Systematic Trader Index For June 2000

Monthly Rankings

Rank CTA/Program Jun 2000 Min Inv Inception
60 FORT LP
Fort Global Diversified
-7.47 2,000k 10/1/1993
59 Dreiss Research Corporation
Diversified Program
-7.23 1,000k 5/1/1991
58 Hyman Beck and Company
Global Portfolio
-5.27 1,000k 3/1/1991
57 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.84 100k 5/1/1989
56 Hawksbill Capital Management
Global Diversified
-4.80 5,000k 11/1/1988
55 Northfield Trading
Diversified
-4.70 2,000k 7/1/1989
54 EMC Capital Advisors, LLC
Classic
-4.70 5,000k 1/1/1985
53 M.S. Capital Management
Global Diversified Program
-4.53 2,000k 11/1/1998
52 Covenant Capital Management
Original Program
-4.53 5,000k 9/1/1999
51 Drury Capital
Diversified Trend-Following Program
-4.41 5,000k 5/1/1997
50 Millburn Corporation
Diversified Program
-4.39 20,000k 2/1/1977
49 Conquest Capital Group
Conquest Macro
-4.13 250k 5/1/1999
48 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-3.90 100k 11/1/1984
47 Estlander & Partners
Global XL
-3.77 5,000k 8/1/1991
46 Rabar Market Research
Diversified Program
-3.70 2,000k 1/1/1989
45 Tactical Investment Management
Tactical Institutional Commodity Program
-3.59 10,000k 4/1/1993
44 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.39 200k 11/1/1999
43 Eclipse Capital Management
Global Monetary
-3.28 5,000k 8/1/1990
42 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.15 400k 1/1/1988
41 W.G. Wealth Guardian Ltd.
SAFI2 Program
-3.03 1,000k 9/1/1997
40 DUNN Capital Management
D'Best Futures Fund, L.P.
-2.71 100k 6/1/1994
39 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.45 10,000k 8/1/1999
38 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.44 10,000k 1/1/1995
37 Lynx Asset Management AB
Lynx Program
-2.25 75k 5/1/2000
36 Abraham Trading Company
Diversified Program
-2.19 10,000k 1/1/1988
35 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.67 10,000k 2/1/1999
34 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.60 0k 11/1/1996
33 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.50 10,000k 10/1/1991
32 Eckhardt Trading Company
Evolution Strategies
-1.45 20,000k 8/1/1991
31 Estlander & Partners
Global Markets
-1.36 10,000k 8/1/1999
30 Winton Capital Management
Diversified
-1.27 50,000k 10/1/1997
29 Quality Capital Management
Global Diversified Programme
-1.18 10,000k 12/1/1995
28 Parizek Capital
Futures Trading Program
-1.14 500k 4/1/2000
27 Chesapeake Capital
Diversified (LV)
-0.99 100k 2/1/1988
26 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.69 10,000k 1/1/1991
25 Mondiale Asset Management
Mondiale Trading Program
-0.22 0k 9/1/1997
24 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.15 1,000k 3/1/1998
23 Witter & Lester, Inc.
Redstone
0.00 500k 9/1/1994
22 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.10 100k 1/1/2000
21 Rivoli Fund Management
Rivoli International Fund (MAP)
0.32 5,000k 10/1/1996
20 Clarke Capital Management
Global Magnum
0.34 100k 8/1/1997
19 Alee Capital Management, LLC
Poniente Program
0.39 2,500k 1/1/1999
18 Estlander & Partners
Alpha Trend
0.41 30,000k 10/1/1991
17 Superfund Group
Superfund Green GCT USD
0.71 15k 1/1/2000
16 MERIT Alternative Investments GmbH
Futures Portfolio
0.92 2,000k 6/1/1998
15 Superfund Group
Superfund Green Q-AG
1.13 2k 3/1/1996
14 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.55 100k 5/1/1999
13 Saxon Investment Corporation
Diversified Program
1.56 3,000k 9/1/1988
12 Kelly Angle Inc.
Genesis Program
1.59 2,000k 4/1/2000
11 RAM Management Group
RAM MRTP 1X-Conservative
2.28 1,000k 9/1/1993
10 Clarke Capital Management
Worldwide
2.45 250k 1/1/1996
9 Saxon Investment Corporation
Aggressive Diversified Program
2.50 2,000k 11/1/1993
8 Mark J. Walsh Company
Standard Program
2.56 2,000k 9/1/1985
7 Clarke Capital Management
Global Basic
3.00 50k 2/1/1996
6 Clarke Capital Management
Millennium
3.01 1,000k 1/1/1998
5 Crabel Capital Management
Crabel Multi-Product
3.39 1,000k 3/1/1998
4 Alee Capital Management, LLC
Mistral Program
5.67 2,500k 1/1/1999
3 IKOS
The IKOS Hedge Fund
5.76 10,000k 7/1/1998
2 Kinkopf Capital Management
KCM S&P (Proprietary)
7.09 100k 1/1/1999
1 RAM Management Group
MRTP Aggressive
8.19 1,000k 2/1/1998

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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