Systematic Trader Index For July 1996

Monthly Rankings

Rank CTA/Program Jul 1996 Min Inv Inception
31 DUNN Capital Management
D'Best Futures Fund, L.P.
-20.85 100k 6/1/1994
30 Dreiss Research Corporation
Diversified Program
-17.62 1,000k 5/1/1991
29 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-12.40 100k 11/1/1984
28 Eckhardt Trading Company
Evolution Strategies 1.2X
-9.23 10,000k 10/1/1991
27 Hawksbill Capital Management
Global Diversified
-8.80 5,000k 11/1/1988
26 Witter & Lester, Inc.
Stock Index Futures Trading Program
-7.92 400k 1/1/1988
25 Chesapeake Capital
Diversified (LV)
-7.64 100k 2/1/1988
24 Quality Capital Management
Global Diversified Programme
-7.23 10,000k 12/1/1995
23 Tactical Investment Management
Tactical Institutional Commodity Program
-6.38 10,000k 4/1/1993
22 Abraham Trading Company
Diversified Program
-6.30 10,000k 1/1/1988
21 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.27 100k 5/1/1989
20 Mark J. Walsh Company
Standard Program
-6.17 2,000k 9/1/1985
19 Witter & Lester, Inc.
Redstone
-5.89 500k 9/1/1994
18 Estlander & Partners
Alpha Trend
-4.89 30,000k 10/1/1991
17 Eckhardt Trading Company
Evolution Strategies
-4.28 20,000k 8/1/1991
16 Clarke Capital Management
Global Basic
-3.43 50k 2/1/1996
15 Rabar Market Research
Diversified Program
-2.13 2,000k 1/1/1989
14 Estlander & Partners
Global XL
-1.42 5,000k 8/1/1991
13 Saxon Investment Corporation
Aggressive Diversified Program
-0.39 2,000k 11/1/1993
12 FORT LP
Fort Global Diversified
-0.36 2,000k 10/1/1993
11 Superfund Group
Superfund Green Q-AG
-0.17 2k 3/1/1996
10 Clarke Capital Management
Worldwide
0.17 250k 1/1/1996
9 Saxon Investment Corporation
Diversified Program
0.29 3,000k 9/1/1988
8 Eclipse Capital Management
Global Monetary
0.58 5,000k 8/1/1990
7 Northfield Trading
Diversified
0.60 2,000k 7/1/1989
6 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.76 10,000k 1/1/1991
5 RAM Management Group
RAM MRTP 1X-Conservative
0.92 1,000k 9/1/1993
4 Millburn Corporation
Diversified Program
1.19 20,000k 2/1/1977
3 EMC Capital Advisors, LLC
Classic
1.50 5,000k 1/1/1985
2 Hyman Beck and Company
Global Portfolio
1.80 1,000k 3/1/1991
1 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.88 10,000k 1/1/1995

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