IASG CTA Index For November 1998

Monthly Rankings

Rank CTA/Program Nov 1998 Min Inv Inception
55 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-13.70 100k 11/1/1984
54 DUNN Capital Management
D'Best Futures Fund, L.P.
-8.47 100k 6/1/1994
53 FORT LP
Fort Global Diversified
-8.41 2,000k 10/1/1993
52 IKOS
The IKOS Hedge Fund
-8.21 10,000k 7/1/1998
51 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.96 100k 5/1/1989
50 Dreiss Research Corporation
Diversified Program
-7.87 1,000k 5/1/1991
49 Range Wise
Investment Program
-7.22 250k 2/1/1991
48 Hyman Beck and Company
Global Portfolio
-5.68 1,000k 3/1/1991
47 Saxon Investment Corporation
Aggressive Diversified Program
-5.56 2,000k 11/1/1993
46 Tactical Investment Management
Tactical Institutional Commodity Program
-5.15 10,000k 4/1/1993
45 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-4.71 1/1/1989
44 Crabel Capital Management
Crabel Multi-Product
-4.45 1,000k 3/1/1998
43 Estlander & Partners
Alpha Trend
-4.30 30,000k 10/1/1991
42 Rabar Market Research
Diversified Program
-3.75 2,000k 1/1/1989
41 Saxon Investment Corporation
Diversified Program
-3.08 3,000k 9/1/1988
40 EMC Capital Advisors, LLC
Classic
-3.00 5,000k 1/1/1985
39 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.69 0k 11/1/1996
38 Eclipse Capital Management
Global Monetary
-2.33 5,000k 8/1/1990
37 Clarke Capital Management
Global Magnum
-2.05 100k 8/1/1997
36 Red Oak Commodity Advisors
Investment Program
-2.03 5,000k 12/1/1989
35 Chesapeake Capital
Diversified (LV)
-1.68 100k 2/1/1988
34 Estlander & Partners
Global XL
-1.35 5,000k 8/1/1991
33 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.06 10,000k 1/1/1995
32 LJM Partners
LJM Aggressive Strategy
-0.96 500k 7/1/1998
31 Millburn Corporation
Diversified Program
-0.48 20,000k 2/1/1977
30 Eckhardt Trading Company
Evolution Strategies
-0.15 20,000k 8/1/1991
28 Eckhardt Trading Company
Evolution Strategies 1.2X
0.00 10,000k 10/1/1991
29 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
27 Warrington Asset Management
Warrington Strategic Program
0.38 50k 1/1/1997
26 Mark J. Walsh Company
Standard Program
0.58 2,000k 9/1/1985
25 Clarke Capital Management
Global Basic
0.59 50k 2/1/1996
24 C-View Limited
Currency Managed Account Program
0.90 5,000k 10/1/1996
23 Hawksbill Capital Management
Global Diversified
0.92 5,000k 11/1/1988
22 Abraham Trading Company
Diversified Program
0.94 10,000k 1/1/1988
21 Winton Capital Management
Diversified
1.15 50,000k 10/1/1997
20 Clarke Capital Management
Worldwide
1.33 250k 1/1/1996
19 MERIT Alternative Investments GmbH
Futures Portfolio
1.49 2,000k 6/1/1998
18 Mondiale Asset Management
Mondiale Trading Program
1.85 0k 9/1/1997
17 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.16 1,000k 3/1/1998
16 RAM Management Group
RAM MRTP 1X-Conservative
2.28 1,000k 9/1/1993
15 KMJ Investments
KMJ Investments
2.48 1,000k 8/1/1994
14 Witter & Lester, Inc.
Redstone
2.52 500k 9/1/1994
13 Rivoli Fund Management
Rivoli International Fund (MAP)
2.55 5,000k 10/1/1996
12 Quality Capital Management
Global Diversified Programme
2.96 10,000k 12/1/1995
11 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.19 10,000k 1/1/1991
10 Drury Capital
Diversified Trend-Following Program
4.25 5,000k 5/1/1997
9 Northfield Trading
Diversified
5.30 2,000k 7/1/1989
8 Clarke Capital Management
Millennium
5.45 1,000k 1/1/1998
7 RAM Management Group
MRTP Aggressive
5.77 1,000k 2/1/1998
6 W.G. Wealth Guardian Ltd.
SAFI2 Program
5.78 1,000k 9/1/1997
5 Ansbacher Investment Management
Market Neutral Put Skew Program
7.27 250k 1/1/1996
4 Witter & Lester, Inc.
Stock Index Futures Trading Program
7.51 400k 1/1/1988
3 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
12.34 3,000k 10/1/1992
2 Superfund Group
Superfund Green Q-AG
13.77 2k 3/1/1996
1 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
19.01 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.

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