Systematic Trader Index For November 2002

Monthly Rankings

Rank CTA/Program Nov 2002 Min Inv Inception
77 Saxon Investment Corporation
Aggressive Diversified Program
-20.54 2,000k 11/1/1993
76 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-12.70 100k 11/1/1984
75 Saxon Investment Corporation
Diversified Program
-11.60 3,000k 9/1/1988
74 DUNN Capital Management
D'Best Futures Fund, L.P.
-11.02 100k 6/1/1994
73 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-10.41 200k 11/1/1999
72 Superfund Group
Superfund Green Master
-10.24 2,000k 5/1/2001
71 DUNN Capital Management
DUNN Combined Fund (DCF)
-9.44 100k 5/1/1989
70 FORT LP
Fort Global Diversified
-8.98 2,000k 10/1/1993
68 NuWave Investment Management, LLC
NuWave Investment Partners LP
-8.77 250k 6/1/2001
69 NuWave Investment Management, LLC
Combined Futures Portfolio
-8.77 5,000k 6/1/2001
67 Kelly Angle Inc.
Genesis Program
-7.42 2,000k 4/1/2000
66 Superfund Group
Superfund Green Q-AG
-6.38 2k 3/1/1996
65 Drury Capital
Diversified Trend-Following Program
-5.97 5,000k 5/1/1997
64 Superfund Group
Superfund Green GCT USD
-5.94 15k 1/1/2000
63 Superfund Group
Superfund Green L.P. Series B
-5.84 5k 10/1/2002
62 ISAM
ISAM Systematic Trend Fund
-5.54 1,000k 6/1/2001
61 Clarke Capital Management
Millennium
-5.51 1,000k 1/1/1998
60 Quality Capital Management
Global Diversified Programme
-5.49 10,000k 12/1/1995
59 EMC Capital Advisors, LLC
Classic
-5.40 5,000k 1/1/1985
58 IKOS
The IKOS Hedge Fund
-5.25 10,000k 7/1/1998
57 Mulvaney Capital Management
The Mulvaney Global Markets Program
-5.08 100k 5/1/1999
56 FORT LP
Fort Global Contrarian
-5.01 2,000k 10/1/2002
55 Southwest Managed Investments, LLC
Global Diversified
-4.68 200k 1/1/2002
54 Hawksbill Capital Management
Global Diversified
-4.47 5,000k 11/1/1988
53 Estlander & Partners
Global XL
-4.27 5,000k 8/1/1991
52 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.15 0k 11/1/1996
51 Rivoli Fund Management
Rivoli International Fund (V9)
-4.01 5,000k 1/1/2002
50 Clarke Capital Management
Global Basic
-4.01 50k 2/1/1996
49 Eclipse Capital Management
Global Monetary
-3.64 5,000k 8/1/1990
48 Superfund Group
Superfund Green L.P. Series A
-3.59 5k 10/1/2002
47 Millburn Corporation
Diversified Program
-3.53 20,000k 2/1/1977
46 Mark J. Walsh Company
Standard Program
-2.89 2,000k 9/1/1985
45 Lynx Asset Management AB
Lynx Program
-2.85 75k 5/1/2000
44 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.51 3,000k 7/1/2001
43 Spectrum Asset Management LLC
Global Diversified
-2.51 2,000k 1/1/2001
42 Rivoli Fund Management
Rivoli International Fund (MAP)
-2.49 5,000k 10/1/1996
41 Parizek Capital
Futures Trading Program
-2.48 500k 4/1/2000
40 Clarke Capital Management
Worldwide
-2.40 250k 1/1/1996
39 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.37 10,000k 1/1/1991
38 Estlander & Partners
Global Markets
-2.09 10,000k 8/1/1999
37 Rabar Market Research
Diversified Program
-2.06 2,000k 1/1/1989
36 Abraham Trading Company
Diversified Program
-1.80 10,000k 1/1/1988
35 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.80 1,000k 9/1/1997
34 John Locke Investments
Cyril Systematic Program
-1.74 8,000k 7/1/2000
33 MERIT Alternative Investments GmbH
Futures Portfolio
-1.73 2,000k 6/1/1998
32 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.71 10,000k 1/1/1995
31 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.68 10,000k 8/1/1999
30 Chesapeake Capital
Diversified (LV)
-1.58 100k 2/1/1988
29 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.41 10,000k 10/1/1991
28 Eckhardt Trading Company
Evolution Strategies
-1.40 20,000k 8/1/1991
27 Alee Capital Management, LLC
Mistral Program
-1.24 2,500k 1/1/1999
26 Northfield Trading
Diversified
-1.00 2,000k 7/1/1989
25 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.92 10,000k 2/1/1999
24 Hyman Beck and Company
Global Portfolio
-0.88 1,000k 3/1/1991
23 Winton Capital Management
Diversified
-0.69 50,000k 10/1/1997
22 Estlander & Partners
Alpha Trend
-0.43 30,000k 10/1/1991
21 Dreiss Research Corporation
Diversified Program
-0.06 1,000k 5/1/1991
20 Alee Capital Management, LLC
Poniente Program
0.23 2,500k 1/1/1999
19 Alder Capital DAC
Alder Global 10
0.33 2,500k 10/1/2000
18 Witter & Lester, Inc.
Redstone
0.45 500k 9/1/1994
17 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.75 10,000k 1/1/2001
16 M.S. Capital Management
Global Diversified Program
0.82 2,000k 11/1/1998
15 Alder Capital DAC
Alder Global 20
1.01 2,500k 2/1/2001
14 RAM Management Group
RAM MRTP 1X-Conservative
1.08 1,000k 9/1/1993
13 Trigon Investment Advisors, LLC
Foreign Exchange Program
1.37 5,000k 8/1/2000
12 Mondiale Asset Management
Mondiale Trading Program
1.38 0k 9/1/1997
11 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.57 1,000k 3/1/1998
10 Mobius Asset Management
Custom Trading Program
1.90 100k 1/1/2002
9 Clarke Capital Management
Global Magnum
2.04 100k 8/1/1997
8 Conquest Capital Group
Conquest Macro
2.08 250k 5/1/1999
7 Tactical Investment Management
Tactical Institutional Commodity Program
2.27 10,000k 4/1/1993
6 Covenant Capital Management
Original Program
2.82 5,000k 9/1/1999
5 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
3.22 100k 1/1/2000
4 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.18 400k 1/1/1988
3 Crabel Capital Management
Crabel Multi-Product
4.34 1,000k 3/1/1998
2 RAM Management Group
MRTP Aggressive
5.30 1,000k 2/1/1998
1 Kinkopf Capital Management
KCM S&P (Proprietary)
9.11 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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