Systematic Trader Index For March 2002

Monthly Rankings

Rank CTA/Program Mar 2002 Min Inv Inception
74 Estlander & Partners
Global XL
-10.41 5,000k 8/1/1991
73 Rivoli Fund Management
Rivoli International Fund (V9)
-9.18 5,000k 1/1/2002
72 Dreiss Research Corporation
Diversified Program
-8.85 1,000k 5/1/1991
71 ISAM
ISAM Systematic Trend Fund
-7.75 1,000k 6/1/2001
70 Mulvaney Capital Management
The Mulvaney Global Markets Program
-7.52 100k 5/1/1999
69 Abraham Trading Company
Diversified Program
-6.62 10,000k 1/1/1988
68 Kinkopf Capital Management
KCM S&P (Proprietary)
-6.34 100k 1/1/1999
66 NuWave Investment Management, LLC
NuWave Investment Partners LP
-5.70 250k 6/1/2001
67 NuWave Investment Management, LLC
Combined Futures Portfolio
-5.70 5,000k 6/1/2001
65 Superfund Group
Superfund Green GCT USD
-5.46 15k 1/1/2000
64 Estlander & Partners
Global Markets
-5.19 10,000k 8/1/1999
63 Alder Capital DAC
Alder Global 20
-4.85 2,500k 2/1/2001
62 Hyman Beck and Company
Global Portfolio
-4.19 1,000k 3/1/1991
61 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.16 0k 11/1/1996
60 M.S. Capital Management
Global Diversified Program
-3.42 2,000k 11/1/1998
59 Alder Capital DAC
Alder Global 10
-2.50 2,500k 10/1/2000
58 MERIT Alternative Investments GmbH
Futures Portfolio
-2.47 2,000k 6/1/1998
57 Superfund Group
Superfund Green Master
-2.18 2,000k 5/1/2001
56 Drury Capital
Diversified Trend-Following Program
-2.05 5,000k 5/1/1997
55 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.72 100k 6/1/1994
54 Spectrum Asset Management LLC
Global Diversified
-1.59 2,000k 1/1/2001
53 Clarke Capital Management
Millennium
-1.58 1,000k 1/1/1998
52 Superfund Group
Superfund Green Q-AG
-1.44 2k 3/1/1996
51 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.13 200k 11/1/1999
50 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.10 10,000k 10/1/1991
49 Eckhardt Trading Company
Evolution Strategies
-0.99 20,000k 8/1/1991
48 Tactical Investment Management
Tactical Institutional Commodity Program
-0.43 10,000k 4/1/1993
47 IKOS
The IKOS Hedge Fund
-0.32 10,000k 7/1/1998
46 Eclipse Capital Management
Global Monetary
-0.29 5,000k 8/1/1990
45 Southwest Managed Investments, LLC
Global Diversified
-0.08 200k 1/1/2002
44 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.32 1,000k 3/1/1998
43 FORT LP
Fort Global Diversified
0.35 2,000k 10/1/1993
42 DUNN Capital Management
DUNN Combined Fund (DCF)
0.55 100k 5/1/1989
41 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.57 1,000k 9/1/1997
40 Witter & Lester, Inc.
Redstone
0.64 500k 9/1/1994
39 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.80 10,000k 1/1/1991
38 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.85 5,000k 8/1/2000
37 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.89 10,000k 1/1/2001
36 Briarwood Capital Management, Inc.
Diversified Trading Program
0.96 3,000k 7/1/2001
35 Transtrend B.V.
DTP – Standard Risk (EUR)
1.11 10,000k 2/1/1999
34 Millburn Corporation
Diversified Program
1.17 20,000k 2/1/1977
33 Parizek Capital
Futures Trading Program
1.46 500k 4/1/2000
32 Alee Capital Management, LLC
Mistral Program
1.49 2,500k 1/1/1999
31 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.00 10,000k 1/1/1995
30 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.05 10,000k 8/1/1999
29 Alee Capital Management, LLC
Poniente Program
2.22 2,500k 1/1/1999
28 Rabar Market Research
Diversified Program
2.32 2,000k 1/1/1989
27 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
2.39 100k 11/1/1984
26 Chesapeake Capital
Diversified (LV)
2.43 100k 2/1/1988
25 Lynx Asset Management AB
Lynx Program
2.70 75k 5/1/2000
24 Mondiale Asset Management
Mondiale Trading Program
2.99 0k 9/1/1997
23 Crabel Capital Management
Crabel Multi-Product
3.01 1,000k 3/1/1998
22 Estlander & Partners
Alpha Trend
3.14 30,000k 10/1/1991
21 Mark J. Walsh Company
Standard Program
3.16 2,000k 9/1/1985
20 Clarke Capital Management
Global Magnum
3.69 100k 8/1/1997
19 Saxon Investment Corporation
Diversified Program
3.76 3,000k 9/1/1988
18 Clarke Capital Management
Worldwide
4.00 250k 1/1/1996
17 RAM Management Group
RAM MRTP 1X-Conservative
4.01 1,000k 9/1/1993
16 Rivoli Fund Management
Rivoli International Fund (MAP)
4.60 5,000k 10/1/1996
15 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.72 400k 1/1/1988
14 EMC Capital Advisors, LLC
Classic
5.30 5,000k 1/1/1985
13 Quality Capital Management
Global Diversified Programme
5.70 10,000k 12/1/1995
12 John Locke Investments
Cyril Systematic Program
5.90 8,000k 7/1/2000
11 Saxon Investment Corporation
Aggressive Diversified Program
7.89 2,000k 11/1/1993
10 Covenant Capital Management
Original Program
8.37 5,000k 9/1/1999
9 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
10.32 100k 1/1/2000
8 Kelly Angle Inc.
Genesis Program
10.87 2,000k 4/1/2000
7 Clarke Capital Management
Global Basic
11.17 50k 2/1/1996
6 Northfield Trading
Diversified
11.50 2,000k 7/1/1989
5 RAM Management Group
MRTP Aggressive
12.37 1,000k 2/1/1998
4 Winton Capital Management
Diversified
12.62 50,000k 10/1/1997
3 Hawksbill Capital Management
Global Diversified
17.07 5,000k 11/1/1988
2 Conquest Capital Group
Conquest Macro
20.63 250k 5/1/1999
1 Mobius Asset Management
Custom Trading Program
25.30 100k 1/1/2002

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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