Systematic Trader Index For October 2002

Monthly Rankings

Rank CTA/Program Oct 2002 Min Inv Inception
77 Superfund Group
Superfund Green Master
-28.02 2,000k 5/1/2001
76 DUNN Capital Management
D'Best Futures Fund, L.P.
-17.65 100k 6/1/1994
75 Superfund Group
Superfund Green GCT USD
-17.23 15k 1/1/2000
74 DUNN Capital Management
DUNN Combined Fund (DCF)
-16.40 100k 5/1/1989
73 Kelly Angle Inc.
Genesis Program
-15.89 2,000k 4/1/2000
72 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-15.01 200k 11/1/1999
71 Clarke Capital Management
Global Basic
-14.84 50k 2/1/1996
70 Superfund Group
Superfund Green Q-AG
-13.78 2k 3/1/1996
69 RAM Management Group
MRTP Aggressive
-13.60 1,000k 2/1/1998
68 Parizek Capital
Futures Trading Program
-12.31 500k 4/1/2000
67 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-12.27 100k 11/1/1984
66 EMC Capital Advisors, LLC
Classic
-12.00 5,000k 1/1/1985
65 Clarke Capital Management
Global Magnum
-11.24 100k 8/1/1997
64 Abraham Trading Company
Diversified Program
-10.19 10,000k 1/1/1988
63 Mark J. Walsh Company
Standard Program
-9.70 2,000k 9/1/1985
62 Drury Capital
Diversified Trend-Following Program
-9.42 5,000k 5/1/1997
61 Saxon Investment Corporation
Aggressive Diversified Program
-9.14 2,000k 11/1/1993
60 Eclipse Capital Management
Global Monetary
-9.00 5,000k 8/1/1990
59 FORT LP
Fort Global Diversified
-8.65 2,000k 10/1/1993
58 Winton Capital Management
Diversified
-7.96 50,000k 10/1/1997
57 Hawksbill Capital Management
Global Diversified
-7.95 5,000k 11/1/1988
56 Clarke Capital Management
Worldwide
-7.87 250k 1/1/1996
55 Mulvaney Capital Management
The Mulvaney Global Markets Program
-7.73 100k 5/1/1999
54 Clarke Capital Management
Millennium
-7.54 1,000k 1/1/1998
53 Quality Capital Management
Global Diversified Programme
-7.11 10,000k 12/1/1995
52 Alee Capital Management, LLC
Poniente Program
-7.10 2,500k 1/1/1999
51 Millburn Corporation
Diversified Program
-6.93 20,000k 2/1/1977
50 M.S. Capital Management
Global Diversified Program
-6.56 2,000k 11/1/1998
49 John Locke Investments
Cyril Systematic Program
-6.07 8,000k 7/1/2000
48 ISAM
ISAM Systematic Trend Fund
-5.88 1,000k 6/1/2001
47 Mobius Asset Management
Custom Trading Program
-5.50 100k 1/1/2002
46 Spectrum Asset Management LLC
Global Diversified
-5.17 2,000k 1/1/2001
45 Saxon Investment Corporation
Diversified Program
-4.95 3,000k 9/1/1988
44 Lynx Asset Management AB
Lynx Program
-4.56 75k 5/1/2000
43 Briarwood Capital Management, Inc.
Diversified Trading Program
-4.55 3,000k 7/1/2001
42 Rivoli Fund Management
Rivoli International Fund (MAP)
-4.50 5,000k 10/1/1996
41 Estlander & Partners
Alpha Trend
-4.42 30,000k 10/1/1991
40 Alee Capital Management, LLC
Mistral Program
-4.25 2,500k 1/1/1999
39 Estlander & Partners
Global XL
-4.04 5,000k 8/1/1991
38 Crabel Capital Management
Crabel Multi-Product
-3.89 1,000k 3/1/1998
37 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-3.87 0k 11/1/1996
36 Southwest Managed Investments, LLC
Global Diversified
-3.83 200k 1/1/2002
35 RAM Management Group
RAM MRTP 1X-Conservative
-3.75 1,000k 9/1/1993
34 Rabar Market Research
Diversified Program
-3.54 2,000k 1/1/1989
33 Hyman Beck and Company
Global Portfolio
-3.17 1,000k 3/1/1991
32 Tactical Investment Management
Tactical Institutional Commodity Program
-3.01 10,000k 4/1/1993
30 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.87 250k 6/1/2001
31 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.87 5,000k 6/1/2001
29 Kinkopf Capital Management
KCM S&P (Proprietary)
-2.79 100k 1/1/1999
28 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.72 10,000k 1/1/1995
27 Chesapeake Capital
Diversified (LV)
-2.63 100k 2/1/1988
26 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.52 10,000k 8/1/1999
25 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.41 10,000k 10/1/1991
24 Estlander & Partners
Global Markets
-1.92 10,000k 8/1/1999
23 Eckhardt Trading Company
Evolution Strategies
-1.90 20,000k 8/1/1991
22 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.77 10,000k 1/1/1991
21 Rivoli Fund Management
Rivoli International Fund (V9)
-1.73 5,000k 1/1/2002
20 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.57 10,000k 2/1/1999
19 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.54 1,000k 9/1/1997
18 MERIT Alternative Investments GmbH
Futures Portfolio
-1.51 2,000k 6/1/1998
17 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.09 1,000k 3/1/1998
16 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.89 100k 1/1/2000
15 Alder Capital DAC
Alder Global 20
-0.76 2,500k 2/1/2001
14 Conquest Capital Group
Conquest Macro
-0.52 250k 5/1/1999
13 Dreiss Research Corporation
Diversified Program
-0.04 1,000k 5/1/1991
10 Superfund Group
Superfund Green L.P. Series A
0.00 5k 10/1/2002
11 Superfund Group
Superfund Green L.P. Series B
0.00 5k 10/1/2002
12 FORT LP
Fort Global Contrarian
0.00 2,000k 10/1/2002
9 Alder Capital DAC
Alder Global 10
0.15 2,500k 10/1/2000
8 Northfield Trading
Diversified
0.20 2,000k 7/1/1989
7 Witter & Lester, Inc.
Redstone
0.30 500k 9/1/1994
6 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.69 5,000k 8/1/2000
5 Mondiale Asset Management
Mondiale Trading Program
0.71 0k 9/1/1997
4 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
2.57 10,000k 1/1/2001
3 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.20 400k 1/1/1988
2 Covenant Capital Management
Original Program
4.42 5,000k 9/1/1999
1 IKOS
The IKOS Hedge Fund
4.83 10,000k 7/1/1998

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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