Systematic Trader Index For December 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 Dec 2002 Min Inv Inception 77 Kinkopf Capital Management KCM S&P (Proprietary) -19.00 100k 1/1/1999 76 Mondiale Asset Management Mondiale Trading Program -3.58 0k 9/1/1997 75 Alee Capital Management, LLC Mistral Program -2.23 2,500k 1/1/1999 74 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.15 1,000k 3/1/1998 73 IKOS The IKOS Hedge Fund -0.85 10,000k 7/1/1998 72 Crabel Capital Management Crabel Multi-Product 0.30 1,000k 3/1/1998 71 Dreiss Research Corporation Diversified Program 0.37 1,000k 5/1/1991 70 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.76 100k 1/1/2000 69 Estlander & Partners Alpha Trend 1.11 30,000k 10/1/1991 68 Witter & Lester, Inc. Redstone 1.23 500k 9/1/1994 67 Witter & Lester, Inc. Stock Index Futures Trading Program 1.60 400k 1/1/1988 66 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 1.94 10,000k 1/1/2001 65 Northfield Trading Diversified 2.00 2,000k 7/1/1989 64 Parizek Capital Futures Trading Program 2.50 500k 4/1/2000 63 EMC Capital Advisors, LLC Classic 2.90 5,000k 1/1/1985 62 Covenant Capital Management Original Program 3.08 5,000k 9/1/1999 61 Alder Capital DAC Alder Global 10 3.24 250k 10/1/2000 60 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 3.26 0k 11/1/1996 59 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 4.06 1,000k 9/1/1997 58 Chesapeake Capital Diversified (LV) 4.31 100k 2/1/1988 57 Transtrend B.V. DTP – Standard Risk (EUR) 4.49 10,000k 2/1/1999 56 Lynx Asset Management AB Lynx Program 4.73 75k 5/1/2000 55 M.S. Capital Management Global Diversified Program 4.82 2,000k 11/1/1998 54 RAM Management Group RAM MRTP 1X-Conservative 4.86 1,000k 9/1/1993 53 Rabar Market Research Diversified Program 4.87 2,000k 1/1/1989 52 Estlander & Partners Global Markets 4.94 10,000k 8/1/1999 51 Rivoli Fund Management Rivoli International Fund (E) 5.09 5,000k 10/1/1996 50 Alder Capital DAC Alder Global 20 5.94 250k 2/1/2001 49 Alee Capital Management, LLC Poniente Program 5.99 2,500k 1/1/1999 48 Conquest Capital Group Conquest Macro 6.50 250k 5/1/1999 47 Transtrend B.V. DTP – Enhanced Risk (USD) 6.58 10,000k 1/1/1995 46 Transtrend B.V. DTP – Enhanced Risk (EUR) 6.68 10,000k 8/1/1999 45 Eclipse Capital Management Global Monetary 6.90 5,000k 8/1/1990 44 Millburn Ridgefield Corporation Diversified Program 6.93 20,000k 2/1/1977 43 Spectrum Asset Management LLC Global Diversified 7.05 2,000k 1/1/2001 42 Saxon Investment Corporation Diversified Program 7.07 3,000k 9/1/1988 41 MERIT Alternative Investments GmbH Futures Portfolio 7.13 2,000k 6/1/1998 40 QCM Global Diversified Programme 7.50 500k 12/1/1995 39 Mulvaney Capital Management The Mulvaney Global Markets Fund 7.80 100k 5/1/1999 38 Briarwood Capital Management, Inc. Diversified Trading Program 7.87 3,000k 7/1/2001 37 Trigon Investment Advisors, LLC Foreign Exchange Program 7.88 5,000k 8/1/2000 36 Southwest Managed Investments, LLC Global Diversified 8.55 200k 1/1/2002 35 John Locke Investments Cyril Systematic Program 8.80 8,000k 7/1/2000 34 Hyman Beck and Company Global Portfolio 9.13 1,000k 3/1/1991 33 Tactical Investment Management Tactical Institutional Commodity Program 9.58 10,000k 4/1/1993 32 Hawksbill Capital Management Global Diversified 9.82 5,000k 11/1/1988 31 Rotella Capital Management Rotella Polaris Program (Diversified) 10.11 10,000k 1/1/1991 30 Drury Capital Diversified Trend-Following Program 10.19 5,000k 5/1/1997 29 Eckhardt Trading Company Evolution Strategies 10.79 20,000k 8/1/1991 28 Estlander & Partners Global XL 11.05 5,000k 8/1/1991 27 Saxon Investment Corporation Aggressive Diversified Program 11.89 2,000k 11/1/1993 26 Eckhardt Trading Company Evolution Strategies 1.2X 13.20 10,000k 10/1/1991 25 FORT LP Fort Global Contrarian 13.35 2,000k 10/1/2002 24 Rivoli Fund Management Rivoli International Fund (V9) 13.65 5,000k 1/1/2002 23 Superfund Group Superfund Green L.P. Series A 13.65 5k 10/1/2002 22 Winton Capital Management Diversified 14.16 50,000k 10/1/1997 21 DUNN Capital Management DUNN Combined Fund (DCF) 14.21 100k 5/1/1989 20 ISAM ISAM Systematic Trend Fund 14.80 1,000k 6/1/2001 19 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 15.16 200k 11/1/1999 17 NuWave Investment Management, LLC NuWave Investment Partners LP 15.46 250k 6/1/2001 18 NuWave Investment Management, LLC Combined Futures Portfolio 15.46 5,000k 6/1/2001 16 Clarke Capital Management Worldwide 16.57 250k 1/1/1996 15 Superfund Group Superfund Green Q-AG 16.58 2k 3/1/1996 14 Mark J. Walsh Company Standard Program 17.23 2,000k 9/1/1985 13 Abraham Trading Company Diversified Program 18.41 10,000k 1/1/1988 12 RAM Management Group MRTP Aggressive 20.11 1,000k 2/1/1998 11 DUNN Capital Management D'Best Futures Fund, L.P. 20.47 100k 6/1/1994 10 DUNN Capital Management World Monetary and Agriculture Program (WMA) 21.34 100k 11/1/1984 9 FORT LP Fort Global Diversified 22.59 2,000k 10/1/1993 8 Superfund Group Superfund Green L.P. Series B 23.18 5k 10/1/2002 7 Kelly Angle Inc. Genesis Program 24.09 2,000k 4/1/2000 6 Superfund Group Superfund Green GCT USD 24.42 15k 1/1/2000 5 Clarke Capital Management Millennium 27.63 1,000k 1/1/1998 4 Mobius Asset Management Custom Trading Program 28.20 100k 1/1/2002 3 Clarke Capital Management Global Magnum 28.51 100k 8/1/1997 2 Superfund Group Superfund Green Master 32.70 2,000k 5/1/2001 1 Clarke Capital Management Global Basic 45.54 50k 2/1/1996 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.