IASG CTA Index For August 1998

Monthly Rankings

Rank CTA/Program Aug 1998 Min Inv Inception
54 LJM Partners
LJM Aggressive Strategy
-36.99 500k 7/1/1998
53 Red Oak Commodity Advisors
Investment Program
-23.72 5,000k 12/1/1989
52 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-11.94 2,000k 7/1/1992
51 Crabel Capital Management
Crabel Multi-Product
-8.37 1,000k 3/1/1998
50 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-7.26 3,000k 10/1/1992
49 C-View Limited
Currency Managed Account Program
-5.07 5,000k 10/1/1996
48 Witter & Lester, Inc.
Redstone
-3.21 500k 9/1/1994
47 Range Wise
Investment Program
-2.15 250k 2/1/1991
46 Ansbacher Investment Management
Market Neutral Put Skew Program
-1.97 250k 1/1/1996
45 Warrington Asset Management
Warrington Strategic Program
-1.80 50k 1/1/1997
44 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.13 400k 1/1/1988
43 IKOS
The IKOS Hedge Fund
1.90 10,000k 7/1/1998
42 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.14 1,000k 9/1/1997
41 Mondiale Asset Management
Mondiale Trading Program
2.74 0k 9/1/1997
40 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
5.21 1,000k 3/1/1998
39 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.36 0k 11/1/1996
38 Estlander & Partners
Alpha Trend
5.64 30,000k 10/1/1991
37 KMJ Investments
KMJ Investments
6.14 1,000k 8/1/1994
36 Millburn Corporation
Diversified Program
6.51 20,000k 2/1/1977
35 MERIT Alternative Investments GmbH
Futures Portfolio
6.78 2,000k 6/1/1998
34 Chesapeake Capital
Diversified (LV)
7.27 100k 2/1/1988
33 FORT LP
Fort Global Diversified
8.31 2,000k 10/1/1993
32 RAM Management Group
RAM MRTP 1X-Conservative
9.14 1,000k 9/1/1993
31 Sunrise Capital Partners
Sunrise Expanded Diversified Program
9.54 1/1/1989
30 Superfund Group
Superfund Green Q-AG
9.88 2k 3/1/1996
29 Winton Capital Management
Diversified
10.99 50,000k 10/1/1997
28 Northfield Trading
Diversified
11.20 2,000k 7/1/1989
27 Eclipse Capital Management
Global Monetary
13.15 5,000k 8/1/1990
26 Hyman Beck and Company
Global Portfolio
13.70 1,000k 3/1/1991
25 Quality Capital Management
Global Diversified Programme
15.43 10,000k 12/1/1995
24 Rivoli Fund Management
Rivoli International Fund (MAP)
15.63 5,000k 10/1/1996
23 Dreiss Research Corporation
Diversified Program
16.20 1,000k 5/1/1991
22 Tactical Investment Management
Tactical Institutional Commodity Program
16.37 10,000k 4/1/1993
21 Rotella Capital Management
Rotella Polaris Program (Diversified)
16.50 10,000k 1/1/1991
20 Drury Capital
Diversified Trend-Following Program
19.34 5,000k 5/1/1997
19 Rabar Market Research
Diversified Program
19.37 2,000k 1/1/1989
18 Transtrend B.V.
DTP – Enhanced Risk (USD)
19.57 10,000k 1/1/1995
17 DUNN Capital Management
DUNN Combined Fund (DCF)
19.91 100k 5/1/1989
16 Clarke Capital Management
Worldwide
21.67 250k 1/1/1996
15 Abraham Trading Company
Diversified Program
23.24 10,000k 1/1/1988
14 Eckhardt Trading Company
Evolution Strategies
25.28 20,000k 8/1/1991
13 DUNN Capital Management
D'Best Futures Fund, L.P.
25.46 100k 6/1/1994
12 Saxon Investment Corporation
Diversified Program
27.38 3,000k 9/1/1988
11 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
27.50 100k 11/1/1984
10 RAM Management Group
MRTP Aggressive
27.79 1,000k 2/1/1998
9 Estlander & Partners
Global XL
28.06 5,000k 8/1/1991
8 Clarke Capital Management
Millennium
29.81 1,000k 1/1/1998
7 Eckhardt Trading Company
Evolution Strategies 1.2X
32.07 10,000k 10/1/1991
6 Clarke Capital Management
Global Basic
32.12 50k 2/1/1996
5 EMC Capital Advisors, LLC
Classic
32.80 5,000k 1/1/1985
4 Clarke Capital Management
Global Magnum
34.46 100k 8/1/1997
3 Mark J. Walsh Company
Standard Program
40.83 2,000k 9/1/1985
2 Saxon Investment Corporation
Aggressive Diversified Program
47.13 2,000k 11/1/1993
1 Hawksbill Capital Management
Global Diversified
80.29 5,000k 11/1/1988

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.

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