Systematic Trader Index For October 2001

Monthly Rankings

Rank CTA/Program Oct 2001 Min Inv Inception
71 Crabel Capital Management
Crabel Multi-Product
-2.58 1,000k 3/1/1998
70 Spectrum Asset Management LLC
Global Diversified
-0.88 2,000k 1/1/2001
69 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.84 5,000k 10/1/1996
68 Mondiale Asset Management
Mondiale Trading Program
-0.79 0k 9/1/1997
67 IKOS
The IKOS Hedge Fund
-0.49 10,000k 7/1/1998
66 EMC Capital Advisors, LLC
Classic
-0.30 5,000k 1/1/1985
65 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.20 1,000k 3/1/1998
63 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.10 250k 6/1/2001
64 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.10 5,000k 6/1/2001
62 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.07 5,000k 8/1/2000
61 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.00 100k 5/1/1999
60 Alder Capital DAC
Alder Global 10
0.01 2,500k 10/1/2000
59 RAM Management Group
RAM MRTP 1X-Conservative
0.06 1,000k 9/1/1993
58 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.13 1,000k 9/1/1997
57 Lynx Asset Management AB
Lynx Program
0.25 75k 5/1/2000
56 Witter & Lester, Inc.
Redstone
0.36 500k 9/1/1994
55 RAM Management Group
MRTP Aggressive
0.41 1,000k 2/1/1998
54 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.53 10,000k 1/1/2001
53 Transtrend B.V.
DTP – Standard Risk (EUR)
0.72 10,000k 2/1/1999
52 Alder Capital DAC
Alder Global 20
0.75 2,500k 2/1/2001
51 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.79 400k 1/1/1988
50 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.07 10,000k 1/1/1995
49 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.41 10,000k 8/1/1999
48 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.78 100k 1/1/2000
47 MERIT Alternative Investments GmbH
Futures Portfolio
1.99 2,000k 6/1/1998
46 Alee Capital Management, LLC
Mistral Program
2.08 2,500k 1/1/1999
45 Kinkopf Capital Management
KCM S&P (Proprietary)
2.19 100k 1/1/1999
44 Northfield Trading
Diversified
2.40 2,000k 7/1/1989
43 Parizek Capital
Futures Trading Program
2.42 500k 4/1/2000
42 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.37 0k 11/1/1996
41 Covenant Capital Management
Original Program
3.50 5,000k 9/1/1999
40 Mark J. Walsh Company
Standard Program
3.76 2,000k 9/1/1985
39 Drury Capital
Diversified Trend-Following Program
3.82 5,000k 5/1/1997
38 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.85 10,000k 1/1/1991
37 Superfund Group
Superfund Green Q-AG
3.95 2k 3/1/1996
36 Millburn Corporation
Diversified Program
4.06 20,000k 2/1/1977
35 Abraham Trading Company
Diversified Program
4.13 10,000k 1/1/1988
34 ISAM
ISAM Systematic Trend Fund
4.26 1,000k 6/1/2001
33 Estlander & Partners
Global Markets
4.31 10,000k 8/1/1999
32 Clarke Capital Management
Worldwide
4.49 250k 1/1/1996
31 John Locke Investments
Cyril Systematic Program
4.53 8,000k 7/1/2000
30 M.S. Capital Management
Global Diversified Program
4.88 2,000k 11/1/1998
29 Chesapeake Capital
Diversified (LV)
5.01 100k 2/1/1988
28 Conquest Capital Group
Conquest Macro
5.05 250k 5/1/1999
27 Alee Capital Management, LLC
Poniente Program
5.10 2,500k 1/1/1999
26 Superfund Group
Superfund Green GCT USD
5.27 15k 1/1/2000
25 Estlander & Partners
Alpha Trend
5.30 30,000k 10/1/1991
24 Quality Capital Management
Global Diversified Programme
5.35 10,000k 12/1/1995
23 Eckhardt Trading Company
Evolution Strategies
5.58 20,000k 8/1/1991
22 Eclipse Capital Management
Global Monetary
6.01 5,000k 8/1/1990
21 Briarwood Capital Management, Inc.
Diversified Trading Program
6.24 3,000k 7/1/2001
20 Rabar Market Research
Diversified Program
6.39 2,000k 1/1/1989
19 Eckhardt Trading Company
Evolution Strategies 1.2X
6.54 10,000k 10/1/1991
18 Hyman Beck and Company
Global Portfolio
6.94 1,000k 3/1/1991
17 Clarke Capital Management
Millennium
7.54 1,000k 1/1/1998
16 Tactical Investment Management
Tactical Institutional Commodity Program
8.13 10,000k 4/1/1993
15 Dreiss Research Corporation
Diversified Program
8.94 1,000k 5/1/1991
14 Estlander & Partners
Global XL
9.40 5,000k 8/1/1991
13 Saxon Investment Corporation
Diversified Program
10.50 3,000k 9/1/1988
12 Hawksbill Capital Management
Global Diversified
11.09 5,000k 11/1/1988
11 Clarke Capital Management
Global Magnum
11.22 100k 8/1/1997
10 Superfund Group
Superfund Green Master
13.41 2,000k 5/1/2001
9 Winton Capital Management
Diversified
13.75 50,000k 10/1/1997
8 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
14.48 200k 11/1/1999
7 Clarke Capital Management
Global Basic
16.08 50k 2/1/1996
6 FORT LP
Fort Global Diversified
16.18 2,000k 10/1/1993
5 DUNN Capital Management
DUNN Combined Fund (DCF)
17.98 100k 5/1/1989
4 Kelly Angle Inc.
Genesis Program
18.18 2,000k 4/1/2000
3 Saxon Investment Corporation
Aggressive Diversified Program
19.21 2,000k 11/1/1993
2 DUNN Capital Management
D'Best Futures Fund, L.P.
19.33 100k 6/1/1994
1 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
20.74 100k 11/1/1984

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan