Diversified Trader Index For October 1999

Monthly Rankings

Rank CTA/Program Oct 1999 Min Inv Inception
54 DUNN Capital Management
D'Best Futures Fund, L.P.
-18.63 100k 6/1/1994
53 EMC Capital Advisors, LLC
Classic
-18.10 5,000k 1/1/1985
52 Dreiss Research Corporation
Diversified Program
-16.61 1,000k 5/1/1991
51 Mark J. Walsh Company
Standard Program
-16.21 2,000k 9/1/1985
50 RAM Management Group
MRTP Aggressive
-16.09 1,000k 2/1/1998
49 Hawksbill Capital Management
Global Diversified
-15.41 5,000k 11/1/1988
48 Estlander & Partners
Global XL
-13.00 5,000k 8/1/1991
47 Tactical Investment Management
Tactical Institutional Commodity Program
-12.91 10,000k 4/1/1993
46 Red Oak Commodity Advisors
Investment Program
-11.86 5,000k 12/1/1989
45 Millburn Corporation
Diversified Program
-11.10 20,000k 2/1/1977
44 Abraham Trading Company
Diversified Program
-9.57 10,000k 1/1/1988
43 M.S. Capital Management
Global Diversified Program
-9.29 2,000k 11/1/1998
42 DUNN Capital Management
DUNN Combined Fund (DCF)
-8.33 100k 5/1/1989
41 Rotella Capital Management
Rotella Polaris Program (Diversified)
-7.95 10,000k 1/1/1991
40 Chesapeake Capital
Diversified (LV)
-7.88 100k 2/1/1988
39 Clarke Capital Management
Millennium
-7.82 1,000k 1/1/1998
38 Estlander & Partners
Alpha Trend
-7.74 30,000k 10/1/1991
37 Alee Capital Management, LLC
Mistral Program
-7.45 2,500k 1/1/1999
36 Rivoli Fund Management
Rivoli International Fund (MAP)
-7.30 5,000k 10/1/1996
35 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-7.00 100k 11/1/1984
34 Estlander & Partners
Global Markets
-6.99 10,000k 8/1/1999
33 Hyman Beck and Company
Global Portfolio
-6.91 1,000k 3/1/1991
32 Transtrend B.V.
DTP – Enhanced Risk (USD)
-6.82 10,000k 1/1/1995
31 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-6.71 10,000k 8/1/1999
30 Winton Capital Management
Diversified
-6.20 50,000k 10/1/1997
29 FORT LP
Fort Global Diversified
-6.16 2,000k 10/1/1993
28 Rabar Market Research
Diversified Program
-6.01 2,000k 1/1/1989
27 Saxon Investment Corporation
Aggressive Diversified Program
-5.87 2,000k 11/1/1993
26 QCM
Global Diversified Programme
-5.50 500k 12/1/1995
25 RAM Management Group
RAM MRTP 1X-Conservative
-5.29 1,000k 9/1/1993
24 Conquest Capital Group
Conquest Macro
-5.26 250k 5/1/1999
23 Clarke Capital Management
Global Magnum
-4.85 100k 8/1/1997
22 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-4.80 100k 5/1/1999
21 MERIT Alternative Investments GmbH
Futures Portfolio
-4.78 2,000k 6/1/1998
20 Transtrend B.V.
DTP – Standard Risk (EUR)
-4.63 10,000k 2/1/1999
19 Clarke Capital Management
Worldwide
-4.57 250k 1/1/1996
18 Covenant Capital Management
Original Program
-4.46 5,000k 9/1/1999
17 Eclipse Capital Management
Global Monetary
-4.30 5,000k 8/1/1990
16 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-4.08 1/1/1989
15 W.G. Wealth Guardian Ltd.
SAFI2 Program
-3.37 1,000k 9/1/1997
14 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-3.27 2,000k 7/1/1992
13 Saxon Investment Corporation
Diversified Program
-3.26 3,000k 9/1/1988
12 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.23 10,000k 10/1/1991
11 Superfund Group
Superfund Green Q-AG
-3.17 2k 3/1/1996
10 Clarke Capital Management
Global Basic
-3.16 50k 2/1/1996
9 Eckhardt Trading Company
Evolution Strategies
-2.86 20,000k 8/1/1991
8 IKOS
The IKOS Hedge Fund
-2.40 10,000k 7/1/1998
7 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-2.09 1,000k 3/1/1998
6 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-1.73 3,000k 10/1/1992
5 Drury Capital
Diversified Trend-Following Program
-1.24 5,000k 5/1/1997
4 Alee Capital Management, LLC
Poniente Program
-0.74 2,500k 1/1/1999
3 Mondiale Asset Management
Mondiale Trading Program
-0.39 0k 9/1/1997
2 Crabel Capital Management
Crabel Multi-Product
2.55 1,000k 3/1/1998
1 Northfield Trading
Diversified
4.90 2,000k 7/1/1989

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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