Systematic Trader Index For August 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 Aug 2002 Min Inv Inception 74 RAM Management Group MRTP Aggressive -9.51 1,000k 2/1/1998 73 Insch Capital Management SA Interbank Currency Program - 3X Leverage -6.59 100k 1/1/2000 72 RAM Management Group RAM MRTP 1X-Conservative -3.00 1,000k 9/1/1993 71 Conquest Capital Group Conquest Macro -2.50 250k 5/1/1999 70 Alder Capital DAC Alder Global 20 -1.64 250k 2/1/2001 69 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.63 10,000k 1/1/2001 68 EMC Capital Advisors, LLC Classic -1.30 5,000k 1/1/1985 67 Mobius Asset Management Custom Trading Program -1.20 100k 1/1/2002 66 Trigon Investment Advisors, LLC Foreign Exchange Program -0.62 5,000k 8/1/2000 65 John Locke Investments Cyril Systematic Program -0.45 8,000k 7/1/2000 64 MERIT Alternative Investments GmbH Futures Portfolio -0.43 2,000k 6/1/1998 63 Alee Capital Management, LLC Mistral Program -0.37 2,500k 1/1/1999 62 Eckhardt Trading Company Evolution Strategies -0.34 20,000k 8/1/1991 61 Eckhardt Trading Company Evolution Strategies 1.2X -0.33 10,000k 10/1/1991 60 Alder Capital DAC Alder Global 10 -0.24 250k 10/1/2000 59 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.10 1,000k 9/1/1997 58 Dreiss Research Corporation Diversified Program -0.09 1,000k 5/1/1991 57 Witter & Lester, Inc. Redstone 0.09 500k 9/1/1994 56 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.36 1,000k 3/1/1998 55 Briarwood Capital Management, Inc. Diversified Trading Program 0.36 3,000k 7/1/2001 54 Clarke Capital Management Global Basic 0.58 50k 2/1/1996 53 Parizek Capital Futures Trading Program 0.61 500k 4/1/2000 52 Mondiale Asset Management Mondiale Trading Program 0.96 0k 9/1/1997 51 Hyman Beck and Company Global Portfolio 1.23 1,000k 3/1/1991 50 Mark J. Walsh Company Standard Program 1.42 2,000k 9/1/1985 49 Lynx Asset Management AB Lynx Program 1.48 75k 5/1/2000 48 Estlander & Partners Alpha Trend 1.49 30,000k 10/1/1991 47 Saxon Investment Corporation Aggressive Diversified Program 1.50 2,000k 11/1/1993 46 Millburn Ridgefield Corporation Diversified Program 1.52 20,000k 2/1/1977 45 Covenant Capital Management Original Program 1.54 5,000k 9/1/1999 44 Crabel Capital Management Crabel Multi-Product 1.60 1,000k 3/1/1998 43 Estlander & Partners Global Markets 1.75 10,000k 8/1/1999 42 Spectrum Asset Management LLC Global Diversified 1.83 2,000k 1/1/2001 41 Rotella Capital Management Rotella Polaris Program (Diversified) 1.89 10,000k 1/1/1991 40 Northfield Trading Diversified 1.90 2,000k 7/1/1989 39 Transtrend B.V. DTP – Standard Risk (EUR) 1.94 10,000k 2/1/1999 38 Clarke Capital Management Worldwide 2.01 250k 1/1/1996 37 Rivoli Fund Management Rivoli International Fund (E) 2.06 5,000k 10/1/1996 36 Chesapeake Capital Diversified (LV) 2.55 100k 2/1/1988 35 Southwest Managed Investments, LLC Global Diversified 2.73 200k 1/1/2002 34 Alee Capital Management, LLC Poniente Program 2.74 2,500k 1/1/1999 33 Transtrend B.V. DTP – Enhanced Risk (USD) 2.78 10,000k 1/1/1995 32 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.79 10,000k 8/1/1999 31 Estlander & Partners Global XL 3.12 5,000k 8/1/1991 30 Rabar Market Research Diversified Program 3.18 2,000k 1/1/1989 29 Eclipse Capital Management Global Monetary 3.22 5,000k 8/1/1990 28 Hawksbill Capital Management Global Diversified 3.45 5,000k 11/1/1988 27 IKOS The IKOS Hedge Fund 3.51 10,000k 7/1/1998 26 Drury Capital Diversified Trend-Following Program 3.75 5,000k 5/1/1997 25 Rivoli Fund Management Rivoli International Fund (V9) 3.78 5,000k 1/1/2002 24 Clarke Capital Management Global Magnum 3.89 100k 8/1/1997 23 ISAM ISAM Systematic Trend Fund 4.01 1,000k 6/1/2001 22 QCM Global Diversified Programme 4.26 500k 12/1/1995 21 Tactical Investment Management Tactical Institutional Commodity Program 4.48 10,000k 4/1/1993 19 NuWave Investment Management, LLC NuWave Investment Partners LP 4.61 250k 6/1/2001 20 NuWave Investment Management, LLC Combined Futures Portfolio 4.61 5,000k 6/1/2001 18 FORT LP Fort Global Diversified 5.32 2,000k 3/1/2002 17 Witter & Lester, Inc. Stock Index Futures Trading Program 5.34 400k 1/1/1988 16 Mulvaney Capital Management The Mulvaney Global Markets Fund 5.44 100k 5/1/1999 15 Winton Capital Management Diversified 6.04 50,000k 10/1/1997 14 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 6.66 0k 11/1/1996 13 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 7.03 200k 11/1/1999 12 Clarke Capital Management Millennium 8.14 1,000k 1/1/1998 11 Superfund Group Superfund Green Q-AG 8.20 2k 3/1/1996 10 M.S. Capital Management Global Diversified Program 9.00 2,000k 11/1/1998 9 Abraham Trading Company Diversified Program 9.86 10,000k 1/1/1988 8 DUNN Capital Management World Monetary and Agriculture Program (WMA) 10.50 100k 11/1/1984 7 Saxon Investment Corporation Diversified Program 10.88 3,000k 9/1/1988 6 DUNN Capital Management DUNN Combined Fund (DCF) 11.39 100k 5/1/1989 5 Kelly Angle Inc. Genesis Program 11.40 2,000k 4/1/2000 4 DUNN Capital Management D'Best Futures Fund, L.P. 13.19 100k 6/1/1994 3 Superfund Group Superfund Green Master 13.54 2,000k 5/1/2001 2 Superfund Group Superfund Green GCT USD 15.23 15k 1/1/2000 1 Kinkopf Capital Management KCM S&P (Proprietary) 23.32 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.