Diversified Trader Index For November 1999

Monthly Rankings

Rank CTA/Program Nov 1999 Min Inv Inception
55 Red Oak Commodity Advisors
Investment Program
-11.43 5,000k 12/1/1989
54 Crabel Capital Management
Crabel Multi-Product
-3.13 1,000k 3/1/1998
53 FORT LP
Fort Global Diversified
-2.89 2,000k 10/1/1993
52 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.05 1,000k 3/1/1998
51 Eclipse Capital Management
Global Monetary
-0.45 5,000k 8/1/1990
50 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
0.00 200k 11/1/1999
49 Eckhardt Trading Company
Evolution Strategies
0.04 20,000k 8/1/1991
48 Eckhardt Trading Company
Evolution Strategies 1.2X
0.41 10,000k 10/1/1991
47 Hyman Beck and Company
Global Portfolio
0.48 1,000k 3/1/1991
46 Northfield Trading
Diversified
0.50 2,000k 7/1/1989
45 Clarke Capital Management
Global Basic
0.50 50k 2/1/1996
44 Alee Capital Management, LLC
Poniente Program
0.65 2,500k 1/1/1999
43 Transtrend B.V.
DTP – Standard Risk (EUR)
0.95 10,000k 2/1/1999
42 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.30 100k 11/1/1984
41 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.44 10,000k 8/1/1999
40 DUNN Capital Management
DUNN Combined Fund (DCF)
1.45 100k 5/1/1989
39 Mondiale Asset Management
Mondiale Trading Program
1.72 0k 9/1/1997
38 Mark J. Walsh Company
Standard Program
1.80 2,000k 9/1/1985
37 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.84 10,000k 1/1/1995
36 EMC Capital Advisors, LLC
Classic
2.10 5,000k 1/1/1985
35 Rabar Market Research
Diversified Program
2.13 2,000k 1/1/1989
34 M.S. Capital Management
Global Diversified Program
2.17 2,000k 11/1/1998
33 IKOS
The IKOS Hedge Fund
2.17 10,000k 7/1/1998
32 Millburn Corporation
Diversified Program
2.34 20,000k 2/1/1977
31 MERIT Alternative Investments GmbH
Futures Portfolio
2.37 2,000k 6/1/1998
30 DUNN Capital Management
D'Best Futures Fund, L.P.
2.69 100k 6/1/1994
29 Rivoli Fund Management
Rivoli International Fund (MAP)
2.78 5,000k 10/1/1996
28 Tactical Investment Management
Tactical Institutional Commodity Program
2.85 10,000k 4/1/1993
27 RAM Management Group
RAM MRTP 1X-Conservative
3.03 1,000k 9/1/1993
26 Saxon Investment Corporation
Diversified Program
3.14 3,000k 9/1/1988
25 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.50 1,000k 9/1/1997
24 Estlander & Partners
Alpha Trend
3.70 30,000k 10/1/1991
23 Covenant Capital Management
Original Program
3.88 5,000k 9/1/1999
22 Chesapeake Capital
Diversified (LV)
4.16 100k 2/1/1988
21 Conquest Capital Group
Conquest Macro
4.28 250k 5/1/1999
20 Sunrise Capital Partners
Sunrise Expanded Diversified Program
4.36 1/1/1989
19 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.40 10,000k 1/1/1991
18 Clarke Capital Management
Global Magnum
5.17 100k 8/1/1997
17 Drury Capital
Diversified Trend-Following Program
5.20 5,000k 5/1/1997
16 Estlander & Partners
Global Markets
5.64 10,000k 8/1/1999
15 Saxon Investment Corporation
Aggressive Diversified Program
5.91 2,000k 11/1/1993
14 Clarke Capital Management
Worldwide
6.29 250k 1/1/1996
13 Quality Capital Management
Global Diversified Programme
6.81 10,000k 12/1/1995
12 Mulvaney Capital Management
The Mulvaney Global Markets Program
7.01 100k 5/1/1999
11 Hawksbill Capital Management
Global Diversified
7.26 5,000k 11/1/1988
10 Clarke Capital Management
Millennium
7.39 1,000k 1/1/1998
9 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
8.70 3,000k 10/1/1992
8 RAM Management Group
MRTP Aggressive
9.42 1,000k 2/1/1998
7 Superfund Group
Superfund Green Q-AG
10.56 2k 3/1/1996
6 Alee Capital Management, LLC
Mistral Program
10.71 2,500k 1/1/1999
5 Estlander & Partners
Global XL
11.26 5,000k 8/1/1991
4 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
12.68 2,000k 7/1/1992
3 Abraham Trading Company
Diversified Program
13.64 10,000k 1/1/1988
2 Winton Capital Management
Diversified
13.93 50,000k 10/1/1997
1 Dreiss Research Corporation
Diversified Program
16.68 1,000k 5/1/1991

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