Trend Following Strategy Index For May 1996

Monthly Rankings

Rank CTA/Program May 1996 Min Inv Inception
25 Saxon Investment Corporation
Aggressive Diversified Program
-30.54 2,000k 11/1/1993
24 Saxon Investment Corporation
Diversified Program
-18.30 3,000k 9/1/1988
23 Eckhardt Trading Company
Evolution Strategies 1.2X
-14.51 10,000k 10/1/1991
22 Mark J. Walsh Company
Standard Program
-13.66 2,000k 9/1/1985
21 Clarke Capital Management
Global Basic
-11.27 50k 2/1/1996
20 Quality Capital Management
Global Diversified Programme
-9.46 10,000k 12/1/1995
19 Eckhardt Trading Company
Evolution Strategies
-9.28 20,000k 8/1/1991
18 Hawksbill Capital Management
Global Diversified
-9.07 5,000k 11/1/1988
17 Dreiss Research Corporation
Diversified Program
-8.66 1,000k 5/1/1991
16 Clarke Capital Management
Worldwide
-7.33 250k 1/1/1996
15 EMC Capital Advisors, LLC
Classic
-5.90 5,000k 1/1/1985
14 Estlander & Partners
Global XL
-5.67 5,000k 8/1/1991
13 Tactical Investment Management
Tactical Institutional Commodity Program
-5.15 10,000k 4/1/1993
12 Transtrend B.V.
DTP – Enhanced Risk (USD)
-4.40 10,000k 1/1/1995
11 Estlander & Partners
Alpha Trend
-3.52 30,000k 10/1/1991
10 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.50 100k 6/1/1994
9 Rabar Market Research
Diversified Program
-3.45 2,000k 1/1/1989
8 Hyman Beck and Company
Global Portfolio
-3.20 1,000k 3/1/1991
7 Chesapeake Capital
Diversified (LV)
-3.04 100k 2/1/1988
6 RAM Management Group
RAM MRTP 1X-Conservative
-2.80 1,000k 9/1/1993
5 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.20 100k 11/1/1984
4 Superfund Group
Superfund Green Q-AG
-0.59 2k 3/1/1996
3 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.35 10,000k 1/1/1991
2 DUNN Capital Management
DUNN Combined Fund (DCF)
0.45 100k 5/1/1989
1 Eclipse Capital Management
Global Monetary
1.96 5,000k 8/1/1990

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