Systematic Trader Index For February 2003

Monthly Rankings

Rank CTA/Program Feb 2003 Min Inv Inception
77 Kinkopf Capital Management
KCM S&P (Proprietary)
-9.71 100k 1/1/1999
76 Witter & Lester, Inc.
Stock Index Futures Trading Program
-4.03 400k 1/1/1988
75 Alder Capital DAC
Alder Global 20
-2.48 2,500k 2/1/2001
74 RAM Management Group
MRTP Aggressive
-2.15 1,000k 2/1/1998
73 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.42 10,000k 1/1/2001
72 Mondiale Asset Management
Mondiale Trading Program
-1.37 0k 9/1/1997
71 Alder Capital DAC
Alder Global 10
-1.37 2,500k 10/1/2000
70 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.26 5,000k 8/1/2000
69 Northfield Trading
Diversified
-0.20 2,000k 7/1/1989
68 RAM Management Group
RAM MRTP 1X-Conservative
-0.13 1,000k 9/1/1993
67 Dreiss Research Corporation
Diversified Program
-0.06 1,000k 5/1/1991
66 Covenant Capital Management
Original Program
0.38 5,000k 9/1/1999
65 Mobius Asset Management
Custom Trading Program
0.50 100k 1/1/2002
64 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.83 1,000k 3/1/1998
63 Witter & Lester, Inc.
Redstone
1.09 500k 9/1/1994
62 Southwest Managed Investments, LLC
Global Diversified
1.35 200k 1/1/2002
61 FORT LP
Fort Global Contrarian
1.35 2,000k 10/1/2002
60 Conquest Capital Group
Conquest Macro
1.42 250k 5/1/1999
59 Crabel Capital Management
Crabel Multi-Product
1.66 1,000k 3/1/1998
58 Rivoli Fund Management
Rivoli International Fund (MAP)
2.11 5,000k 10/1/1996
57 Hyman Beck and Company
Global Portfolio
2.19 1,000k 3/1/1991
56 Saxon Investment Corporation
Diversified Program
2.41 3,000k 9/1/1988
55 John Locke Investments
Cyril Systematic Program
2.69 8,000k 7/1/2000
54 Transtrend B.V.
DTP – Standard Risk (EUR)
2.75 10,000k 2/1/1999
53 Briarwood Capital Management, Inc.
Diversified Trading Program
2.77 3,000k 7/1/2001
52 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.31 10,000k 1/1/1991
51 Chesapeake Capital
Diversified (LV)
3.61 100k 2/1/1988
50 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.83 1,000k 9/1/1997
49 Saxon Investment Corporation
Aggressive Diversified Program
3.87 2,000k 11/1/1993
48 MERIT Alternative Investments GmbH
Futures Portfolio
3.88 2,000k 6/1/1998
47 IKOS
The IKOS Hedge Fund
3.88 10,000k 7/1/1998
46 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.98 10,000k 8/1/1999
45 Lynx Asset Management AB
Lynx Program
3.99 75k 5/1/2000
44 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.03 10,000k 1/1/1995
43 M.S. Capital Management
Global Diversified Program
4.11 2,000k 11/1/1998
42 Estlander & Partners
Global Markets
4.13 10,000k 8/1/1999
41 Mark J. Walsh Company
Standard Program
4.35 2,000k 9/1/1985
40 Quality Capital Management
Global Diversified Programme
4.44 10,000k 12/1/1995
39 Spectrum Asset Management LLC
Global Diversified
4.56 2,000k 1/1/2001
38 Alee Capital Management, LLC
Mistral Program
4.68 2,500k 1/1/1999
37 Eclipse Capital Management
Global Monetary
5.16 5,000k 8/1/1990
36 Rabar Market Research
Diversified Program
5.21 2,000k 1/1/1989
35 Estlander & Partners
Alpha Trend
5.21 30,000k 10/1/1991
34 Hawksbill Capital Management
Global Diversified
5.48 5,000k 11/1/1988
33 Rivoli Fund Management
Rivoli International Fund (V9)
5.49 5,000k 1/1/2002
32 ISAM
ISAM Systematic Trend Fund
5.56 1,000k 6/1/2001
31 Clarke Capital Management
Worldwide
6.21 250k 1/1/1996
30 Parizek Capital
Futures Trading Program
6.22 500k 4/1/2000
29 Millburn Corporation
Diversified Program
6.35 20,000k 2/1/1977
28 Drury Capital
Diversified Trend-Following Program
6.94 5,000k 5/1/1997
27 Mulvaney Capital Management
The Mulvaney Global Markets Program
7.22 100k 5/1/1999
26 Eckhardt Trading Company
Evolution Strategies
7.26 20,000k 8/1/1991
25 Estlander & Partners
Global XL
7.35 5,000k 8/1/1991
24 FORT LP
Fort Global Diversified
7.54 2,000k 10/1/1993
23 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
8.05 100k 1/1/2000
22 Eckhardt Trading Company
Evolution Strategies 1.2X
8.82 10,000k 10/1/1991
21 Tactical Investment Management
Tactical Institutional Commodity Program
9.08 10,000k 4/1/1993
20 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
9.39 0k 11/1/1996
19 EMC Capital Advisors, LLC
Classic
10.30 5,000k 1/1/1985
17 NuWave Investment Management, LLC
NuWave Investment Partners LP
10.98 250k 6/1/2001
18 NuWave Investment Management, LLC
Combined Futures Portfolio
10.98 5,000k 6/1/2001
16 Winton Capital Management
Diversified
11.95 50,000k 10/1/1997
15 Superfund Group
Superfund Green L.P. Series A
12.00 5k 10/1/2002
14 Superfund Group
Superfund Green Q-AG
12.04 2k 3/1/1996
13 Alee Capital Management, LLC
Poniente Program
12.46 2,500k 1/1/1999
12 Clarke Capital Management
Global Magnum
12.52 100k 8/1/1997
11 DUNN Capital Management
DUNN Combined Fund (DCF)
13.17 100k 5/1/1989
10 Abraham Trading Company
Diversified Program
13.18 10,000k 1/1/1988
9 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
13.83 100k 11/1/1984
8 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
14.17 200k 11/1/1999
7 Superfund Group
Superfund Green GCT USD
15.52 15k 1/1/2000
6 Clarke Capital Management
Millennium
16.15 1,000k 1/1/1998
5 DUNN Capital Management
D'Best Futures Fund, L.P.
16.62 100k 6/1/1994
4 Kelly Angle Inc.
Genesis Program
16.71 2,000k 4/1/2000
3 Superfund Group
Superfund Green L.P. Series B
17.07 5k 10/1/2002
2 Clarke Capital Management
Global Basic
18.33 50k 2/1/1996
1 Superfund Group
Superfund Green Master
20.27 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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