Systematic Trader Index For October 1999

Monthly Rankings

Rank CTA/Program Oct 1999 Min Inv Inception
54 DUNN Capital Management
D'Best Futures Fund, L.P.
-18.63 100k 6/1/1994
53 EMC Capital Advisors, LLC
Classic
-18.10 5,000k 1/1/1985
52 Dreiss Research Corporation
Diversified Program
-16.61 1,000k 5/1/1991
51 Mark J. Walsh Company
Standard Program
-16.21 2,000k 9/1/1985
50 RAM Management Group
MRTP Aggressive
-16.09 1,000k 2/1/1998
49 Hawksbill Capital Management
Global Diversified
-15.41 5,000k 11/1/1988
48 Estlander & Partners
Global XL
-13.00 5,000k 8/1/1991
47 Tactical Investment Management
Tactical Institutional Commodity Program
-12.91 10,000k 4/1/1993
46 Millburn Corporation
Diversified Program
-11.10 20,000k 2/1/1977
45 Abraham Trading Company
Diversified Program
-9.57 10,000k 1/1/1988
44 M.S. Capital Management
Global Diversified Program
-9.29 2,000k 11/1/1998
43 DUNN Capital Management
DUNN Combined Fund (DCF)
-8.33 100k 5/1/1989
42 Rotella Capital Management
Rotella Polaris Program (Diversified)
-7.95 10,000k 1/1/1991
41 Chesapeake Capital
Diversified (LV)
-7.88 100k 2/1/1988
40 Clarke Capital Management
Millennium
-7.82 1,000k 1/1/1998
39 Estlander & Partners
Alpha Trend
-7.74 30,000k 10/1/1991
38 Alee Capital Management, LLC
Mistral Program
-7.45 2,500k 1/1/1999
37 Rivoli Fund Management
Rivoli International Fund (MAP)
-7.30 5,000k 10/1/1996
36 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-7.00 100k 11/1/1984
35 Estlander & Partners
Global Markets
-6.99 10,000k 8/1/1999
34 Hyman Beck and Company
Global Portfolio
-6.91 1,000k 3/1/1991
33 Transtrend B.V.
DTP – Enhanced Risk (USD)
-6.82 10,000k 1/1/1995
32 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-6.71 10,000k 8/1/1999
31 Winton Capital Management
Diversified
-6.20 50,000k 10/1/1997
30 FORT LP
Fort Global Diversified
-6.16 2,000k 10/1/1993
29 Rabar Market Research
Diversified Program
-6.01 2,000k 1/1/1989
28 Saxon Investment Corporation
Aggressive Diversified Program
-5.87 2,000k 11/1/1993
27 Quality Capital Management
Global Diversified Programme
-5.50 10,000k 12/1/1995
26 RAM Management Group
RAM MRTP 1X-Conservative
-5.29 1,000k 9/1/1993
25 Conquest Capital Group
Conquest Macro
-5.26 250k 5/1/1999
24 Clarke Capital Management
Global Magnum
-4.85 100k 8/1/1997
23 Mulvaney Capital Management
The Mulvaney Global Markets Program
-4.80 100k 5/1/1999
22 MERIT Alternative Investments GmbH
Futures Portfolio
-4.78 2,000k 6/1/1998
21 Transtrend B.V.
DTP – Standard Risk (EUR)
-4.63 10,000k 2/1/1999
20 Clarke Capital Management
Worldwide
-4.57 250k 1/1/1996
19 Covenant Capital Management
Original Program
-4.46 5,000k 9/1/1999
18 Eclipse Capital Management
Global Monetary
-4.30 5,000k 8/1/1990
17 W.G. Wealth Guardian Ltd.
SAFI2 Program
-3.37 1,000k 9/1/1997
16 Saxon Investment Corporation
Diversified Program
-3.26 3,000k 9/1/1988
15 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.23 10,000k 10/1/1991
14 Superfund Group
Superfund Green Q-AG
-3.17 2k 3/1/1996
13 Clarke Capital Management
Global Basic
-3.16 50k 2/1/1996
12 Eckhardt Trading Company
Evolution Strategies
-2.86 20,000k 8/1/1991
11 IKOS
The IKOS Hedge Fund
-2.40 10,000k 7/1/1998
10 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-2.09 1,000k 3/1/1998
9 Drury Capital
Diversified Trend-Following Program
-1.24 5,000k 5/1/1997
8 Alee Capital Management, LLC
Poniente Program
-0.74 2,500k 1/1/1999
7 Mondiale Asset Management
Mondiale Trading Program
-0.39 0k 9/1/1997
6 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.13 0k 11/1/1996
5 Witter & Lester, Inc.
Redstone
0.67 500k 9/1/1994
4 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.53 400k 1/1/1988
3 Crabel Capital Management
Crabel Multi-Product
2.55 1,000k 3/1/1998
2 Northfield Trading
Diversified
4.90 2,000k 7/1/1989
1 Kinkopf Capital Management
KCM S&P (Proprietary)
18.50 100k 1/1/1999

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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