Systematic Trader Index For May 2002

Monthly Rankings

Rank CTA/Program May 2002 Min Inv Inception
74 Drury Capital
Diversified Trend-Following Program
-5.13 5,000k 5/1/1997
73 Northfield Trading
Diversified
-4.60 2,000k 7/1/1989
72 Winton Capital Management
Diversified
-3.96 50,000k 10/1/1997
71 Conquest Capital Group
Conquest Macro
-3.67 250k 5/1/1999
70 Rivoli Fund Management
Rivoli International Fund (MAP)
-2.89 5,000k 10/1/1996
69 Mondiale Asset Management
Mondiale Trading Program
-2.26 0k 9/1/1997
68 John Locke Investments
Cyril Systematic Program
-1.60 8,000k 7/1/2000
67 Eckhardt Trading Company
Evolution Strategies
-0.68 20,000k 8/1/1991
66 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.62 10,000k 10/1/1991
65 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.52 400k 1/1/1988
64 ISAM
ISAM Systematic Trend Fund
-0.37 1,000k 6/1/2001
63 Crabel Capital Management
Crabel Multi-Product
-0.14 1,000k 3/1/1998
61 Southwest Managed Investments, LLC
Global Diversified
0.00 200k 1/1/2002
62 Witter & Lester, Inc.
Redstone
0.00 500k 9/1/1994
60 IKOS
The IKOS Hedge Fund
0.19 10,000k 7/1/1998
59 Kinkopf Capital Management
KCM S&P (Proprietary)
0.30 100k 1/1/1999
58 RAM Management Group
MRTP Aggressive
0.30 1,000k 2/1/1998
57 Eclipse Capital Management
Global Monetary
0.37 5,000k 8/1/1990
56 Clarke Capital Management
Global Magnum
0.39 100k 8/1/1997
55 RAM Management Group
RAM MRTP 1X-Conservative
0.52 1,000k 9/1/1993
54 FORT LP
Fort Global Diversified
0.53 2,000k 10/1/1993
53 MERIT Alternative Investments GmbH
Futures Portfolio
0.61 2,000k 6/1/1998
52 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.68 10,000k 1/1/1991
51 Parizek Capital
Futures Trading Program
1.25 500k 4/1/2000
50 Superfund Group
Superfund Green Q-AG
1.31 2k 3/1/1996
49 Quality Capital Management
Global Diversified Programme
1.34 10,000k 12/1/1995
47 NuWave Investment Management, LLC
NuWave Investment Partners LP
1.39 250k 6/1/2001
48 NuWave Investment Management, LLC
Combined Futures Portfolio
1.39 5,000k 6/1/2001
46 Abraham Trading Company
Diversified Program
1.51 10,000k 1/1/1988
45 Transtrend B.V.
DTP – Standard Risk (EUR)
1.59 10,000k 2/1/1999
44 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.72 1,000k 3/1/1998
43 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.98 0k 11/1/1996
42 Clarke Capital Management
Millennium
2.06 1,000k 1/1/1998
41 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.17 10,000k 8/1/1999
40 Chesapeake Capital
Diversified (LV)
2.26 100k 2/1/1988
39 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.34 10,000k 1/1/1995
38 Alee Capital Management, LLC
Poniente Program
2.35 2,500k 1/1/1999
37 Clarke Capital Management
Worldwide
2.52 250k 1/1/1996
36 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
2.62 10,000k 1/1/2001
35 Estlander & Partners
Global Markets
2.78 10,000k 8/1/1999
34 Rivoli Fund Management
Rivoli International Fund (V9)
3.33 5,000k 1/1/2002
33 Superfund Group
Superfund Green GCT USD
3.56 15k 1/1/2000
32 Superfund Group
Superfund Green Master
3.71 2,000k 5/1/2001
31 Alder Capital DAC
Alder Global 10
3.79 2,500k 10/1/2000
30 Dreiss Research Corporation
Diversified Program
3.84 1,000k 5/1/1991
29 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.96 1,000k 9/1/1997
28 DUNN Capital Management
D'Best Futures Fund, L.P.
4.67 100k 6/1/1994
27 Clarke Capital Management
Global Basic
4.79 50k 2/1/1996
26 DUNN Capital Management
DUNN Combined Fund (DCF)
5.09 100k 5/1/1989
25 Hyman Beck and Company
Global Portfolio
5.11 1,000k 3/1/1991
24 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
5.41 100k 11/1/1984
23 Estlander & Partners
Global XL
5.54 5,000k 8/1/1991
22 Lynx Asset Management AB
Lynx Program
5.65 75k 5/1/2000
21 Spectrum Asset Management LLC
Global Diversified
5.75 2,000k 1/1/2001
20 Briarwood Capital Management, Inc.
Diversified Trading Program
5.99 3,000k 7/1/2001
19 M.S. Capital Management
Global Diversified Program
6.06 2,000k 11/1/1998
18 Estlander & Partners
Alpha Trend
6.27 30,000k 10/1/1991
17 Kelly Angle Inc.
Genesis Program
6.44 2,000k 4/1/2000
16 EMC Capital Advisors, LLC
Classic
6.50 5,000k 1/1/1985
15 Millburn Corporation
Diversified Program
6.58 20,000k 2/1/1977
14 Mulvaney Capital Management
The Mulvaney Global Markets Program
6.75 100k 5/1/1999
13 Rabar Market Research
Diversified Program
6.77 2,000k 1/1/1989
12 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
7.06 100k 1/1/2000
11 Alder Capital DAC
Alder Global 20
8.08 2,500k 2/1/2001
10 Saxon Investment Corporation
Diversified Program
8.20 3,000k 9/1/1988
9 Trigon Investment Advisors, LLC
Foreign Exchange Program
8.43 5,000k 8/1/2000
8 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
8.74 200k 11/1/1999
7 Alee Capital Management, LLC
Mistral Program
9.02 2,500k 1/1/1999
6 Hawksbill Capital Management
Global Diversified
9.06 5,000k 11/1/1988
5 Tactical Investment Management
Tactical Institutional Commodity Program
9.92 10,000k 4/1/1993
4 Mark J. Walsh Company
Standard Program
10.10 2,000k 9/1/1985
3 Mobius Asset Management
Custom Trading Program
12.70 100k 1/1/2002
2 Saxon Investment Corporation
Aggressive Diversified Program
14.39 2,000k 11/1/1993
1 Covenant Capital Management
Original Program
25.11 5,000k 9/1/1999

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan