Trend Following Strategy Index For November 1999

Monthly Rankings

Rank CTA/Program Nov 1999 Min Inv Inception
41 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-0.60 0k 11/1/1996
40 Eclipse Capital Management
Global Monetary
-0.45 5,000k 8/1/1990
39 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
0.00 200k 11/1/1999
38 Eckhardt Trading Company
Evolution Strategies
0.04 20,000k 8/1/1991
37 Eckhardt Trading Company
Evolution Strategies 1.2X
0.41 10,000k 10/1/1991
36 Hyman Beck and Company
Global Portfolio
0.48 1,000k 3/1/1991
35 Clarke Capital Management
Global Basic
0.50 50k 2/1/1996
34 Alee Capital Management, LLC
Poniente Program
0.65 2,500k 1/1/1999
33 Transtrend B.V.
DTP – Standard Risk (EUR)
0.95 10,000k 2/1/1999
32 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.30 100k 11/1/1984
31 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.44 10,000k 8/1/1999
30 DUNN Capital Management
DUNN Combined Fund (DCF)
1.45 100k 5/1/1989
29 Mark J. Walsh Company
Standard Program
1.80 2,000k 9/1/1985
28 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.84 10,000k 1/1/1995
27 EMC Capital Advisors, LLC
Classic
2.10 5,000k 1/1/1985
26 Rabar Market Research
Diversified Program
2.13 2,000k 1/1/1989
25 M.S. Capital Management
Global Diversified Program
2.17 2,000k 11/1/1998
24 DUNN Capital Management
D'Best Futures Fund, L.P.
2.69 100k 6/1/1994
23 Tactical Investment Management
Tactical Institutional Commodity Program
2.85 10,000k 4/1/1993
22 RAM Management Group
RAM MRTP 1X-Conservative
3.03 1,000k 9/1/1993
21 Saxon Investment Corporation
Diversified Program
3.14 3,000k 9/1/1988
20 Estlander & Partners
Alpha Trend
3.70 30,000k 10/1/1991
19 Covenant Capital Management
Original Program
3.88 5,000k 9/1/1999
18 Chesapeake Capital
Diversified (LV)
4.16 100k 2/1/1988
17 Conquest Capital Group
Conquest Macro
4.28 250k 5/1/1999
16 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.40 10,000k 1/1/1991
15 Clarke Capital Management
Global Magnum
5.17 100k 8/1/1997
14 Drury Capital
Diversified Trend-Following Program
5.20 5,000k 5/1/1997
13 Estlander & Partners
Global Markets
5.64 10,000k 8/1/1999
12 Saxon Investment Corporation
Aggressive Diversified Program
5.91 2,000k 11/1/1993
11 Clarke Capital Management
Worldwide
6.29 250k 1/1/1996
10 Quality Capital Management
Global Diversified Programme
6.81 10,000k 12/1/1995
9 Mulvaney Capital Management
The Mulvaney Global Markets Program
7.01 100k 5/1/1999
8 Hawksbill Capital Management
Global Diversified
7.26 5,000k 11/1/1988
7 Clarke Capital Management
Millennium
7.39 1,000k 1/1/1998
6 RAM Management Group
MRTP Aggressive
9.42 1,000k 2/1/1998
5 Superfund Group
Superfund Green Q-AG
10.56 2k 3/1/1996
4 Alee Capital Management, LLC
Mistral Program
10.71 2,500k 1/1/1999
3 Estlander & Partners
Global XL
11.26 5,000k 8/1/1991
2 Winton Capital Management
Diversified
13.93 50,000k 10/1/1997
1 Dreiss Research Corporation
Diversified Program
16.68 1,000k 5/1/1991

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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