Systematic Trader Index For January 2003

Monthly Rankings

Rank CTA/Program Jan 2003 Min Inv Inception
77 Clarke Capital Management
Global Basic
-15.71 50k 2/1/1996
76 Clarke Capital Management
Global Magnum
-6.20 100k 8/1/1997
75 Conquest Capital Group
Conquest Macro
-5.54 250k 5/1/1999
74 Witter & Lester, Inc.
Stock Index Futures Trading Program
-4.70 400k 1/1/1988
73 Northfield Trading
Diversified
-3.70 2,000k 7/1/1989
72 Alee Capital Management, LLC
Poniente Program
-2.51 2,500k 1/1/1999
71 Crabel Capital Management
Crabel Multi-Product
-1.50 1,000k 3/1/1998
70 RAM Management Group
MRTP Aggressive
-0.64 1,000k 2/1/1998
69 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.41 10,000k 1/1/2001
68 Alee Capital Management, LLC
Mistral Program
-0.26 2,500k 1/1/1999
67 RAM Management Group
RAM MRTP 1X-Conservative
-0.21 1,000k 9/1/1993
66 Mondiale Asset Management
Mondiale Trading Program
-0.21 0k 9/1/1997
65 Dreiss Research Corporation
Diversified Program
0.13 1,000k 5/1/1991
64 Witter & Lester, Inc.
Redstone
0.27 500k 9/1/1994
63 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.84 1,000k 3/1/1998
62 MERIT Alternative Investments GmbH
Futures Portfolio
1.10 2,000k 6/1/1998
61 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.26 1,000k 9/1/1997
60 Eckhardt Trading Company
Evolution Strategies
1.56 20,000k 8/1/1991
59 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.71 10,000k 1/1/1991
58 Eckhardt Trading Company
Evolution Strategies 1.2X
2.00 10,000k 10/1/1991
57 Southwest Managed Investments, LLC
Global Diversified
2.54 200k 1/1/2002
56 Clarke Capital Management
Worldwide
2.62 250k 1/1/1996
55 Trigon Investment Advisors, LLC
Foreign Exchange Program
2.75 5,000k 8/1/2000
54 Rivoli Fund Management
Rivoli International Fund (MAP)
2.79 5,000k 10/1/1996
53 Kinkopf Capital Management
KCM S&P (Proprietary)
2.82 100k 1/1/1999
52 Lynx Asset Management AB
Lynx Program
2.99 75k 5/1/2000
51 John Locke Investments
Cyril Systematic Program
2.99 8,000k 7/1/2000
50 Rabar Market Research
Diversified Program
3.36 2,000k 1/1/1989
49 Transtrend B.V.
DTP – Standard Risk (EUR)
3.40 10,000k 2/1/1999
48 Briarwood Capital Management, Inc.
Diversified Trading Program
3.49 3,000k 7/1/2001
47 Hawksbill Capital Management
Global Diversified
3.52 5,000k 11/1/1988
46 Alder Capital DAC
Alder Global 10
3.92 2,500k 10/1/2000
45 Millburn Corporation
Diversified Program
3.97 20,000k 2/1/1977
44 Quality Capital Management
Global Diversified Programme
4.18 10,000k 12/1/1995
43 IKOS
The IKOS Hedge Fund
4.34 10,000k 7/1/1998
42 Parizek Capital
Futures Trading Program
4.35 500k 4/1/2000
41 Rivoli Fund Management
Rivoli International Fund (V9)
4.62 5,000k 1/1/2002
40 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.03 10,000k 8/1/1999
39 EMC Capital Advisors, LLC
Classic
5.10 5,000k 1/1/1985
38 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.18 10,000k 1/1/1995
37 Mark J. Walsh Company
Standard Program
5.66 2,000k 9/1/1985
36 Winton Capital Management
Diversified
5.95 50,000k 10/1/1997
35 Mobius Asset Management
Custom Trading Program
6.40 100k 1/1/2002
34 Chesapeake Capital
Diversified (LV)
6.52 100k 2/1/1988
33 Estlander & Partners
Global Markets
6.62 10,000k 8/1/1999
32 Hyman Beck and Company
Global Portfolio
6.90 1,000k 3/1/1991
31 Spectrum Asset Management LLC
Global Diversified
6.90 2,000k 1/1/2001
30 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.94 100k 11/1/1984
29 Estlander & Partners
Alpha Trend
7.16 30,000k 10/1/1991
28 Alder Capital DAC
Alder Global 20
7.16 2,500k 2/1/2001
27 FORT LP
Fort Global Contrarian
7.21 2,000k 10/1/2002
26 Drury Capital
Diversified Trend-Following Program
7.76 5,000k 5/1/1997
25 Eclipse Capital Management
Global Monetary
7.79 5,000k 8/1/1990
24 DUNN Capital Management
DUNN Combined Fund (DCF)
7.86 100k 5/1/1989
23 M.S. Capital Management
Global Diversified Program
8.56 2,000k 11/1/1998
22 FORT LP
Fort Global Diversified
8.73 2,000k 10/1/1993
21 Saxon Investment Corporation
Diversified Program
8.78 3,000k 9/1/1988
20 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
8.96 200k 11/1/1999
18 NuWave Investment Management, LLC
NuWave Investment Partners LP
9.70 250k 6/1/2001
19 NuWave Investment Management, LLC
Combined Futures Portfolio
9.70 5,000k 6/1/2001
17 ISAM
ISAM Systematic Trend Fund
9.78 1,000k 6/1/2001
16 Clarke Capital Management
Millennium
10.11 1,000k 1/1/1998
15 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
10.27 100k 1/1/2000
14 Tactical Investment Management
Tactical Institutional Commodity Program
10.47 10,000k 4/1/1993
13 Kelly Angle Inc.
Genesis Program
11.05 2,000k 4/1/2000
12 Superfund Group
Superfund Green L.P. Series A
11.38 5k 10/1/2002
11 DUNN Capital Management
D'Best Futures Fund, L.P.
12.07 100k 6/1/1994
10 Superfund Group
Superfund Green Q-AG
12.76 2k 3/1/1996
9 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
13.07 0k 11/1/1996
8 Estlander & Partners
Global XL
13.16 5,000k 8/1/1991
7 Mulvaney Capital Management
The Mulvaney Global Markets Program
13.20 100k 5/1/1999
6 Covenant Capital Management
Original Program
13.66 5,000k 9/1/1999
5 Saxon Investment Corporation
Aggressive Diversified Program
15.21 2,000k 11/1/1993
4 Superfund Group
Superfund Green L.P. Series B
17.59 5k 10/1/2002
3 Superfund Group
Superfund Green GCT USD
19.99 15k 1/1/2000
2 Abraham Trading Company
Diversified Program
24.18 10,000k 1/1/1988
1 Superfund Group
Superfund Green Master
27.42 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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