Systematic Trader Index For July 2001

Monthly Rankings

Rank CTA/Program Jul 2001 Min Inv Inception
71 Kelly Angle Inc.
Genesis Program
-10.02 2,000k 4/1/2000
70 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-9.49 200k 11/1/1999
69 Alee Capital Management, LLC
Poniente Program
-6.30 2,500k 1/1/1999
68 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-5.57 100k 1/1/2000
67 Millburn Corporation
Diversified Program
-5.02 20,000k 2/1/1977
66 Estlander & Partners
Global XL
-4.99 5,000k 8/1/1991
65 Covenant Capital Management
Original Program
-4.46 5,000k 9/1/1999
64 Alee Capital Management, LLC
Mistral Program
-4.33 2,500k 1/1/1999
63 Eclipse Capital Management
Global Monetary
-3.72 5,000k 8/1/1990
62 Drury Capital
Diversified Trend-Following Program
-3.66 5,000k 5/1/1997
61 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.65 100k 5/1/1989
60 John Locke Investments
Cyril Systematic Program
-3.59 8,000k 7/1/2000
59 Tactical Investment Management
Tactical Institutional Commodity Program
-3.37 10,000k 4/1/1993
58 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-3.20 0k 11/1/1996
57 Chesapeake Capital
Diversified (LV)
-3.06 100k 2/1/1988
56 Spectrum Asset Management LLC
Global Diversified
-2.99 2,000k 1/1/2001
55 Abraham Trading Company
Diversified Program
-2.85 10,000k 1/1/1988
54 FORT LP
Fort Global Diversified
-2.82 2,000k 10/1/1993
53 RAM Management Group
MRTP Aggressive
-2.66 1,000k 2/1/1998
52 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.50 5,000k 8/1/2000
51 Mondiale Asset Management
Mondiale Trading Program
-2.35 0k 9/1/1997
50 Estlander & Partners
Global Markets
-2.29 10,000k 8/1/1999
49 EMC Capital Advisors, LLC
Classic
-1.70 5,000k 1/1/1985
48 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.61 1,000k 3/1/1998
47 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.49 10,000k 10/1/1991
46 Hyman Beck and Company
Global Portfolio
-1.45 1,000k 3/1/1991
45 Estlander & Partners
Alpha Trend
-1.45 30,000k 10/1/1991
44 Eckhardt Trading Company
Evolution Strategies
-1.42 20,000k 8/1/1991
43 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.35 100k 6/1/1994
42 RAM Management Group
RAM MRTP 1X-Conservative
-1.30 1,000k 9/1/1993
41 Mulvaney Capital Management
The Mulvaney Global Markets Program
-1.26 100k 5/1/1999
40 MERIT Alternative Investments GmbH
Futures Portfolio
-0.88 2,000k 6/1/1998
39 Clarke Capital Management
Global Magnum
-0.78 100k 8/1/1997
38 Quality Capital Management
Global Diversified Programme
-0.52 10,000k 12/1/1995
37 Northfield Trading
Diversified
-0.50 2,000k 7/1/1989
36 Mark J. Walsh Company
Standard Program
-0.09 2,000k 9/1/1985
35 Briarwood Capital Management, Inc.
Diversified Trading Program
0.00 3,000k 7/1/2001
34 Alder Capital DAC
Alder Global 20
0.08 2,500k 2/1/2001
33 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
0.09 100k 11/1/1984
32 Clarke Capital Management
Worldwide
0.20 250k 1/1/1996
31 Clarke Capital Management
Global Basic
0.29 50k 2/1/1996
30 Witter & Lester, Inc.
Redstone
0.29 500k 9/1/1994
29 Alder Capital DAC
Alder Global 10
0.49 2,500k 10/1/2000
28 Rabar Market Research
Diversified Program
0.65 2,000k 1/1/1989
27 Winton Capital Management
Diversified
0.66 50,000k 10/1/1997
26 Lynx Asset Management AB
Lynx Program
0.77 75k 5/1/2000
25 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.81 1,000k 9/1/1997
23 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.89 250k 6/1/2001
24 NuWave Investment Management, LLC
Combined Futures Portfolio
0.89 5,000k 6/1/2001
22 Superfund Group
Superfund Green GCT USD
1.11 15k 1/1/2000
21 Crabel Capital Management
Crabel Multi-Product
1.62 1,000k 3/1/1998
20 ISAM
ISAM Systematic Trend Fund
1.72 1,000k 6/1/2001
19 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.76 400k 1/1/1988
18 Parizek Capital
Futures Trading Program
1.79 500k 4/1/2000
17 Superfund Group
Superfund Green Q-AG
1.83 2k 3/1/1996
16 IKOS
The IKOS Hedge Fund
2.07 10,000k 7/1/1998
15 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.16 10,000k 1/1/1991
14 Clarke Capital Management
Millennium
2.26 1,000k 1/1/1998
13 Dreiss Research Corporation
Diversified Program
2.39 1,000k 5/1/1991
12 Rivoli Fund Management
Rivoli International Fund (MAP)
3.00 5,000k 10/1/1996
11 Transtrend B.V.
DTP – Standard Risk (EUR)
3.20 10,000k 2/1/1999
10 Conquest Capital Group
Conquest Macro
3.59 250k 5/1/1999
9 Superfund Group
Superfund Green Master
3.92 2,000k 5/1/2001
8 Saxon Investment Corporation
Diversified Program
4.50 3,000k 9/1/1988
7 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.72 10,000k 1/1/1995
6 Transtrend B.V.
DTP – Enhanced Risk (EUR)
4.78 10,000k 8/1/1999
5 M.S. Capital Management
Global Diversified Program
6.23 2,000k 11/1/1998
4 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
7.67 10,000k 1/1/2001
3 Saxon Investment Corporation
Aggressive Diversified Program
8.71 2,000k 11/1/1993
2 Hawksbill Capital Management
Global Diversified
11.41 5,000k 11/1/1988
1 Kinkopf Capital Management
KCM S&P (Proprietary)
11.49 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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