Trend Following Strategy Index For June 2000

Monthly Rankings

Rank CTA/Program Jun 2000 Min Inv Inception
46 Dreiss Research Corporation
Diversified Program
-7.23 1,000k 5/1/1991
45 Hyman Beck and Company
Global Portfolio
-5.27 1,000k 3/1/1991
44 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.84 100k 5/1/1989
43 Hawksbill Capital Management
Global Diversified
-4.80 5,000k 11/1/1988
42 EMC Capital Advisors, LLC
Classic
-4.70 5,000k 1/1/1985
41 M.S. Capital Management
Global Diversified Program
-4.53 2,000k 11/1/1998
40 Covenant Capital Management
Original Program
-4.53 5,000k 9/1/1999
39 Drury Capital
Diversified Trend-Following Program
-4.41 5,000k 5/1/1997
38 Conquest Capital Group
Conquest Macro
-4.13 250k 5/1/1999
37 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-3.90 100k 11/1/1984
36 Estlander & Partners
Global XL
-3.77 5,000k 8/1/1991
35 Rabar Market Research
Diversified Program
-3.70 2,000k 1/1/1989
34 Tactical Investment Management
Tactical Institutional Commodity Program
-3.59 10,000k 4/1/1993
33 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.39 200k 11/1/1999
32 Eclipse Capital Management
Global Monetary
-3.28 5,000k 8/1/1990
31 DUNN Capital Management
D'Best Futures Fund, L.P.
-2.71 100k 6/1/1994
30 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.45 10,000k 8/1/1999
29 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.44 10,000k 1/1/1995
28 Lynx Asset Management AB
Lynx Program
-2.25 75k 5/1/2000
27 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.67 10,000k 2/1/1999
26 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.60 0k 11/1/1996
25 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.50 10,000k 10/1/1991
24 Eckhardt Trading Company
Evolution Strategies
-1.45 20,000k 8/1/1991
23 Estlander & Partners
Global Markets
-1.36 10,000k 8/1/1999
22 Winton Capital Management
Diversified
-1.27 50,000k 10/1/1997
21 Quality Capital Management
Global Diversified Programme
-1.18 10,000k 12/1/1995
20 Parizek Capital
Futures Trading Program
-1.14 500k 4/1/2000
19 Chesapeake Capital
Diversified (LV)
-0.99 100k 2/1/1988
18 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.69 10,000k 1/1/1991
17 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.10 100k 1/1/2000
16 Clarke Capital Management
Global Magnum
0.34 100k 8/1/1997
15 Alee Capital Management, LLC
Poniente Program
0.39 2,500k 1/1/1999
14 Estlander & Partners
Alpha Trend
0.41 30,000k 10/1/1991
13 Superfund Group
Superfund Green GCT USD
0.71 15k 1/1/2000
12 Superfund Group
Superfund Green Q-AG
1.13 2k 3/1/1996
11 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.55 100k 5/1/1999
10 Saxon Investment Corporation
Diversified Program
1.56 3,000k 9/1/1988
9 Kelly Angle Inc.
Genesis Program
1.59 2,000k 4/1/2000
8 RAM Management Group
RAM MRTP 1X-Conservative
2.28 1,000k 9/1/1993
7 Clarke Capital Management
Worldwide
2.45 250k 1/1/1996
6 Saxon Investment Corporation
Aggressive Diversified Program
2.50 2,000k 11/1/1993
5 Mark J. Walsh Company
Standard Program
2.56 2,000k 9/1/1985
4 Clarke Capital Management
Global Basic
3.00 50k 2/1/1996
3 Clarke Capital Management
Millennium
3.01 1,000k 1/1/1998
2 Alee Capital Management, LLC
Mistral Program
5.67 2,500k 1/1/1999
1 RAM Management Group
MRTP Aggressive
8.19 1,000k 2/1/1998

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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