Trend Following Strategy Index For March 1998

Monthly Rankings

Rank CTA/Program Mar 1998 Min Inv Inception
31 Mark J. Walsh Company
Standard Program
-7.14 2,000k 9/1/1985
30 Hawksbill Capital Management
Global Diversified
-6.65 5,000k 11/1/1988
29 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.75 10,000k 10/1/1991
28 EMC Capital Advisors, LLC
Classic
-3.80 5,000k 1/1/1985
27 Clarke Capital Management
Global Basic
-3.80 50k 2/1/1996
26 Saxon Investment Corporation
Aggressive Diversified Program
-3.27 2,000k 11/1/1993
25 Eckhardt Trading Company
Evolution Strategies
-3.20 20,000k 8/1/1991
24 Clarke Capital Management
Millennium
-3.17 1,000k 1/1/1998
23 Clarke Capital Management
Global Magnum
-2.98 100k 8/1/1997
22 RAM Management Group
MRTP Aggressive
-2.61 1,000k 2/1/1998
21 Tactical Investment Management
Tactical Institutional Commodity Program
-1.72 10,000k 4/1/1993
20 Saxon Investment Corporation
Diversified Program
-1.24 3,000k 9/1/1988
19 RAM Management Group
RAM MRTP 1X-Conservative
-1.19 1,000k 9/1/1993
18 Quality Capital Management
Global Diversified Programme
-0.73 10,000k 12/1/1995
17 Eclipse Capital Management
Global Monetary
-0.63 5,000k 8/1/1990
16 Clarke Capital Management
Worldwide
-0.41 250k 1/1/1996
15 Hyman Beck and Company
Global Portfolio
-0.08 1,000k 3/1/1991
14 Rabar Market Research
Diversified Program
0.00 2,000k 1/1/1989
13 Dreiss Research Corporation
Diversified Program
0.05 1,000k 5/1/1991
12 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.39 0k 11/1/1996
11 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.08 10,000k 1/1/1991
10 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.79 10,000k 1/1/1995
9 DUNN Capital Management
DUNN Combined Fund (DCF)
3.46 100k 5/1/1989
8 Superfund Group
Superfund Green Q-AG
3.60 2k 3/1/1996
7 Chesapeake Capital
Diversified (LV)
3.65 100k 2/1/1988
6 Estlander & Partners
Alpha Trend
3.75 30,000k 10/1/1991
5 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.00 100k 11/1/1984
4 Estlander & Partners
Global XL
4.01 5,000k 8/1/1991
3 DUNN Capital Management
D'Best Futures Fund, L.P.
5.47 100k 6/1/1994
2 Drury Capital
Diversified Trend-Following Program
6.60 5,000k 5/1/1997
1 Winton Capital Management
Diversified
7.38 50,000k 10/1/1997

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