Systematic Trader Index For June 2003 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 Jun 2003 Min Inv Inception 80 DUNN Capital Management D'Best Futures Fund, L.P. -14.00 100k 6/1/1994 79 Parizek Capital Futures Trading Program -12.09 500k 4/1/2000 78 Superfund Group Superfund Green L.P. Series B -11.57 5k 10/1/2002 77 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -10.23 200k 11/1/1999 76 Estlander & Partners Global XL -10.22 5,000k 8/1/1991 75 Clarke Capital Management Millennium -10.09 1,000k 1/1/1998 74 Kelly Angle Inc. Genesis Program -10.06 2,000k 4/1/2000 73 DUNN Capital Management DUNN Combined Fund (DCF) -10.01 100k 5/1/1989 72 Superfund Group Superfund Green GCT USD -8.56 15k 1/1/2000 71 Superfund Group Superfund Green L.P. Series A -8.37 5k 10/1/2002 70 Superfund Group Superfund Green Master -8.29 2,000k 5/1/2001 69 DUNN Capital Management World Monetary and Agriculture Program (WMA) -8.07 100k 11/1/1984 68 Mulvaney Capital Management The Mulvaney Global Markets Fund -7.61 100k 5/1/1999 67 M.S. Capital Management Global Diversified Program -7.40 2,000k 11/1/1998 66 Abraham Trading Company Diversified Program -7.06 10,000k 1/1/1988 65 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -6.52 0k 11/1/1996 64 Tactical Investment Management Tactical Institutional Commodity Program -6.42 10,000k 4/1/1993 63 Southwest Managed Investments, LLC Global Diversified -6.37 200k 1/1/2002 62 Drury Capital Diversified Trend-Following Program -6.35 5,000k 5/1/1997 61 Alee Capital Management, LLC Poniente Program -5.86 2,500k 1/1/1999 60 Rivoli Fund Management Rivoli International Fund (V9) -5.67 5,000k 1/1/2002 59 Chesapeake Capital Diversified (LV) -5.65 100k 2/1/1988 58 Estlander & Partners Global Markets -5.62 10,000k 8/1/1999 57 Clarke Capital Management Global Magnum -5.54 100k 8/1/1997 56 Winton Capital Management Diversified -5.20 50,000k 10/1/1997 55 Superfund Group Superfund Green Q-AG -4.83 2k 3/1/1996 54 Clarke Capital Management Global Basic -4.51 50k 2/1/1996 53 Mark J. Walsh Company Standard Program -4.18 2,000k 9/1/1985 52 Clarke Capital Management Worldwide -3.99 250k 1/1/1996 51 Rivoli Fund Management Rivoli International Fund (E) -3.90 5,000k 10/1/1996 50 Alder Capital DAC Alder Global 20 -3.87 250k 2/1/2001 49 Saxon Investment Corporation Aggressive Diversified Program -3.69 2,000k 11/1/1993 48 QCM Global Diversified Programme -3.56 500k 12/1/1995 47 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.54 100k 1/1/2000 46 Millburn Ridgefield Corporation Diversified Program -3.49 20,000k 2/1/1977 45 Eclipse Capital Management Global Monetary -2.68 5,000k 8/1/1990 44 Rabar Market Research Diversified Program -2.58 2,000k 1/1/1989 43 MERIT Alternative Investments GmbH Futures Portfolio -2.57 2,000k 6/1/1998 42 Saxon Investment Corporation Diversified Program -2.46 3,000k 9/1/1988 41 Transtrend B.V. DTP – Enhanced Risk (USD) -2.45 10,000k 1/1/1995 40 FORT LP Fort Global Diversified -2.37 2,000k 3/1/2002 39 Kinkopf Capital Management KCM S&P (Proprietary) -2.24 100k 1/1/1999 38 EMC Capital Advisors, LLC Classic -2.20 5,000k 1/1/1985 36 NuWave Investment Management, LLC NuWave Investment Partners LP -2.17 250k 6/1/2001 37 NuWave Investment Management, LLC Combined Futures Portfolio -2.17 5,000k 6/1/2001 35 ISAM ISAM Systematic Trend Fund -2.17 1,000k 6/1/2001 34 Estlander & Partners Alpha Trend -2.16 30,000k 10/1/1991 33 Rotella Capital Management Rotella Polaris Program (Diversified) -2.16 10,000k 1/1/1991 32 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.09 10,000k 8/1/1999 31 Conquest Capital Group Conquest Macro -2.00 250k 5/1/1999 30 Heyden & Steindl GmbH TOMAC2 -1.99 5,000k 3/1/2003 29 Alder Capital DAC Alder Global 10 -1.96 250k 10/1/2000 28 John Locke Investments Cyril Systematic Program -1.93 8,000k 7/1/2000 27 Hyman Beck and Company Global Portfolio -1.69 1,000k 3/1/1991 26 Transtrend B.V. DTP – Standard Risk (EUR) -1.50 10,000k 2/1/1999 25 Trigon Investment Advisors, LLC Foreign Exchange Program -1.08 5,000k 8/1/2000 24 Spectrum Asset Management LLC Global Diversified -0.99 2,000k 1/1/2001 23 Eckhardt Trading Company Evolution Strategies -0.80 20,000k 8/1/1991 22 Briarwood Capital Management, Inc. Diversified Trading Program -0.79 3,000k 7/1/2001 21 Eckhardt Trading Company Evolution Strategies 1.2X -0.75 10,000k 10/1/1991 20 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.51 10,000k 1/1/2001 19 Mobius Asset Management Custom Trading Program -0.40 100k 1/1/2002 18 Dreiss Research Corporation Diversified Program -0.34 1,000k 5/1/1991 17 Witter & Lester, Inc. Redstone 0.10 500k 9/1/1994 16 Northfield Trading Diversified 0.40 2,000k 7/1/1989 15 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.49 1,000k 3/1/1998 14 RAM Management Group RAM MRTP 1X-Conservative 0.61 1,000k 9/1/1993 13 FORT LP Fort Global Contrarian 0.66 2,000k 10/1/2002 12 Mondiale Asset Management Mondiale Trading Program 0.79 0k 9/1/1997 11 Witter & Lester, Inc. Stock Index Futures Trading Program 0.86 400k 1/1/1988 10 RAM Management Group MRTP Aggressive 1.13 1,000k 2/1/1998 9 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 1.14 1,000k 9/1/1997 8 IKOS The IKOS Hedge Fund 1.32 10,000k 7/1/1998 7 Covenant Capital Management Original Program 1.56 5,000k 9/1/1999 6 Quantmetrics Capital Management LLP Premier 12V Strategy 1.59 10,000k 4/1/2003 5 Alee Capital Management, LLC Mistral Program 1.98 2,500k 1/1/1999 4 Crabel Capital Management Crabel Multi-Product 2.75 1,000k 3/1/1998 3 Lynx Asset Management AB Lynx Program 3.25 75k 5/1/2000 2 Hawksbill Capital Management Global Diversified 4.28 5,000k 11/1/1988 1 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 5.21 10,000k 3/1/2003 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.