IASG CTA Index For September 1998

Monthly Rankings

Rank CTA/Program Sep 1998 Min Inv Inception
54 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-19.87 2,000k 7/1/1992
53 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-12.96 3,000k 10/1/1992
52 Ansbacher Investment Management
Market Neutral Put Skew Program
-5.92 250k 1/1/1996
51 Drury Capital
Diversified Trend-Following Program
-5.22 5,000k 5/1/1997
50 MERIT Alternative Investments GmbH
Futures Portfolio
-3.67 2,000k 6/1/1998
49 Abraham Trading Company
Diversified Program
-3.33 10,000k 1/1/1988
48 Dreiss Research Corporation
Diversified Program
-3.29 1,000k 5/1/1991
47 Tactical Investment Management
Tactical Institutional Commodity Program
-1.51 10,000k 4/1/1993
46 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.38 1,000k 3/1/1998
45 Superfund Group
Superfund Green Q-AG
-0.65 2k 3/1/1996
44 Chesapeake Capital
Diversified (LV)
-0.59 100k 2/1/1988
43 Mondiale Asset Management
Mondiale Trading Program
0.03 0k 9/1/1997
42 Eckhardt Trading Company
Evolution Strategies
0.18 20,000k 8/1/1991
41 Eckhardt Trading Company
Evolution Strategies 1.2X
0.28 10,000k 10/1/1991
40 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.20 400k 1/1/1988
39 Witter & Lester, Inc.
Redstone
1.33 500k 9/1/1994
38 KMJ Investments
KMJ Investments
1.40 1,000k 8/1/1994
37 IKOS
The IKOS Hedge Fund
1.67 10,000k 7/1/1998
36 Estlander & Partners
Alpha Trend
1.89 30,000k 10/1/1991
35 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.93 10,000k 1/1/1995
34 Range Wise
Investment Program
2.30 250k 2/1/1991
33 Quality Capital Management
Global Diversified Programme
2.51 10,000k 12/1/1995
32 Estlander & Partners
Global XL
2.53 5,000k 8/1/1991
31 Rivoli Fund Management
Rivoli International Fund (MAP)
3.06 5,000k 10/1/1996
30 Sunrise Capital Partners
Sunrise Expanded Diversified Program
3.21 1/1/1989
29 RAM Management Group
RAM MRTP 1X-Conservative
3.53 1,000k 9/1/1993
28 Northfield Trading
Diversified
4.20 2,000k 7/1/1989
27 Winton Capital Management
Diversified
4.51 50,000k 10/1/1997
26 Millburn Corporation
Diversified Program
5.25 20,000k 2/1/1977
25 W.G. Wealth Guardian Ltd.
SAFI2 Program
5.45 1,000k 9/1/1997
24 Hawksbill Capital Management
Global Diversified
5.48 5,000k 11/1/1988
23 Rotella Capital Management
Rotella Polaris Program (Diversified)
5.89 10,000k 1/1/1991
22 Eclipse Capital Management
Global Monetary
6.02 5,000k 8/1/1990
21 Rabar Market Research
Diversified Program
6.10 2,000k 1/1/1989
20 Hyman Beck and Company
Global Portfolio
7.19 1,000k 3/1/1991
19 Saxon Investment Corporation
Diversified Program
7.22 3,000k 9/1/1988
18 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
7.30 0k 11/1/1996
17 Warrington Asset Management
Warrington Strategic Program
8.06 50k 1/1/1997
16 EMC Capital Advisors, LLC
Classic
8.10 5,000k 1/1/1985
15 FORT LP
Fort Global Diversified
8.53 2,000k 10/1/1993
14 Clarke Capital Management
Global Magnum
8.96 100k 8/1/1997
13 RAM Management Group
MRTP Aggressive
10.59 1,000k 2/1/1998
12 C-View Limited
Currency Managed Account Program
10.71 5,000k 10/1/1996
11 Clarke Capital Management
Worldwide
11.35 250k 1/1/1996
10 Red Oak Commodity Advisors
Investment Program
11.81 5,000k 12/1/1989
9 Saxon Investment Corporation
Aggressive Diversified Program
12.24 2,000k 11/1/1993
8 Mark J. Walsh Company
Standard Program
12.85 2,000k 9/1/1985
7 DUNN Capital Management
DUNN Combined Fund (DCF)
14.73 100k 5/1/1989
6 DUNN Capital Management
D'Best Futures Fund, L.P.
15.25 100k 6/1/1994
5 Clarke Capital Management
Global Basic
15.66 50k 2/1/1996
4 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
16.20 100k 11/1/1984
3 Clarke Capital Management
Millennium
16.26 1,000k 1/1/1998
2 Crabel Capital Management
Crabel Multi-Product
39.36 1,000k 3/1/1998
1 LJM Partners
LJM Aggressive Strategy
41.73 500k 7/1/1998

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