Systematic Trader Index For August 2002

Monthly Rankings

Rank CTA/Program Aug 2002 Min Inv Inception
74 RAM Management Group
MRTP Aggressive
-9.51 1,000k 2/1/1998
73 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-6.59 100k 1/1/2000
72 RAM Management Group
RAM MRTP 1X-Conservative
-3.00 1,000k 9/1/1993
71 Conquest Capital Group
Conquest Macro
-2.50 250k 5/1/1999
70 Alder Capital DAC
Alder Global 20
-1.64 2,500k 2/1/2001
69 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.63 10,000k 1/1/2001
68 EMC Capital Advisors, LLC
Classic
-1.30 5,000k 1/1/1985
67 Mobius Asset Management
Custom Trading Program
-1.20 100k 1/1/2002
66 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.62 5,000k 8/1/2000
65 John Locke Investments
Cyril Systematic Program
-0.45 8,000k 7/1/2000
64 MERIT Alternative Investments GmbH
Futures Portfolio
-0.43 2,000k 6/1/1998
63 Alee Capital Management, LLC
Mistral Program
-0.37 2,500k 1/1/1999
62 Eckhardt Trading Company
Evolution Strategies
-0.34 20,000k 8/1/1991
61 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.33 10,000k 10/1/1991
60 Alder Capital DAC
Alder Global 10
-0.24 2,500k 10/1/2000
59 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.10 1,000k 9/1/1997
58 Dreiss Research Corporation
Diversified Program
-0.09 1,000k 5/1/1991
57 Witter & Lester, Inc.
Redstone
0.09 500k 9/1/1994
56 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.36 1,000k 3/1/1998
55 Briarwood Capital Management, Inc.
Diversified Trading Program
0.36 3,000k 7/1/2001
54 Clarke Capital Management
Global Basic
0.58 50k 2/1/1996
53 Parizek Capital
Futures Trading Program
0.61 500k 4/1/2000
52 Mondiale Asset Management
Mondiale Trading Program
0.96 0k 9/1/1997
51 Hyman Beck and Company
Global Portfolio
1.23 1,000k 3/1/1991
50 Mark J. Walsh Company
Standard Program
1.42 2,000k 9/1/1985
49 Lynx Asset Management AB
Lynx Program
1.48 75k 5/1/2000
48 Estlander & Partners
Alpha Trend
1.49 30,000k 10/1/1991
47 Saxon Investment Corporation
Aggressive Diversified Program
1.50 2,000k 11/1/1993
46 Millburn Corporation
Diversified Program
1.52 20,000k 2/1/1977
45 Covenant Capital Management
Original Program
1.54 5,000k 9/1/1999
44 Crabel Capital Management
Crabel Multi-Product
1.60 1,000k 3/1/1998
43 Estlander & Partners
Global Markets
1.75 10,000k 8/1/1999
42 Spectrum Asset Management LLC
Global Diversified
1.83 2,000k 1/1/2001
41 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.89 10,000k 1/1/1991
40 Northfield Trading
Diversified
1.90 2,000k 7/1/1989
39 Transtrend B.V.
DTP – Standard Risk (EUR)
1.94 10,000k 2/1/1999
38 Clarke Capital Management
Worldwide
2.01 250k 1/1/1996
37 Rivoli Fund Management
Rivoli International Fund (MAP)
2.06 5,000k 10/1/1996
36 Chesapeake Capital
Diversified (LV)
2.55 100k 2/1/1988
35 Southwest Managed Investments, LLC
Global Diversified
2.73 200k 1/1/2002
34 Alee Capital Management, LLC
Poniente Program
2.74 2,500k 1/1/1999
33 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.78 10,000k 1/1/1995
32 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.79 10,000k 8/1/1999
31 Estlander & Partners
Global XL
3.12 5,000k 8/1/1991
30 Rabar Market Research
Diversified Program
3.18 2,000k 1/1/1989
29 Eclipse Capital Management
Global Monetary
3.22 5,000k 8/1/1990
28 Hawksbill Capital Management
Global Diversified
3.45 5,000k 11/1/1988
27 IKOS
The IKOS Hedge Fund
3.51 10,000k 7/1/1998
26 Drury Capital
Diversified Trend-Following Program
3.75 5,000k 5/1/1997
25 Rivoli Fund Management
Rivoli International Fund (V9)
3.78 5,000k 1/1/2002
24 Clarke Capital Management
Global Magnum
3.89 100k 8/1/1997
23 ISAM
ISAM Systematic Trend Fund
4.01 1,000k 6/1/2001
22 Quality Capital Management
Global Diversified Programme
4.26 10,000k 12/1/1995
21 Tactical Investment Management
Tactical Institutional Commodity Program
4.48 10,000k 4/1/1993
19 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.61 250k 6/1/2001
20 NuWave Investment Management, LLC
Combined Futures Portfolio
4.61 5,000k 6/1/2001
18 FORT LP
Fort Global Diversified
5.32 2,000k 10/1/1993
17 Witter & Lester, Inc.
Stock Index Futures Trading Program
5.34 400k 1/1/1988
16 Mulvaney Capital Management
The Mulvaney Global Markets Program
5.44 100k 5/1/1999
15 Winton Capital Management
Diversified
6.04 50,000k 10/1/1997
14 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
6.66 0k 11/1/1996
13 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
7.03 200k 11/1/1999
12 Clarke Capital Management
Millennium
8.14 1,000k 1/1/1998
11 Superfund Group
Superfund Green Q-AG
8.20 2k 3/1/1996
10 M.S. Capital Management
Global Diversified Program
9.00 2,000k 11/1/1998
9 Abraham Trading Company
Diversified Program
9.86 10,000k 1/1/1988
8 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
10.50 100k 11/1/1984
7 Saxon Investment Corporation
Diversified Program
10.88 3,000k 9/1/1988
6 DUNN Capital Management
DUNN Combined Fund (DCF)
11.39 100k 5/1/1989
5 Kelly Angle Inc.
Genesis Program
11.40 2,000k 4/1/2000
4 DUNN Capital Management
D'Best Futures Fund, L.P.
13.19 100k 6/1/1994
3 Superfund Group
Superfund Green Master
13.54 2,000k 5/1/2001
2 Superfund Group
Superfund Green GCT USD
15.23 15k 1/1/2000
1 Kinkopf Capital Management
KCM S&P (Proprietary)
23.32 100k 1/1/1999

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.

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