Systematic Trader Index For March 2000

Monthly Rankings

Rank CTA/Program Mar 2000 Min Inv Inception
57 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-17.30 100k 11/1/1984
56 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-13.40 200k 11/1/1999
55 Dreiss Research Corporation
Diversified Program
-11.14 1,000k 5/1/1991
54 M.S. Capital Management
Global Diversified Program
-9.73 2,000k 11/1/1998
53 FORT LP
Fort Global Diversified
-9.72 2,000k 10/1/1993
52 Clarke Capital Management
Global Basic
-9.00 50k 2/1/1996
51 Mulvaney Capital Management
The Mulvaney Global Markets Program
-8.40 100k 5/1/1999
50 DUNN Capital Management
D'Best Futures Fund, L.P.
-8.38 100k 6/1/1994
49 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.72 100k 5/1/1989
48 Clarke Capital Management
Global Magnum
-6.60 100k 8/1/1997
47 MERIT Alternative Investments GmbH
Futures Portfolio
-5.43 2,000k 6/1/1998
46 Hyman Beck and Company
Global Portfolio
-5.07 1,000k 3/1/1991
45 Hawksbill Capital Management
Global Diversified
-4.68 5,000k 11/1/1988
44 Rivoli Fund Management
Rivoli International Fund (MAP)
-4.61 5,000k 10/1/1996
43 Millburn Corporation
Diversified Program
-4.28 20,000k 2/1/1977
42 Superfund Group
Superfund Green Q-AG
-4.20 2k 3/1/1996
41 Abraham Trading Company
Diversified Program
-4.16 10,000k 1/1/1988
40 Tactical Investment Management
Tactical Institutional Commodity Program
-4.05 10,000k 4/1/1993
39 Winton Capital Management
Diversified
-3.28 50,000k 10/1/1997
38 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-3.16 0k 11/1/1996
37 Clarke Capital Management
Worldwide
-2.94 250k 1/1/1996
36 Covenant Capital Management
Original Program
-2.78 5,000k 9/1/1999
35 Clarke Capital Management
Millennium
-2.66 1,000k 1/1/1998
34 EMC Capital Advisors, LLC
Classic
-2.50 5,000k 1/1/1985
33 Superfund Group
Superfund Green GCT USD
-2.45 15k 1/1/2000
32 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.29 10,000k 1/1/1995
31 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.15 10,000k 10/1/1991
30 Rabar Market Research
Diversified Program
-2.13 2,000k 1/1/1989
29 Eckhardt Trading Company
Evolution Strategies
-1.94 20,000k 8/1/1991
28 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.78 10,000k 8/1/1999
27 Quality Capital Management
Global Diversified Programme
-1.77 10,000k 12/1/1995
26 Drury Capital
Diversified Trend-Following Program
-1.59 5,000k 5/1/1997
25 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.49 10,000k 2/1/1999
24 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.45 10,000k 1/1/1991
23 Estlander & Partners
Global XL
-0.06 5,000k 8/1/1991
22 Estlander & Partners
Alpha Trend
-0.01 30,000k 10/1/1991
21 RAM Management Group
RAM MRTP 1X-Conservative
0.04 1,000k 9/1/1993
20 Witter & Lester, Inc.
Redstone
0.09 500k 9/1/1994
19 Northfield Trading
Diversified
0.30 2,000k 7/1/1989
18 Estlander & Partners
Global Markets
0.43 10,000k 8/1/1999
17 Saxon Investment Corporation
Aggressive Diversified Program
0.68 2,000k 11/1/1993
16 Saxon Investment Corporation
Diversified Program
0.73 3,000k 9/1/1988
15 RAM Management Group
MRTP Aggressive
1.20 1,000k 2/1/1998
14 Alee Capital Management, LLC
Poniente Program
1.51 2,500k 1/1/1999
13 Crabel Capital Management
Crabel Multi-Product
1.55 1,000k 3/1/1998
12 Mark J. Walsh Company
Standard Program
1.83 2,000k 9/1/1985
11 Chesapeake Capital
Diversified (LV)
1.88 100k 2/1/1988
10 Alee Capital Management, LLC
Mistral Program
2.48 2,500k 1/1/1999
9 Eclipse Capital Management
Global Monetary
3.29 5,000k 8/1/1990
8 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.35 1,000k 9/1/1997
7 Mondiale Asset Management
Mondiale Trading Program
3.36 0k 9/1/1997
6 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
3.44 1,000k 3/1/1998
5 IKOS
The IKOS Hedge Fund
4.04 10,000k 7/1/1998
4 Kinkopf Capital Management
KCM S&P (Proprietary)
5.20 100k 1/1/1999
3 Conquest Capital Group
Conquest Macro
7.16 250k 5/1/1999
2 Witter & Lester, Inc.
Stock Index Futures Trading Program
8.09 400k 1/1/1988
1 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
13.99 100k 1/1/2000

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan