Diversified Trader Index For November 1997

Monthly Rankings

Rank CTA/Program Nov 1997 Min Inv Inception
39 Dreiss Research Corporation
Diversified Program
-6.70 1,000k 5/1/1991
38 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.08 10,000k 10/1/1991
37 Saxon Investment Corporation
Aggressive Diversified Program
-4.69 2,000k 11/1/1993
36 Eckhardt Trading Company
Evolution Strategies
-3.54 20,000k 8/1/1991
35 Saxon Investment Corporation
Diversified Program
-2.43 3,000k 9/1/1988
34 Eclipse Capital Management
Global Monetary
-1.63 5,000k 8/1/1990
33 Estlander & Partners
Alpha Trend
-1.27 30,000k 10/1/1991
32 QCM
Global Diversified Programme
-1.25 500k 12/1/1995
31 Red Oak Commodity Advisors
Investment Program
-0.60 5,000k 12/1/1989
30 Northfield Trading
Diversified
-0.40 2,000k 7/1/1989
29 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.35 10,000k 1/1/1991
28 Mondiale Asset Management
Mondiale Trading Program
-0.17 0k 9/1/1997
27 Millburn Corporation
Diversified Program
-0.10 20,000k 2/1/1977
26 Tactical Investment Management
Tactical Institutional Commodity Program
0.13 10,000k 4/1/1993
25 Rabar Market Research
Diversified Program
0.51 2,000k 1/1/1989
24 RAM Management Group
RAM MRTP 1X-Conservative
0.53 1,000k 9/1/1993
23 Estlander & Partners
Global XL
0.67 5,000k 8/1/1991
22 Hawksbill Capital Management
Global Diversified
0.95 5,000k 11/1/1988
21 EMC Capital Advisors, LLC
Classic
1.00 5,000k 1/1/1985
20 Rivoli Fund Management
Rivoli International Fund (MAP)
1.51 5,000k 10/1/1996
19 Superfund Group
Superfund Green Q-AG
1.60 2k 3/1/1996
18 Clarke Capital Management
Worldwide
1.61 250k 1/1/1996
17 Hyman Beck and Company
Global Portfolio
1.65 1,000k 3/1/1991
16 Chesapeake Capital
Diversified (LV)
1.70 100k 2/1/1988
15 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.82 1/1/1989
14 DUNN Capital Management
D'Best Futures Fund, L.P.
1.99 100k 6/1/1994
13 Abraham Trading Company
Diversified Program
2.10 10,000k 1/1/1988
12 FORT LP
Fort Global Diversified
2.25 2,000k 10/1/1993
11 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.80 1,000k 9/1/1997
10 Clarke Capital Management
Global Magnum
3.60 100k 8/1/1997
9 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
3.61 3,000k 10/1/1992
8 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
4.98 2,000k 7/1/1992
7 Mark J. Walsh Company
Standard Program
5.52 2,000k 9/1/1985
6 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.72 10,000k 1/1/1995
5 DUNN Capital Management
DUNN Combined Fund (DCF)
5.93 100k 5/1/1989
4 Clarke Capital Management
Global Basic
8.01 50k 2/1/1996
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.80 100k 11/1/1984
2 Winton Capital Management
Diversified
9.96 50,000k 10/1/1997
1 Drury Capital
Diversified Trend-Following Program
17.34 5,000k 5/1/1997

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