Diversified Trader Index For August 2000

Monthly Rankings

Rank CTA/Program Aug 2000 Min Inv Inception
60 Lynx Asset Management AB
Lynx Program
-4.29 75k 5/1/2000
59 Eclipse Capital Management
Global Monetary
-1.57 5,000k 8/1/1990
58 IKOS
The IKOS Hedge Fund
0.27 10,000k 7/1/1998
57 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.40 1,000k 9/1/1997
56 Eckhardt Trading Company
Evolution Strategies
0.43 20,000k 8/1/1991
55 Parizek Capital
Futures Trading Program
0.54 500k 4/1/2000
54 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.68 1,000k 3/1/1998
53 Eckhardt Trading Company
Evolution Strategies 1.2X
0.71 10,000k 10/1/1991
52 RAM Management Group
RAM MRTP 1X-Conservative
1.30 1,000k 9/1/1993
51 Transtrend B.V.
DTP – Standard Risk (EUR)
1.61 10,000k 2/1/1999
50 John Locke Investments
Cyril Systematic Program
1.64 8,000k 7/1/2000
49 Hyman Beck and Company
Global Portfolio
1.67 1,000k 3/1/1991
48 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.68 10,000k 8/1/1999
47 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.81 10,000k 1/1/1995
46 Estlander & Partners
Alpha Trend
1.85 30,000k 10/1/1991
45 Saxon Investment Corporation
Diversified Program
1.86 3,000k 9/1/1988
44 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.03 10,000k 1/1/1991
43 FORT LP
Fort Global Diversified
2.05 2,000k 10/1/1993
42 Mondiale Asset Management
Mondiale Trading Program
2.19 0k 9/1/1997
41 Rivoli Fund Management
Rivoli International Fund (MAP)
2.51 5,000k 10/1/1996
40 Quality Capital Management
Global Diversified Programme
2.64 10,000k 12/1/1995
39 Alee Capital Management, LLC
Poniente Program
2.99 2,500k 1/1/1999
38 Conquest Capital Group
Conquest Macro
3.02 250k 5/1/1999
37 Winton Capital Management
Diversified
3.23 50,000k 10/1/1997
36 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.29 100k 11/1/1984
35 Northfield Trading
Diversified
3.30 2,000k 7/1/1989
34 Saxon Investment Corporation
Aggressive Diversified Program
3.34 2,000k 11/1/1993
33 Tactical Investment Management
Tactical Institutional Commodity Program
3.46 10,000k 4/1/1993
32 Millburn Corporation
Diversified Program
3.51 20,000k 2/1/1977
31 M.S. Capital Management
Global Diversified Program
3.74 2,000k 11/1/1998
30 Chesapeake Capital
Diversified (LV)
3.90 100k 2/1/1988
29 Sunrise Capital Partners
Sunrise Expanded Diversified Program
3.91 1/1/1989
28 RAM Management Group
MRTP Aggressive
3.91 1,000k 2/1/1998
27 MERIT Alternative Investments GmbH
Futures Portfolio
3.97 2,000k 6/1/1998
26 Kelly Angle Inc.
Genesis Program
3.99 2,000k 4/1/2000
25 Crabel Capital Management
Crabel Multi-Product
4.08 1,000k 3/1/1998
24 DUNN Capital Management
DUNN Combined Fund (DCF)
4.50 100k 5/1/1989
23 Alee Capital Management, LLC
Mistral Program
4.51 2,500k 1/1/1999
22 EMC Capital Advisors, LLC
Classic
4.60 5,000k 1/1/1985
21 Rabar Market Research
Diversified Program
4.73 2,000k 1/1/1989
20 Drury Capital
Diversified Trend-Following Program
4.92 5,000k 5/1/1997
19 Mark J. Walsh Company
Standard Program
5.03 2,000k 9/1/1985
18 Estlander & Partners
Global Markets
5.24 10,000k 8/1/1999
17 Covenant Capital Management
Original Program
5.84 5,000k 9/1/1999
16 Clarke Capital Management
Millennium
5.96 1,000k 1/1/1998
15 Clarke Capital Management
Global Basic
7.14 50k 2/1/1996
14 DUNN Capital Management
D'Best Futures Fund, L.P.
7.91 100k 6/1/1994
13 Red Oak Commodity Advisors
Investment Program
8.69 5,000k 12/1/1989
12 Clarke Capital Management
Worldwide
9.73 250k 1/1/1996
11 Dreiss Research Corporation
Diversified Program
9.90 1,000k 5/1/1991
10 Superfund Group
Superfund Green Q-AG
10.90 2k 3/1/1996
9 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
11.73 3,000k 10/1/1992
8 Abraham Trading Company
Diversified Program
11.76 10,000k 1/1/1988
7 Superfund Group
Superfund Green GCT USD
12.32 15k 1/1/2000
6 Estlander & Partners
Global XL
12.40 5,000k 8/1/1991
5 Mulvaney Capital Management
The Mulvaney Global Markets Program
12.68 100k 5/1/1999
4 Hawksbill Capital Management
Global Diversified
14.61 5,000k 11/1/1988
3 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
17.65 2,000k 7/1/1992
2 Clarke Capital Management
Global Magnum
21.06 100k 8/1/1997
1 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
27.79 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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan