Systematic Trader Index For December 2002

Monthly Rankings

Rank CTA/Program Dec 2002 Min Inv Inception
77 Kinkopf Capital Management
KCM S&P (Proprietary)
-19.00 100k 1/1/1999
76 Mondiale Asset Management
Mondiale Trading Program
-3.58 0k 9/1/1997
75 Alee Capital Management, LLC
Mistral Program
-2.23 2,500k 1/1/1999
74 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.15 1,000k 3/1/1998
73 IKOS
The IKOS Hedge Fund
-0.85 10,000k 7/1/1998
72 Crabel Capital Management
Crabel Multi-Product
0.30 1,000k 3/1/1998
71 Dreiss Research Corporation
Diversified Program
0.37 1,000k 5/1/1991
70 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.76 100k 1/1/2000
69 Estlander & Partners
Alpha Trend
1.11 30,000k 10/1/1991
68 Witter & Lester, Inc.
Redstone
1.23 500k 9/1/1994
67 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.60 400k 1/1/1988
66 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.94 10,000k 1/1/2001
65 Northfield Trading
Diversified
2.00 2,000k 7/1/1989
64 Parizek Capital
Futures Trading Program
2.50 500k 4/1/2000
63 EMC Capital Advisors, LLC
Classic
2.90 5,000k 1/1/1985
62 Covenant Capital Management
Original Program
3.08 5,000k 9/1/1999
61 Alder Capital DAC
Alder Global 10
3.24 2,500k 10/1/2000
60 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.26 0k 11/1/1996
59 W.G. Wealth Guardian Ltd.
SAFI2 Program
4.06 1,000k 9/1/1997
58 Chesapeake Capital
Diversified (LV)
4.31 100k 2/1/1988
57 Transtrend B.V.
DTP – Standard Risk (EUR)
4.49 10,000k 2/1/1999
56 Lynx Asset Management AB
Lynx Program
4.73 75k 5/1/2000
55 M.S. Capital Management
Global Diversified Program
4.82 2,000k 11/1/1998
54 RAM Management Group
RAM MRTP 1X-Conservative
4.86 1,000k 9/1/1993
53 Rabar Market Research
Diversified Program
4.87 2,000k 1/1/1989
52 Estlander & Partners
Global Markets
4.94 10,000k 8/1/1999
51 Rivoli Fund Management
Rivoli International Fund (MAP)
5.09 5,000k 10/1/1996
50 Alder Capital DAC
Alder Global 20
5.94 2,500k 2/1/2001
49 Alee Capital Management, LLC
Poniente Program
5.99 2,500k 1/1/1999
48 Conquest Capital Group
Conquest Macro
6.50 250k 5/1/1999
47 Transtrend B.V.
DTP – Enhanced Risk (USD)
6.58 10,000k 1/1/1995
46 Transtrend B.V.
DTP – Enhanced Risk (EUR)
6.68 10,000k 8/1/1999
45 Eclipse Capital Management
Global Monetary
6.90 5,000k 8/1/1990
44 Millburn Corporation
Diversified Program
6.93 20,000k 2/1/1977
43 Spectrum Asset Management LLC
Global Diversified
7.05 2,000k 1/1/2001
42 Saxon Investment Corporation
Diversified Program
7.07 3,000k 9/1/1988
41 MERIT Alternative Investments GmbH
Futures Portfolio
7.13 2,000k 6/1/1998
40 Quality Capital Management
Global Diversified Programme
7.50 10,000k 12/1/1995
39 Mulvaney Capital Management
The Mulvaney Global Markets Program
7.80 100k 5/1/1999
38 Briarwood Capital Management, Inc.
Diversified Trading Program
7.87 3,000k 7/1/2001
37 Trigon Investment Advisors, LLC
Foreign Exchange Program
7.88 5,000k 8/1/2000
36 Southwest Managed Investments, LLC
Global Diversified
8.55 200k 1/1/2002
35 John Locke Investments
Cyril Systematic Program
8.80 8,000k 7/1/2000
34 Hyman Beck and Company
Global Portfolio
9.13 1,000k 3/1/1991
33 Tactical Investment Management
Tactical Institutional Commodity Program
9.58 10,000k 4/1/1993
32 Hawksbill Capital Management
Global Diversified
9.82 5,000k 11/1/1988
31 Rotella Capital Management
Rotella Polaris Program (Diversified)
10.11 10,000k 1/1/1991
30 Drury Capital
Diversified Trend-Following Program
10.19 5,000k 5/1/1997
29 Eckhardt Trading Company
Evolution Strategies
10.79 20,000k 8/1/1991
28 Estlander & Partners
Global XL
11.05 5,000k 8/1/1991
27 Saxon Investment Corporation
Aggressive Diversified Program
11.89 2,000k 11/1/1993
26 Eckhardt Trading Company
Evolution Strategies 1.2X
13.20 10,000k 10/1/1991
25 FORT LP
Fort Global Contrarian
13.35 2,000k 10/1/2002
24 Rivoli Fund Management
Rivoli International Fund (V9)
13.65 5,000k 1/1/2002
23 Superfund Group
Superfund Green L.P. Series A
13.65 5k 10/1/2002
22 Winton Capital Management
Diversified
14.16 50,000k 10/1/1997
21 DUNN Capital Management
DUNN Combined Fund (DCF)
14.21 100k 5/1/1989
20 ISAM
ISAM Systematic Trend Fund
14.80 1,000k 6/1/2001
19 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
15.16 200k 11/1/1999
17 NuWave Investment Management, LLC
NuWave Investment Partners LP
15.46 250k 6/1/2001
18 NuWave Investment Management, LLC
Combined Futures Portfolio
15.46 5,000k 6/1/2001
16 Clarke Capital Management
Worldwide
16.57 250k 1/1/1996
15 Superfund Group
Superfund Green Q-AG
16.58 2k 3/1/1996
14 Mark J. Walsh Company
Standard Program
17.23 2,000k 9/1/1985
13 Abraham Trading Company
Diversified Program
18.41 10,000k 1/1/1988
12 RAM Management Group
MRTP Aggressive
20.11 1,000k 2/1/1998
11 DUNN Capital Management
D'Best Futures Fund, L.P.
20.47 100k 6/1/1994
10 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
21.34 100k 11/1/1984
9 FORT LP
Fort Global Diversified
22.59 2,000k 10/1/1993
8 Superfund Group
Superfund Green L.P. Series B
23.18 5k 10/1/2002
7 Kelly Angle Inc.
Genesis Program
24.09 2,000k 4/1/2000
6 Superfund Group
Superfund Green GCT USD
24.42 15k 1/1/2000
5 Clarke Capital Management
Millennium
27.63 1,000k 1/1/1998
4 Mobius Asset Management
Custom Trading Program
28.20 100k 1/1/2002
3 Clarke Capital Management
Global Magnum
28.51 100k 8/1/1997
2 Superfund Group
Superfund Green Master
32.70 2,000k 5/1/2001
1 Clarke Capital Management
Global Basic
45.54 50k 2/1/1996

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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