Systematic Trader Index For March 1998

Monthly Rankings

Rank CTA/Program Mar 1998 Min Inv Inception
42 Mark J. Walsh Company
Standard Program
-7.14 2,000k 9/1/1985
41 Hawksbill Capital Management
Global Diversified
-6.65 5,000k 11/1/1988
40 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.75 10,000k 10/1/1991
39 Abraham Trading Company
Diversified Program
-4.45 10,000k 1/1/1988
38 EMC Capital Advisors, LLC
Classic
-3.80 5,000k 1/1/1985
37 Clarke Capital Management
Global Basic
-3.80 50k 2/1/1996
36 Saxon Investment Corporation
Aggressive Diversified Program
-3.27 2,000k 11/1/1993
35 Eckhardt Trading Company
Evolution Strategies
-3.20 20,000k 8/1/1991
34 Clarke Capital Management
Millennium
-3.17 1,000k 1/1/1998
33 Clarke Capital Management
Global Magnum
-2.98 100k 8/1/1997
32 RAM Management Group
MRTP Aggressive
-2.61 1,000k 2/1/1998
31 Witter & Lester, Inc.
Stock Index Futures Trading Program
-2.37 400k 1/1/1988
30 Tactical Investment Management
Tactical Institutional Commodity Program
-1.72 10,000k 4/1/1993
29 Northfield Trading
Diversified
-1.50 2,000k 7/1/1989
28 Saxon Investment Corporation
Diversified Program
-1.24 3,000k 9/1/1988
27 RAM Management Group
RAM MRTP 1X-Conservative
-1.19 1,000k 9/1/1993
26 Quality Capital Management
Global Diversified Programme
-0.73 10,000k 12/1/1995
25 Eclipse Capital Management
Global Monetary
-0.63 5,000k 8/1/1990
24 Clarke Capital Management
Worldwide
-0.41 250k 1/1/1996
23 Hyman Beck and Company
Global Portfolio
-0.08 1,000k 3/1/1991
20 Crabel Capital Management
Crabel Multi-Product
0.00 1,000k 3/1/1998
21 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.00 1,000k 3/1/1998
22 Rabar Market Research
Diversified Program
0.00 2,000k 1/1/1989
19 Dreiss Research Corporation
Diversified Program
0.05 1,000k 5/1/1991
18 Witter & Lester, Inc.
Redstone
0.22 500k 9/1/1994
17 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.39 0k 11/1/1996
16 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.08 10,000k 1/1/1991
15 Millburn Corporation
Diversified Program
1.17 20,000k 2/1/1977
14 Rivoli Fund Management
Rivoli International Fund (MAP)
1.79 5,000k 10/1/1996
13 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.79 10,000k 1/1/1995
12 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.03 1,000k 9/1/1997
11 Mondiale Asset Management
Mondiale Trading Program
3.05 0k 9/1/1997
10 FORT LP
Fort Global Diversified
3.43 2,000k 10/1/1993
9 DUNN Capital Management
DUNN Combined Fund (DCF)
3.46 100k 5/1/1989
8 Superfund Group
Superfund Green Q-AG
3.60 2k 3/1/1996
7 Chesapeake Capital
Diversified (LV)
3.65 100k 2/1/1988
6 Estlander & Partners
Alpha Trend
3.75 30,000k 10/1/1991
5 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.00 100k 11/1/1984
4 Estlander & Partners
Global XL
4.01 5,000k 8/1/1991
3 DUNN Capital Management
D'Best Futures Fund, L.P.
5.47 100k 6/1/1994
2 Drury Capital
Diversified Trend-Following Program
6.60 5,000k 5/1/1997
1 Winton Capital Management
Diversified
7.38 50,000k 10/1/1997

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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