Systematic Trader Index For February 2002

Monthly Rankings

Rank CTA/Program Feb 2002 Min Inv Inception
74 Hawksbill Capital Management
Global Diversified
-13.18 5,000k 11/1/1988
73 Alee Capital Management, LLC
Mistral Program
-10.64 2,500k 1/1/1999
72 EMC Capital Advisors, LLC
Classic
-9.80 5,000k 1/1/1985
71 John Locke Investments
Cyril Systematic Program
-9.00 8,000k 7/1/2000
70 Saxon Investment Corporation
Aggressive Diversified Program
-8.51 2,000k 11/1/1993
69 Northfield Trading
Diversified
-8.50 2,000k 7/1/1989
68 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.07 100k 11/1/1984
67 Clarke Capital Management
Global Basic
-8.07 50k 2/1/1996
66 Alee Capital Management, LLC
Poniente Program
-7.90 2,500k 1/1/1999
65 Conquest Capital Group
Conquest Macro
-7.58 250k 5/1/1999
64 Lynx Asset Management AB
Lynx Program
-7.30 75k 5/1/2000
63 RAM Management Group
MRTP Aggressive
-7.16 1,000k 2/1/1998
62 DUNN Capital Management
D'Best Futures Fund, L.P.
-7.15 100k 6/1/1994
61 Clarke Capital Management
Global Magnum
-6.95 100k 8/1/1997
60 Parizek Capital
Futures Trading Program
-6.77 500k 4/1/2000
59 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.74 100k 5/1/1989
58 Quality Capital Management
Global Diversified Programme
-6.54 10,000k 12/1/1995
57 Winton Capital Management
Diversified
-6.04 50,000k 10/1/1997
56 Briarwood Capital Management, Inc.
Diversified Trading Program
-5.92 3,000k 7/1/2001
55 Rivoli Fund Management
Rivoli International Fund (MAP)
-5.89 5,000k 10/1/1996
54 Trigon Investment Advisors, LLC
Foreign Exchange Program
-5.85 5,000k 8/1/2000
53 Clarke Capital Management
Millennium
-5.54 1,000k 1/1/1998
52 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.27 10,000k 10/1/1991
51 Kelly Angle Inc.
Genesis Program
-5.21 2,000k 4/1/2000
50 Eckhardt Trading Company
Evolution Strategies
-4.55 20,000k 8/1/1991
49 Saxon Investment Corporation
Diversified Program
-4.22 3,000k 9/1/1988
48 Millburn Corporation
Diversified Program
-4.20 20,000k 2/1/1977
47 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-4.20 1,000k 3/1/1998
46 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.04 200k 11/1/1999
45 Rabar Market Research
Diversified Program
-3.96 2,000k 1/1/1989
44 ISAM
ISAM Systematic Trend Fund
-3.84 1,000k 6/1/2001
43 Clarke Capital Management
Worldwide
-3.63 250k 1/1/1996
42 Mark J. Walsh Company
Standard Program
-3.63 2,000k 9/1/1985
41 Rivoli Fund Management
Rivoli International Fund (V9)
-3.17 5,000k 1/1/2002
40 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.87 0k 11/1/1996
39 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.86 10,000k 1/1/1991
37 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.82 250k 6/1/2001
38 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.82 5,000k 6/1/2001
36 Superfund Group
Superfund Green GCT USD
-2.69 15k 1/1/2000
35 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-2.67 10,000k 1/1/2001
34 Superfund Group
Superfund Green Q-AG
-2.48 2k 3/1/1996
33 Crabel Capital Management
Crabel Multi-Product
-2.36 1,000k 3/1/1998
32 Estlander & Partners
Alpha Trend
-2.22 30,000k 10/1/1991
31 RAM Management Group
RAM MRTP 1X-Conservative
-2.15 1,000k 9/1/1993
30 Alder Capital DAC
Alder Global 20
-1.85 2,500k 2/1/2001
29 Chesapeake Capital
Diversified (LV)
-1.79 100k 2/1/1988
28 Southwest Managed Investments, LLC
Global Diversified
-1.66 200k 1/1/2002
27 Superfund Group
Superfund Green Master
-1.48 2,000k 5/1/2001
26 Hyman Beck and Company
Global Portfolio
-1.45 1,000k 3/1/1991
25 Drury Capital
Diversified Trend-Following Program
-1.32 5,000k 5/1/1997
24 Alder Capital DAC
Alder Global 10
-1.05 2,500k 10/1/2000
23 Mondiale Asset Management
Mondiale Trading Program
-1.03 0k 9/1/1997
22 Spectrum Asset Management LLC
Global Diversified
-0.95 2,000k 1/1/2001
21 IKOS
The IKOS Hedge Fund
-0.84 10,000k 7/1/1998
20 MERIT Alternative Investments GmbH
Futures Portfolio
-0.84 2,000k 6/1/1998
19 Eclipse Capital Management
Global Monetary
-0.79 5,000k 8/1/1990
18 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.69 10,000k 1/1/1995
17 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.44 10,000k 8/1/1999
16 M.S. Capital Management
Global Diversified Program
-0.34 2,000k 11/1/1998
15 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.19 10,000k 2/1/1999
14 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.10 400k 1/1/1988
13 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.00 100k 5/1/1999
12 Estlander & Partners
Global Markets
0.10 10,000k 8/1/1999
11 Estlander & Partners
Global XL
0.21 5,000k 8/1/1991
10 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.54 1,000k 9/1/1997
9 Tactical Investment Management
Tactical Institutional Commodity Program
0.90 10,000k 4/1/1993
8 Covenant Capital Management
Original Program
0.95 5,000k 9/1/1999
7 Abraham Trading Company
Diversified Program
1.33 10,000k 1/1/1988
6 Witter & Lester, Inc.
Redstone
1.51 500k 9/1/1994
5 FORT LP
Fort Global Diversified
1.70 2,000k 10/1/1993
4 Mobius Asset Management
Custom Trading Program
1.80 100k 1/1/2002
3 Dreiss Research Corporation
Diversified Program
2.60 1,000k 5/1/1991
2 Kinkopf Capital Management
KCM S&P (Proprietary)
8.53 100k 1/1/1999
1 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
15.91 100k 1/1/2000

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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