Systematic Trader Index For April 2002

Monthly Rankings

Rank CTA/Program Apr 2002 Min Inv Inception
74 Saxon Investment Corporation
Aggressive Diversified Program
-15.01 2,000k 11/1/1993
73 RAM Management Group
MRTP Aggressive
-12.33 1,000k 2/1/1998
72 Clarke Capital Management
Global Magnum
-9.40 100k 8/1/1997
71 Quality Capital Management
Global Diversified Programme
-8.43 10,000k 12/1/1995
70 Saxon Investment Corporation
Diversified Program
-8.43 3,000k 9/1/1988
69 Kelly Angle Inc.
Genesis Program
-8.32 2,000k 4/1/2000
68 Clarke Capital Management
Global Basic
-8.17 50k 2/1/1996
67 Hawksbill Capital Management
Global Diversified
-8.14 5,000k 11/1/1988
66 Clarke Capital Management
Millennium
-8.12 1,000k 1/1/1998
65 Hyman Beck and Company
Global Portfolio
-6.80 1,000k 3/1/1991
64 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-6.25 200k 11/1/1999
63 Rabar Market Research
Diversified Program
-5.98 2,000k 1/1/1989
62 Superfund Group
Superfund Green Master
-5.98 2,000k 5/1/2001
61 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.93 100k 6/1/1994
60 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.71 100k 11/1/1984
59 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.45 100k 5/1/1989
58 Covenant Capital Management
Original Program
-5.32 5,000k 9/1/1999
57 Southwest Managed Investments, LLC
Global Diversified
-5.19 200k 1/1/2002
56 M.S. Capital Management
Global Diversified Program
-4.48 2,000k 11/1/1998
55 EMC Capital Advisors, LLC
Classic
-4.10 5,000k 1/1/1985
54 Witter & Lester, Inc.
Stock Index Futures Trading Program
-4.10 400k 1/1/1988
53 Winton Capital Management
Diversified
-3.76 50,000k 10/1/1997
52 RAM Management Group
RAM MRTP 1X-Conservative
-3.72 1,000k 9/1/1993
50 NuWave Investment Management, LLC
NuWave Investment Partners LP
-3.70 250k 6/1/2001
51 NuWave Investment Management, LLC
Combined Futures Portfolio
-3.70 5,000k 6/1/2001
49 Drury Capital
Diversified Trend-Following Program
-3.68 5,000k 5/1/1997
48 Tactical Investment Management
Tactical Institutional Commodity Program
-3.55 10,000k 4/1/1993
47 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-3.52 1,000k 3/1/1998
46 Mark J. Walsh Company
Standard Program
-3.49 2,000k 9/1/1985
45 Millburn Corporation
Diversified Program
-3.38 20,000k 2/1/1977
44 Estlander & Partners
Alpha Trend
-3.29 30,000k 10/1/1991
43 Chesapeake Capital
Diversified (LV)
-3.27 100k 2/1/1988
42 Rivoli Fund Management
Rivoli International Fund (V9)
-3.22 5,000k 1/1/2002
41 Superfund Group
Superfund Green Q-AG
-2.99 2k 3/1/1996
40 Clarke Capital Management
Worldwide
-2.94 250k 1/1/1996
39 FORT LP
Fort Global Diversified
-2.93 2,000k 10/1/1993
38 Dreiss Research Corporation
Diversified Program
-2.87 1,000k 5/1/1991
37 Alee Capital Management, LLC
Mistral Program
-2.72 2,500k 1/1/1999
36 Mondiale Asset Management
Mondiale Trading Program
-2.13 0k 9/1/1997
35 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.80 1,000k 9/1/1997
34 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.79 100k 1/1/2000
33 John Locke Investments
Cyril Systematic Program
-1.78 8,000k 7/1/2000
32 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.58 5,000k 10/1/1996
31 Kinkopf Capital Management
KCM S&P (Proprietary)
-1.46 100k 1/1/1999
30 Estlander & Partners
Global XL
-1.25 5,000k 8/1/1991
29 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.07 10,000k 8/1/1999
28 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.99 10,000k 1/1/1995
27 Superfund Group
Superfund Green GCT USD
-0.64 15k 1/1/2000
26 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.59 10,000k 2/1/1999
25 Alder Capital DAC
Alder Global 10
-0.45 2,500k 10/1/2000
24 Estlander & Partners
Global Markets
-0.41 10,000k 8/1/1999
23 Witter & Lester, Inc.
Redstone
-0.37 500k 9/1/1994
22 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.19 10,000k 1/1/1991
21 Alder Capital DAC
Alder Global 20
-0.11 2,500k 2/1/2001
20 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.07 0k 11/1/1996
19 MERIT Alternative Investments GmbH
Futures Portfolio
0.32 2,000k 6/1/1998
18 Eclipse Capital Management
Global Monetary
0.52 5,000k 8/1/1990
17 Parizek Capital
Futures Trading Program
0.57 500k 4/1/2000
16 Briarwood Capital Management, Inc.
Diversified Trading Program
0.62 3,000k 7/1/2001
15 Northfield Trading
Diversified
0.80 2,000k 7/1/1989
14 ISAM
ISAM Systematic Trend Fund
1.47 1,000k 6/1/2001
13 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.55 100k 5/1/1999
12 Lynx Asset Management AB
Lynx Program
1.60 75k 5/1/2000
11 Spectrum Asset Management LLC
Global Diversified
1.62 2,000k 1/1/2001
10 IKOS
The IKOS Hedge Fund
1.95 10,000k 7/1/1998
9 Alee Capital Management, LLC
Poniente Program
2.72 2,500k 1/1/1999
8 Crabel Capital Management
Crabel Multi-Product
2.90 1,000k 3/1/1998
7 Conquest Capital Group
Conquest Macro
2.93 250k 5/1/1999
6 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
3.04 10,000k 1/1/2001
5 Eckhardt Trading Company
Evolution Strategies
3.92 20,000k 8/1/1991
4 Mobius Asset Management
Custom Trading Program
4.10 100k 1/1/2002
3 Eckhardt Trading Company
Evolution Strategies 1.2X
4.68 10,000k 10/1/1991
2 Abraham Trading Company
Diversified Program
4.99 10,000k 1/1/1988
1 Trigon Investment Advisors, LLC
Foreign Exchange Program
8.12 5,000k 8/1/2000

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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