Systematic Trader Index For June 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 Jun 2002 Min Inv Inception 74 Kinkopf Capital Management KCM S&P (Proprietary) -10.58 100k 1/1/1999 73 Witter & Lester, Inc. Stock Index Futures Trading Program -8.91 400k 1/1/1988 72 Clarke Capital Management Global Magnum -1.16 100k 8/1/1997 71 M.S. Capital Management Global Diversified Program -0.48 2,000k 11/1/1998 70 Witter & Lester, Inc. Redstone -0.37 500k 9/1/1994 69 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.82 1,000k 3/1/1998 68 Mondiale Asset Management Mondiale Trading Program 1.68 0k 9/1/1997 67 MERIT Alternative Investments GmbH Futures Portfolio 1.80 2,000k 6/1/1998 66 RAM Management Group RAM MRTP 1X-Conservative 1.91 1,000k 9/1/1993 65 IKOS The IKOS Hedge Fund 2.04 10,000k 7/1/1998 64 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 2.51 10,000k 1/1/2001 63 Eckhardt Trading Company Evolution Strategies 2.59 20,000k 8/1/1991 62 Eckhardt Trading Company Evolution Strategies 1.2X 3.07 10,000k 10/1/1991 61 Clarke Capital Management Global Basic 3.15 50k 2/1/1996 60 Insch Capital Management SA Interbank Currency Program - 3X Leverage 4.19 100k 1/1/2000 59 Chesapeake Capital Diversified (LV) 4.19 100k 2/1/1988 58 Covenant Capital Management Original Program 4.45 5,000k 9/1/1999 57 Alee Capital Management, LLC Poniente Program 4.61 2,500k 1/1/1999 56 Alder Capital DAC Alder Global 10 4.70 250k 10/1/2000 55 Transtrend B.V. DTP – Standard Risk (EUR) 4.84 10,000k 2/1/1999 54 Estlander & Partners Global Markets 5.05 10,000k 8/1/1999 53 Mobius Asset Management Custom Trading Program 6.00 100k 1/1/2002 52 Northfield Trading Diversified 6.00 2,000k 7/1/1989 51 Clarke Capital Management Worldwide 6.11 250k 1/1/1996 50 Conquest Capital Group Conquest Macro 6.16 250k 5/1/1999 49 Rotella Capital Management Rotella Polaris Program (Diversified) 6.69 10,000k 1/1/1991 48 Rivoli Fund Management Rivoli International Fund (E) 6.82 5,000k 10/1/1996 47 QCM Global Diversified Programme 6.93 500k 12/1/1995 46 Estlander & Partners Alpha Trend 7.14 30,000k 10/1/1991 45 Crabel Capital Management Crabel Multi-Product 7.14 1,000k 3/1/1998 44 Alee Capital Management, LLC Mistral Program 7.16 2,500k 1/1/1999 43 Spectrum Asset Management LLC Global Diversified 7.28 2,000k 1/1/2001 42 Mulvaney Capital Management The Mulvaney Global Markets Fund 7.38 100k 5/1/1999 41 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 7.39 1,000k 9/1/1997 40 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 7.40 0k 11/1/1996 38 NuWave Investment Management, LLC NuWave Investment Partners LP 7.49 250k 6/1/2001 39 NuWave Investment Management, LLC Combined Futures Portfolio 7.49 5,000k 6/1/2001 37 RAM Management Group MRTP Aggressive 7.69 1,000k 2/1/1998 36 Alder Capital DAC Alder Global 20 7.73 250k 2/1/2001 35 Abraham Trading Company Diversified Program 7.75 10,000k 1/1/1988 34 Transtrend B.V. DTP – Enhanced Risk (EUR) 7.84 10,000k 8/1/1999 33 Winton Capital Management Diversified 7.95 50,000k 10/1/1997 32 Transtrend B.V. DTP – Enhanced Risk (USD) 8.41 10,000k 1/1/1995 31 FORT LP Fort Global Diversified 8.64 2,000k 10/1/1993 30 Estlander & Partners Global XL 9.17 5,000k 8/1/1991 29 Saxon Investment Corporation Diversified Program 9.74 3,000k 9/1/1988 28 Tactical Investment Management Tactical Institutional Commodity Program 9.78 10,000k 4/1/1993 27 Trigon Investment Advisors, LLC Foreign Exchange Program 10.13 5,000k 8/1/2000 26 ISAM ISAM Systematic Trend Fund 10.72 1,000k 6/1/2001 25 Lynx Asset Management AB Lynx Program 10.75 75k 5/1/2000 24 Eclipse Capital Management Global Monetary 11.33 5,000k 8/1/1990 23 Rabar Market Research Diversified Program 11.41 2,000k 1/1/1989 22 John Locke Investments Cyril Systematic Program 11.47 8,000k 7/1/2000 21 Drury Capital Diversified Trend-Following Program 11.62 5,000k 5/1/1997 20 Southwest Managed Investments, LLC Global Diversified 11.66 200k 1/1/2002 19 Millburn Ridgefield Corporation Diversified Program 12.13 20,000k 2/1/1977 18 Hyman Beck and Company Global Portfolio 13.18 1,000k 3/1/1991 17 Parizek Capital Futures Trading Program 13.42 500k 4/1/2000 16 Superfund Group Superfund Green Q-AG 13.67 2k 3/1/1996 15 EMC Capital Advisors, LLC Classic 13.70 5,000k 1/1/1985 14 Briarwood Capital Management, Inc. Diversified Trading Program 14.39 3,000k 7/1/2001 13 Rivoli Fund Management Rivoli International Fund (V9) 14.91 5,000k 1/1/2002 12 Hawksbill Capital Management Global Diversified 15.04 5,000k 11/1/1988 11 Clarke Capital Management Millennium 16.44 1,000k 1/1/1998 10 Dreiss Research Corporation Diversified Program 16.44 1,000k 5/1/1991 9 Saxon Investment Corporation Aggressive Diversified Program 16.58 2,000k 11/1/1993 8 Mark J. Walsh Company Standard Program 16.98 2,000k 9/1/1985 7 DUNN Capital Management D'Best Futures Fund, L.P. 20.47 100k 6/1/1994 6 DUNN Capital Management DUNN Combined Fund (DCF) 22.12 100k 5/1/1989 5 Superfund Group Superfund Green GCT USD 23.54 15k 1/1/2000 4 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 24.16 200k 11/1/1999 3 DUNN Capital Management World Monetary and Agriculture Program (WMA) 24.24 100k 11/1/1984 2 Kelly Angle Inc. Genesis Program 28.83 2,000k 4/1/2000 1 Superfund Group Superfund Green Master 30.37 2,000k 5/1/2001 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.