Systematic Trader Index For January 2001

Monthly Rankings

Rank CTA/Program Jan 2001 Min Inv Inception
65 Mulvaney Capital Management
The Mulvaney Global Markets Program
-9.62 100k 5/1/1999
64 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-8.72 100k 1/1/2000
63 Covenant Capital Management
Original Program
-7.02 5,000k 9/1/1999
62 Alee Capital Management, LLC
Mistral Program
-6.85 2,500k 1/1/1999
61 Drury Capital
Diversified Trend-Following Program
-6.20 5,000k 5/1/1997
60 Conquest Capital Group
Conquest Macro
-5.44 250k 5/1/1999
59 Saxon Investment Corporation
Aggressive Diversified Program
-3.61 2,000k 11/1/1993
58 Kinkopf Capital Management
KCM S&P (Proprietary)
-3.56 100k 1/1/1999
57 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-3.53 1,000k 3/1/1998
56 Clarke Capital Management
Global Basic
-3.33 50k 2/1/1996
55 Tactical Investment Management
Tactical Institutional Commodity Program
-1.79 10,000k 4/1/1993
54 Dreiss Research Corporation
Diversified Program
-1.77 1,000k 5/1/1991
53 Northfield Trading
Diversified
-1.70 2,000k 7/1/1989
52 Saxon Investment Corporation
Diversified Program
-1.53 3,000k 9/1/1988
51 Clarke Capital Management
Worldwide
-1.32 250k 1/1/1996
50 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.27 100k 6/1/1994
49 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.05 200k 11/1/1999
48 Estlander & Partners
Global XL
-0.91 5,000k 8/1/1991
47 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.87 5,000k 8/1/2000
46 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-0.50 0k 11/1/1996
45 Estlander & Partners
Global Markets
-0.45 10,000k 8/1/1999
44 Chesapeake Capital
Diversified (LV)
-0.43 100k 2/1/1988
43 Quality Capital Management
Global Diversified Programme
-0.42 10,000k 12/1/1995
42 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.34 10,000k 8/1/1999
41 EMC Capital Advisors, LLC
Classic
-0.30 5,000k 1/1/1985
40 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.17 10,000k 1/1/1991
38 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.00 10,000k 1/1/2001
39 Spectrum Asset Management LLC
Global Diversified
0.00 2,000k 1/1/2001
37 Alee Capital Management, LLC
Poniente Program
0.12 2,500k 1/1/1999
36 Transtrend B.V.
DTP – Standard Risk (EUR)
0.32 10,000k 2/1/1999
35 Rivoli Fund Management
Rivoli International Fund (MAP)
0.43 5,000k 10/1/1996
34 Eclipse Capital Management
Global Monetary
0.63 5,000k 8/1/1990
33 Clarke Capital Management
Global Magnum
0.65 100k 8/1/1997
32 Millburn Corporation
Diversified Program
0.69 20,000k 2/1/1977
31 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.72 10,000k 1/1/1995
30 Mark J. Walsh Company
Standard Program
0.88 2,000k 9/1/1985
29 Estlander & Partners
Alpha Trend
1.15 30,000k 10/1/1991
28 Kelly Angle Inc.
Genesis Program
1.16 2,000k 4/1/2000
27 Alder Capital DAC
Alder Global 10
1.27 2,500k 10/1/2000
26 IKOS
The IKOS Hedge Fund
1.42 10,000k 7/1/1998
25 Rabar Market Research
Diversified Program
1.53 2,000k 1/1/1989
24 Superfund Group
Superfund Green Q-AG
1.55 2k 3/1/1996
23 Eckhardt Trading Company
Evolution Strategies
1.63 20,000k 8/1/1991
22 MERIT Alternative Investments GmbH
Futures Portfolio
1.89 2,000k 6/1/1998
21 Mondiale Asset Management
Mondiale Trading Program
1.94 0k 9/1/1997
20 Witter & Lester, Inc.
Redstone
1.97 500k 9/1/1994
19 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.00 1,000k 9/1/1997
18 Lynx Asset Management AB
Lynx Program
2.06 75k 5/1/2000
17 Eckhardt Trading Company
Evolution Strategies 1.2X
2.08 10,000k 10/1/1991
16 Abraham Trading Company
Diversified Program
2.28 10,000k 1/1/1988
15 M.S. Capital Management
Global Diversified Program
2.30 2,000k 11/1/1998
14 Clarke Capital Management
Millennium
2.38 1,000k 1/1/1998
13 Hawksbill Capital Management
Global Diversified
2.91 5,000k 11/1/1988
12 John Locke Investments
Cyril Systematic Program
3.02 8,000k 7/1/2000
11 Superfund Group
Superfund Green GCT USD
3.56 15k 1/1/2000
10 Hyman Beck and Company
Global Portfolio
3.57 1,000k 3/1/1991
9 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.01 400k 1/1/1988
8 Winton Capital Management
Diversified
4.38 50,000k 10/1/1997
7 FORT LP
Fort Global Diversified
4.61 2,000k 10/1/1993
6 DUNN Capital Management
DUNN Combined Fund (DCF)
5.21 100k 5/1/1989
5 Parizek Capital
Futures Trading Program
5.32 500k 4/1/2000
4 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
7.72 100k 11/1/1984
3 RAM Management Group
RAM MRTP 1X-Conservative
8.58 1,000k 9/1/1993
2 Crabel Capital Management
Crabel Multi-Product
11.08 1,000k 3/1/1998
1 RAM Management Group
MRTP Aggressive
26.86 1,000k 2/1/1998

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.

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