Diversified Trader Index For July 2000

Monthly Rankings

Rank CTA/Program Jul 2000 Min Inv Inception
60 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-13.57 2,000k 7/1/1992
59 Hawksbill Capital Management
Global Diversified
-13.50 5,000k 11/1/1988
58 Clarke Capital Management
Global Magnum
-10.01 100k 8/1/1997
57 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-9.01 3,000k 10/1/1992
56 Superfund Group
Superfund Green GCT USD
-8.55 15k 1/1/2000
55 Clarke Capital Management
Worldwide
-7.82 250k 1/1/1996
54 Clarke Capital Management
Global Basic
-6.98 50k 2/1/1996
53 Eclipse Capital Management
Global Monetary
-6.56 5,000k 8/1/1990
52 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-6.54 200k 11/1/1999
51 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-6.19 1,000k 3/1/1998
50 Abraham Trading Company
Diversified Program
-5.26 10,000k 1/1/1988
49 Winton Capital Management
Diversified
-4.58 50,000k 10/1/1997
48 Superfund Group
Superfund Green Q-AG
-4.08 2k 3/1/1996
47 DUNN Capital Management
D'Best Futures Fund, L.P.
-4.07 100k 6/1/1994
46 Chesapeake Capital
Diversified (LV)
-3.71 100k 2/1/1988
45 Clarke Capital Management
Millennium
-3.26 1,000k 1/1/1998
44 Alee Capital Management, LLC
Poniente Program
-3.17 2,500k 1/1/1999
43 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.01 10,000k 10/1/1991
42 Quality Capital Management
Global Diversified Programme
-3.00 10,000k 12/1/1995
41 EMC Capital Advisors, LLC
Classic
-2.80 5,000k 1/1/1985
40 Eckhardt Trading Company
Evolution Strategies
-2.71 20,000k 8/1/1991
39 Conquest Capital Group
Conquest Macro
-2.60 250k 5/1/1999
38 Dreiss Research Corporation
Diversified Program
-2.59 1,000k 5/1/1991
37 Kelly Angle Inc.
Genesis Program
-2.58 2,000k 4/1/2000
36 Mark J. Walsh Company
Standard Program
-2.19 2,000k 9/1/1985
35 Hyman Beck and Company
Global Portfolio
-2.02 1,000k 3/1/1991
34 Millburn Corporation
Diversified Program
-1.69 20,000k 2/1/1977
33 Northfield Trading
Diversified
-1.40 2,000k 7/1/1989
32 Alee Capital Management, LLC
Mistral Program
-1.25 2,500k 1/1/1999
31 Mulvaney Capital Management
The Mulvaney Global Markets Program
-1.25 100k 5/1/1999
30 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.24 1,000k 9/1/1997
29 Tactical Investment Management
Tactical Institutional Commodity Program
-1.20 10,000k 4/1/1993
28 Rabar Market Research
Diversified Program
-1.17 2,000k 1/1/1989
27 Red Oak Commodity Advisors
Investment Program
-1.02 5,000k 12/1/1989
26 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.91 10,000k 8/1/1999
25 Parizek Capital
Futures Trading Program
-0.87 500k 4/1/2000
24 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.77 10,000k 1/1/1995
23 Estlander & Partners
Alpha Trend
-0.71 30,000k 10/1/1991
22 M.S. Capital Management
Global Diversified Program
-0.53 2,000k 11/1/1998
21 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.49 10,000k 2/1/1999
20 Estlander & Partners
Global XL
-0.38 5,000k 8/1/1991
19 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.27 10,000k 1/1/1991
18 FORT LP
Fort Global Diversified
-0.14 2,000k 10/1/1993
17 DUNN Capital Management
DUNN Combined Fund (DCF)
-0.12 100k 5/1/1989
16 John Locke Investments
Cyril Systematic Program
0.00 8,000k 7/1/2000
15 Crabel Capital Management
Crabel Multi-Product
0.21 1,000k 3/1/1998
14 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.43 1/1/1989
13 Estlander & Partners
Global Markets
0.45 10,000k 8/1/1999
12 MERIT Alternative Investments GmbH
Futures Portfolio
0.50 2,000k 6/1/1998
11 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
0.56 100k 11/1/1984
10 Rivoli Fund Management
Rivoli International Fund (MAP)
0.85 5,000k 10/1/1996
9 Lynx Asset Management AB
Lynx Program
0.88 75k 5/1/2000
8 Saxon Investment Corporation
Diversified Program
1.08 3,000k 9/1/1988
7 Mondiale Asset Management
Mondiale Trading Program
1.15 0k 9/1/1997
6 Drury Capital
Diversified Trend-Following Program
1.49 5,000k 5/1/1997
5 Saxon Investment Corporation
Aggressive Diversified Program
1.67 2,000k 11/1/1993
4 Covenant Capital Management
Original Program
3.80 5,000k 9/1/1999
3 IKOS
The IKOS Hedge Fund
4.68 10,000k 7/1/1998
2 RAM Management Group
RAM MRTP 1X-Conservative
5.76 1,000k 9/1/1993
1 RAM Management Group
MRTP Aggressive
16.51 1,000k 2/1/1998

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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