Systematic Trader Index For April 2001

Monthly Rankings

Rank CTA/Program Apr 2001 Min Inv Inception
66 DUNN Capital Management
D'Best Futures Fund, L.P.
-19.08 100k 6/1/1994
65 Dreiss Research Corporation
Diversified Program
-18.44 1,000k 5/1/1991
64 Hawksbill Capital Management
Global Diversified
-16.21 5,000k 11/1/1988
63 Mulvaney Capital Management
The Mulvaney Global Markets Program
-15.25 100k 5/1/1999
62 Estlander & Partners
Global XL
-14.95 5,000k 8/1/1991
61 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-14.63 100k 1/1/2000
60 Kelly Angle Inc.
Genesis Program
-13.61 2,000k 4/1/2000
59 Superfund Group
Superfund Green Q-AG
-12.81 2k 3/1/1996
58 DUNN Capital Management
DUNN Combined Fund (DCF)
-12.81 100k 5/1/1989
57 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-12.71 0k 11/1/1996
56 Clarke Capital Management
Global Basic
-10.23 50k 2/1/1996
55 Abraham Trading Company
Diversified Program
-10.20 10,000k 1/1/1988
54 FORT LP
Fort Global Diversified
-9.53 2,000k 10/1/1993
53 Clarke Capital Management
Millennium
-9.51 1,000k 1/1/1998
52 Clarke Capital Management
Worldwide
-9.00 250k 1/1/1996
51 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.96 100k 11/1/1984
50 Hyman Beck and Company
Global Portfolio
-8.86 1,000k 3/1/1991
49 Mark J. Walsh Company
Standard Program
-8.69 2,000k 9/1/1985
48 Superfund Group
Superfund Green GCT USD
-8.61 15k 1/1/2000
47 Trigon Investment Advisors, LLC
Foreign Exchange Program
-7.77 5,000k 8/1/2000
46 Tactical Investment Management
Tactical Institutional Commodity Program
-7.74 10,000k 4/1/1993
45 M.S. Capital Management
Global Diversified Program
-7.54 2,000k 11/1/1998
44 Chesapeake Capital
Diversified (LV)
-7.50 100k 2/1/1988
43 Eclipse Capital Management
Global Monetary
-7.35 5,000k 8/1/1990
42 Clarke Capital Management
Global Magnum
-7.26 100k 8/1/1997
41 RAM Management Group
MRTP Aggressive
-6.97 1,000k 2/1/1998
40 Quality Capital Management
Global Diversified Programme
-6.88 10,000k 12/1/1995
39 Estlander & Partners
Global Markets
-6.84 10,000k 8/1/1999
38 EMC Capital Advisors, LLC
Classic
-6.80 5,000k 1/1/1985
37 Alee Capital Management, LLC
Mistral Program
-6.75 2,500k 1/1/1999
36 Conquest Capital Group
Conquest Macro
-5.74 250k 5/1/1999
35 Covenant Capital Management
Original Program
-5.39 5,000k 9/1/1999
34 Winton Capital Management
Diversified
-5.31 50,000k 10/1/1997
33 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-5.04 10,000k 1/1/2001
32 Millburn Corporation
Diversified Program
-4.94 20,000k 2/1/1977
31 Lynx Asset Management AB
Lynx Program
-4.66 75k 5/1/2000
30 Rabar Market Research
Diversified Program
-4.64 2,000k 1/1/1989
29 Drury Capital
Diversified Trend-Following Program
-4.19 5,000k 5/1/1997
28 John Locke Investments
Cyril Systematic Program
-3.97 8,000k 7/1/2000
27 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.56 200k 11/1/1999
26 Estlander & Partners
Alpha Trend
-3.40 30,000k 10/1/1991
25 Saxon Investment Corporation
Aggressive Diversified Program
-3.20 2,000k 11/1/1993
24 Alder Capital DAC
Alder Global 20
-2.98 2,500k 2/1/2001
23 RAM Management Group
RAM MRTP 1X-Conservative
-2.88 1,000k 9/1/1993
22 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.79 10,000k 1/1/1991
21 Alder Capital DAC
Alder Global 10
-2.22 2,500k 10/1/2000
20 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.70 10,000k 8/1/1999
19 Northfield Trading
Diversified
-1.70 2,000k 7/1/1989
18 Spectrum Asset Management LLC
Global Diversified
-1.61 2,000k 1/1/2001
17 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.48 5,000k 10/1/1996
16 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.48 10,000k 1/1/1995
15 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.48 10,000k 2/1/1999
14 Saxon Investment Corporation
Diversified Program
-1.37 3,000k 9/1/1988
13 MERIT Alternative Investments GmbH
Futures Portfolio
-1.36 2,000k 6/1/1998
12 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.98 1,000k 9/1/1997
11 Eckhardt Trading Company
Evolution Strategies
-0.48 20,000k 8/1/1991
10 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.38 10,000k 10/1/1991
9 Witter & Lester, Inc.
Redstone
-0.12 500k 9/1/1994
8 Parizek Capital
Futures Trading Program
0.44 500k 4/1/2000
7 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.74 1,000k 3/1/1998
6 Mondiale Asset Management
Mondiale Trading Program
2.20 0k 9/1/1997
5 IKOS
The IKOS Hedge Fund
2.56 10,000k 7/1/1998
4 Alee Capital Management, LLC
Poniente Program
4.33 2,500k 1/1/1999
3 Crabel Capital Management
Crabel Multi-Product
6.64 1,000k 3/1/1998
2 Kinkopf Capital Management
KCM S&P (Proprietary)
10.34 100k 1/1/1999
1 Witter & Lester, Inc.
Stock Index Futures Trading Program
12.34 400k 1/1/1988

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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