100k 6/1/1994 73 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -10.41 200k 11/1/1999 72 Superfund Group Superfund Green Master -10.24 2,000k 5/1/2001 71 DUNN Capital Management DUNN Combined Fund (DCF) -9.44 100k 5/1/1989 70 FORT LP Fort Global Diversified -8.98 2,000k 3/1/2002 68 NuWave Investment Management, LLC NuWave Investment Partners LP -8.77 250k 6/1/2001 69 NuWave Investment Management, LLC Combined Futures Portfolio -8.77 5,000k 6/1/2001 67 Kelly Angle Inc. Genesis Program -7.42 2,000k 4/1/2000 66 Superfund Group Superfund Green Q-AG -6.38 2k 3/1/1996 65 Drury Capital Diversified Trend-Following Program -5.97 5,000k 5/1/1997 64 Superfund Group Superfund Green GCT USD -5.94 15k 1/1/2000 63 Superfund Group Superfund Green L.P. Series B -5.84 5k 10/1/2002 62 ISAM ISAM Systematic Trend Fund -5.54 1,000k 6/1/2001 61 Clarke Capital Management Millennium -5.51 1,000k 1/1/1998 60 QCM Global Diversified Programme -5.49 500k 12/1/1995 59 EMC Capital Advisors, LLC Classic -5.40 5,000k 1/1/1985 58 IKOS The IKOS Hedge Fund -5.25 10,000k 7/1/1998 57 Mulvaney Capital Management The Mulvaney Global Markets Fund -5.08 100k 5/1/1999 56 FORT LP Fort Global Contrarian -5.01 2,000k 10/1/2002 55 Southwest Managed Investments, LLC Global Diversified -4.68 200k 1/1/2002 54 Hawksbill Capital Management Global Diversified -4.47 5,000k 11/1/1988 53 Estlander & Partners Global XL -4.27 5,000k 8/1/1991 52 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -4.15 0k 11/1/1996 51 Rivoli Fund Management Rivoli International Fund (V9) -4.01 5,000k 1/1/2002 50 Clarke Capital Management Global Basic -4.01 50k 2/1/1996 49 Eclipse Capital Management Global Monetary -3.64 5,000k 8/1/1990 48 Superfund Group Superfund Green L.P. Series A -3.59 5k 10/1/2002 47 Millburn Ridgefield Corporation Diversified Program -3.53 20,000k 2/1/1977 46 Mark J. Walsh Company Standard Program -2.89 2,000k 9/1/1985 45 Lynx Asset Management AB Lynx Program -2.85 75k 5/1/2000 44 Briarwood Capital Management, Inc. Diversified Trading Program -2.51 3,000k 7/1/2001 43 Spectrum Asset Management LLC Global Diversified -2.51 2,000k 1/1/2001 42 Rivoli Fund Management Rivoli International Fund (E) -2.49 5,000k 10/1/1996 41 Parizek Capital Futures Trading Program -2.48 500k 4/1/2000 40 Clarke Capital Management Worldwide -2.40 250k 1/1/1996 39 Rotella Capital Management Rotella Polaris Program (Diversified) -2.37 10,000k 1/1/1991 38 Estlander & Partners Global Markets -2.09 10,000k 8/1/1999 37 Rabar Market Research Diversified Program -2.06 2,000k 1/1/1989 36 Abraham Trading Company Diversified Program -1.80 10,000k 1/1/1988 35 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -1.80 1,000k 9/1/1997 34 John Locke Investments Cyril Systematic Program -1.74 8,000k 7/1/2000 33 MERIT Alternative Investments GmbH Futures Portfolio -1.73 2,000k 6/1/1998 32 Transtrend B.V. DTP – Enhanced Risk (USD) -1.71 10,000k 1/1/1995 31 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.68 10,000k 8/1/1999 30 Chesapeake Capital Diversified (LV) -1.58 100k 2/1/1988 29 Eckhardt Trading Company Evolution Strategies 1.2X -1.41 10,000k 10/1/1991 28 Eckhardt Trading Company Evolution Strategies -1.40 20,000k 8/1/1991 27 Alee Capital Management, LLC Mistral Program -1.24 2,500k 1/1/1999 26 Northfield Trading Diversified -1.00 2,000k 7/1/1989 25 Transtrend B.V. DTP – Standard Risk (EUR) -0.92 10,000k 2/1/1999 24 Hyman Beck and Company Global Portfolio -0.88 1,000k 3/1/1991 23 Winton Capital Management Diversified -0.69 50,000k 10/1/1997 22 Estlander & Partners Alpha Trend -0.43 30,000k 10/1/1991 21 Dreiss Research Corporation Diversified Program -0.06 1,000k 5/1/1991 20 Alee Capital Management, LLC Poniente Program 0.23 2,500k 1/1/1999 19 Alder Capital DAC Alder Global 10 0.33 250k 10/1/2000 18 Witter & Lester, Inc. Redstone 0.45 500k 9/1/1994 17 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.75 10,000k 1/1/2001 16 M.S. Capital Management Global Diversified Program 0.82 2,000k 11/1/1998 15 Alder Capital DAC Alder Global 20 1.01 250k 2/1/2001 14 RAM Management Group RAM MRTP 1X-Conservative 1.08 1,000k 9/1/1993 13 Trigon Investment Advisors, LLC Foreign Exchange Program 1.37 5,000k 8/1/2000 12 Mondiale Asset Management Mondiale Trading Program 1.38 0k 9/1/1997 11 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.57 1,000k 3/1/1998 10 Mobius Asset Management Custom Trading Program 1.90 100k 1/1/2002 9 Clarke Capital Management Global Magnum 2.04 100k 8/1/1997 8 Conquest Capital Group Conquest Macro 2.08 250k 5/1/1999 7 Tactical Investment Management Tactical Institutional Commodity Program 2.27 10,000k 4/1/1993 6 Covenant Capital Management Original Program 2.82 5,000k 9/1/1999 5 Insch Capital Management SA Interbank Currency Program - 3X Leverage 3.22 100k 1/1/2000 4 Witter & Lester, Inc. Stock Index Futures Trading Program 4.18 400k 1/1/1988 3 Crabel Capital Management Crabel Multi-Product 4.34 1,000k 3/1/1998 2 RAM Management Group MRTP Aggressive 5.30 1,000k 2/1/1998 1 Kinkopf Capital Management KCM S&P (Proprietary) 9.11 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.