Trend Following Strategy Index For October 1996

Monthly Rankings

Rank CTA/Program Oct 1996 Min Inv Inception
25 Superfund Group
Superfund Green Q-AG
-1.76 2k 3/1/1996
24 RAM Management Group
RAM MRTP 1X-Conservative
1.66 1,000k 9/1/1993
23 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.21 10,000k 1/1/1991
22 Eclipse Capital Management
Global Monetary
3.51 5,000k 8/1/1990
21 Dreiss Research Corporation
Diversified Program
3.79 1,000k 5/1/1991
20 Estlander & Partners
Alpha Trend
4.37 30,000k 10/1/1991
19 Chesapeake Capital
Diversified (LV)
5.92 100k 2/1/1988
18 Tactical Investment Management
Tactical Institutional Commodity Program
8.53 10,000k 4/1/1993
17 Clarke Capital Management
Worldwide
9.10 250k 1/1/1996
16 Transtrend B.V.
DTP – Enhanced Risk (USD)
10.37 10,000k 1/1/1995
15 Rabar Market Research
Diversified Program
10.75 2,000k 1/1/1989
14 Hyman Beck and Company
Global Portfolio
11.17 1,000k 3/1/1991
13 Quality Capital Management
Global Diversified Programme
15.14 10,000k 12/1/1995
12 Clarke Capital Management
Global Basic
15.36 50k 2/1/1996
11 Eckhardt Trading Company
Evolution Strategies
16.24 20,000k 8/1/1991
10 Estlander & Partners
Global XL
17.52 5,000k 8/1/1991
9 Mark J. Walsh Company
Standard Program
18.63 2,000k 9/1/1985
8 EMC Capital Advisors, LLC
Classic
18.90 5,000k 1/1/1985
7 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
20.30 100k 11/1/1984
6 DUNN Capital Management
D'Best Futures Fund, L.P.
20.61 100k 6/1/1994
5 DUNN Capital Management
DUNN Combined Fund (DCF)
21.56 100k 5/1/1989
4 Saxon Investment Corporation
Diversified Program
23.39 3,000k 9/1/1988
3 Eckhardt Trading Company
Evolution Strategies 1.2X
24.25 10,000k 10/1/1991
2 Hawksbill Capital Management
Global Diversified
27.74 5,000k 11/1/1988
1 Saxon Investment Corporation
Aggressive Diversified Program
37.01 2,000k 11/1/1993

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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