Systematic Trader Index For September 1999

Monthly Rankings

Rank CTA/Program Sep 1999 Min Inv Inception
54 Kinkopf Capital Management
KCM S&P (Proprietary)
-16.40 100k 1/1/1999
53 RAM Management Group
MRTP Aggressive
-7.26 1,000k 2/1/1998
52 Clarke Capital Management
Global Magnum
-6.55 100k 8/1/1997
51 Hawksbill Capital Management
Global Diversified
-6.54 5,000k 11/1/1988
50 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.09 100k 6/1/1994
49 Mulvaney Capital Management
The Mulvaney Global Markets Program
-4.81 100k 5/1/1999
48 Clarke Capital Management
Global Basic
-4.44 50k 2/1/1996
47 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-3.64 1,000k 3/1/1998
46 Drury Capital
Diversified Trend-Following Program
-3.59 5,000k 5/1/1997
45 RAM Management Group
RAM MRTP 1X-Conservative
-2.34 1,000k 9/1/1993
44 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.87 0k 11/1/1996
43 Mondiale Asset Management
Mondiale Trading Program
-1.86 0k 9/1/1997
42 Crabel Capital Management
Crabel Multi-Product
-1.52 1,000k 3/1/1998
41 Estlander & Partners
Global XL
-0.70 5,000k 8/1/1991
40 Alee Capital Management, LLC
Poniente Program
-0.57 2,500k 1/1/1999
39 Estlander & Partners
Global Markets
-0.43 10,000k 8/1/1999
38 M.S. Capital Management
Global Diversified Program
-0.35 2,000k 11/1/1998
37 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.32 10,000k 1/1/1991
36 Winton Capital Management
Diversified
-0.17 50,000k 10/1/1997
35 Covenant Capital Management
Original Program
0.00 5,000k 9/1/1999
34 Clarke Capital Management
Worldwide
0.01 250k 1/1/1996
33 Quality Capital Management
Global Diversified Programme
0.02 10,000k 12/1/1995
32 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.07 10,000k 8/1/1999
31 Rabar Market Research
Diversified Program
0.09 2,000k 1/1/1989
30 Rivoli Fund Management
Rivoli International Fund (MAP)
0.59 5,000k 10/1/1996
29 Transtrend B.V.
DTP – Standard Risk (EUR)
0.60 10,000k 2/1/1999
28 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.63 10,000k 1/1/1995
27 Witter & Lester, Inc.
Redstone
0.70 500k 9/1/1994
26 Millburn Corporation
Diversified Program
0.84 20,000k 2/1/1977
25 Clarke Capital Management
Millennium
0.92 1,000k 1/1/1998
24 Abraham Trading Company
Diversified Program
0.99 10,000k 1/1/1988
23 Conquest Capital Group
Conquest Macro
1.12 250k 5/1/1999
22 Northfield Trading
Diversified
1.40 2,000k 7/1/1989
21 FORT LP
Fort Global Diversified
1.46 2,000k 10/1/1993
20 Eclipse Capital Management
Global Monetary
1.50 5,000k 8/1/1990
19 IKOS
The IKOS Hedge Fund
1.66 10,000k 7/1/1998
18 Chesapeake Capital
Diversified (LV)
1.98 100k 2/1/1988
17 Hyman Beck and Company
Global Portfolio
2.14 1,000k 3/1/1991
16 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.27 1,000k 9/1/1997
15 MERIT Alternative Investments GmbH
Futures Portfolio
2.69 2,000k 6/1/1998
14 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.85 400k 1/1/1988
13 Eckhardt Trading Company
Evolution Strategies
3.31 20,000k 8/1/1991
12 Estlander & Partners
Alpha Trend
3.55 30,000k 10/1/1991
11 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.60 100k 11/1/1984
10 DUNN Capital Management
DUNN Combined Fund (DCF)
3.78 100k 5/1/1989
9 Saxon Investment Corporation
Diversified Program
3.93 3,000k 9/1/1988
8 Eckhardt Trading Company
Evolution Strategies 1.2X
4.11 10,000k 10/1/1991
7 Superfund Group
Superfund Green Q-AG
4.53 2k 3/1/1996
6 Tactical Investment Management
Tactical Institutional Commodity Program
4.66 10,000k 4/1/1993
5 Dreiss Research Corporation
Diversified Program
6.92 1,000k 5/1/1991
4 Mark J. Walsh Company
Standard Program
7.03 2,000k 9/1/1985
3 Saxon Investment Corporation
Aggressive Diversified Program
7.23 2,000k 11/1/1993
2 EMC Capital Advisors, LLC
Classic
7.50 5,000k 1/1/1985
1 Alee Capital Management, LLC
Mistral Program
8.19 2,500k 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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