Systematic Trader Index For July 1994

Monthly Rankings

Rank CTA/Program Jul 1994 Min Inv Inception
25 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-13.40 100k 11/1/1984
24 Mark J. Walsh Company
Standard Program
-12.90 2,000k 9/1/1985
23 Eclipse Capital Management
Global Monetary
-11.70 5,000k 8/1/1990
22 DUNN Capital Management
DUNN Combined Fund (DCF)
-9.70 100k 5/1/1989
21 Hawksbill Capital Management
Global Diversified
-7.12 5,000k 11/1/1988
20 DUNN Capital Management
D'Best Futures Fund, L.P.
-7.07 100k 6/1/1994
19 EMC Capital Advisors, LLC
Classic
-6.80 5,000k 1/1/1985
18 FORT LP
Fort Global Diversified
-5.89 2,000k 10/1/1993
17 Rabar Market Research
Diversified Program
-4.31 2,000k 1/1/1989
16 Hyman Beck and Company
Global Portfolio
-4.30 1,000k 3/1/1991
15 Tactical Investment Management
Tactical Institutional Commodity Program
-3.59 10,000k 4/1/1993
14 Millburn Corporation
Diversified Program
-2.55 20,000k 2/1/1977
13 Dreiss Research Corporation
Diversified Program
-2.05 1,000k 5/1/1991
12 Chesapeake Capital
Diversified (LV)
-1.70 100k 2/1/1988
11 Northfield Trading
Diversified
-1.60 2,000k 7/1/1989
10 Estlander & Partners
Alpha Trend
-1.30 30,000k 10/1/1991
9 Estlander & Partners
Global XL
-1.09 5,000k 8/1/1991
8 RAM Management Group
RAM MRTP 1X-Conservative
-0.27 1,000k 9/1/1993
7 Eckhardt Trading Company
Evolution Strategies
-0.10 20,000k 8/1/1991
6 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.78 10,000k 1/1/1991
5 Abraham Trading Company
Diversified Program
0.98 10,000k 1/1/1988
4 Eckhardt Trading Company
Evolution Strategies 1.2X
1.21 10,000k 10/1/1991
3 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.89 400k 1/1/1988
2 Saxon Investment Corporation
Diversified Program
11.50 3,000k 9/1/1988
1 Saxon Investment Corporation
Aggressive Diversified Program
17.52 2,000k 11/1/1993

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