Systematic Trader Index For April 2003

Monthly Rankings

Rank CTA/Program Apr 2003 Min Inv Inception
80 Conquest Capital Group
Conquest Macro
-10.22 250k 5/1/1999
79 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-5.45 100k 1/1/2000
78 John Locke Investments
Cyril Systematic Program
-5.33 8,000k 7/1/2000
77 Drury Capital
Diversified Trend-Following Program
-4.10 5,000k 5/1/1997
76 Rivoli Fund Management
Rivoli International Fund (MAP)
-3.71 5,000k 10/1/1996
75 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.32 400k 1/1/1988
74 RAM Management Group
MRTP Aggressive
-3.10 1,000k 2/1/1998
72 NuWave Investment Management, LLC
NuWave Investment Partners LP
-3.09 250k 6/1/2001
73 NuWave Investment Management, LLC
Combined Futures Portfolio
-3.09 5,000k 6/1/2001
71 M.S. Capital Management
Global Diversified Program
-2.61 2,000k 11/1/1998
70 Quality Capital Management
Global Diversified Programme
-1.60 10,000k 12/1/1995
69 Superfund Group
Superfund Green Q-AG
-1.60 2k 3/1/1996
68 Mobius Asset Management
Custom Trading Program
-1.60 100k 1/1/2002
67 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.25 100k 6/1/1994
66 RAM Management Group
RAM MRTP 1X-Conservative
-1.07 1,000k 9/1/1993
65 Superfund Group
Superfund Green Master
-1.03 2,000k 5/1/2001
64 Estlander & Partners
Global XL
-0.82 5,000k 8/1/1991
63 Estlander & Partners
Global Markets
-0.81 10,000k 8/1/1999
62 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.72 3,000k 7/1/2001
61 Northfield Trading
Diversified
-0.60 2,000k 7/1/1989
60 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.25 1,000k 3/1/1998
59 IKOS
The IKOS Hedge Fund
-0.15 10,000k 7/1/1998
58 Hyman Beck and Company
Global Portfolio
-0.10 1,000k 3/1/1991
57 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.00 10,000k 4/1/2003
56 FORT LP
Fort Global Contrarian
0.04 2,000k 10/1/2002
55 FORT LP
Fort Global Diversified
0.04 2,000k 10/1/1993
54 Dreiss Research Corporation
Diversified Program
0.09 1,000k 5/1/1991
53 Millburn Corporation
Diversified Program
0.09 20,000k 2/1/1977
52 ISAM
ISAM Systematic Trend Fund
0.14 1,000k 6/1/2001
51 DUNN Capital Management
DUNN Combined Fund (DCF)
0.17 100k 5/1/1989
50 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.20 10,000k 1/1/2001
49 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.27 5,000k 8/1/2000
48 Chesapeake Capital
Diversified (LV)
0.29 100k 2/1/1988
47 Eckhardt Trading Company
Evolution Strategies
0.31 20,000k 8/1/1991
46 Rivoli Fund Management
Rivoli International Fund (V9)
0.43 5,000k 1/1/2002
45 Eckhardt Trading Company
Evolution Strategies 1.2X
0.46 10,000k 10/1/1991
44 Witter & Lester, Inc.
Redstone
0.50 500k 9/1/1994
43 Superfund Group
Superfund Green L.P. Series A
0.51 5k 10/1/2002
42 Southwest Managed Investments, LLC
Global Diversified
0.51 200k 1/1/2002
41 Spectrum Asset Management LLC
Global Diversified
0.83 2,000k 1/1/2001
40 Superfund Group
Superfund Green L.P. Series B
0.87 5k 10/1/2002
39 Kelly Angle Inc.
Genesis Program
1.02 2,000k 4/1/2000
38 Superfund Group
Superfund Green GCT USD
1.06 15k 1/1/2000
37 EMC Capital Advisors, LLC
Classic
1.10 5,000k 1/1/1985
36 Alee Capital Management, LLC
Poniente Program
1.16 2,500k 1/1/1999
35 Eclipse Capital Management
Global Monetary
1.27 5,000k 8/1/1990
34 Mondiale Asset Management
Mondiale Trading Program
1.39 0k 9/1/1997
33 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.45 100k 5/1/1999
32 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.57 100k 11/1/1984
31 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.63 10,000k 1/1/1991
30 Mark J. Walsh Company
Standard Program
1.77 2,000k 9/1/1985
29 Crabel Capital Management
Crabel Multi-Product
1.87 1,000k 3/1/1998
28 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.90 0k 11/1/1996
27 Abraham Trading Company
Diversified Program
2.02 10,000k 1/1/1988
26 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.16 1,000k 9/1/1997
25 Winton Capital Management
Diversified
2.45 50,000k 10/1/1997
24 Transtrend B.V.
DTP – Standard Risk (EUR)
2.50 10,000k 2/1/1999
23 Alder Capital DAC
Alder Global 10
2.93 2,500k 10/1/2000
22 MERIT Alternative Investments GmbH
Futures Portfolio
3.57 2,000k 6/1/1998
21 Clarke Capital Management
Worldwide
3.69 250k 1/1/1996
20 Parizek Capital
Futures Trading Program
3.73 500k 4/1/2000
19 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.77 10,000k 1/1/1995
18 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.83 10,000k 8/1/1999
17 Lynx Asset Management AB
Lynx Program
4.18 75k 5/1/2000
16 Rabar Market Research
Diversified Program
4.18 2,000k 1/1/1989
15 Clarke Capital Management
Millennium
4.31 1,000k 1/1/1998
14 Tactical Investment Management
Tactical Institutional Commodity Program
4.31 10,000k 4/1/1993
13 Heyden & Steindl GmbH
TOMAC2
4.37 5,000k 3/1/2003
12 Saxon Investment Corporation
Diversified Program
4.66 3,000k 9/1/1988
11 Hawksbill Capital Management
Global Diversified
5.05 5,000k 11/1/1988
10 Estlander & Partners
Alpha Trend
5.05 30,000k 10/1/1991
9 Alder Capital DAC
Alder Global 20
5.29 2,500k 2/1/2001
8 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
6.20 1,000k 3/1/2003
7 Kinkopf Capital Management
KCM S&P (Proprietary)
6.71 100k 1/1/1999
6 Alee Capital Management, LLC
Mistral Program
6.78 2,500k 1/1/1999
5 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
7.03 200k 11/1/1999
4 Clarke Capital Management
Global Basic
7.91 50k 2/1/1996
3 Saxon Investment Corporation
Aggressive Diversified Program
8.85 2,000k 11/1/1993
2 Clarke Capital Management
Global Magnum
9.97 100k 8/1/1997
1 Covenant Capital Management
Original Program
11.74 5,000k 9/1/1999

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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