Systematic Trader Index For July 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 Jul 2002 Min Inv Inception 74 Kinkopf Capital Management KCM S&P (Proprietary) -12.16 100k 1/1/1999 73 Witter & Lester, Inc. Stock Index Futures Trading Program -10.95 400k 1/1/1988 72 Mobius Asset Management Custom Trading Program -4.50 100k 1/1/2002 71 Covenant Capital Management Original Program -4.38 5,000k 9/1/1999 70 Abraham Trading Company Diversified Program -3.97 10,000k 1/1/1988 69 Witter & Lester, Inc. Redstone -3.58 500k 9/1/1994 68 Southwest Managed Investments, LLC Global Diversified -3.51 200k 1/1/2002 67 Alee Capital Management, LLC Poniente Program -2.08 2,500k 1/1/1999 66 M.S. Capital Management Global Diversified Program -1.79 2,000k 11/1/1998 65 Northfield Trading Diversified -1.60 2,000k 7/1/1989 64 Alder Capital DAC Alder Global 10 -0.70 250k 10/1/2000 63 MERIT Alternative Investments GmbH Futures Portfolio -0.66 2,000k 6/1/1998 62 Alder Capital DAC Alder Global 20 -0.57 250k 2/1/2001 61 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.17 10,000k 1/1/2001 60 Estlander & Partners Global XL 0.33 5,000k 8/1/1991 59 Estlander & Partners Global Markets 0.45 10,000k 8/1/1999 58 Conquest Capital Group Conquest Macro 1.43 250k 5/1/1999 57 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 1.72 1,000k 9/1/1997 56 Spectrum Asset Management LLC Global Diversified 2.21 2,000k 1/1/2001 55 Eckhardt Trading Company Evolution Strategies 2.24 20,000k 8/1/1991 54 Clarke Capital Management Global Magnum 2.40 100k 8/1/1997 53 Eckhardt Trading Company Evolution Strategies 1.2X 2.65 10,000k 10/1/1991 52 Chesapeake Capital Diversified (LV) 2.84 100k 2/1/1988 51 Transtrend B.V. DTP – Standard Risk (EUR) 3.39 10,000k 2/1/1999 50 Clarke Capital Management Global Basic 3.44 50k 2/1/1996 49 Rivoli Fund Management Rivoli International Fund (E) 3.52 5,000k 10/1/1996 48 RAM Management Group RAM MRTP 1X-Conservative 3.56 1,000k 9/1/1993 47 Estlander & Partners Alpha Trend 3.62 30,000k 10/1/1991 46 Tactical Investment Management Tactical Institutional Commodity Program 3.65 10,000k 4/1/1993 45 John Locke Investments Cyril Systematic Program 3.66 8,000k 7/1/2000 44 Clarke Capital Management Worldwide 3.96 250k 1/1/1996 43 Eclipse Capital Management Global Monetary 4.08 5,000k 8/1/1990 42 Alee Capital Management, LLC Mistral Program 4.23 2,500k 1/1/1999 41 Rotella Capital Management Rotella Polaris Program (Diversified) 4.48 10,000k 1/1/1991 40 ISAM ISAM Systematic Trend Fund 4.65 1,000k 6/1/2001 39 Winton Capital Management Diversified 4.71 50,000k 10/1/1997 38 IKOS The IKOS Hedge Fund 4.80 10,000k 7/1/1998 37 Drury Capital Diversified Trend-Following Program 4.82 5,000k 5/1/1997 36 QCM Global Diversified Programme 4.90 500k 12/1/1995 35 Kaiser Trading Group Kaiser Global Diversified Program - Class B 4.90 1,000k 3/1/1998 34 Lynx Asset Management AB Lynx Program 5.27 75k 5/1/2000 33 Trigon Investment Advisors, LLC Foreign Exchange Program 5.42 5,000k 8/1/2000 32 Briarwood Capital Management, Inc. Diversified Trading Program 5.47 3,000k 7/1/2001 31 EMC Capital Advisors, LLC Classic 5.50 5,000k 1/1/1985 30 Transtrend B.V. DTP – Enhanced Risk (EUR) 5.65 10,000k 8/1/1999 29 Millburn Ridgefield Corporation Diversified Program 5.72 20,000k 2/1/1977 28 Mulvaney Capital Management The Mulvaney Global Markets Fund 5.95 100k 5/1/1999 27 Transtrend B.V. DTP – Enhanced Risk (USD) 5.97 10,000k 1/1/1995 26 Mondiale Asset Management Mondiale Trading Program 6.14 0k 9/1/1997 25 Saxon Investment Corporation Diversified Program 6.52 3,000k 9/1/1988 24 Insch Capital Management SA Interbank Currency Program - 3X Leverage 7.24 100k 1/1/2000 23 Parizek Capital Futures Trading Program 7.53 500k 4/1/2000 22 Hyman Beck and Company Global Portfolio 7.69 1,000k 3/1/1991 21 Rabar Market Research Diversified Program 7.85 2,000k 1/1/1989 20 Rivoli Fund Management Rivoli International Fund (V9) 7.86 5,000k 1/1/2002 18 NuWave Investment Management, LLC NuWave Investment Partners LP 8.74 250k 6/1/2001 19 NuWave Investment Management, LLC Combined Futures Portfolio 8.74 5,000k 6/1/2001 17 Crabel Capital Management Crabel Multi-Product 9.98 1,000k 3/1/1998 16 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 10.07 200k 11/1/1999 15 Saxon Investment Corporation Aggressive Diversified Program 10.60 2,000k 11/1/1993 14 Clarke Capital Management Millennium 11.26 1,000k 1/1/1998 13 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 11.96 0k 11/1/1996 12 RAM Management Group MRTP Aggressive 12.22 1,000k 2/1/1998 11 Mark J. Walsh Company Standard Program 12.46 2,000k 9/1/1985 10 Superfund Group Superfund Green Q-AG 13.78 2k 3/1/1996 9 DUNN Capital Management World Monetary and Agriculture Program (WMA) 14.82 100k 11/1/1984 8 Dreiss Research Corporation Diversified Program 14.86 1,000k 5/1/1991 7 FORT LP Fort Global Diversified 15.28 2,000k 10/1/1993 6 Hawksbill Capital Management Global Diversified 17.03 5,000k 11/1/1988 5 DUNN Capital Management DUNN Combined Fund (DCF) 17.34 100k 5/1/1989 4 Superfund Group Superfund Green GCT USD 17.67 15k 1/1/2000 3 Kelly Angle Inc. Genesis Program 17.85 2,000k 4/1/2000 2 DUNN Capital Management D'Best Futures Fund, L.P. 23.49 100k 6/1/1994 1 Superfund Group Superfund Green Master 24.09 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.