Systematic Trader Index For December 1999

Monthly Rankings

Rank CTA/Program Dec 1999 Min Inv Inception
55 RAM Management Group
MRTP Aggressive
-7.27 1,000k 2/1/1998
54 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.50 100k 11/1/1984
53 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.20 100k 6/1/1994
52 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.94 100k 5/1/1989
51 Hawksbill Capital Management
Global Diversified
-4.81 5,000k 11/1/1988
50 M.S. Capital Management
Global Diversified Program
-3.74 2,000k 11/1/1998
49 Mark J. Walsh Company
Standard Program
-3.01 2,000k 9/1/1985
48 Alee Capital Management, LLC
Mistral Program
-2.37 2,500k 1/1/1999
47 RAM Management Group
RAM MRTP 1X-Conservative
-2.37 1,000k 9/1/1993
46 Alee Capital Management, LLC
Poniente Program
-2.16 2,500k 1/1/1999
45 Clarke Capital Management
Global Magnum
-1.49 100k 8/1/1997
44 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.75 10,000k 10/1/1991
43 Eckhardt Trading Company
Evolution Strategies
-0.73 20,000k 8/1/1991
42 Eclipse Capital Management
Global Monetary
-0.37 5,000k 8/1/1990
41 Northfield Trading
Diversified
-0.20 2,000k 7/1/1989
40 Clarke Capital Management
Millennium
-0.03 1,000k 1/1/1998
39 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.07 400k 1/1/1988
38 MERIT Alternative Investments GmbH
Futures Portfolio
0.12 2,000k 6/1/1998
37 Witter & Lester, Inc.
Redstone
0.48 500k 9/1/1994
36 Saxon Investment Corporation
Diversified Program
0.59 3,000k 9/1/1988
35 Saxon Investment Corporation
Aggressive Diversified Program
0.80 2,000k 11/1/1993
34 Conquest Capital Group
Conquest Macro
1.08 250k 5/1/1999
33 FORT LP
Fort Global Diversified
1.17 2,000k 10/1/1993
32 Clarke Capital Management
Worldwide
1.69 250k 1/1/1996
31 Mondiale Asset Management
Mondiale Trading Program
1.80 0k 9/1/1997
30 IKOS
The IKOS Hedge Fund
1.83 10,000k 7/1/1998
29 EMC Capital Advisors, LLC
Classic
2.00 5,000k 1/1/1985
28 Quality Capital Management
Global Diversified Programme
2.01 10,000k 12/1/1995
27 Crabel Capital Management
Crabel Multi-Product
2.47 1,000k 3/1/1998
26 Rivoli Fund Management
Rivoli International Fund (MAP)
2.71 5,000k 10/1/1996
25 Transtrend B.V.
DTP – Standard Risk (EUR)
2.77 10,000k 2/1/1999
24 Millburn Corporation
Diversified Program
2.80 20,000k 2/1/1977
23 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.87 10,000k 1/1/1991
22 Clarke Capital Management
Global Basic
2.93 50k 2/1/1996
21 Tactical Investment Management
Tactical Institutional Commodity Program
3.21 10,000k 4/1/1993
20 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.34 1,000k 9/1/1997
19 Hyman Beck and Company
Global Portfolio
3.85 1,000k 3/1/1991
18 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.99 10,000k 8/1/1999
17 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
4.22 1,000k 3/1/1998
16 Rabar Market Research
Diversified Program
4.25 2,000k 1/1/1989
15 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.29 10,000k 1/1/1995
14 Covenant Capital Management
Original Program
4.37 5,000k 9/1/1999
13 Mulvaney Capital Management
The Mulvaney Global Markets Program
4.84 100k 5/1/1999
12 Drury Capital
Diversified Trend-Following Program
4.88 5,000k 5/1/1997
11 Estlander & Partners
Alpha Trend
7.56 30,000k 10/1/1991
10 Estlander & Partners
Global Markets
7.66 10,000k 8/1/1999
9 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
8.01 0k 11/1/1996
8 Abraham Trading Company
Diversified Program
8.41 10,000k 1/1/1988
7 Chesapeake Capital
Diversified (LV)
8.49 100k 2/1/1988
6 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
8.70 200k 11/1/1999
5 Winton Capital Management
Diversified
9.04 50,000k 10/1/1997
4 Superfund Group
Superfund Green Q-AG
10.50 2k 3/1/1996
3 Dreiss Research Corporation
Diversified Program
13.91 1,000k 5/1/1991
2 Kinkopf Capital Management
KCM S&P (Proprietary)
15.75 100k 1/1/1999
1 Estlander & Partners
Global XL
16.12 5,000k 8/1/1991

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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