IASG CTA Index For November 1992

Monthly Rankings

Rank CTA/Program Nov 1992 Min Inv Inception
25 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.30 100k 11/1/1984
24 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.60 400k 1/1/1988
23 Estlander & Partners
Global XL
-3.52 5,000k 8/1/1991
22 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.17 100k 5/1/1989
21 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.95 10,000k 1/1/1991
20 Hyman Beck and Company
Global Portfolio
-0.37 1,000k 3/1/1991
19 EMC Capital Advisors, LLC
Classic
0.80 5,000k 1/1/1985
18 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
0.97 3,000k 10/1/1992
17 Mark J. Walsh Company
Standard Program
1.10 2,000k 9/1/1985
16 Rabar Market Research
Diversified Program
1.45 2,000k 1/1/1989
15 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
1.60 2,000k 7/1/1992
14 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.69 1/1/1989
13 Red Oak Commodity Advisors
Investment Program
1.92 5,000k 12/1/1989
12 Hawksbill Capital Management
Global Diversified
2.08 5,000k 11/1/1988
11 Chesapeake Capital
Diversified (LV)
2.27 100k 2/1/1988
10 Eclipse Capital Management
Global Monetary
2.33 5,000k 8/1/1990
9 Dreiss Research Corporation
Diversified Program
2.52 1,000k 5/1/1991
8 Millburn Corporation
Diversified Program
2.63 20,000k 2/1/1977
7 Abraham Trading Company
Diversified Program
4.65 10,000k 1/1/1988
6 Estlander & Partners
Alpha Trend
4.91 30,000k 10/1/1991
5 Range Wise
Investment Program
5.29 250k 2/1/1991
4 Northfield Trading
Diversified
5.60 2,000k 7/1/1989
3 Eckhardt Trading Company
Evolution Strategies
7.70 20,000k 8/1/1991
2 Eckhardt Trading Company
Evolution Strategies 1.2X
9.76 10,000k 10/1/1991
1 Saxon Investment Corporation
Diversified Program
17.58 3,000k 9/1/1988

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