IASG CTA Index For December 1996

Monthly Rankings

Rank CTA/Program Dec 1996 Min Inv Inception
41 Hawksbill Capital Management
Global Diversified
-26.29 5,000k 11/1/1988
40 Saxon Investment Corporation
Aggressive Diversified Program
-17.53 2,000k 11/1/1993
39 Clarke Capital Management
Global Basic
-15.76 50k 2/1/1996
38 Saxon Investment Corporation
Diversified Program
-11.53 3,000k 9/1/1988
37 Ansbacher Investment Management
Market Neutral Put Skew Program
-10.81 250k 1/1/1996
36 Mark J. Walsh Company
Standard Program
-10.74 2,000k 9/1/1985
35 Hyman Beck and Company
Global Portfolio
-8.71 1,000k 3/1/1991
34 EMC Capital Advisors, LLC
Classic
-8.70 5,000k 1/1/1985
33 Clarke Capital Management
Worldwide
-8.48 250k 1/1/1996
32 DUNN Capital Management
DUNN Combined Fund (DCF)
-8.36 100k 5/1/1989
31 Eckhardt Trading Company
Evolution Strategies 1.2X
-7.64 10,000k 10/1/1991
30 Estlander & Partners
Global XL
-7.39 5,000k 8/1/1991
29 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-7.10 100k 11/1/1984
28 Witter & Lester, Inc.
Redstone
-6.45 500k 9/1/1994
27 Abraham Trading Company
Diversified Program
-6.41 10,000k 1/1/1988
26 Tactical Investment Management
Tactical Institutional Commodity Program
-6.33 10,000k 4/1/1993
25 Superfund Group
Superfund Green Q-AG
-6.07 2k 3/1/1996
24 Eckhardt Trading Company
Evolution Strategies
-5.51 20,000k 8/1/1991
23 Rabar Market Research
Diversified Program
-5.08 2,000k 1/1/1989
22 Chesapeake Capital
Diversified (LV)
-4.30 100k 2/1/1988
21 Estlander & Partners
Alpha Trend
-4.09 30,000k 10/1/1991
20 Red Oak Commodity Advisors
Investment Program
-3.62 5,000k 12/1/1989
19 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.12 10,000k 1/1/1995
18 Eclipse Capital Management
Global Monetary
-2.19 5,000k 8/1/1990
17 Northfield Trading
Diversified
-2.10 2,000k 7/1/1989
16 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.93 10,000k 1/1/1991
15 KMJ Investments
KMJ Investments
-1.81 1,000k 8/1/1994
14 FORT LP
Fort Global Diversified
-1.10 2,000k 10/1/1993
13 RAM Management Group
RAM MRTP 1X-Conservative
-0.90 1,000k 9/1/1993
12 DUNN Capital Management
D'Best Futures Fund, L.P.
-0.25 100k 6/1/1994
11 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.08 400k 1/1/1988
10 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.96 0k 11/1/1996
9 Range Wise
Investment Program
1.04 250k 2/1/1991
8 Millburn Corporation
Diversified Program
1.22 20,000k 2/1/1977
7 C-View Limited
Currency Managed Account Program
1.50 5,000k 10/1/1996
6 Rivoli Fund Management
Rivoli International Fund (MAP)
1.59 5,000k 10/1/1996
5 Sunrise Capital Partners
Sunrise Expanded Diversified Program
2.73 1/1/1989
4 Quality Capital Management
Global Diversified Programme
4.64 10,000k 12/1/1995
3 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
7.20 3,000k 10/1/1992
2 Dreiss Research Corporation
Diversified Program
7.58 1,000k 5/1/1991
1 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
12.21 2,000k 7/1/1992

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