IASG CTA Index For July 1998

Monthly Rankings

Rank CTA/Program Jul 1998 Min Inv Inception
54 Crabel Capital Management
Crabel Multi-Product
-6.65 1,000k 3/1/1998
53 Hawksbill Capital Management
Global Diversified
-6.24 5,000k 11/1/1988
52 Red Oak Commodity Advisors
Investment Program
-6.09 5,000k 12/1/1989
51 Range Wise
Investment Program
-5.28 250k 2/1/1991
50 Transtrend B.V.
DTP – Enhanced Risk (USD)
-4.75 10,000k 1/1/1995
49 Millburn Corporation
Diversified Program
-4.63 20,000k 2/1/1977
48 Ansbacher Investment Management
Market Neutral Put Skew Program
-4.01 250k 1/1/1996
47 EMC Capital Advisors, LLC
Classic
-3.80 5,000k 1/1/1985
46 Eclipse Capital Management
Global Monetary
-3.46 5,000k 8/1/1990
45 Mark J. Walsh Company
Standard Program
-2.73 2,000k 9/1/1985
44 Clarke Capital Management
Global Magnum
-2.40 100k 8/1/1997
43 Quality Capital Management
Global Diversified Programme
-2.22 10,000k 12/1/1995
42 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.02 10,000k 10/1/1991
41 Hyman Beck and Company
Global Portfolio
-2.01 1,000k 3/1/1991
40 Eckhardt Trading Company
Evolution Strategies
-1.59 20,000k 8/1/1991
39 Northfield Trading
Diversified
-1.50 2,000k 7/1/1989
38 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.40 100k 11/1/1984
37 Drury Capital
Diversified Trend-Following Program
-1.38 5,000k 5/1/1997
36 DUNN Capital Management
DUNN Combined Fund (DCF)
-1.32 100k 5/1/1989
35 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.30 100k 6/1/1994
34 Clarke Capital Management
Global Basic
-1.27 50k 2/1/1996
33 RAM Management Group
MRTP Aggressive
-1.02 1,000k 2/1/1998
32 KMJ Investments
KMJ Investments
-0.94 1,000k 8/1/1994
31 Tactical Investment Management
Tactical Institutional Commodity Program
-0.84 10,000k 4/1/1993
30 Abraham Trading Company
Diversified Program
-0.83 10,000k 1/1/1988
29 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.61 1/1/1989
28 Clarke Capital Management
Worldwide
-0.56 250k 1/1/1996
27 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.44 1,000k 3/1/1998
26 Estlander & Partners
Global XL
-0.11 5,000k 8/1/1991
25 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.05 5,000k 10/1/1996
24 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.02 1,000k 9/1/1997
23 LJM Partners
LJM Aggressive Strategy
0.00 500k 7/1/1998
22 IKOS
The IKOS Hedge Fund
0.00 10,000k 7/1/1998
21 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.10 10,000k 1/1/1991
20 Mondiale Asset Management
Mondiale Trading Program
0.46 0k 9/1/1997
19 Warrington Asset Management
Warrington Strategic Program
0.54 50k 1/1/1997
18 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.68 0k 11/1/1996
17 RAM Management Group
RAM MRTP 1X-Conservative
0.72 1,000k 9/1/1993
16 Saxon Investment Corporation
Aggressive Diversified Program
0.77 2,000k 11/1/1993
15 Saxon Investment Corporation
Diversified Program
0.80 3,000k 9/1/1988
14 Witter & Lester, Inc.
Redstone
0.83 500k 9/1/1994
13 Rabar Market Research
Diversified Program
1.16 2,000k 1/1/1989
12 Winton Capital Management
Diversified
1.51 50,000k 10/1/1997
11 Estlander & Partners
Alpha Trend
1.62 30,000k 10/1/1991
10 MERIT Alternative Investments GmbH
Futures Portfolio
2.29 2,000k 6/1/1998
9 Chesapeake Capital
Diversified (LV)
3.03 100k 2/1/1988
8 FORT LP
Fort Global Diversified
3.64 2,000k 10/1/1993
7 Clarke Capital Management
Millennium
4.13 1,000k 1/1/1998
6 Witter & Lester, Inc.
Stock Index Futures Trading Program
5.06 400k 1/1/1988
5 Dreiss Research Corporation
Diversified Program
7.74 1,000k 5/1/1991
4 Superfund Group
Superfund Green Q-AG
10.40 2k 3/1/1996
3 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
10.67 3,000k 10/1/1992
2 C-View Limited
Currency Managed Account Program
10.74 5,000k 10/1/1996
1 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
17.27 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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