Systematic Trader Index For January 2000

Monthly Rankings

Rank CTA/Program Jan 2000 Min Inv Inception
57 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-7.02 1,000k 3/1/1998
56 Drury Capital
Diversified Trend-Following Program
-5.58 5,000k 5/1/1997
55 Mulvaney Capital Management
The Mulvaney Global Markets Program
-5.02 100k 5/1/1999
54 Winton Capital Management
Diversified
-3.96 50,000k 10/1/1997
53 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.85 0k 11/1/1996
52 Clarke Capital Management
Global Magnum
-2.69 100k 8/1/1997
51 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.48 10,000k 10/1/1991
50 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.37 10,000k 1/1/1991
49 Eckhardt Trading Company
Evolution Strategies
-2.14 20,000k 8/1/1991
48 Hyman Beck and Company
Global Portfolio
-1.75 1,000k 3/1/1991
47 Covenant Capital Management
Original Program
-1.69 5,000k 9/1/1999
46 Estlander & Partners
Alpha Trend
-1.02 30,000k 10/1/1991
45 Estlander & Partners
Global XL
-0.99 5,000k 8/1/1991
44 Chesapeake Capital
Diversified (LV)
-0.87 100k 2/1/1988
43 Rabar Market Research
Diversified Program
-0.71 2,000k 1/1/1989
42 EMC Capital Advisors, LLC
Classic
-0.70 5,000k 1/1/1985
41 MERIT Alternative Investments GmbH
Futures Portfolio
-0.68 2,000k 6/1/1998
40 Alee Capital Management, LLC
Mistral Program
-0.48 2,500k 1/1/1999
39 Clarke Capital Management
Global Basic
-0.45 50k 2/1/1996
38 Saxon Investment Corporation
Diversified Program
-0.42 3,000k 9/1/1988
37 Quality Capital Management
Global Diversified Programme
-0.38 10,000k 12/1/1995
36 RAM Management Group
MRTP Aggressive
-0.26 1,000k 2/1/1998
35 Saxon Investment Corporation
Aggressive Diversified Program
-0.26 2,000k 11/1/1993
34 RAM Management Group
RAM MRTP 1X-Conservative
-0.01 1,000k 9/1/1993
32 Superfund Group
Superfund Green GCT USD
0.00 15k 1/1/2000
33 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.00 100k 1/1/2000
31 Estlander & Partners
Global Markets
0.87 10,000k 8/1/1999
30 Eclipse Capital Management
Global Monetary
0.87 5,000k 8/1/1990
29 Transtrend B.V.
DTP – Standard Risk (EUR)
0.90 10,000k 2/1/1999
28 Mark J. Walsh Company
Standard Program
0.92 2,000k 9/1/1985
27 Mondiale Asset Management
Mondiale Trading Program
1.07 0k 9/1/1997
26 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.31 10,000k 8/1/1999
25 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.55 10,000k 1/1/1995
24 Superfund Group
Superfund Green Q-AG
1.84 2k 3/1/1996
23 Millburn Corporation
Diversified Program
1.86 20,000k 2/1/1977
22 Crabel Capital Management
Crabel Multi-Product
2.02 1,000k 3/1/1998
21 Witter & Lester, Inc.
Redstone
2.74 500k 9/1/1994
20 Clarke Capital Management
Worldwide
2.85 250k 1/1/1996
19 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.88 1,000k 9/1/1997
18 Clarke Capital Management
Millennium
3.09 1,000k 1/1/1998
17 Kinkopf Capital Management
KCM S&P (Proprietary)
3.43 100k 1/1/1999
16 M.S. Capital Management
Global Diversified Program
3.50 2,000k 11/1/1998
15 DUNN Capital Management
DUNN Combined Fund (DCF)
3.51 100k 5/1/1989
14 Dreiss Research Corporation
Diversified Program
3.63 1,000k 5/1/1991
13 DUNN Capital Management
D'Best Futures Fund, L.P.
3.71 100k 6/1/1994
12 Tactical Investment Management
Tactical Institutional Commodity Program
3.82 10,000k 4/1/1993
11 Alee Capital Management, LLC
Poniente Program
3.89 2,500k 1/1/1999
10 Northfield Trading
Diversified
4.20 2,000k 7/1/1989
9 Conquest Capital Group
Conquest Macro
4.25 250k 5/1/1999
8 FORT LP
Fort Global Diversified
4.49 2,000k 10/1/1993
7 Hawksbill Capital Management
Global Diversified
4.71 5,000k 11/1/1988
6 IKOS
The IKOS Hedge Fund
5.20 10,000k 7/1/1998
5 Rivoli Fund Management
Rivoli International Fund (MAP)
6.14 5,000k 10/1/1996
4 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.90 100k 11/1/1984
3 Abraham Trading Company
Diversified Program
8.02 10,000k 1/1/1988
2 Witter & Lester, Inc.
Stock Index Futures Trading Program
9.84 400k 1/1/1988
1 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
22.70 200k 11/1/1999

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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