Systematic Trader Index For December 2001 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 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 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 Fund 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 (E) 0.48 5,000k 10/1/1996 37 QCM Global Diversified Programme 0.49 500k 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 Ridgefield 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 250k 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 250k 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.