Systematic Trader Index For May 1999

Monthly Rankings

Rank CTA/Program May 1999 Min Inv Inception
51 Kinkopf Capital Management
KCM S&P (Proprietary)
-28.73 100k 1/1/1999
50 Saxon Investment Corporation
Aggressive Diversified Program
-16.15 2,000k 11/1/1993
49 Dreiss Research Corporation
Diversified Program
-16.03 1,000k 5/1/1991
48 Estlander & Partners
Global XL
-8.92 5,000k 8/1/1991
47 Chesapeake Capital
Diversified (LV)
-8.71 100k 2/1/1988
46 Tactical Investment Management
Tactical Institutional Commodity Program
-8.46 10,000k 4/1/1993
45 Saxon Investment Corporation
Diversified Program
-8.43 3,000k 9/1/1988
44 Winton Capital Management
Diversified
-8.39 50,000k 10/1/1997
43 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-7.29 0k 11/1/1996
42 Rabar Market Research
Diversified Program
-6.92 2,000k 1/1/1989
41 Clarke Capital Management
Millennium
-6.49 1,000k 1/1/1998
40 Abraham Trading Company
Diversified Program
-6.09 10,000k 1/1/1988
39 Clarke Capital Management
Worldwide
-5.99 250k 1/1/1996
38 Superfund Group
Superfund Green Q-AG
-5.80 2k 3/1/1996
37 Rivoli Fund Management
Rivoli International Fund (MAP)
-5.70 5,000k 10/1/1996
36 Drury Capital
Diversified Trend-Following Program
-5.56 5,000k 5/1/1997
35 Hawksbill Capital Management
Global Diversified
-5.55 5,000k 11/1/1988
34 EMC Capital Advisors, LLC
Classic
-4.30 5,000k 1/1/1985
33 Hyman Beck and Company
Global Portfolio
-3.63 1,000k 3/1/1991
32 M.S. Capital Management
Global Diversified Program
-3.34 2,000k 11/1/1998
31 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.10 10,000k 1/1/1995
30 Clarke Capital Management
Global Magnum
-3.04 100k 8/1/1997
29 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.02 400k 1/1/1988
28 Millburn Corporation
Diversified Program
-2.99 20,000k 2/1/1977
27 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.74 10,000k 10/1/1991
26 MERIT Alternative Investments GmbH
Futures Portfolio
-2.61 2,000k 6/1/1998
25 Estlander & Partners
Alpha Trend
-2.47 30,000k 10/1/1991
24 Eckhardt Trading Company
Evolution Strategies
-2.43 20,000k 8/1/1991
23 Mark J. Walsh Company
Standard Program
-2.25 2,000k 9/1/1985
22 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.24 10,000k 2/1/1999
21 Northfield Trading
Diversified
-2.10 2,000k 7/1/1989
20 Alee Capital Management, LLC
Mistral Program
-1.08 2,500k 1/1/1999
19 Quality Capital Management
Global Diversified Programme
-0.75 10,000k 12/1/1995
18 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.71 10,000k 1/1/1991
17 Clarke Capital Management
Global Basic
-0.58 50k 2/1/1996
16 Witter & Lester, Inc.
Redstone
-0.15 500k 9/1/1994
15 Mondiale Asset Management
Mondiale Trading Program
-0.12 0k 9/1/1997
13 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.00 100k 5/1/1999
14 Conquest Capital Group
Conquest Macro
0.00 250k 5/1/1999
12 Eclipse Capital Management
Global Monetary
0.44 5,000k 8/1/1990
11 Crabel Capital Management
Crabel Multi-Product
0.51 1,000k 3/1/1998
10 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.35 1,000k 9/1/1997
9 Alee Capital Management, LLC
Poniente Program
2.21 2,500k 1/1/1999
8 IKOS
The IKOS Hedge Fund
2.26 10,000k 7/1/1998
7 DUNN Capital Management
DUNN Combined Fund (DCF)
2.90 100k 5/1/1989
6 FORT LP
Fort Global Diversified
3.41 2,000k 10/1/1993
5 RAM Management Group
RAM MRTP 1X-Conservative
3.53 1,000k 9/1/1993
4 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
4.24 1,000k 3/1/1998
3 DUNN Capital Management
D'Best Futures Fund, L.P.
5.21 100k 6/1/1994
2 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
7.60 100k 11/1/1984
1 RAM Management Group
MRTP Aggressive
8.45 1,000k 2/1/1998

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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