Systematic Trader Index For November 1999

Monthly Rankings

Rank CTA/Program Nov 1999 Min Inv Inception
55 Witter & Lester, Inc.
Stock Index Futures Trading Program
-4.61 400k 1/1/1988
54 Crabel Capital Management
Crabel Multi-Product
-3.13 1,000k 3/1/1998
53 FORT LP
Fort Global Diversified
-2.89 2,000k 10/1/1993
52 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.05 1,000k 3/1/1998
51 Witter & Lester, Inc.
Redstone
-0.68 500k 9/1/1994
50 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-0.60 0k 11/1/1996
49 Eclipse Capital Management
Global Monetary
-0.45 5,000k 8/1/1990
48 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
0.00 200k 11/1/1999
47 Eckhardt Trading Company
Evolution Strategies
0.04 20,000k 8/1/1991
46 Eckhardt Trading Company
Evolution Strategies 1.2X
0.41 10,000k 10/1/1991
45 Hyman Beck and Company
Global Portfolio
0.48 1,000k 3/1/1991
44 Northfield Trading
Diversified
0.50 2,000k 7/1/1989
43 Clarke Capital Management
Global Basic
0.50 50k 2/1/1996
42 Alee Capital Management, LLC
Poniente Program
0.65 2,500k 1/1/1999
41 Transtrend B.V.
DTP – Standard Risk (EUR)
0.95 10,000k 2/1/1999
40 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.30 100k 11/1/1984
39 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.44 10,000k 8/1/1999
38 DUNN Capital Management
DUNN Combined Fund (DCF)
1.45 100k 5/1/1989
37 Mondiale Asset Management
Mondiale Trading Program
1.72 0k 9/1/1997
36 Mark J. Walsh Company
Standard Program
1.80 2,000k 9/1/1985
35 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.84 10,000k 1/1/1995
34 Kinkopf Capital Management
KCM S&P (Proprietary)
1.99 100k 1/1/1999
33 EMC Capital Advisors, LLC
Classic
2.10 5,000k 1/1/1985
32 Rabar Market Research
Diversified Program
2.13 2,000k 1/1/1989
31 M.S. Capital Management
Global Diversified Program
2.17 2,000k 11/1/1998
30 IKOS
The IKOS Hedge Fund
2.17 10,000k 7/1/1998
29 Millburn Corporation
Diversified Program
2.34 20,000k 2/1/1977
28 MERIT Alternative Investments GmbH
Futures Portfolio
2.37 2,000k 6/1/1998
27 DUNN Capital Management
D'Best Futures Fund, L.P.
2.69 100k 6/1/1994
26 Rivoli Fund Management
Rivoli International Fund (MAP)
2.78 5,000k 10/1/1996
25 Tactical Investment Management
Tactical Institutional Commodity Program
2.85 10,000k 4/1/1993
24 RAM Management Group
RAM MRTP 1X-Conservative
3.03 1,000k 9/1/1993
23 Saxon Investment Corporation
Diversified Program
3.14 3,000k 9/1/1988
22 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.50 1,000k 9/1/1997
21 Estlander & Partners
Alpha Trend
3.70 30,000k 10/1/1991
20 Covenant Capital Management
Original Program
3.88 5,000k 9/1/1999
19 Chesapeake Capital
Diversified (LV)
4.16 100k 2/1/1988
18 Conquest Capital Group
Conquest Macro
4.28 250k 5/1/1999
17 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.40 10,000k 1/1/1991
16 Clarke Capital Management
Global Magnum
5.17 100k 8/1/1997
15 Drury Capital
Diversified Trend-Following Program
5.20 5,000k 5/1/1997
14 Estlander & Partners
Global Markets
5.64 10,000k 8/1/1999
13 Saxon Investment Corporation
Aggressive Diversified Program
5.91 2,000k 11/1/1993
12 Clarke Capital Management
Worldwide
6.29 250k 1/1/1996
11 Quality Capital Management
Global Diversified Programme
6.81 10,000k 12/1/1995
10 Mulvaney Capital Management
The Mulvaney Global Markets Program
7.01 100k 5/1/1999
9 Hawksbill Capital Management
Global Diversified
7.26 5,000k 11/1/1988
8 Clarke Capital Management
Millennium
7.39 1,000k 1/1/1998
7 RAM Management Group
MRTP Aggressive
9.42 1,000k 2/1/1998
6 Superfund Group
Superfund Green Q-AG
10.56 2k 3/1/1996
5 Alee Capital Management, LLC
Mistral Program
10.71 2,500k 1/1/1999
4 Estlander & Partners
Global XL
11.26 5,000k 8/1/1991
3 Abraham Trading Company
Diversified Program
13.64 10,000k 1/1/1988
2 Winton Capital Management
Diversified
13.93 50,000k 10/1/1997
1 Dreiss Research Corporation
Diversified Program
16.68 1,000k 5/1/1991

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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