Systematic Trader Index For December 2001

Monthly Rankings

Rank CTA/Program Dec 2001 Min Inv Inception
71 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-14.02 200k 11/1/1999
70 RAM Management Group
MRTP Aggressive
-8.45 1,000k 2/1/1998
69 Covenant Capital Management
Original Program
-6.04 5,000k 9/1/1999
68 Superfund Group
Superfund Green Master
-5.44 2,000k 5/1/2001
67 Winton Capital Management
Diversified
-5.15 50,000k 10/1/1997
66 FORT LP
Fort Global Diversified
-4.97 2,000k 10/1/1993
65 Superfund Group
Superfund Green GCT USD
-4.85 15k 1/1/2000
64 M.S. Capital Management
Global Diversified Program
-4.24 2,000k 11/1/1998
63 IKOS
The IKOS Hedge Fund
-3.83 10,000k 7/1/1998
62 Mark J. Walsh Company
Standard Program
-3.78 2,000k 9/1/1985
61 Parizek Capital
Futures Trading Program
-3.69 500k 4/1/2000
60 Northfield Trading
Diversified
-3.50 2,000k 7/1/1989
59 Dreiss Research Corporation
Diversified Program
-3.43 1,000k 5/1/1991
58 Witter & Lester, Inc.
Stock Index Futures Trading Program
-2.98 400k 1/1/1988
57 Alee Capital Management, LLC
Poniente Program
-2.77 2,500k 1/1/1999
56 RAM Management Group
RAM MRTP 1X-Conservative
-2.03 1,000k 9/1/1993
55 Chesapeake Capital
Diversified (LV)
-1.92 100k 2/1/1988
54 ISAM
ISAM Systematic Trend Fund
-1.81 1,000k 6/1/2001
53 EMC Capital Advisors, LLC
Classic
-1.70 5,000k 1/1/1985
52 Hyman Beck and Company
Global Portfolio
-1.46 1,000k 3/1/1991
51 Hawksbill Capital Management
Global Diversified
-1.18 5,000k 11/1/1988
50 Clarke Capital Management
Global Basic
-1.04 50k 2/1/1996
49 Superfund Group
Superfund Green Q-AG
-0.98 2k 3/1/1996
48 Clarke Capital Management
Millennium
-0.64 1,000k 1/1/1998
47 Clarke Capital Management
Worldwide
-0.62 250k 1/1/1996
46 Abraham Trading Company
Diversified Program
-0.50 10,000k 1/1/1988
45 John Locke Investments
Cyril Systematic Program
-0.47 8,000k 7/1/2000
44 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.26 10,000k 1/1/1991
43 Alee Capital Management, LLC
Mistral Program
-0.12 2,500k 1/1/1999
42 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.00 100k 5/1/1999
41 Kelly Angle Inc.
Genesis Program
0.19 2,000k 4/1/2000
40 Clarke Capital Management
Global Magnum
0.19 100k 8/1/1997
39 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.22 10,000k 1/1/2001
38 Rivoli Fund Management
Rivoli International Fund (MAP)
0.48 5,000k 10/1/1996
37 Quality Capital Management
Global Diversified Programme
0.49 10,000k 12/1/1995
36 DUNN Capital Management
D'Best Futures Fund, L.P.
0.64 100k 6/1/1994
35 Estlander & Partners
Alpha Trend
0.72 30,000k 10/1/1991
34 Eckhardt Trading Company
Evolution Strategies
0.76 20,000k 8/1/1991
33 MERIT Alternative Investments GmbH
Futures Portfolio
0.83 2,000k 6/1/1998
32 Witter & Lester, Inc.
Redstone
0.92 500k 9/1/1994
31 Eckhardt Trading Company
Evolution Strategies 1.2X
1.00 10,000k 10/1/1991
30 Briarwood Capital Management, Inc.
Diversified Trading Program
1.53 3,000k 7/1/2001
29 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.53 1,000k 3/1/1998
28 Tactical Investment Management
Tactical Institutional Commodity Program
1.55 10,000k 4/1/1993
27 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.76 0k 11/1/1996
26 Mondiale Asset Management
Mondiale Trading Program
1.87 0k 9/1/1997
25 Crabel Capital Management
Crabel Multi-Product
2.02 1,000k 3/1/1998
24 Millburn Corporation
Diversified Program
2.03 20,000k 2/1/1977
23 Lynx Asset Management AB
Lynx Program
2.36 75k 5/1/2000
22 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.80 1,000k 9/1/1997
21 Spectrum Asset Management LLC
Global Diversified
2.82 2,000k 1/1/2001
20 Eclipse Capital Management
Global Monetary
2.88 5,000k 8/1/1990
18 NuWave Investment Management, LLC
NuWave Investment Partners LP
3.08 250k 6/1/2001
19 NuWave Investment Management, LLC
Combined Futures Portfolio
3.08 5,000k 6/1/2001
17 Transtrend B.V.
DTP – Standard Risk (EUR)
3.23 10,000k 2/1/1999
16 Trigon Investment Advisors, LLC
Foreign Exchange Program
3.25 5,000k 8/1/2000
15 Estlander & Partners
Global Markets
3.64 10,000k 8/1/1999
14 Conquest Capital Group
Conquest Macro
3.87 250k 5/1/1999
13 Saxon Investment Corporation
Diversified Program
3.95 3,000k 9/1/1988
12 Kinkopf Capital Management
KCM S&P (Proprietary)
4.09 100k 1/1/1999
11 Rabar Market Research
Diversified Program
4.20 2,000k 1/1/1989
10 Drury Capital
Diversified Trend-Following Program
4.82 5,000k 5/1/1997
9 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.86 10,000k 1/1/1995
8 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.03 10,000k 8/1/1999
7 Alder Capital DAC
Alder Global 10
5.77 2,500k 10/1/2000
6 DUNN Capital Management
DUNN Combined Fund (DCF)
6.08 100k 5/1/1989
5 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.73 100k 11/1/1984
4 Estlander & Partners
Global XL
7.42 5,000k 8/1/1991
3 Saxon Investment Corporation
Aggressive Diversified Program
8.11 2,000k 11/1/1993
2 Alder Capital DAC
Alder Global 20
12.52 2,500k 2/1/2001
1 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
18.97 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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