Systematic Trader Index For August 1999

Monthly Rankings

Rank CTA/Program Aug 1999 Min Inv Inception
53 RAM Management Group
MRTP Aggressive
-16.76 1,000k 2/1/1998
52 Hawksbill Capital Management
Global Diversified
-8.89 5,000k 11/1/1988
51 Mark J. Walsh Company
Standard Program
-8.04 2,000k 9/1/1985
50 Clarke Capital Management
Global Basic
-7.14 50k 2/1/1996
49 Eckhardt Trading Company
Evolution Strategies 1.2X
-6.42 10,000k 10/1/1991
48 Eckhardt Trading Company
Evolution Strategies
-5.62 20,000k 8/1/1991
47 RAM Management Group
RAM MRTP 1X-Conservative
-5.14 1,000k 9/1/1993
46 Clarke Capital Management
Global Magnum
-4.78 100k 8/1/1997
45 Alee Capital Management, LLC
Mistral Program
-3.69 2,500k 1/1/1999
44 Rotella Capital Management
Rotella Polaris Program (Diversified)
-3.51 10,000k 1/1/1991
43 Winton Capital Management
Diversified
-3.47 50,000k 10/1/1997
42 Superfund Group
Superfund Green Q-AG
-2.71 2k 3/1/1996
41 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.51 10,000k 1/1/1995
40 Mondiale Asset Management
Mondiale Trading Program
-1.95 0k 9/1/1997
39 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.90 10,000k 2/1/1999
38 Alee Capital Management, LLC
Poniente Program
-1.76 2,500k 1/1/1999
37 Conquest Capital Group
Conquest Macro
-1.73 250k 5/1/1999
36 EMC Capital Advisors, LLC
Classic
-0.80 5,000k 1/1/1985
35 Estlander & Partners
Global XL
-0.50 5,000k 8/1/1991
34 Rabar Market Research
Diversified Program
-0.42 2,000k 1/1/1989
33 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.30 5,000k 10/1/1996
32 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.13 1,000k 9/1/1997
31 Clarke Capital Management
Millennium
-0.08 1,000k 1/1/1998
29 Estlander & Partners
Global Markets
0.00 10,000k 8/1/1999
30 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.00 10,000k 8/1/1999
28 MERIT Alternative Investments GmbH
Futures Portfolio
0.03 2,000k 6/1/1998
27 Northfield Trading
Diversified
0.50 2,000k 7/1/1989
26 DUNN Capital Management
DUNN Combined Fund (DCF)
0.70 100k 5/1/1989
25 M.S. Capital Management
Global Diversified Program
0.82 2,000k 11/1/1998
24 Clarke Capital Management
Worldwide
1.04 250k 1/1/1996
23 Millburn Corporation
Diversified Program
1.11 20,000k 2/1/1977
22 Hyman Beck and Company
Global Portfolio
1.22 1,000k 3/1/1991
21 IKOS
The IKOS Hedge Fund
1.29 10,000k 7/1/1998
20 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.44 400k 1/1/1988
19 Eclipse Capital Management
Global Monetary
1.49 5,000k 8/1/1990
18 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.55 0k 11/1/1996
17 Estlander & Partners
Alpha Trend
1.61 30,000k 10/1/1991
16 Quality Capital Management
Global Diversified Programme
1.74 10,000k 12/1/1995
15 Mulvaney Capital Management
The Mulvaney Global Markets Program
2.13 100k 5/1/1999
14 Tactical Investment Management
Tactical Institutional Commodity Program
2.46 10,000k 4/1/1993
13 FORT LP
Fort Global Diversified
2.66 2,000k 10/1/1993
12 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.73 1,000k 3/1/1998
11 Witter & Lester, Inc.
Redstone
2.81 500k 9/1/1994
10 Abraham Trading Company
Diversified Program
3.12 10,000k 1/1/1988
9 Chesapeake Capital
Diversified (LV)
3.37 100k 2/1/1988
8 DUNN Capital Management
D'Best Futures Fund, L.P.
4.13 100k 6/1/1994
7 Dreiss Research Corporation
Diversified Program
5.33 1,000k 5/1/1991
6 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
5.80 100k 11/1/1984
5 Kinkopf Capital Management
KCM S&P (Proprietary)
5.90 100k 1/1/1999
4 Crabel Capital Management
Crabel Multi-Product
8.00 1,000k 3/1/1998
3 Drury Capital
Diversified Trend-Following Program
8.54 5,000k 5/1/1997
2 Saxon Investment Corporation
Diversified Program
11.06 3,000k 9/1/1988
1 Saxon Investment Corporation
Aggressive Diversified Program
23.01 2,000k 11/1/1993

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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