Systematic Trader Index For September 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 Sep 2002 Min Inv Inception 74 Kinkopf Capital Management KCM S&P (Proprietary) -7.22 100k 1/1/1999 73 Clarke Capital Management Global Basic -4.47 50k 2/1/1996 72 Alee Capital Management, LLC Mistral Program -3.63 2,500k 1/1/1999 71 Alee Capital Management, LLC Poniente Program -3.26 2,500k 1/1/1999 70 Mondiale Asset Management Mondiale Trading Program -2.40 0k 9/1/1997 69 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.41 10,000k 1/1/2001 68 Eckhardt Trading Company Evolution Strategies 1.2X -1.14 10,000k 10/1/1991 67 Eckhardt Trading Company Evolution Strategies -1.01 20,000k 8/1/1991 66 Trigon Investment Advisors, LLC Foreign Exchange Program -0.53 5,000k 8/1/2000 65 Alder Capital DAC Alder Global 20 -0.18 250k 2/1/2001 64 Dreiss Research Corporation Diversified Program 0.14 1,000k 5/1/1991 63 Alder Capital DAC Alder Global 10 0.18 250k 10/1/2000 62 MERIT Alternative Investments GmbH Futures Portfolio 0.65 2,000k 6/1/1998 61 Crabel Capital Management Crabel Multi-Product 1.07 1,000k 3/1/1998 60 Northfield Trading Diversified 1.10 2,000k 7/1/1989 59 Briarwood Capital Management, Inc. Diversified Trading Program 1.38 3,000k 7/1/2001 58 Estlander & Partners Alpha Trend 1.43 30,000k 10/1/1991 57 Conquest Capital Group Conquest Macro 1.58 250k 5/1/1999 56 Southwest Managed Investments, LLC Global Diversified 1.58 200k 1/1/2002 55 Witter & Lester, Inc. Redstone 1.81 500k 9/1/1994 54 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.81 1,000k 3/1/1998 53 Witter & Lester, Inc. Stock Index Futures Trading Program 1.94 400k 1/1/1988 52 RAM Management Group RAM MRTP 1X-Conservative 2.10 1,000k 9/1/1993 51 Mobius Asset Management Custom Trading Program 2.30 100k 1/1/2002 50 Transtrend B.V. DTP – Standard Risk (EUR) 2.35 10,000k 2/1/1999 49 Clarke Capital Management Millennium 2.35 1,000k 1/1/1998 48 IKOS The IKOS Hedge Fund 2.36 10,000k 7/1/1998 47 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.70 1,000k 9/1/1997 46 Estlander & Partners Global Markets 3.00 10,000k 8/1/1999 45 Spectrum Asset Management LLC Global Diversified 3.08 2,000k 1/1/2001 44 Abraham Trading Company Diversified Program 3.29 10,000k 1/1/1988 43 Lynx Asset Management AB Lynx Program 3.35 75k 5/1/2000 42 Transtrend B.V. DTP – Enhanced Risk (USD) 3.44 10,000k 1/1/1995 41 John Locke Investments Cyril Systematic Program 3.49 8,000k 7/1/2000 40 Rabar Market Research Diversified Program 3.51 2,000k 1/1/1989 39 Insch Capital Management SA Interbank Currency Program - 3X Leverage 3.58 100k 1/1/2000 38 Tactical Investment Management Tactical Institutional Commodity Program 3.59 10,000k 4/1/1993 37 Transtrend B.V. DTP – Enhanced Risk (EUR) 3.66 10,000k 8/1/1999 36 Clarke Capital Management Worldwide 3.80 250k 1/1/1996 35 Chesapeake Capital Diversified (LV) 3.81 100k 2/1/1988 34 Rotella Capital Management Rotella Polaris Program (Diversified) 3.87 10,000k 1/1/1991 33 EMC Capital Advisors, LLC Classic 3.90 5,000k 1/1/1985 32 Drury Capital Diversified Trend-Following Program 4.35 5,000k 5/1/1997 31 Hyman Beck and Company Global Portfolio 4.48 1,000k 3/1/1991 30 RAM Management Group MRTP Aggressive 4.50 1,000k 2/1/1998 29 Rivoli Fund Management Rivoli International Fund (E) 4.56 5,000k 10/1/1996 28 Clarke Capital Management Global Magnum 4.65 100k 8/1/1997 27 Eclipse Capital Management Global Monetary 4.73 5,000k 8/1/1990 26 Hawksbill Capital Management Global Diversified 4.78 5,000k 11/1/1988 25 Covenant Capital Management Original Program 4.85 5,000k 9/1/1999 24 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 4.97 200k 11/1/1999 23 Mulvaney Capital Management The Mulvaney Global Markets Fund 5.13 100k 5/1/1999 22 Parizek Capital Futures Trading Program 5.53 500k 4/1/2000 21 Millburn Ridgefield Corporation Diversified Program 5.99 20,000k 2/1/1977 20 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 6.51 0k 11/1/1996 19 ISAM ISAM Systematic Trend Fund 6.53 1,000k 6/1/2001 18 Rivoli Fund Management Rivoli International Fund (V9) 6.86 5,000k 1/1/2002 17 QCM Global Diversified Programme 6.92 500k 12/1/1995 16 Estlander & Partners Global XL 7.04 5,000k 8/1/1991 15 Saxon Investment Corporation Diversified Program 7.07 3,000k 9/1/1988 14 Winton Capital Management Diversified 7.63 50,000k 10/1/1997 13 M.S. Capital Management Global Diversified Program 7.76 2,000k 11/1/1998 12 Mark J. Walsh Company Standard Program 8.19 2,000k 9/1/1985 11 Superfund Group Superfund Green GCT USD 9.01 15k 1/1/2000 10 DUNN Capital Management World Monetary and Agriculture Program (WMA) 9.10 100k 11/1/1984 8 NuWave Investment Management, LLC NuWave Investment Partners LP 9.76 250k 6/1/2001 9 NuWave Investment Management, LLC Combined Futures Portfolio 9.76 5,000k 6/1/2001 7 Superfund Group Superfund Green Q-AG 11.94 2k 3/1/1996 6 Saxon Investment Corporation Aggressive Diversified Program 12.61 2,000k 11/1/1993 5 Kelly Angle Inc. Genesis Program 12.72 2,000k 4/1/2000 4 DUNN Capital Management DUNN Combined Fund (DCF) 13.67 100k 5/1/1989 3 FORT LP Fort Global Diversified 17.99 2,000k 10/1/1993 2 DUNN Capital Management D'Best Futures Fund, L.P. 18.10 100k 6/1/1994 1 Superfund Group Superfund Green Master 21.55 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.