Systematic Trader Index For September 2002

Monthly Rankings

Rank CTA/Program Sep 2002 Min Inv Inception
74 Kinkopf Capital Management
KCM S&P (Proprietary)
-7.22 100k 1/1/1999
73 Clarke Capital Management
Global Basic
-4.47 50k 2/1/1996
72 Alee Capital Management, LLC
Mistral Program
-3.63 2,500k 1/1/1999
71 Alee Capital Management, LLC
Poniente Program
-3.26 2,500k 1/1/1999
70 Mondiale Asset Management
Mondiale Trading Program
-2.40 0k 9/1/1997
69 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.41 10,000k 1/1/2001
68 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.14 10,000k 10/1/1991
67 Eckhardt Trading Company
Evolution Strategies
-1.01 20,000k 8/1/1991
66 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.53 5,000k 8/1/2000
65 Alder Capital DAC
Alder Global 20
-0.18 2,500k 2/1/2001
64 Dreiss Research Corporation
Diversified Program
0.14 1,000k 5/1/1991
63 Alder Capital DAC
Alder Global 10
0.18 2,500k 10/1/2000
62 MERIT Alternative Investments GmbH
Futures Portfolio
0.65 2,000k 6/1/1998
61 Crabel Capital Management
Crabel Multi-Product
1.07 1,000k 3/1/1998
60 Northfield Trading
Diversified
1.10 2,000k 7/1/1989
59 Briarwood Capital Management, Inc.
Diversified Trading Program
1.38 3,000k 7/1/2001
58 Estlander & Partners
Alpha Trend
1.43 30,000k 10/1/1991
57 Conquest Capital Group
Conquest Macro
1.58 250k 5/1/1999
56 Southwest Managed Investments, LLC
Global Diversified
1.58 200k 1/1/2002
55 Witter & Lester, Inc.
Redstone
1.81 500k 9/1/1994
54 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.81 1,000k 3/1/1998
53 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.94 400k 1/1/1988
52 RAM Management Group
RAM MRTP 1X-Conservative
2.10 1,000k 9/1/1993
51 Mobius Asset Management
Custom Trading Program
2.30 100k 1/1/2002
50 Transtrend B.V.
DTP – Standard Risk (EUR)
2.35 10,000k 2/1/1999
49 Clarke Capital Management
Millennium
2.35 1,000k 1/1/1998
48 IKOS
The IKOS Hedge Fund
2.36 10,000k 7/1/1998
47 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.70 1,000k 9/1/1997
46 Estlander & Partners
Global Markets
3.00 10,000k 8/1/1999
45 Spectrum Asset Management LLC
Global Diversified
3.08 2,000k 1/1/2001
44 Abraham Trading Company
Diversified Program
3.29 10,000k 1/1/1988
43 Lynx Asset Management AB
Lynx Program
3.35 75k 5/1/2000
42 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.44 10,000k 1/1/1995
41 John Locke Investments
Cyril Systematic Program
3.49 8,000k 7/1/2000
40 Rabar Market Research
Diversified Program
3.51 2,000k 1/1/1989
39 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
3.58 100k 1/1/2000
38 Tactical Investment Management
Tactical Institutional Commodity Program
3.59 10,000k 4/1/1993
37 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.66 10,000k 8/1/1999
36 Clarke Capital Management
Worldwide
3.80 250k 1/1/1996
35 Chesapeake Capital
Diversified (LV)
3.81 100k 2/1/1988
34 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.87 10,000k 1/1/1991
33 EMC Capital Advisors, LLC
Classic
3.90 5,000k 1/1/1985
32 Drury Capital
Diversified Trend-Following Program
4.35 5,000k 5/1/1997
31 Hyman Beck and Company
Global Portfolio
4.48 1,000k 3/1/1991
30 RAM Management Group
MRTP Aggressive
4.50 1,000k 2/1/1998
29 Rivoli Fund Management
Rivoli International Fund (MAP)
4.56 5,000k 10/1/1996
28 Clarke Capital Management
Global Magnum
4.65 100k 8/1/1997
27 Eclipse Capital Management
Global Monetary
4.73 5,000k 8/1/1990
26 Hawksbill Capital Management
Global Diversified
4.78 5,000k 11/1/1988
25 Covenant Capital Management
Original Program
4.85 5,000k 9/1/1999
24 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
4.97 200k 11/1/1999
23 Mulvaney Capital Management
The Mulvaney Global Markets Program
5.13 100k 5/1/1999
22 Parizek Capital
Futures Trading Program
5.53 500k 4/1/2000
21 Millburn Corporation
Diversified Program
5.99 20,000k 2/1/1977
20 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
6.51 0k 11/1/1996
19 ISAM
ISAM Systematic Trend Fund
6.53 1,000k 6/1/2001
18 Rivoli Fund Management
Rivoli International Fund (V9)
6.86 5,000k 1/1/2002
17 Quality Capital Management
Global Diversified Programme
6.92 10,000k 12/1/1995
16 Estlander & Partners
Global XL
7.04 5,000k 8/1/1991
15 Saxon Investment Corporation
Diversified Program
7.07 3,000k 9/1/1988
14 Winton Capital Management
Diversified
7.63 50,000k 10/1/1997
13 M.S. Capital Management
Global Diversified Program
7.76 2,000k 11/1/1998
12 Mark J. Walsh Company
Standard Program
8.19 2,000k 9/1/1985
11 Superfund Group
Superfund Green GCT USD
9.01 15k 1/1/2000
10 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.10 100k 11/1/1984
8 NuWave Investment Management, LLC
NuWave Investment Partners LP
9.76 250k 6/1/2001
9 NuWave Investment Management, LLC
Combined Futures Portfolio
9.76 5,000k 6/1/2001
7 Superfund Group
Superfund Green Q-AG
11.94 2k 3/1/1996
6 Saxon Investment Corporation
Aggressive Diversified Program
12.61 2,000k 11/1/1993
5 Kelly Angle Inc.
Genesis Program
12.72 2,000k 4/1/2000
4 DUNN Capital Management
DUNN Combined Fund (DCF)
13.67 100k 5/1/1989
3 FORT LP
Fort Global Diversified
17.99 2,000k 10/1/1993
2 DUNN Capital Management
D'Best Futures Fund, L.P.
18.10 100k 6/1/1994
1 Superfund Group
Superfund Green Master
21.55 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