Systematic Trader Index For August 2001

Monthly Rankings

Rank CTA/Program Aug 2001 Min Inv Inception
71 Witter & Lester, Inc.
Stock Index Futures Trading Program
-6.94 400k 1/1/1988
70 Covenant Capital Management
Original Program
-3.60 5,000k 9/1/1999
69 Chesapeake Capital
Diversified (LV)
-3.40 100k 2/1/1988
68 Mondiale Asset Management
Mondiale Trading Program
-3.23 0k 9/1/1997
67 Estlander & Partners
Alpha Trend
-2.89 30,000k 10/1/1991
66 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.78 100k 1/1/2000
65 Saxon Investment Corporation
Aggressive Diversified Program
-2.68 2,000k 11/1/1993
64 MERIT Alternative Investments GmbH
Futures Portfolio
-2.44 2,000k 6/1/1998
63 Clarke Capital Management
Worldwide
-2.16 250k 1/1/1996
62 IKOS
The IKOS Hedge Fund
-1.90 10,000k 7/1/1998
61 Rabar Market Research
Diversified Program
-1.64 2,000k 1/1/1989
60 Saxon Investment Corporation
Diversified Program
-1.51 3,000k 9/1/1988
59 M.S. Capital Management
Global Diversified Program
-1.14 2,000k 11/1/1998
58 Witter & Lester, Inc.
Redstone
-1.00 500k 9/1/1994
57 Crabel Capital Management
Crabel Multi-Product
-0.73 1,000k 3/1/1998
56 Clarke Capital Management
Millennium
-0.26 1,000k 1/1/1998
55 RAM Management Group
RAM MRTP 1X-Conservative
-0.02 1,000k 9/1/1993
54 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.00 100k 5/1/1999
53 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.12 0k 11/1/1996
52 Eclipse Capital Management
Global Monetary
0.38 5,000k 8/1/1990
51 Winton Capital Management
Diversified
0.56 50,000k 10/1/1997
49 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.95 250k 6/1/2001
50 NuWave Investment Management, LLC
Combined Futures Portfolio
0.95 5,000k 6/1/2001
48 Transtrend B.V.
DTP – Standard Risk (EUR)
1.43 10,000k 2/1/1999
47 Quality Capital Management
Global Diversified Programme
1.85 10,000k 12/1/1995
46 RAM Management Group
MRTP Aggressive
1.88 1,000k 2/1/1998
45 Dreiss Research Corporation
Diversified Program
1.90 1,000k 5/1/1991
44 Tactical Investment Management
Tactical Institutional Commodity Program
1.99 10,000k 4/1/1993
43 Drury Capital
Diversified Trend-Following Program
2.03 5,000k 5/1/1997
42 Estlander & Partners
Global Markets
2.16 10,000k 8/1/1999
41 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.37 10,000k 1/1/1995
40 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.51 10,000k 8/1/1999
39 Briarwood Capital Management, Inc.
Diversified Trading Program
2.97 3,000k 7/1/2001
38 Millburn Corporation
Diversified Program
3.29 20,000k 2/1/1977
37 Alder Capital DAC
Alder Global 10
3.39 2,500k 10/1/2000
36 Alder Capital DAC
Alder Global 20
3.42 2,500k 2/1/2001
35 Spectrum Asset Management LLC
Global Diversified
3.45 2,000k 1/1/2001
34 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.69 1,000k 9/1/1997
33 Estlander & Partners
Global XL
3.82 5,000k 8/1/1991
32 Parizek Capital
Futures Trading Program
3.97 500k 4/1/2000
31 Trigon Investment Advisors, LLC
Foreign Exchange Program
4.07 5,000k 8/1/2000
30 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.15 10,000k 1/1/1991
29 Alee Capital Management, LLC
Poniente Program
4.19 2,500k 1/1/1999
28 FORT LP
Fort Global Diversified
4.30 2,000k 10/1/1993
27 Northfield Trading
Diversified
4.40 2,000k 7/1/1989
26 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
4.49 10,000k 1/1/2001
25 John Locke Investments
Cyril Systematic Program
4.83 8,000k 7/1/2000
24 Conquest Capital Group
Conquest Macro
4.84 250k 5/1/1999
23 Rivoli Fund Management
Rivoli International Fund (MAP)
4.85 5,000k 10/1/1996
22 Abraham Trading Company
Diversified Program
4.89 10,000k 1/1/1988
21 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
5.17 1,000k 3/1/1998
20 Alee Capital Management, LLC
Mistral Program
5.22 2,500k 1/1/1999
19 Eckhardt Trading Company
Evolution Strategies
5.87 20,000k 8/1/1991
18 Kinkopf Capital Management
KCM S&P (Proprietary)
6.00 100k 1/1/1999
17 Superfund Group
Superfund Green Q-AG
6.15 2k 3/1/1996
16 EMC Capital Advisors, LLC
Classic
6.20 5,000k 1/1/1985
15 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.47 100k 11/1/1984
14 Clarke Capital Management
Global Magnum
6.87 100k 8/1/1997
13 Eckhardt Trading Company
Evolution Strategies 1.2X
7.03 10,000k 10/1/1991
12 ISAM
ISAM Systematic Trend Fund
7.18 1,000k 6/1/2001
11 Mark J. Walsh Company
Standard Program
7.19 2,000k 9/1/1985
10 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
7.34 200k 11/1/1999
9 Clarke Capital Management
Global Basic
7.39 50k 2/1/1996
8 Kelly Angle Inc.
Genesis Program
7.46 2,000k 4/1/2000
7 Hyman Beck and Company
Global Portfolio
7.90 1,000k 3/1/1991
6 Lynx Asset Management AB
Lynx Program
8.02 75k 5/1/2000
5 Superfund Group
Superfund Green GCT USD
10.27 15k 1/1/2000
4 Superfund Group
Superfund Green Master
11.76 2,000k 5/1/2001
3 DUNN Capital Management
DUNN Combined Fund (DCF)
14.62 100k 5/1/1989
2 Hawksbill Capital Management
Global Diversified
15.06 5,000k 11/1/1988
1 DUNN Capital Management
D'Best Futures Fund, L.P.
15.20 100k 6/1/1994

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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