Trend Following Strategy Index For October 1999

Monthly Rankings

Rank CTA/Program Oct 1999 Min Inv Inception
40 DUNN Capital Management
D'Best Futures Fund, L.P.
-18.63 100k 6/1/1994
39 EMC Capital Advisors, LLC
Classic
-18.10 5,000k 1/1/1985
38 Dreiss Research Corporation
Diversified Program
-16.61 1,000k 5/1/1991
37 Mark J. Walsh Company
Standard Program
-16.21 2,000k 9/1/1985
36 RAM Management Group
MRTP Aggressive
-16.09 1,000k 2/1/1998
35 Hawksbill Capital Management
Global Diversified
-15.41 5,000k 11/1/1988
34 Estlander & Partners
Global XL
-13.00 5,000k 8/1/1991
33 Tactical Investment Management
Tactical Institutional Commodity Program
-12.91 10,000k 4/1/1993
32 M.S. Capital Management
Global Diversified Program
-9.29 2,000k 11/1/1998
31 DUNN Capital Management
DUNN Combined Fund (DCF)
-8.33 100k 5/1/1989
30 Rotella Capital Management
Rotella Polaris Program (Diversified)
-7.95 10,000k 1/1/1991
29 Chesapeake Capital
Diversified (LV)
-7.88 100k 2/1/1988
28 Clarke Capital Management
Millennium
-7.82 1,000k 1/1/1998
27 Estlander & Partners
Alpha Trend
-7.74 30,000k 10/1/1991
26 Alee Capital Management, LLC
Mistral Program
-7.45 2,500k 1/1/1999
25 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-7.00 100k 11/1/1984
24 Estlander & Partners
Global Markets
-6.99 10,000k 8/1/1999
23 Hyman Beck and Company
Global Portfolio
-6.91 1,000k 3/1/1991
22 Transtrend B.V.
DTP – Enhanced Risk (USD)
-6.82 10,000k 1/1/1995
21 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-6.71 10,000k 8/1/1999
20 Winton Capital Management
Diversified
-6.20 50,000k 10/1/1997
19 Rabar Market Research
Diversified Program
-6.01 2,000k 1/1/1989
18 Saxon Investment Corporation
Aggressive Diversified Program
-5.87 2,000k 11/1/1993
17 Quality Capital Management
Global Diversified Programme
-5.50 10,000k 12/1/1995
16 RAM Management Group
RAM MRTP 1X-Conservative
-5.29 1,000k 9/1/1993
15 Conquest Capital Group
Conquest Macro
-5.26 250k 5/1/1999
14 Clarke Capital Management
Global Magnum
-4.85 100k 8/1/1997
13 Mulvaney Capital Management
The Mulvaney Global Markets Program
-4.80 100k 5/1/1999
12 Transtrend B.V.
DTP – Standard Risk (EUR)
-4.63 10,000k 2/1/1999
11 Clarke Capital Management
Worldwide
-4.57 250k 1/1/1996
10 Covenant Capital Management
Original Program
-4.46 5,000k 9/1/1999
9 Eclipse Capital Management
Global Monetary
-4.30 5,000k 8/1/1990
8 Saxon Investment Corporation
Diversified Program
-3.26 3,000k 9/1/1988
7 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.23 10,000k 10/1/1991
6 Superfund Group
Superfund Green Q-AG
-3.17 2k 3/1/1996
5 Clarke Capital Management
Global Basic
-3.16 50k 2/1/1996
4 Eckhardt Trading Company
Evolution Strategies
-2.86 20,000k 8/1/1991
3 Drury Capital
Diversified Trend-Following Program
-1.24 5,000k 5/1/1997
2 Alee Capital Management, LLC
Poniente Program
-0.74 2,500k 1/1/1999
1 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.13 0k 11/1/1996

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