Trend Following Strategy Index For March 2000

Monthly Rankings

Rank CTA/Program Mar 2000 Min Inv Inception
43 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-17.30 100k 11/1/1984
42 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-13.40 200k 11/1/1999
41 Dreiss Research Corporation
Diversified Program
-11.14 1,000k 5/1/1991
40 M.S. Capital Management
Global Diversified Program
-9.73 2,000k 11/1/1998
39 Clarke Capital Management
Global Basic
-9.00 50k 2/1/1996
38 Mulvaney Capital Management
The Mulvaney Global Markets Program
-8.40 100k 5/1/1999
37 DUNN Capital Management
D'Best Futures Fund, L.P.
-8.38 100k 6/1/1994
36 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.72 100k 5/1/1989
35 Clarke Capital Management
Global Magnum
-6.60 100k 8/1/1997
34 Hyman Beck and Company
Global Portfolio
-5.07 1,000k 3/1/1991
33 Hawksbill Capital Management
Global Diversified
-4.68 5,000k 11/1/1988
32 Superfund Group
Superfund Green Q-AG
-4.20 2k 3/1/1996
31 Tactical Investment Management
Tactical Institutional Commodity Program
-4.05 10,000k 4/1/1993
30 Winton Capital Management
Diversified
-3.28 50,000k 10/1/1997
29 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-3.16 0k 11/1/1996
28 Clarke Capital Management
Worldwide
-2.94 250k 1/1/1996
27 Covenant Capital Management
Original Program
-2.78 5,000k 9/1/1999
26 Clarke Capital Management
Millennium
-2.66 1,000k 1/1/1998
25 EMC Capital Advisors, LLC
Classic
-2.50 5,000k 1/1/1985
24 Superfund Group
Superfund Green GCT USD
-2.45 15k 1/1/2000
23 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.29 10,000k 1/1/1995
22 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.15 10,000k 10/1/1991
21 Rabar Market Research
Diversified Program
-2.13 2,000k 1/1/1989
20 Eckhardt Trading Company
Evolution Strategies
-1.94 20,000k 8/1/1991
19 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.78 10,000k 8/1/1999
18 Quality Capital Management
Global Diversified Programme
-1.77 10,000k 12/1/1995
17 Drury Capital
Diversified Trend-Following Program
-1.59 5,000k 5/1/1997
16 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.49 10,000k 2/1/1999
15 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.45 10,000k 1/1/1991
14 Estlander & Partners
Global XL
-0.06 5,000k 8/1/1991
13 Estlander & Partners
Alpha Trend
-0.01 30,000k 10/1/1991
12 RAM Management Group
RAM MRTP 1X-Conservative
0.04 1,000k 9/1/1993
11 Estlander & Partners
Global Markets
0.43 10,000k 8/1/1999
10 Saxon Investment Corporation
Aggressive Diversified Program
0.68 2,000k 11/1/1993
9 Saxon Investment Corporation
Diversified Program
0.73 3,000k 9/1/1988
8 RAM Management Group
MRTP Aggressive
1.20 1,000k 2/1/1998
7 Alee Capital Management, LLC
Poniente Program
1.51 2,500k 1/1/1999
6 Mark J. Walsh Company
Standard Program
1.83 2,000k 9/1/1985
5 Chesapeake Capital
Diversified (LV)
1.88 100k 2/1/1988
4 Alee Capital Management, LLC
Mistral Program
2.48 2,500k 1/1/1999
3 Eclipse Capital Management
Global Monetary
3.29 5,000k 8/1/1990
2 Conquest Capital Group
Conquest Macro
7.16 250k 5/1/1999
1 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
13.99 100k 1/1/2000

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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