Systematic Trader Index For June 2002

Monthly Rankings

Rank CTA/Program Jun 2002 Min Inv Inception
74 Kinkopf Capital Management
KCM S&P (Proprietary)
-10.58 100k 1/1/1999
73 Witter & Lester, Inc.
Stock Index Futures Trading Program
-8.91 400k 1/1/1988
72 Clarke Capital Management
Global Magnum
-1.16 100k 8/1/1997
71 M.S. Capital Management
Global Diversified Program
-0.48 2,000k 11/1/1998
70 Witter & Lester, Inc.
Redstone
-0.37 500k 9/1/1994
69 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.82 1,000k 3/1/1998
68 Mondiale Asset Management
Mondiale Trading Program
1.68 0k 9/1/1997
67 MERIT Alternative Investments GmbH
Futures Portfolio
1.80 2,000k 6/1/1998
66 RAM Management Group
RAM MRTP 1X-Conservative
1.91 1,000k 9/1/1993
65 IKOS
The IKOS Hedge Fund
2.04 10,000k 7/1/1998
64 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
2.51 10,000k 1/1/2001
63 Eckhardt Trading Company
Evolution Strategies
2.59 20,000k 8/1/1991
62 Eckhardt Trading Company
Evolution Strategies 1.2X
3.07 10,000k 10/1/1991
61 Clarke Capital Management
Global Basic
3.15 50k 2/1/1996
60 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
4.19 100k 1/1/2000
59 Chesapeake Capital
Diversified (LV)
4.19 100k 2/1/1988
58 Covenant Capital Management
Original Program
4.45 5,000k 9/1/1999
57 Alee Capital Management, LLC
Poniente Program
4.61 2,500k 1/1/1999
56 Alder Capital DAC
Alder Global 10
4.70 2,500k 10/1/2000
55 Transtrend B.V.
DTP – Standard Risk (EUR)
4.84 10,000k 2/1/1999
54 Estlander & Partners
Global Markets
5.05 10,000k 8/1/1999
53 Mobius Asset Management
Custom Trading Program
6.00 100k 1/1/2002
52 Northfield Trading
Diversified
6.00 2,000k 7/1/1989
51 Clarke Capital Management
Worldwide
6.11 250k 1/1/1996
50 Conquest Capital Group
Conquest Macro
6.16 250k 5/1/1999
49 Rotella Capital Management
Rotella Polaris Program (Diversified)
6.69 10,000k 1/1/1991
48 Rivoli Fund Management
Rivoli International Fund (MAP)
6.82 5,000k 10/1/1996
47 Quality Capital Management
Global Diversified Programme
6.93 10,000k 12/1/1995
46 Estlander & Partners
Alpha Trend
7.14 30,000k 10/1/1991
45 Crabel Capital Management
Crabel Multi-Product
7.14 1,000k 3/1/1998
44 Alee Capital Management, LLC
Mistral Program
7.16 2,500k 1/1/1999
43 Spectrum Asset Management LLC
Global Diversified
7.28 2,000k 1/1/2001
42 Mulvaney Capital Management
The Mulvaney Global Markets Program
7.38 100k 5/1/1999
41 W.G. Wealth Guardian Ltd.
SAFI2 Program
7.39 1,000k 9/1/1997
40 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
7.40 0k 11/1/1996
38 NuWave Investment Management, LLC
NuWave Investment Partners LP
7.49 250k 6/1/2001
39 NuWave Investment Management, LLC
Combined Futures Portfolio
7.49 5,000k 6/1/2001
37 RAM Management Group
MRTP Aggressive
7.69 1,000k 2/1/1998
36 Alder Capital DAC
Alder Global 20
7.73 2,500k 2/1/2001
35 Abraham Trading Company
Diversified Program
7.75 10,000k 1/1/1988
34 Transtrend B.V.
DTP – Enhanced Risk (EUR)
7.84 10,000k 8/1/1999
33 Winton Capital Management
Diversified
7.95 50,000k 10/1/1997
32 Transtrend B.V.
DTP – Enhanced Risk (USD)
8.41 10,000k 1/1/1995
31 FORT LP
Fort Global Diversified
8.64 2,000k 10/1/1993
30 Estlander & Partners
Global XL
9.17 5,000k 8/1/1991
29 Saxon Investment Corporation
Diversified Program
9.74 3,000k 9/1/1988
28 Tactical Investment Management
Tactical Institutional Commodity Program
9.78 10,000k 4/1/1993
27 Trigon Investment Advisors, LLC
Foreign Exchange Program
10.13 5,000k 8/1/2000
26 ISAM
ISAM Systematic Trend Fund
10.72 1,000k 6/1/2001
25 Lynx Asset Management AB
Lynx Program
10.75 75k 5/1/2000
24 Eclipse Capital Management
Global Monetary
11.33 5,000k 8/1/1990
23 Rabar Market Research
Diversified Program
11.41 2,000k 1/1/1989
22 John Locke Investments
Cyril Systematic Program
11.47 8,000k 7/1/2000
21 Drury Capital
Diversified Trend-Following Program
11.62 5,000k 5/1/1997
20 Southwest Managed Investments, LLC
Global Diversified
11.66 200k 1/1/2002
19 Millburn Corporation
Diversified Program
12.13 20,000k 2/1/1977
18 Hyman Beck and Company
Global Portfolio
13.18 1,000k 3/1/1991
17 Parizek Capital
Futures Trading Program
13.42 500k 4/1/2000
16 Superfund Group
Superfund Green Q-AG
13.67 2k 3/1/1996
15 EMC Capital Advisors, LLC
Classic
13.70 5,000k 1/1/1985
14 Briarwood Capital Management, Inc.
Diversified Trading Program
14.39 3,000k 7/1/2001
13 Rivoli Fund Management
Rivoli International Fund (V9)
14.91 5,000k 1/1/2002
12 Hawksbill Capital Management
Global Diversified
15.04 5,000k 11/1/1988
11 Clarke Capital Management
Millennium
16.44 1,000k 1/1/1998
10 Dreiss Research Corporation
Diversified Program
16.44 1,000k 5/1/1991
9 Saxon Investment Corporation
Aggressive Diversified Program
16.58 2,000k 11/1/1993
8 Mark J. Walsh Company
Standard Program
16.98 2,000k 9/1/1985
7 DUNN Capital Management
D'Best Futures Fund, L.P.
20.47 100k 6/1/1994
6 DUNN Capital Management
DUNN Combined Fund (DCF)
22.12 100k 5/1/1989
5 Superfund Group
Superfund Green GCT USD
23.54 15k 1/1/2000
4 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
24.16 200k 11/1/1999
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
24.24 100k 11/1/1984
2 Kelly Angle Inc.
Genesis Program
28.83 2,000k 4/1/2000
1 Superfund Group
Superfund Green Master
30.37 2,000k 5/1/2001

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