Trend Following Strategy Index For June 1999

Monthly Rankings

Rank CTA/Program Jun 1999 Min Inv Inception
37 Mark J. Walsh Company
Standard Program
-1.75 2,000k 9/1/1985
36 Tactical Investment Management
Tactical Institutional Commodity Program
-1.69 10,000k 4/1/1993
35 EMC Capital Advisors, LLC
Classic
-1.10 5,000k 1/1/1985
34 M.S. Capital Management
Global Diversified Program
-1.06 2,000k 11/1/1998
33 Alee Capital Management, LLC
Poniente Program
-0.54 2,500k 1/1/1999
32 Clarke Capital Management
Global Basic
-0.49 50k 2/1/1996
31 Superfund Group
Superfund Green Q-AG
-0.43 2k 3/1/1996
30 Drury Capital
Diversified Trend-Following Program
-0.36 5,000k 5/1/1997
29 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.14 100k 5/1/1999
28 Rabar Market Research
Diversified Program
-0.02 2,000k 1/1/1989
27 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.21 0k 11/1/1996
26 RAM Management Group
RAM MRTP 1X-Conservative
0.93 1,000k 9/1/1993
25 Alee Capital Management, LLC
Mistral Program
0.97 2,500k 1/1/1999
24 Estlander & Partners
Global XL
1.10 5,000k 8/1/1991
23 Eckhardt Trading Company
Evolution Strategies
1.43 20,000k 8/1/1991
22 Eckhardt Trading Company
Evolution Strategies 1.2X
1.87 10,000k 10/1/1991
21 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.06 10,000k 1/1/1991
20 Estlander & Partners
Alpha Trend
2.26 30,000k 10/1/1991
19 Clarke Capital Management
Global Magnum
2.44 100k 8/1/1997
18 Saxon Investment Corporation
Diversified Program
2.46 3,000k 9/1/1988
17 Dreiss Research Corporation
Diversified Program
2.74 1,000k 5/1/1991
16 Conquest Capital Group
Conquest Macro
2.86 250k 5/1/1999
15 Eclipse Capital Management
Global Monetary
3.12 5,000k 8/1/1990
14 Transtrend B.V.
DTP – Standard Risk (EUR)
3.12 10,000k 2/1/1999
13 Hyman Beck and Company
Global Portfolio
3.41 1,000k 3/1/1991
12 Quality Capital Management
Global Diversified Programme
3.54 10,000k 12/1/1995
11 Chesapeake Capital
Diversified (LV)
3.57 100k 2/1/1988
10 RAM Management Group
MRTP Aggressive
3.93 1,000k 2/1/1998
9 Saxon Investment Corporation
Aggressive Diversified Program
3.96 2,000k 11/1/1993
8 DUNN Capital Management
DUNN Combined Fund (DCF)
4.14 100k 5/1/1989
7 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.51 10,000k 1/1/1995
6 DUNN Capital Management
D'Best Futures Fund, L.P.
4.98 100k 6/1/1994
5 Clarke Capital Management
Worldwide
5.08 250k 1/1/1996
4 Clarke Capital Management
Millennium
5.09 1,000k 1/1/1998
3 Winton Capital Management
Diversified
5.29 50,000k 10/1/1997
2 Hawksbill Capital Management
Global Diversified
6.11 5,000k 11/1/1988
1 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.60 100k 11/1/1984

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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