Systematic Trader Index For June 2001

Monthly Rankings

Rank CTA/Program Jun 2001 Min Inv Inception
70 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-10.94 100k 1/1/2000
69 DUNN Capital Management
DUNN Combined Fund (DCF)
-9.68 100k 5/1/1989
68 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.31 100k 11/1/1984
67 Clarke Capital Management
Global Basic
-6.54 50k 2/1/1996
66 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.22 100k 6/1/1994
65 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-6.10 200k 11/1/1999
64 Clarke Capital Management
Worldwide
-5.68 250k 1/1/1996
63 Clarke Capital Management
Millennium
-5.37 1,000k 1/1/1998
62 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-5.30 0k 11/1/1996
61 Witter & Lester, Inc.
Stock Index Futures Trading Program
-4.74 400k 1/1/1988
60 Hyman Beck and Company
Global Portfolio
-4.59 1,000k 3/1/1991
59 Trigon Investment Advisors, LLC
Foreign Exchange Program
-4.36 5,000k 8/1/2000
58 Kelly Angle Inc.
Genesis Program
-3.70 2,000k 4/1/2000
57 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.54 10,000k 10/1/1991
56 John Locke Investments
Cyril Systematic Program
-3.39 8,000k 7/1/2000
55 Eckhardt Trading Company
Evolution Strategies
-3.28 20,000k 8/1/1991
54 Mark J. Walsh Company
Standard Program
-3.24 2,000k 9/1/1985
53 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-2.84 10,000k 1/1/2001
52 Lynx Asset Management AB
Lynx Program
-2.68 75k 5/1/2000
51 Winton Capital Management
Diversified
-2.66 50,000k 10/1/1997
50 Conquest Capital Group
Conquest Macro
-2.32 250k 5/1/1999
49 Northfield Trading
Diversified
-2.00 2,000k 7/1/1989
48 Millburn Corporation
Diversified Program
-1.96 20,000k 2/1/1977
47 Rabar Market Research
Diversified Program
-1.84 2,000k 1/1/1989
46 Estlander & Partners
Alpha Trend
-1.81 30,000k 10/1/1991
45 Alee Capital Management, LLC
Mistral Program
-1.62 2,500k 1/1/1999
44 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.36 10,000k 1/1/1995
43 Dreiss Research Corporation
Diversified Program
-1.34 1,000k 5/1/1991
42 FORT LP
Fort Global Diversified
-1.06 2,000k 10/1/1993
41 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.99 1,000k 9/1/1997
40 Quality Capital Management
Global Diversified Programme
-0.92 10,000k 12/1/1995
39 Clarke Capital Management
Global Magnum
-0.71 100k 8/1/1997
38 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.61 10,000k 8/1/1999
37 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.56 10,000k 2/1/1999
36 EMC Capital Advisors, LLC
Classic
-0.20 5,000k 1/1/1985
35 MERIT Alternative Investments GmbH
Futures Portfolio
-0.18 2,000k 6/1/1998
34 Crabel Capital Management
Crabel Multi-Product
-0.02 1,000k 3/1/1998
33 Witter & Lester, Inc.
Redstone
-0.01 500k 9/1/1994
30 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.00 250k 6/1/2001
31 NuWave Investment Management, LLC
Combined Futures Portfolio
0.00 5,000k 6/1/2001
32 ISAM
ISAM Systematic Trend Fund
0.00 1,000k 6/1/2001
29 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.05 10,000k 1/1/1991
28 Hawksbill Capital Management
Global Diversified
0.14 5,000k 11/1/1988
27 Chesapeake Capital
Diversified (LV)
0.16 100k 2/1/1988
26 Mondiale Asset Management
Mondiale Trading Program
0.34 0k 9/1/1997
25 Estlander & Partners
Global Markets
0.37 10,000k 8/1/1999
24 Superfund Group
Superfund Green Q-AG
0.39 2k 3/1/1996
23 Estlander & Partners
Global XL
0.69 5,000k 8/1/1991
22 Spectrum Asset Management LLC
Global Diversified
0.71 2,000k 1/1/2001
21 IKOS
The IKOS Hedge Fund
0.81 10,000k 7/1/1998
20 RAM Management Group
RAM MRTP 1X-Conservative
1.37 1,000k 9/1/1993
19 Rivoli Fund Management
Rivoli International Fund (MAP)
1.48 5,000k 10/1/1996
18 Alder Capital DAC
Alder Global 10
1.48 2,500k 10/1/2000
17 Eclipse Capital Management
Global Monetary
1.56 5,000k 8/1/1990
16 M.S. Capital Management
Global Diversified Program
1.67 2,000k 11/1/1998
15 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.85 1,000k 3/1/1998
14 Alee Capital Management, LLC
Poniente Program
1.88 2,500k 1/1/1999
13 Covenant Capital Management
Original Program
2.21 5,000k 9/1/1999
12 Parizek Capital
Futures Trading Program
2.22 500k 4/1/2000
11 Superfund Group
Superfund Green Master
2.42 2,000k 5/1/2001
10 Alder Capital DAC
Alder Global 20
2.53 2,500k 2/1/2001
9 Saxon Investment Corporation
Diversified Program
3.05 3,000k 9/1/1988
8 Tactical Investment Management
Tactical Institutional Commodity Program
3.61 10,000k 4/1/1993
7 RAM Management Group
MRTP Aggressive
4.34 1,000k 2/1/1998
6 Abraham Trading Company
Diversified Program
4.47 10,000k 1/1/1988
5 Saxon Investment Corporation
Aggressive Diversified Program
4.91 2,000k 11/1/1993
4 Drury Capital
Diversified Trend-Following Program
4.97 5,000k 5/1/1997
3 Superfund Group
Superfund Green GCT USD
5.02 15k 1/1/2000
2 Mulvaney Capital Management
The Mulvaney Global Markets Program
5.39 100k 5/1/1999
1 Kinkopf Capital Management
KCM S&P (Proprietary)
17.83 100k 1/1/1999

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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