Systematic Trader Index For September 2001 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 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 250k 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 250k 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 Ridgefield 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 (SAFI2) -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 Fund 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 (E) 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 QCM Global Diversified Programme 9.84 500k 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.