Systematic Trader Index For September 2001

Monthly Rankings

Rank CTA/Program Sep 2001 Min Inv Inception
71 Crabel Capital Management
Crabel Multi-Product
-9.81 1,000k 3/1/1998
70 Witter & Lester, Inc.
Stock Index Futures Trading Program
-9.52 400k 1/1/1988
69 Alder Capital DAC
Alder Global 20
-6.93 2,500k 2/1/2001
68 Covenant Capital Management
Original Program
-6.92 5,000k 9/1/1999
67 Clarke Capital Management
Global Basic
-5.64 50k 2/1/1996
66 Alder Capital DAC
Alder Global 10
-3.98 2,500k 10/1/2000
65 Kinkopf Capital Management
KCM S&P (Proprietary)
-3.97 100k 1/1/1999
64 Alee Capital Management, LLC
Poniente Program
-3.95 2,500k 1/1/1999
63 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.39 10,000k 10/1/1991
62 Eckhardt Trading Company
Evolution Strategies
-3.28 20,000k 8/1/1991
61 Witter & Lester, Inc.
Redstone
-3.01 500k 9/1/1994
60 Millburn Corporation
Diversified Program
-2.69 20,000k 2/1/1977
59 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-2.67 10,000k 1/1/2001
58 Clarke Capital Management
Global Magnum
-1.31 100k 8/1/1997
56 NuWave Investment Management, LLC
NuWave Investment Partners LP
-1.31 250k 6/1/2001
57 NuWave Investment Management, LLC
Combined Futures Portfolio
-1.31 5,000k 6/1/2001
55 Conquest Capital Group
Conquest Macro
-1.12 250k 5/1/1999
54 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.94 5,000k 8/1/2000
53 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.50 1,000k 9/1/1997
52 Northfield Trading
Diversified
-0.40 2,000k 7/1/1989
51 Clarke Capital Management
Millennium
-0.23 1,000k 1/1/1998
50 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.00 100k 5/1/1999
49 IKOS
The IKOS Hedge Fund
0.31 10,000k 7/1/1998
48 Clarke Capital Management
Worldwide
0.51 250k 1/1/1996
47 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.95 1,000k 3/1/1998
46 Saxon Investment Corporation
Diversified Program
1.09 3,000k 9/1/1988
45 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.13 100k 11/1/1984
44 Saxon Investment Corporation
Aggressive Diversified Program
1.29 2,000k 11/1/1993
43 MERIT Alternative Investments GmbH
Futures Portfolio
1.89 2,000k 6/1/1998
42 Rabar Market Research
Diversified Program
2.02 2,000k 1/1/1989
41 John Locke Investments
Cyril Systematic Program
2.21 8,000k 7/1/2000
40 Kelly Angle Inc.
Genesis Program
2.92 2,000k 4/1/2000
39 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.92 100k 1/1/2000
38 RAM Management Group
RAM MRTP 1X-Conservative
3.02 1,000k 9/1/1993
37 Briarwood Capital Management, Inc.
Diversified Trading Program
3.45 3,000k 7/1/2001
36 Spectrum Asset Management LLC
Global Diversified
3.90 2,000k 1/1/2001
35 Mondiale Asset Management
Mondiale Trading Program
4.47 0k 9/1/1997
34 Winton Capital Management
Diversified
4.64 50,000k 10/1/1997
33 Rivoli Fund Management
Rivoli International Fund (MAP)
4.92 5,000k 10/1/1996
32 Transtrend B.V.
DTP – Standard Risk (EUR)
5.23 10,000k 2/1/1999
31 Tactical Investment Management
Tactical Institutional Commodity Program
5.29 10,000k 4/1/1993
30 Estlander & Partners
Global Markets
5.34 10,000k 8/1/1999
29 Alee Capital Management, LLC
Mistral Program
5.57 2,500k 1/1/1999
28 Eclipse Capital Management
Global Monetary
5.97 5,000k 8/1/1990
27 Estlander & Partners
Alpha Trend
5.99 30,000k 10/1/1991
26 Drury Capital
Diversified Trend-Following Program
6.23 5,000k 5/1/1997
25 DUNN Capital Management
DUNN Combined Fund (DCF)
6.37 100k 5/1/1989
24 Lynx Asset Management AB
Lynx Program
6.81 75k 5/1/2000
23 Rotella Capital Management
Rotella Polaris Program (Diversified)
7.04 10,000k 1/1/1991
22 Mark J. Walsh Company
Standard Program
7.06 2,000k 9/1/1985
21 Chesapeake Capital
Diversified (LV)
7.15 100k 2/1/1988
20 Transtrend B.V.
DTP – Enhanced Risk (USD)
7.82 10,000k 1/1/1995
19 Transtrend B.V.
DTP – Enhanced Risk (EUR)
8.33 10,000k 8/1/1999
18 ISAM
ISAM Systematic Trend Fund
8.37 1,000k 6/1/2001
17 M.S. Capital Management
Global Diversified Program
8.72 2,000k 11/1/1998
16 RAM Management Group
MRTP Aggressive
8.97 1,000k 2/1/1998
15 Abraham Trading Company
Diversified Program
9.28 10,000k 1/1/1988
14 Parizek Capital
Futures Trading Program
9.66 500k 4/1/2000
13 Quality Capital Management
Global Diversified Programme
9.84 10,000k 12/1/1995
12 FORT LP
Fort Global Diversified
10.04 2,000k 10/1/1993
11 Hawksbill Capital Management
Global Diversified
10.39 5,000k 11/1/1988
10 DUNN Capital Management
D'Best Futures Fund, L.P.
11.19 100k 6/1/1994
9 Estlander & Partners
Global XL
11.42 5,000k 8/1/1991
8 EMC Capital Advisors, LLC
Classic
13.00 5,000k 1/1/1985
7 Hyman Beck and Company
Global Portfolio
13.37 1,000k 3/1/1991
6 Superfund Group
Superfund Green Q-AG
15.41 2k 3/1/1996
5 Dreiss Research Corporation
Diversified Program
16.35 1,000k 5/1/1991
4 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
18.43 0k 11/1/1996
3 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
20.94 200k 11/1/1999
2 Superfund Group
Superfund Green GCT USD
28.42 15k 1/1/2000
1 Superfund Group
Superfund Green Master
38.38 2,000k 5/1/2001

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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