Systematic Trader Index For November 2001

Monthly Rankings

Rank CTA/Program Nov 2001 Min Inv Inception
71 Superfund Group
Superfund Green Master
-24.59 2,000k 5/1/2001
70 DUNN Capital Management
DUNN Combined Fund (DCF)
-24.56 100k 5/1/1989
69 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-23.52 100k 11/1/1984
68 Kelly Angle Inc.
Genesis Program
-22.81 2,000k 4/1/2000
67 DUNN Capital Management
D'Best Futures Fund, L.P.
-22.67 100k 6/1/1994
66 Dreiss Research Corporation
Diversified Program
-20.02 1,000k 5/1/1991
65 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-17.32 200k 11/1/1999
64 Estlander & Partners
Global XL
-16.24 5,000k 8/1/1991
63 Superfund Group
Superfund Green GCT USD
-14.62 15k 1/1/2000
62 Abraham Trading Company
Diversified Program
-13.68 10,000k 1/1/1988
61 Superfund Group
Superfund Green Q-AG
-12.76 2k 3/1/1996
60 Northfield Trading
Diversified
-11.60 2,000k 7/1/1989
59 Hyman Beck and Company
Global Portfolio
-11.44 1,000k 3/1/1991
58 Saxon Investment Corporation
Aggressive Diversified Program
-11.17 2,000k 11/1/1993
57 Eclipse Capital Management
Global Monetary
-11.03 5,000k 8/1/1990
56 FORT LP
Fort Global Diversified
-10.21 2,000k 10/1/1993
55 Clarke Capital Management
Global Basic
-10.10 50k 2/1/1996
54 Chesapeake Capital
Diversified (LV)
-10.09 100k 2/1/1988
53 EMC Capital Advisors, LLC
Classic
-9.70 5,000k 1/1/1985
52 Covenant Capital Management
Original Program
-9.67 5,000k 9/1/1999
51 Tactical Investment Management
Tactical Institutional Commodity Program
-9.62 10,000k 4/1/1993
50 Mark J. Walsh Company
Standard Program
-9.61 2,000k 9/1/1985
49 Drury Capital
Diversified Trend-Following Program
-9.34 5,000k 5/1/1997
48 Clarke Capital Management
Global Magnum
-8.73 100k 8/1/1997
47 Conquest Capital Group
Conquest Macro
-8.64 250k 5/1/1999
46 Rabar Market Research
Diversified Program
-8.06 2,000k 1/1/1989
45 Millburn Corporation
Diversified Program
-7.76 20,000k 2/1/1977
44 Estlander & Partners
Global Markets
-7.64 10,000k 8/1/1999
43 RAM Management Group
MRTP Aggressive
-7.61 1,000k 2/1/1998
42 Parizek Capital
Futures Trading Program
-7.53 500k 4/1/2000
41 Clarke Capital Management
Millennium
-7.28 1,000k 1/1/1998
40 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-7.16 0k 11/1/1996
39 Briarwood Capital Management, Inc.
Diversified Trading Program
-7.13 3,000k 7/1/2001
38 Hawksbill Capital Management
Global Diversified
-7.12 5,000k 11/1/1988
37 Winton Capital Management
Diversified
-7.10 50,000k 10/1/1997
36 ISAM
ISAM Systematic Trend Fund
-6.84 1,000k 6/1/2001
35 Saxon Investment Corporation
Diversified Program
-6.77 3,000k 9/1/1988
34 Lynx Asset Management AB
Lynx Program
-6.35 75k 5/1/2000
33 Rivoli Fund Management
Rivoli International Fund (MAP)
-6.18 5,000k 10/1/1996
32 Clarke Capital Management
Worldwide
-5.98 250k 1/1/1996
31 Alee Capital Management, LLC
Mistral Program
-5.43 2,500k 1/1/1999
30 M.S. Capital Management
Global Diversified Program
-5.34 2,000k 11/1/1998
29 Rotella Capital Management
Rotella Polaris Program (Diversified)
-4.30 10,000k 1/1/1991
28 John Locke Investments
Cyril Systematic Program
-4.06 8,000k 7/1/2000
27 Spectrum Asset Management LLC
Global Diversified
-3.92 2,000k 1/1/2001
26 W.G. Wealth Guardian Ltd.
SAFI2 Program
-3.80 1,000k 9/1/1997
25 Alee Capital Management, LLC
Poniente Program
-3.70 2,500k 1/1/1999
24 Estlander & Partners
Alpha Trend
-3.57 30,000k 10/1/1991
23 Quality Capital Management
Global Diversified Programme
-3.16 10,000k 12/1/1995
22 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.12 10,000k 1/1/1995
21 MERIT Alternative Investments GmbH
Futures Portfolio
-2.94 2,000k 6/1/1998
20 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.75 10,000k 8/1/1999
19 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.53 10,000k 10/1/1991
18 RAM Management Group
RAM MRTP 1X-Conservative
-2.51 1,000k 9/1/1993
17 Eckhardt Trading Company
Evolution Strategies
-2.36 20,000k 8/1/1991
16 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.07 5,000k 8/1/2000
15 Crabel Capital Management
Crabel Multi-Product
-1.80 1,000k 3/1/1998
14 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.61 10,000k 2/1/1999
13 Alder Capital DAC
Alder Global 20
-1.28 2,500k 2/1/2001
12 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.58 1,000k 3/1/1998
11 Alder Capital DAC
Alder Global 10
-0.35 2,500k 10/1/2000
9 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.31 250k 6/1/2001
10 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.31 5,000k 6/1/2001
8 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.00 100k 5/1/1999
7 IKOS
The IKOS Hedge Fund
0.06 10,000k 7/1/1998
6 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.82 400k 1/1/1988
5 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.33 10,000k 1/1/2001
4 Witter & Lester, Inc.
Redstone
1.41 500k 9/1/1994
3 Kinkopf Capital Management
KCM S&P (Proprietary)
2.55 100k 1/1/1999
2 Mondiale Asset Management
Mondiale Trading Program
3.04 0k 9/1/1997
1 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
13.00 100k 1/1/2000

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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