Systematic Trader Index For February 2000

Monthly Rankings

Rank CTA/Program Feb 2000 Min Inv Inception
57 RAM Management Group
MRTP Aggressive
-9.80 1,000k 2/1/1998
56 Abraham Trading Company
Diversified Program
-9.05 10,000k 1/1/1988
55 Hyman Beck and Company
Global Portfolio
-8.39 1,000k 3/1/1991
54 Eclipse Capital Management
Global Monetary
-6.10 5,000k 8/1/1990
53 Superfund Group
Superfund Green GCT USD
-5.63 15k 1/1/2000
52 Clarke Capital Management
Worldwide
-4.57 250k 1/1/1996
51 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.40 200k 11/1/1999
50 Covenant Capital Management
Original Program
-3.99 5,000k 9/1/1999
49 FORT LP
Fort Global Diversified
-3.96 2,000k 10/1/1993
48 RAM Management Group
RAM MRTP 1X-Conservative
-3.48 1,000k 9/1/1993
47 Mark J. Walsh Company
Standard Program
-3.34 2,000k 9/1/1985
46 Alee Capital Management, LLC
Mistral Program
-3.02 2,500k 1/1/1999
45 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-2.90 100k 11/1/1984
44 Northfield Trading
Diversified
-2.00 2,000k 7/1/1989
43 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.99 10,000k 1/1/1995
42 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.80 100k 6/1/1994
41 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.80 10,000k 8/1/1999
40 DUNN Capital Management
DUNN Combined Fund (DCF)
-1.79 100k 5/1/1989
39 Conquest Capital Group
Conquest Macro
-1.52 250k 5/1/1999
38 Hawksbill Capital Management
Global Diversified
-1.46 5,000k 11/1/1988
37 Millburn Corporation
Diversified Program
-1.38 20,000k 2/1/1977
36 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.34 10,000k 2/1/1999
35 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.22 100k 1/1/2000
34 Superfund Group
Superfund Green Q-AG
-1.14 2k 3/1/1996
33 Clarke Capital Management
Global Magnum
-0.99 100k 8/1/1997
32 Eckhardt Trading Company
Evolution Strategies
-0.61 20,000k 8/1/1991
31 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.59 10,000k 10/1/1991
30 Quality Capital Management
Global Diversified Programme
-0.40 10,000k 12/1/1995
29 Tactical Investment Management
Tactical Institutional Commodity Program
-0.18 10,000k 4/1/1993
28 Rabar Market Research
Diversified Program
0.20 2,000k 1/1/1989
27 Drury Capital
Diversified Trend-Following Program
0.35 5,000k 5/1/1997
26 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.57 10,000k 1/1/1991
25 MERIT Alternative Investments GmbH
Futures Portfolio
0.68 2,000k 6/1/1998
24 Clarke Capital Management
Millennium
0.77 1,000k 1/1/1998
23 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.88 0k 11/1/1996
22 Chesapeake Capital
Diversified (LV)
0.92 100k 2/1/1988
21 Clarke Capital Management
Global Basic
1.01 50k 2/1/1996
20 Estlander & Partners
Global Markets
1.59 10,000k 8/1/1999
19 Witter & Lester, Inc.
Redstone
1.62 500k 9/1/1994
18 Winton Capital Management
Diversified
1.72 50,000k 10/1/1997
17 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.16 400k 1/1/1988
16 Mulvaney Capital Management
The Mulvaney Global Markets Program
2.52 100k 5/1/1999
15 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.71 1,000k 3/1/1998
14 EMC Capital Advisors, LLC
Classic
2.90 5,000k 1/1/1985
13 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.31 1,000k 9/1/1997
12 Rivoli Fund Management
Rivoli International Fund (MAP)
3.46 5,000k 10/1/1996
11 Estlander & Partners
Global XL
4.07 5,000k 8/1/1991
10 Saxon Investment Corporation
Diversified Program
4.24 3,000k 9/1/1988
9 Mondiale Asset Management
Mondiale Trading Program
4.44 0k 9/1/1997
8 Estlander & Partners
Alpha Trend
5.19 30,000k 10/1/1991
7 Alee Capital Management, LLC
Poniente Program
5.24 2,500k 1/1/1999
6 Dreiss Research Corporation
Diversified Program
5.52 1,000k 5/1/1991
5 Crabel Capital Management
Crabel Multi-Product
5.99 1,000k 3/1/1998
4 IKOS
The IKOS Hedge Fund
6.75 10,000k 7/1/1998
3 Saxon Investment Corporation
Aggressive Diversified Program
8.01 2,000k 11/1/1993
2 Kinkopf Capital Management
KCM S&P (Proprietary)
9.59 100k 1/1/1999
1 M.S. Capital Management
Global Diversified Program
17.70 2,000k 11/1/1998

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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