Systematic Trader Index For November 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 Nov 2003 Min Inv Inception 82 Kelly Angle Inc. Genesis Program -10.85 2,000k 4/1/2000 81 Alee Capital Management, LLC Mistral Program -9.79 2,500k 1/1/1999 80 Saxon Investment Corporation Aggressive Diversified Program -8.70 2,000k 11/1/1993 79 Hawksbill Capital Management Global Diversified -8.54 5,000k 11/1/1988 78 RAM Management Group MRTP Aggressive -8.02 1,000k 2/1/1998 77 Heyden & Steindl GmbH TOMAC2 -7.12 5,000k 3/1/2003 76 John Locke Investments Cyril Systematic Program -6.73 8,000k 7/1/2000 75 M.S. Capital Management Global Diversified Program -6.37 2,000k 11/1/1998 74 Briarwood Capital Management, Inc. Diversified Trading Program -5.84 3,000k 7/1/2001 73 Saxon Investment Corporation Diversified Program -5.30 3,000k 9/1/1988 72 Parizek Capital Futures Trading Program -5.26 500k 4/1/2000 71 Mark J. Walsh Company Standard Program -4.94 2,000k 9/1/1985 70 Alee Capital Management, LLC Poniente Program -4.73 2,500k 1/1/1999 69 DUNN Capital Management DUNN Combined Fund (DCF) -4.58 100k 5/1/1989 68 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.45 100k 11/1/1984 67 Southwest Managed Investments, LLC Global Diversified -4.23 200k 1/1/2002 66 Clarke Capital Management Global Basic -4.14 50k 2/1/1996 65 DUNN Capital Management D'Best Futures Fund, L.P. -4.13 100k 6/1/1994 64 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.80 100k 1/1/2000 63 Rivoli Fund Management Rivoli International Fund (V9) -3.78 5,000k 1/1/2002 62 Estlander & Partners Alpha Trend -3.71 30,000k 10/1/1991 61 Witter & Lester, Inc. Stock Index Futures Trading Program -3.47 400k 1/1/1988 60 Clarke Capital Management Millennium -3.43 1,000k 1/1/1998 59 Northfield Trading Diversified -3.00 2,000k 7/1/1989 58 Superfund Group Superfund Green Master -2.78 2,000k 5/1/2001 57 EMC Capital Advisors, LLC Classic -2.70 5,000k 1/1/1985 56 Kaiser Trading Group Kaiser Global Diversified Program - Class B -2.65 1,000k 3/1/1998 55 Quantitative Investment Management Quantitative Global Program -2.64 20,000k 10/1/2003 54 Superfund Group Superfund Green GCT USD -2.54 15k 1/1/2000 53 Winton Capital Management Diversified -2.48 50,000k 10/1/1997 52 RAM Management Group RAM MRTP 1X-Conservative -2.35 1,000k 9/1/1993 51 Covenant Capital Management Original Program -2.29 5,000k 9/1/1999 50 Millburn Ridgefield Corporation Diversified Program -2.25 20,000k 2/1/1977 49 Superfund Group Superfund Green Q-AG -2.25 2k 3/1/1996 48 Tactical Investment Management Tactical Institutional Commodity Program -2.04 10,000k 4/1/1993 47 Superfund Group Superfund Green L.P. Series B -2.04 5k 10/1/2002 46 Clarke Capital Management Global Magnum -1.77 100k 8/1/1997 45 Superfund Group Superfund Green L.P. Series A -1.75 5k 10/1/2002 44 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.70 1,000k 3/1/2003 43 Rabar Market Research Diversified Program -1.52 2,000k 1/1/1989 42 Clarke Capital Management Worldwide -1.48 250k 1/1/1996 41 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -1.14 0k 11/1/1996 40 Drury Capital Diversified Trend-Following Program -1.03 5,000k 5/1/1997 39 QCM Global Diversified Programme -0.89 500k 12/1/1995 38 Transtrend B.V. DTP – Enhanced Risk (USD) -0.69 10,000k 1/1/1995 37 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.69 10,000k 8/1/1999 36 MERIT Alternative Investments GmbH Futures Portfolio -0.68 2,000k 6/1/1998 35 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.44 10,000k 1/1/2001 34 Transtrend B.V. DTP – Standard Risk (EUR) -0.43 10,000k 2/1/1999 33 Conquest Capital Group Conquest Macro -0.42 250k 5/1/1999 32 Mulvaney Capital Management The Mulvaney Global Markets Fund -0.27 100k 5/1/1999 31 Kinkopf Capital Management KCM S&P (Proprietary) -0.16 100k 1/1/1999 30 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -0.13 200k 11/1/1999 29 Abraham Trading Company Diversified Program -0.03 10,000k 1/1/1988 28 Spectrum Asset Management LLC Global Diversified 0.08 2,000k 1/1/2001 27 Dreiss Research Corporation Diversified Program 0.08 1,000k 5/1/1991 26 Hyman Beck and Company Global Portfolio 0.13 1,000k 3/1/1991 25 Crabel Capital Management Crabel Multi-Product 0.21 1,000k 3/1/1998 24 Rotella Capital Management Rotella Polaris Program (Diversified) 0.21 10,000k 1/1/1991 23 Alder Capital DAC Alder Global 10 0.51 250k 10/1/2000 22 Eclipse Capital Management Global Monetary 0.52 5,000k 8/1/1990 21 Witter & Lester, Inc. Redstone 0.70 500k 9/1/1994 20 ISAM ISAM Systematic Trend Fund 0.70 1,000k 6/1/2001 19 Rivoli Fund Management Rivoli International Fund (E) 0.79 5,000k 10/1/1996 18 Eckhardt Trading Company Evolution Strategies 0.86 20,000k 8/1/1991 17 Trigon Investment Advisors, LLC Foreign Exchange Program 0.92 5,000k 8/1/2000 16 Alder Capital DAC Alder Global 20 0.97 250k 2/1/2001 15 Mondiale Asset Management Mondiale Trading Program 0.98 0k 9/1/1997 14 Lynx Asset Management AB Lynx Program 1.14 75k 5/1/2000 13 Eckhardt Trading Company Evolution Strategies 1.2X 1.29 10,000k 10/1/1991 12 Estlander & Partners Global Markets 1.30 10,000k 8/1/1999 11 FORT LP Fort Global Diversified 1.39 2,000k 10/1/1993 10 IKOS The IKOS Hedge Fund 1.46 10,000k 7/1/1998 9 Mobius Asset Management Custom Trading Program 1.60 100k 1/1/2002 8 Chesapeake Capital Diversified (LV) 1.91 100k 2/1/1988 6 NuWave Investment Management, LLC NuWave Investment Partners LP 2.07 250k 6/1/2001 7 NuWave Investment Management, LLC Combined Futures Portfolio 2.07 5,000k 6/1/2001 5 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.09 1,000k 9/1/1997 4 Quantmetrics Capital Management LLP Premier 12V Strategy 2.14 10,000k 4/1/2003 3 Estlander & Partners Global XL 2.22 5,000k 8/1/1991 2 FORT LP Fort Global Contrarian 2.56 2,000k 10/1/2002 1 Red Rock Capital, LLC Systematic Global Macro 2.99 500k 9/1/2003 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.