Systematic Trader Index For March 2001

Monthly Rankings

Rank CTA/Program Mar 2001 Min Inv Inception
66 Witter & Lester, Inc.
Stock Index Futures Trading Program
-7.90 400k 1/1/1988
65 IKOS
The IKOS Hedge Fund
-4.24 10,000k 7/1/1998
64 Witter & Lester, Inc.
Redstone
-3.96 500k 9/1/1994
63 Saxon Investment Corporation
Aggressive Diversified Program
-2.87 2,000k 11/1/1993
62 Saxon Investment Corporation
Diversified Program
-1.23 3,000k 9/1/1988
61 RAM Management Group
RAM MRTP 1X-Conservative
-0.09 1,000k 9/1/1993
60 Eckhardt Trading Company
Evolution Strategies
0.40 20,000k 8/1/1991
59 Eckhardt Trading Company
Evolution Strategies 1.2X
0.65 10,000k 10/1/1991
58 Mondiale Asset Management
Mondiale Trading Program
0.89 0k 9/1/1997
57 Hawksbill Capital Management
Global Diversified
2.25 5,000k 11/1/1988
56 Alee Capital Management, LLC
Poniente Program
2.62 2,500k 1/1/1999
55 Eclipse Capital Management
Global Monetary
2.63 5,000k 8/1/1990
54 Spectrum Asset Management LLC
Global Diversified
2.72 2,000k 1/1/2001
53 RAM Management Group
MRTP Aggressive
3.24 1,000k 2/1/1998
52 Transtrend B.V.
DTP – Standard Risk (EUR)
3.86 10,000k 2/1/1999
51 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.25 10,000k 1/1/1991
50 Crabel Capital Management
Crabel Multi-Product
4.25 1,000k 3/1/1998
49 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
4.28 10,000k 1/1/2001
48 W.G. Wealth Guardian Ltd.
SAFI2 Program
4.46 1,000k 9/1/1997
47 FORT LP
Fort Global Diversified
4.77 2,000k 10/1/1993
46 Rabar Market Research
Diversified Program
4.79 2,000k 1/1/1989
45 Northfield Trading
Diversified
4.80 2,000k 7/1/1989
44 Chesapeake Capital
Diversified (LV)
4.98 100k 2/1/1988
43 Clarke Capital Management
Worldwide
5.25 250k 1/1/1996
42 Trigon Investment Advisors, LLC
Foreign Exchange Program
5.26 5,000k 8/1/2000
41 Alder Capital DAC
Alder Global 10
5.39 2,500k 10/1/2000
40 Estlander & Partners
Alpha Trend
5.97 30,000k 10/1/1991
39 Transtrend B.V.
DTP – Enhanced Risk (EUR)
6.05 10,000k 8/1/1999
38 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
6.07 200k 11/1/1999
37 John Locke Investments
Cyril Systematic Program
6.10 8,000k 7/1/2000
36 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.26 100k 11/1/1984
35 DUNN Capital Management
DUNN Combined Fund (DCF)
6.32 100k 5/1/1989
34 Transtrend B.V.
DTP – Enhanced Risk (USD)
6.75 10,000k 1/1/1995
33 Winton Capital Management
Diversified
7.09 50,000k 10/1/1997
32 Lynx Asset Management AB
Lynx Program
7.09 75k 5/1/2000
31 Dreiss Research Corporation
Diversified Program
8.51 1,000k 5/1/1991
30 Clarke Capital Management
Millennium
8.60 1,000k 1/1/1998
29 Estlander & Partners
Global Markets
8.72 10,000k 8/1/1999
28 Millburn Corporation
Diversified Program
8.80 20,000k 2/1/1977
27 MERIT Alternative Investments GmbH
Futures Portfolio
8.94 2,000k 6/1/1998
26 Rivoli Fund Management
Rivoli International Fund (MAP)
9.44 5,000k 10/1/1996
25 Superfund Group
Superfund Green GCT USD
9.95 15k 1/1/2000
24 Hyman Beck and Company
Global Portfolio
10.24 1,000k 3/1/1991
23 M.S. Capital Management
Global Diversified Program
10.43 2,000k 11/1/1998
22 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
10.45 1,000k 3/1/1998
21 Quality Capital Management
Global Diversified Programme
10.51 10,000k 12/1/1995
20 Alder Capital DAC
Alder Global 20
10.78 2,500k 2/1/2001
19 Covenant Capital Management
Original Program
11.16 5,000k 9/1/1999
18 Conquest Capital Group
Conquest Macro
11.99 250k 5/1/1999
17 Mark J. Walsh Company
Standard Program
12.14 2,000k 9/1/1985
16 Superfund Group
Superfund Green Q-AG
12.76 2k 3/1/1996
15 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
12.93 0k 11/1/1996
14 Alee Capital Management, LLC
Mistral Program
13.19 2,500k 1/1/1999
13 Mulvaney Capital Management
The Mulvaney Global Markets Program
13.46 100k 5/1/1999
12 Clarke Capital Management
Global Basic
13.88 50k 2/1/1996
11 Tactical Investment Management
Tactical Institutional Commodity Program
13.89 10,000k 4/1/1993
10 Parizek Capital
Futures Trading Program
14.02 500k 4/1/2000
9 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
14.40 100k 1/1/2000
8 Clarke Capital Management
Global Magnum
14.95 100k 8/1/1997
7 DUNN Capital Management
D'Best Futures Fund, L.P.
15.01 100k 6/1/1994
6 Abraham Trading Company
Diversified Program
15.17 10,000k 1/1/1988
5 Drury Capital
Diversified Trend-Following Program
15.48 5,000k 5/1/1997
4 Kelly Angle Inc.
Genesis Program
15.95 2,000k 4/1/2000
3 Kinkopf Capital Management
KCM S&P (Proprietary)
16.50 100k 1/1/1999
2 EMC Capital Advisors, LLC
Classic
17.00 5,000k 1/1/1985
1 Estlander & Partners
Global XL
17.30 5,000k 8/1/1991

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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