Diversified Trader Index For March 2000

Monthly Rankings

Rank CTA/Program Mar 2000 Min Inv Inception
56 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-17.30 100k 11/1/1984
55 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-13.40 200k 11/1/1999
54 Dreiss Research Corporation
Diversified Program
-11.14 1,000k 5/1/1991
53 M.S. Capital Management
Global Diversified Program
-9.73 2,000k 11/1/1998
52 FORT LP
Fort Global Diversified
-9.72 2,000k 10/1/1993
51 Clarke Capital Management
Global Basic
-9.00 50k 2/1/1996
50 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-8.40 100k 5/1/1999
49 DUNN Capital Management
D'Best Futures Fund, L.P.
-8.38 100k 6/1/1994
48 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.72 100k 5/1/1989
47 Clarke Capital Management
Global Magnum
-6.60 100k 8/1/1997
46 MERIT Alternative Investments GmbH
Futures Portfolio
-5.43 2,000k 6/1/1998
45 Hyman Beck and Company
Global Portfolio
-5.07 1,000k 3/1/1991
44 Hawksbill Capital Management
Global Diversified
-4.68 5,000k 11/1/1988
43 Rivoli Fund Management
Rivoli International Fund (MAP)
-4.61 5,000k 10/1/1996
42 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-4.54 2,000k 7/1/1992
41 Millburn Ridgefield Corporation
Diversified Program
-4.28 20,000k 2/1/1977
40 Superfund Group
Superfund Green Q-AG
-4.20 2k 3/1/1996
39 Abraham Trading Company
Diversified Program
-4.16 10,000k 1/1/1988
38 Tactical Investment Management
Tactical Institutional Commodity Program
-4.05 10,000k 4/1/1993
37 Red Oak Commodity Advisors
Investment Program
-3.53 5,000k 12/1/1989
36 Winton Capital Management
Diversified
-3.28 50,000k 10/1/1997
35 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-3.25 3,000k 10/1/1992
34 Clarke Capital Management
Worldwide
-2.94 250k 1/1/1996
33 Covenant Capital Management
Original Program
-2.78 5,000k 9/1/1999
32 Clarke Capital Management
Millennium
-2.66 1,000k 1/1/1998
31 EMC Capital Advisors, LLC
Classic
-2.50 5,000k 1/1/1985
30 Superfund Group
Superfund Green GCT USD
-2.45 15k 1/1/2000
29 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.29 10,000k 1/1/1995
28 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.15 10,000k 10/1/1991
27 Rabar Market Research
Diversified Program
-2.13 2,000k 1/1/1989
26 Eckhardt Trading Company
Evolution Strategies
-1.94 20,000k 8/1/1991
25 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.78 10,000k 8/1/1999
24 QCM
Global Diversified Programme
-1.77 500k 12/1/1995
23 Drury Capital
Diversified Trend-Following Program
-1.59 5,000k 5/1/1997
22 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.51 1/1/1989
21 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.49 10,000k 2/1/1999
20 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.45 10,000k 1/1/1991
19 Estlander & Partners
Global XL
-0.06 5,000k 8/1/1991
18 Estlander & Partners
Alpha Trend
-0.01 30,000k 10/1/1991
17 RAM Management Group
RAM MRTP 1X-Conservative
0.04 1,000k 9/1/1993
16 Northfield Trading
Diversified
0.30 2,000k 7/1/1989
15 Estlander & Partners
Global Markets
0.43 10,000k 8/1/1999
14 Saxon Investment Corporation
Aggressive Diversified Program
0.68 2,000k 11/1/1993
13 Saxon Investment Corporation
Diversified Program
0.73 3,000k 9/1/1988
12 RAM Management Group
MRTP Aggressive
1.20 1,000k 2/1/1998
11 Alee Capital Management, LLC
Poniente Program
1.51 2,500k 1/1/1999
10 Crabel Capital Management
Crabel Multi-Product
1.55 1,000k 3/1/1998
9 Mark J. Walsh Company
Standard Program
1.83 2,000k 9/1/1985
8 Chesapeake Capital
Diversified (LV)
1.88 100k 2/1/1988
7 Alee Capital Management, LLC
Mistral Program
2.48 2,500k 1/1/1999
6 Eclipse Capital Management
Global Monetary
3.29 5,000k 8/1/1990
5 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.35 1,000k 9/1/1997
4 Mondiale Asset Management
Mondiale Trading Program
3.36 0k 9/1/1997
3 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
3.44 1,000k 3/1/1998
2 IKOS
The IKOS Hedge Fund
4.04 10,000k 7/1/1998
1 Conquest Capital Group
Conquest Macro
7.16 250k 5/1/1999

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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