Diversified Trader Index For May 2000

Monthly Rankings

Rank CTA/Program May 2000 Min Inv Inception
59 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-7.60 100k 11/1/1984
58 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.17 100k 5/1/1989
57 Hyman Beck and Company
Global Portfolio
-4.68 1,000k 3/1/1991
56 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-3.93 1,000k 3/1/1998
55 Northfield Trading
Diversified
-3.00 2,000k 7/1/1989
54 Parizek Capital
Futures Trading Program
-2.92 500k 4/1/2000
53 Covenant Capital Management
Original Program
-2.69 5,000k 9/1/1999
52 Abraham Trading Company
Diversified Program
-2.58 10,000k 1/1/1988
51 Millburn Corporation
Diversified Program
-1.62 20,000k 2/1/1977
50 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.43 1/1/1989
49 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.14 100k 6/1/1994
48 Winton Capital Management
Diversified
-0.26 50,000k 10/1/1997
47 Rabar Market Research
Diversified Program
-0.05 2,000k 1/1/1989
46 Lynx Asset Management AB
Lynx Program
0.00 75k 5/1/2000
45 Estlander & Partners
Alpha Trend
0.31 30,000k 10/1/1991
44 Estlander & Partners
Global Markets
0.33 10,000k 8/1/1999
43 Chesapeake Capital
Diversified (LV)
0.63 100k 2/1/1988
42 Estlander & Partners
Global XL
0.89 5,000k 8/1/1991
41 Mondiale Asset Management
Mondiale Trading Program
0.93 0k 9/1/1997
40 Drury Capital
Diversified Trend-Following Program
1.14 5,000k 5/1/1997
39 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.44 1,000k 9/1/1997
38 Transtrend B.V.
DTP – Standard Risk (EUR)
1.64 10,000k 2/1/1999
37 Eckhardt Trading Company
Evolution Strategies
1.88 20,000k 8/1/1991
36 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.31 10,000k 8/1/1999
35 Eckhardt Trading Company
Evolution Strategies 1.2X
2.44 10,000k 10/1/1991
34 QCM
Global Diversified Programme
2.46 500k 12/1/1995
33 IKOS
The IKOS Hedge Fund
2.50 10,000k 7/1/1998
32 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.52 10,000k 1/1/1995
31 Alee Capital Management, LLC
Mistral Program
2.92 2,500k 1/1/1999
30 Saxon Investment Corporation
Diversified Program
3.87 3,000k 9/1/1988
29 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.10 10,000k 1/1/1991
28 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
4.38 3,000k 10/1/1992
27 Eclipse Capital Management
Global Monetary
4.53 5,000k 8/1/1990
26 RAM Management Group
RAM MRTP 1X-Conservative
4.65 1,000k 9/1/1993
25 Hawksbill Capital Management
Global Diversified
5.11 5,000k 11/1/1988
24 Crabel Capital Management
Crabel Multi-Product
5.14 1,000k 3/1/1998
23 Mark J. Walsh Company
Standard Program
5.23 2,000k 9/1/1985
22 Clarke Capital Management
Millennium
5.35 1,000k 1/1/1998
21 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
5.97 2,000k 7/1/1992
20 M.S. Capital Management
Global Diversified Program
5.97 2,000k 11/1/1998
19 Alee Capital Management, LLC
Poniente Program
6.12 2,500k 1/1/1999
18 Superfund Group
Superfund Green Q-AG
6.27 2k 3/1/1996
17 Superfund Group
Superfund Green GCT USD
6.45 15k 1/1/2000
16 Kelly Angle Inc.
Genesis Program
6.75 2,000k 4/1/2000
15 Mulvaney Capital Management
The Mulvaney Global Markets Fund
6.97 100k 5/1/1999
14 Saxon Investment Corporation
Aggressive Diversified Program
7.09 2,000k 11/1/1993
13 FORT LP
Fort Global Diversified
7.21 2,000k 10/1/1993
12 Conquest Capital Group
Conquest Macro
8.08 250k 5/1/1999
11 Tactical Investment Management
Tactical Institutional Commodity Program
8.37 10,000k 4/1/1993
10 MERIT Alternative Investments GmbH
Futures Portfolio
8.46 2,000k 6/1/1998
9 EMC Capital Advisors, LLC
Classic
8.80 5,000k 1/1/1985
8 Dreiss Research Corporation
Diversified Program
9.18 1,000k 5/1/1991
7 Clarke Capital Management
Worldwide
9.52 250k 1/1/1996
6 Rivoli Fund Management
Rivoli International Fund (MAP)
9.85 5,000k 10/1/1996
5 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
10.58 200k 11/1/1999
4 Red Oak Commodity Advisors
Investment Program
13.50 5,000k 12/1/1989
3 RAM Management Group
MRTP Aggressive
14.05 1,000k 2/1/1998
2 Clarke Capital Management
Global Magnum
24.18 100k 8/1/1997
1 Clarke Capital Management
Global Basic
30.89 50k 2/1/1996

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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