Systematic Trader Index For May 2001

Monthly Rankings

Rank CTA/Program May 2001 Min Inv Inception
67 Mark J. Walsh Company
Standard Program
-4.52 2,000k 9/1/1985
66 Alee Capital Management, LLC
Poniente Program
-4.03 2,500k 1/1/1999
65 Northfield Trading
Diversified
-2.80 2,000k 7/1/1989
64 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-2.62 1,000k 3/1/1998
63 Winton Capital Management
Diversified
-2.61 50,000k 10/1/1997
62 IKOS
The IKOS Hedge Fund
-2.31 10,000k 7/1/1998
61 Rabar Market Research
Diversified Program
-1.98 2,000k 1/1/1989
60 Alder Capital DAC
Alder Global 20
-1.50 2,500k 2/1/2001
59 Chesapeake Capital
Diversified (LV)
-1.43 100k 2/1/1988
58 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-0.91 100k 11/1/1984
57 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.83 400k 1/1/1988
56 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.77 10,000k 1/1/1991
55 Alder Capital DAC
Alder Global 10
-0.77 2,500k 10/1/2000
54 EMC Capital Advisors, LLC
Classic
-0.70 5,000k 1/1/1985
53 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.66 100k 5/1/1999
52 Lynx Asset Management AB
Lynx Program
-0.49 75k 5/1/2000
51 Saxon Investment Corporation
Aggressive Diversified Program
-0.42 2,000k 11/1/1993
50 Eclipse Capital Management
Global Monetary
-0.29 5,000k 8/1/1990
49 Quality Capital Management
Global Diversified Programme
-0.27 10,000k 12/1/1995
48 Hawksbill Capital Management
Global Diversified
-0.11 5,000k 11/1/1988
47 Clarke Capital Management
Global Magnum
-0.10 100k 8/1/1997
46 Saxon Investment Corporation
Diversified Program
-0.10 3,000k 9/1/1988
45 Superfund Group
Superfund Green Master
0.00 2,000k 5/1/2001
44 Parizek Capital
Futures Trading Program
0.23 500k 4/1/2000
43 DUNN Capital Management
DUNN Combined Fund (DCF)
0.24 100k 5/1/1989
42 Spectrum Asset Management LLC
Global Diversified
0.25 2,000k 1/1/2001
41 Witter & Lester, Inc.
Redstone
0.34 500k 9/1/1994
40 FORT LP
Fort Global Diversified
0.34 2,000k 10/1/1993
39 MERIT Alternative Investments GmbH
Futures Portfolio
0.38 2,000k 6/1/1998
38 Rivoli Fund Management
Rivoli International Fund (MAP)
0.47 5,000k 10/1/1996
37 RAM Management Group
RAM MRTP 1X-Conservative
0.48 1,000k 9/1/1993
36 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.49 0k 11/1/1996
35 DUNN Capital Management
D'Best Futures Fund, L.P.
0.52 100k 6/1/1994
34 Dreiss Research Corporation
Diversified Program
0.55 1,000k 5/1/1991
33 Transtrend B.V.
DTP – Standard Risk (EUR)
0.86 10,000k 2/1/1999
32 Alee Capital Management, LLC
Mistral Program
1.10 2,500k 1/1/1999
31 Estlander & Partners
Alpha Trend
1.26 30,000k 10/1/1991
30 M.S. Capital Management
Global Diversified Program
1.27 2,000k 11/1/1998
29 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.29 10,000k 1/1/1995
28 Mondiale Asset Management
Mondiale Trading Program
1.53 0k 9/1/1997
27 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.62 10,000k 8/1/1999
26 Clarke Capital Management
Global Basic
1.68 50k 2/1/1996
25 Estlander & Partners
Global Markets
1.83 10,000k 8/1/1999
24 Millburn Corporation
Diversified Program
1.84 20,000k 2/1/1977
23 Superfund Group
Superfund Green GCT USD
1.89 15k 1/1/2000
22 Estlander & Partners
Global XL
2.20 5,000k 8/1/1991
21 Drury Capital
Diversified Trend-Following Program
2.41 5,000k 5/1/1997
20 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
2.72 10,000k 1/1/2001
19 John Locke Investments
Cyril Systematic Program
2.72 8,000k 7/1/2000
18 Clarke Capital Management
Millennium
2.88 1,000k 1/1/1998
17 Tactical Investment Management
Tactical Institutional Commodity Program
3.04 10,000k 4/1/1993
16 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.18 1,000k 9/1/1997
15 Eckhardt Trading Company
Evolution Strategies
3.40 20,000k 8/1/1991
14 Hyman Beck and Company
Global Portfolio
3.44 1,000k 3/1/1991
13 Conquest Capital Group
Conquest Macro
3.77 250k 5/1/1999
12 Clarke Capital Management
Worldwide
3.83 250k 1/1/1996
11 Covenant Capital Management
Original Program
3.84 5,000k 9/1/1999
10 RAM Management Group
MRTP Aggressive
3.88 1,000k 2/1/1998
9 Kinkopf Capital Management
KCM S&P (Proprietary)
4.02 100k 1/1/1999
8 Trigon Investment Advisors, LLC
Foreign Exchange Program
4.07 5,000k 8/1/2000
7 Eckhardt Trading Company
Evolution Strategies 1.2X
4.11 10,000k 10/1/1991
6 Superfund Group
Superfund Green Q-AG
4.32 2k 3/1/1996
5 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
4.89 200k 11/1/1999
4 Abraham Trading Company
Diversified Program
5.13 10,000k 1/1/1988
3 Crabel Capital Management
Crabel Multi-Product
5.27 1,000k 3/1/1998
2 Kelly Angle Inc.
Genesis Program
6.51 2,000k 4/1/2000
1 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
15.19 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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