IASG CTA Index For March 1998

Monthly Rankings

Rank CTA/Program Mar 1998 Min Inv Inception
51 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-17.59 2,000k 7/1/1992
50 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-10.72 3,000k 10/1/1992
49 Mark J. Walsh Company
Standard Program
-7.14 2,000k 9/1/1985
48 Hawksbill Capital Management
Global Diversified
-6.65 5,000k 11/1/1988
47 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.75 10,000k 10/1/1991
46 C-View Limited
Currency Managed Account Program
-4.74 5,000k 10/1/1996
45 Abraham Trading Company
Diversified Program
-4.45 10,000k 1/1/1988
44 EMC Capital Advisors, LLC
Classic
-3.80 5,000k 1/1/1985
43 Clarke Capital Management
Global Basic
-3.80 50k 2/1/1996
42 Saxon Investment Corporation
Aggressive Diversified Program
-3.27 2,000k 11/1/1993
41 Eckhardt Trading Company
Evolution Strategies
-3.20 20,000k 8/1/1991
40 Clarke Capital Management
Millennium
-3.17 1,000k 1/1/1998
39 Clarke Capital Management
Global Magnum
-2.98 100k 8/1/1997
38 KMJ Investments
KMJ Investments
-2.66 1,000k 8/1/1994
37 RAM Management Group
MRTP Aggressive
-2.61 1,000k 2/1/1998
36 Witter & Lester, Inc.
Stock Index Futures Trading Program
-2.37 400k 1/1/1988
35 Tactical Investment Management
Tactical Institutional Commodity Program
-1.72 10,000k 4/1/1993
34 Northfield Trading
Diversified
-1.50 2,000k 7/1/1989
33 Saxon Investment Corporation
Diversified Program
-1.24 3,000k 9/1/1988
32 RAM Management Group
RAM MRTP 1X-Conservative
-1.19 1,000k 9/1/1993
31 Quality Capital Management
Global Diversified Programme
-0.73 10,000k 12/1/1995
30 Eclipse Capital Management
Global Monetary
-0.63 5,000k 8/1/1990
29 Clarke Capital Management
Worldwide
-0.41 250k 1/1/1996
28 Range Wise
Investment Program
-0.20 250k 2/1/1991
27 Hyman Beck and Company
Global Portfolio
-0.08 1,000k 3/1/1991
24 Crabel Capital Management
Crabel Multi-Product
0.00 1,000k 3/1/1998
25 Rabar Market Research
Diversified Program
0.00 2,000k 1/1/1989
26 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.00 1,000k 3/1/1998
23 Dreiss Research Corporation
Diversified Program
0.05 1,000k 5/1/1991
22 Witter & Lester, Inc.
Redstone
0.22 500k 9/1/1994
21 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.39 0k 11/1/1996
20 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.08 10,000k 1/1/1991
19 Millburn Corporation
Diversified Program
1.17 20,000k 2/1/1977
18 Rivoli Fund Management
Rivoli International Fund (MAP)
1.79 5,000k 10/1/1996
17 Warrington Asset Management
Warrington Strategic Program
2.36 50k 1/1/1997
16 Sunrise Capital Partners
Sunrise Expanded Diversified Program
2.66 1/1/1989
15 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.79 10,000k 1/1/1995
14 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.03 1,000k 9/1/1997
13 Mondiale Asset Management
Mondiale Trading Program
3.05 0k 9/1/1997
12 FORT LP
Fort Global Diversified
3.43 2,000k 10/1/1993
11 DUNN Capital Management
DUNN Combined Fund (DCF)
3.46 100k 5/1/1989
10 Superfund Group
Superfund Green Q-AG
3.60 2k 3/1/1996
9 Chesapeake Capital
Diversified (LV)
3.65 100k 2/1/1988
8 Estlander & Partners
Alpha Trend
3.75 30,000k 10/1/1991
7 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.00 100k 11/1/1984
6 Estlander & Partners
Global XL
4.01 5,000k 8/1/1991
5 Red Oak Commodity Advisors
Investment Program
4.03 5,000k 12/1/1989
4 DUNN Capital Management
D'Best Futures Fund, L.P.
5.47 100k 6/1/1994
3 Drury Capital
Diversified Trend-Following Program
6.60 5,000k 5/1/1997
2 Ansbacher Investment Management
Market Neutral Put Skew Program
6.81 250k 1/1/1996
1 Winton Capital Management
Diversified
7.38 50,000k 10/1/1997

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