Diversified Trader Index For January 2000

Monthly Rankings

Rank CTA/Program Jan 2000 Min Inv Inception
56 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-7.02 1,000k 3/1/1998
55 Drury Capital
Diversified Trend-Following Program
-5.58 5,000k 5/1/1997
54 Mulvaney Capital Management
The Mulvaney Global Markets Program
-5.02 100k 5/1/1999
53 Winton Capital Management
Diversified
-3.96 50,000k 10/1/1997
52 Red Oak Commodity Advisors
Investment Program
-3.19 5,000k 12/1/1989
51 Clarke Capital Management
Global Magnum
-2.69 100k 8/1/1997
50 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.48 10,000k 10/1/1991
49 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.37 10,000k 1/1/1991
48 Eckhardt Trading Company
Evolution Strategies
-2.14 20,000k 8/1/1991
47 Hyman Beck and Company
Global Portfolio
-1.75 1,000k 3/1/1991
46 Covenant Capital Management
Original Program
-1.69 5,000k 9/1/1999
45 Estlander & Partners
Alpha Trend
-1.02 30,000k 10/1/1991
44 Estlander & Partners
Global XL
-0.99 5,000k 8/1/1991
43 Chesapeake Capital
Diversified (LV)
-0.87 100k 2/1/1988
42 Rabar Market Research
Diversified Program
-0.71 2,000k 1/1/1989
41 EMC Capital Advisors, LLC
Classic
-0.70 5,000k 1/1/1985
40 MERIT Alternative Investments GmbH
Futures Portfolio
-0.68 2,000k 6/1/1998
39 Alee Capital Management, LLC
Mistral Program
-0.48 2,500k 1/1/1999
38 Clarke Capital Management
Global Basic
-0.45 50k 2/1/1996
37 Saxon Investment Corporation
Diversified Program
-0.42 3,000k 9/1/1988
36 Quality Capital Management
Global Diversified Programme
-0.38 10,000k 12/1/1995
35 RAM Management Group
MRTP Aggressive
-0.26 1,000k 2/1/1998
34 Saxon Investment Corporation
Aggressive Diversified Program
-0.26 2,000k 11/1/1993
33 RAM Management Group
RAM MRTP 1X-Conservative
-0.01 1,000k 9/1/1993
32 Superfund Group
Superfund Green GCT USD
0.00 15k 1/1/2000
31 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
0.07 3,000k 10/1/1992
30 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
0.46 2,000k 7/1/1992
29 Estlander & Partners
Global Markets
0.87 10,000k 8/1/1999
28 Eclipse Capital Management
Global Monetary
0.87 5,000k 8/1/1990
27 Transtrend B.V.
DTP – Standard Risk (EUR)
0.90 10,000k 2/1/1999
26 Mark J. Walsh Company
Standard Program
0.92 2,000k 9/1/1985
25 Mondiale Asset Management
Mondiale Trading Program
1.07 0k 9/1/1997
24 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.31 10,000k 8/1/1999
23 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.55 10,000k 1/1/1995
22 Superfund Group
Superfund Green Q-AG
1.84 2k 3/1/1996
21 Millburn Corporation
Diversified Program
1.86 20,000k 2/1/1977
20 Crabel Capital Management
Crabel Multi-Product
2.02 1,000k 3/1/1998
19 Clarke Capital Management
Worldwide
2.85 250k 1/1/1996
18 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.88 1,000k 9/1/1997
17 Clarke Capital Management
Millennium
3.09 1,000k 1/1/1998
16 M.S. Capital Management
Global Diversified Program
3.50 2,000k 11/1/1998
15 DUNN Capital Management
DUNN Combined Fund (DCF)
3.51 100k 5/1/1989
14 Dreiss Research Corporation
Diversified Program
3.63 1,000k 5/1/1991
13 DUNN Capital Management
D'Best Futures Fund, L.P.
3.71 100k 6/1/1994
12 Sunrise Capital Partners
Sunrise Expanded Diversified Program
3.78 1/1/1989
11 Tactical Investment Management
Tactical Institutional Commodity Program
3.82 10,000k 4/1/1993
10 Alee Capital Management, LLC
Poniente Program
3.89 2,500k 1/1/1999
9 Northfield Trading
Diversified
4.20 2,000k 7/1/1989
8 Conquest Capital Group
Conquest Macro
4.25 250k 5/1/1999
7 FORT LP
Fort Global Diversified
4.49 2,000k 10/1/1993
6 Hawksbill Capital Management
Global Diversified
4.71 5,000k 11/1/1988
5 IKOS
The IKOS Hedge Fund
5.20 10,000k 7/1/1998
4 Rivoli Fund Management
Rivoli International Fund (MAP)
6.14 5,000k 10/1/1996
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.90 100k 11/1/1984
2 Abraham Trading Company
Diversified Program
8.02 10,000k 1/1/1988
1 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
22.70 200k 11/1/1999

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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