Systematic Trader Index For July 2002

Monthly Rankings

Rank CTA/Program Jul 2002 Min Inv Inception
74 Kinkopf Capital Management
KCM S&P (Proprietary)
-12.16 100k 1/1/1999
73 Witter & Lester, Inc.
Stock Index Futures Trading Program
-10.95 400k 1/1/1988
72 Mobius Asset Management
Custom Trading Program
-4.50 100k 1/1/2002
71 Covenant Capital Management
Original Program
-4.38 5,000k 9/1/1999
70 Abraham Trading Company
Diversified Program
-3.97 10,000k 1/1/1988
69 Witter & Lester, Inc.
Redstone
-3.58 500k 9/1/1994
68 Southwest Managed Investments, LLC
Global Diversified
-3.51 200k 1/1/2002
67 Alee Capital Management, LLC
Poniente Program
-2.08 2,500k 1/1/1999
66 M.S. Capital Management
Global Diversified Program
-1.79 2,000k 11/1/1998
65 Northfield Trading
Diversified
-1.60 2,000k 7/1/1989
64 Alder Capital DAC
Alder Global 10
-0.70 2,500k 10/1/2000
63 MERIT Alternative Investments GmbH
Futures Portfolio
-0.66 2,000k 6/1/1998
62 Alder Capital DAC
Alder Global 20
-0.57 2,500k 2/1/2001
61 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.17 10,000k 1/1/2001
60 Estlander & Partners
Global XL
0.33 5,000k 8/1/1991
59 Estlander & Partners
Global Markets
0.45 10,000k 8/1/1999
58 Conquest Capital Group
Conquest Macro
1.43 250k 5/1/1999
57 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.72 1,000k 9/1/1997
56 Spectrum Asset Management LLC
Global Diversified
2.21 2,000k 1/1/2001
55 Eckhardt Trading Company
Evolution Strategies
2.24 20,000k 8/1/1991
54 Clarke Capital Management
Global Magnum
2.40 100k 8/1/1997
53 Eckhardt Trading Company
Evolution Strategies 1.2X
2.65 10,000k 10/1/1991
52 Chesapeake Capital
Diversified (LV)
2.84 100k 2/1/1988
51 Transtrend B.V.
DTP – Standard Risk (EUR)
3.39 10,000k 2/1/1999
50 Clarke Capital Management
Global Basic
3.44 50k 2/1/1996
49 Rivoli Fund Management
Rivoli International Fund (MAP)
3.52 5,000k 10/1/1996
48 RAM Management Group
RAM MRTP 1X-Conservative
3.56 1,000k 9/1/1993
47 Estlander & Partners
Alpha Trend
3.62 30,000k 10/1/1991
46 Tactical Investment Management
Tactical Institutional Commodity Program
3.65 10,000k 4/1/1993
45 John Locke Investments
Cyril Systematic Program
3.66 8,000k 7/1/2000
44 Clarke Capital Management
Worldwide
3.96 250k 1/1/1996
43 Eclipse Capital Management
Global Monetary
4.08 5,000k 8/1/1990
42 Alee Capital Management, LLC
Mistral Program
4.23 2,500k 1/1/1999
41 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.48 10,000k 1/1/1991
40 ISAM
ISAM Systematic Trend Fund
4.65 1,000k 6/1/2001
39 Winton Capital Management
Diversified
4.71 50,000k 10/1/1997
38 IKOS
The IKOS Hedge Fund
4.80 10,000k 7/1/1998
37 Drury Capital
Diversified Trend-Following Program
4.82 5,000k 5/1/1997
36 Quality Capital Management
Global Diversified Programme
4.90 10,000k 12/1/1995
35 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
4.90 1,000k 3/1/1998
34 Lynx Asset Management AB
Lynx Program
5.27 75k 5/1/2000
33 Trigon Investment Advisors, LLC
Foreign Exchange Program
5.42 5,000k 8/1/2000
32 Briarwood Capital Management, Inc.
Diversified Trading Program
5.47 3,000k 7/1/2001
31 EMC Capital Advisors, LLC
Classic
5.50 5,000k 1/1/1985
30 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.65 10,000k 8/1/1999
29 Millburn Corporation
Diversified Program
5.72 20,000k 2/1/1977
28 Mulvaney Capital Management
The Mulvaney Global Markets Program
5.95 100k 5/1/1999
27 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.97 10,000k 1/1/1995
26 Mondiale Asset Management
Mondiale Trading Program
6.14 0k 9/1/1997
25 Saxon Investment Corporation
Diversified Program
6.52 3,000k 9/1/1988
24 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
7.24 100k 1/1/2000
23 Parizek Capital
Futures Trading Program
7.53 500k 4/1/2000
22 Hyman Beck and Company
Global Portfolio
7.69 1,000k 3/1/1991
21 Rabar Market Research
Diversified Program
7.85 2,000k 1/1/1989
20 Rivoli Fund Management
Rivoli International Fund (V9)
7.86 5,000k 1/1/2002
18 NuWave Investment Management, LLC
NuWave Investment Partners LP
8.74 250k 6/1/2001
19 NuWave Investment Management, LLC
Combined Futures Portfolio
8.74 5,000k 6/1/2001
17 Crabel Capital Management
Crabel Multi-Product
9.98 1,000k 3/1/1998
16 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
10.07 200k 11/1/1999
15 Saxon Investment Corporation
Aggressive Diversified Program
10.60 2,000k 11/1/1993
14 Clarke Capital Management
Millennium
11.26 1,000k 1/1/1998
13 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
11.96 0k 11/1/1996
12 RAM Management Group
MRTP Aggressive
12.22 1,000k 2/1/1998
11 Mark J. Walsh Company
Standard Program
12.46 2,000k 9/1/1985
10 Superfund Group
Superfund Green Q-AG
13.78 2k 3/1/1996
9 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
14.82 100k 11/1/1984
8 Dreiss Research Corporation
Diversified Program
14.86 1,000k 5/1/1991
7 FORT LP
Fort Global Diversified
15.28 2,000k 10/1/1993
6 Hawksbill Capital Management
Global Diversified
17.03 5,000k 11/1/1988
5 DUNN Capital Management
DUNN Combined Fund (DCF)
17.34 100k 5/1/1989
4 Superfund Group
Superfund Green GCT USD
17.67 15k 1/1/2000
3 Kelly Angle Inc.
Genesis Program
17.85 2,000k 4/1/2000
2 DUNN Capital Management
D'Best Futures Fund, L.P.
23.49 100k 6/1/1994
1 Superfund Group
Superfund Green Master
24.09 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.

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