Trend Following Strategy Index For December 1999

Monthly Rankings

Rank CTA/Program Dec 1999 Min Inv Inception
41 RAM Management Group
MRTP Aggressive
-7.27 1,000k 2/1/1998
40 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.50 100k 11/1/1984
39 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.20 100k 6/1/1994
38 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.94 100k 5/1/1989
37 Hawksbill Capital Management
Global Diversified
-4.81 5,000k 11/1/1988
36 M.S. Capital Management
Global Diversified Program
-3.74 2,000k 11/1/1998
35 Mark J. Walsh Company
Standard Program
-3.01 2,000k 9/1/1985
34 Alee Capital Management, LLC
Mistral Program
-2.37 2,500k 1/1/1999
33 RAM Management Group
RAM MRTP 1X-Conservative
-2.37 1,000k 9/1/1993
32 Alee Capital Management, LLC
Poniente Program
-2.16 2,500k 1/1/1999
31 Clarke Capital Management
Global Magnum
-1.49 100k 8/1/1997
30 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.75 10,000k 10/1/1991
29 Eckhardt Trading Company
Evolution Strategies
-0.73 20,000k 8/1/1991
28 Eclipse Capital Management
Global Monetary
-0.37 5,000k 8/1/1990
27 Clarke Capital Management
Millennium
-0.03 1,000k 1/1/1998
26 Saxon Investment Corporation
Diversified Program
0.59 3,000k 9/1/1988
25 Saxon Investment Corporation
Aggressive Diversified Program
0.80 2,000k 11/1/1993
24 Conquest Capital Group
Conquest Macro
1.08 250k 5/1/1999
23 Clarke Capital Management
Worldwide
1.69 250k 1/1/1996
22 EMC Capital Advisors, LLC
Classic
2.00 5,000k 1/1/1985
21 Quality Capital Management
Global Diversified Programme
2.01 10,000k 12/1/1995
20 Transtrend B.V.
DTP – Standard Risk (EUR)
2.77 10,000k 2/1/1999
19 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.87 10,000k 1/1/1991
18 Clarke Capital Management
Global Basic
2.93 50k 2/1/1996
17 Tactical Investment Management
Tactical Institutional Commodity Program
3.21 10,000k 4/1/1993
16 Hyman Beck and Company
Global Portfolio
3.85 1,000k 3/1/1991
15 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.99 10,000k 8/1/1999
14 Rabar Market Research
Diversified Program
4.25 2,000k 1/1/1989
13 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.29 10,000k 1/1/1995
12 Covenant Capital Management
Original Program
4.37 5,000k 9/1/1999
11 Mulvaney Capital Management
The Mulvaney Global Markets Program
4.84 100k 5/1/1999
10 Drury Capital
Diversified Trend-Following Program
4.88 5,000k 5/1/1997
9 Estlander & Partners
Alpha Trend
7.56 30,000k 10/1/1991
8 Estlander & Partners
Global Markets
7.66 10,000k 8/1/1999
7 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
8.01 0k 11/1/1996
6 Chesapeake Capital
Diversified (LV)
8.49 100k 2/1/1988
5 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
8.70 200k 11/1/1999
4 Winton Capital Management
Diversified
9.04 50,000k 10/1/1997
3 Superfund Group
Superfund Green Q-AG
10.50 2k 3/1/1996
2 Dreiss Research Corporation
Diversified Program
13.91 1,000k 5/1/1991
1 Estlander & Partners
Global XL
16.12 5,000k 8/1/1991

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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