Systematic Trader Index For October 2003 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 Oct 2003 Min Inv Inception 82 Clarke Capital Management Global Basic -14.20 50k 2/1/1996 81 Kelly Angle Inc. Genesis Program -10.67 2,000k 4/1/2000 80 FORT LP Fort Global Diversified -7.42 2,000k 10/1/1993 79 Millburn Ridgefield Corporation Diversified Program -6.99 20,000k 2/1/1977 78 Insch Capital Management SA Interbank Currency Program - 3X Leverage -5.60 100k 1/1/2000 77 Conquest Capital Group Conquest Macro -5.27 250k 5/1/1999 76 DUNN Capital Management DUNN Combined Fund (DCF) -5.23 100k 5/1/1989 75 Rivoli Fund Management Rivoli International Fund (V9) -5.21 5,000k 1/1/2002 74 FORT LP Fort Global Contrarian -5.02 2,000k 10/1/2002 73 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.23 100k 11/1/1984 72 Northfield Trading Diversified -3.30 2,000k 7/1/1989 71 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -3.20 1,000k 9/1/1997 70 Alder Capital DAC Alder Global 20 -3.13 250k 2/1/2001 69 DUNN Capital Management D'Best Futures Fund, L.P. -2.82 100k 6/1/1994 68 Alee Capital Management, LLC Poniente Program -1.80 2,500k 1/1/1999 67 Heyden & Steindl GmbH TOMAC2 -1.53 5,000k 3/1/2003 66 Rotella Capital Management Rotella Polaris Program (Diversified) -1.49 10,000k 1/1/1991 65 Clarke Capital Management Global Magnum -1.35 100k 8/1/1997 64 Crabel Capital Management Crabel Multi-Product -1.30 1,000k 3/1/1998 63 Alder Capital DAC Alder Global 10 -1.28 250k 10/1/2000 62 Hawksbill Capital Management Global Diversified -1.19 5,000k 11/1/1988 61 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.16 1,000k 3/1/1998 60 Eckhardt Trading Company Evolution Strategies 1.2X -0.70 10,000k 10/1/1991 59 Eckhardt Trading Company Evolution Strategies -0.70 20,000k 8/1/1991 58 Eclipse Capital Management Global Monetary -0.63 5,000k 8/1/1990 57 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.53 1,000k 3/1/2003 56 Quantitative Investment Management Quantitative Global Program 0.00 20,000k 10/1/2003 55 Witter & Lester, Inc. Redstone 0.39 500k 9/1/1994 54 Mobius Asset Management Custom Trading Program 0.40 100k 1/1/2002 53 ISAM ISAM Systematic Trend Fund 0.50 1,000k 6/1/2001 52 Rivoli Fund Management Rivoli International Fund (E) 0.67 5,000k 10/1/1996 51 Dreiss Research Corporation Diversified Program 1.21 1,000k 5/1/1991 50 Mondiale Asset Management Mondiale Trading Program 1.40 0k 9/1/1997 49 Transtrend B.V. DTP – Standard Risk (EUR) 1.68 10,000k 2/1/1999 48 Mark J. Walsh Company Standard Program 1.79 2,000k 9/1/1985 47 MERIT Alternative Investments GmbH Futures Portfolio 2.08 2,000k 6/1/1998 46 Quantmetrics Capital Management LLP Premier 12V Strategy 2.08 10,000k 4/1/2003 45 IKOS The IKOS Hedge Fund 2.19 10,000k 7/1/1998 44 John Locke Investments Cyril Systematic Program 2.43 8,000k 7/1/2000 43 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.46 10,000k 8/1/1999 42 Transtrend B.V. DTP – Enhanced Risk (USD) 2.49 10,000k 1/1/1995 41 Trigon Investment Advisors, LLC Foreign Exchange Program 2.51 5,000k 8/1/2000 40 Briarwood Capital Management, Inc. Diversified Trading Program 2.63 3,000k 7/1/2001 39 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 2.76 10,000k 1/1/2001 38 RAM Management Group RAM MRTP 1X-Conservative 3.20 1,000k 9/1/1993 37 Witter & Lester, Inc. Stock Index Futures Trading Program 3.45 400k 1/1/1988 36 Clarke Capital Management Worldwide 3.49 250k 1/1/1996 35 Rabar Market Research Diversified Program 3.97 2,000k 1/1/1989 34 Superfund Group Superfund Green L.P. Series A 3.99 5k 10/1/2002 33 Lynx Asset Management AB Lynx Program 4.29 75k 5/1/2000 32 Winton Capital Management Diversified 4.72 50,000k 10/1/1997 31 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 5.25 0k 11/1/1996 30 Estlander & Partners Global Markets 5.42 10,000k 8/1/1999 29 Red Rock Capital, LLC Systematic Global Macro 5.43 500k 9/1/2003 28 Southwest Managed Investments, LLC Global Diversified 5.49 200k 1/1/2002 27 Kinkopf Capital Management KCM S&P (Proprietary) 5.63 100k 1/1/1999 26 Spectrum Asset Management LLC Global Diversified 5.78 2,000k 1/1/2001 25 Superfund Group Superfund Green L.P. Series B 5.92 5k 10/1/2002 24 Hyman Beck and Company Global Portfolio 6.22 1,000k 3/1/1991 23 Superfund Group Superfund Green Q-AG 6.54 2k 3/1/1996 22 EMC Capital Advisors, LLC Classic 7.20 5,000k 1/1/1985 21 Clarke Capital Management Millennium 8.23 1,000k 1/1/1998 19 NuWave Investment Management, LLC NuWave Investment Partners LP 8.63 250k 6/1/2001 20 NuWave Investment Management, LLC Combined Futures Portfolio 8.63 5,000k 6/1/2001 18 Parizek Capital Futures Trading Program 8.83 500k 4/1/2000 17 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 9.42 200k 11/1/1999 16 QCM Global Diversified Programme 9.70 500k 12/1/1995 15 Estlander & Partners Global XL 9.77 5,000k 8/1/1991 14 RAM Management Group MRTP Aggressive 10.21 1,000k 2/1/1998 13 Superfund Group Superfund Green GCT USD 10.23 15k 1/1/2000 12 Estlander & Partners Alpha Trend 10.37 30,000k 10/1/1991 11 M.S. Capital Management Global Diversified Program 10.43 2,000k 11/1/1998 10 Covenant Capital Management Original Program 11.35 5,000k 9/1/1999 9 Tactical Investment Management Tactical Institutional Commodity Program 12.69 10,000k 4/1/1993 8 Saxon Investment Corporation Diversified Program 13.07 3,000k 9/1/1988 7 Alee Capital Management, LLC Mistral Program 13.27 2,500k 1/1/1999 6 Drury Capital Diversified Trend-Following Program 13.80 5,000k 5/1/1997 5 Mulvaney Capital Management The Mulvaney Global Markets Fund 15.32 100k 5/1/1999 4 Chesapeake Capital Diversified (LV) 15.48 100k 2/1/1988 3 Superfund Group Superfund Green Master 15.63 2,000k 5/1/2001 2 Saxon Investment Corporation Aggressive Diversified Program 21.16 2,000k 11/1/1993 1 Abraham Trading Company Diversified Program 22.09 10,000k 1/1/1988 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.