Trend Following Strategy Index For July 2000

Monthly Rankings

Rank CTA/Program Jul 2000 Min Inv Inception
47 Hawksbill Capital Management
Global Diversified
-13.50 5,000k 11/1/1988
46 Clarke Capital Management
Global Magnum
-10.01 100k 8/1/1997
45 Superfund Group
Superfund Green GCT USD
-8.55 15k 1/1/2000
44 Clarke Capital Management
Worldwide
-7.82 250k 1/1/1996
43 Clarke Capital Management
Global Basic
-6.98 50k 2/1/1996
42 Eclipse Capital Management
Global Monetary
-6.56 5,000k 8/1/1990
41 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-6.54 200k 11/1/1999
40 Winton Capital Management
Diversified
-4.58 50,000k 10/1/1997
39 Superfund Group
Superfund Green Q-AG
-4.08 2k 3/1/1996
38 DUNN Capital Management
D'Best Futures Fund, L.P.
-4.07 100k 6/1/1994
37 Chesapeake Capital
Diversified (LV)
-3.71 100k 2/1/1988
36 Clarke Capital Management
Millennium
-3.26 1,000k 1/1/1998
35 Alee Capital Management, LLC
Poniente Program
-3.17 2,500k 1/1/1999
34 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.01 10,000k 10/1/1991
33 Quality Capital Management
Global Diversified Programme
-3.00 10,000k 12/1/1995
32 EMC Capital Advisors, LLC
Classic
-2.80 5,000k 1/1/1985
31 Eckhardt Trading Company
Evolution Strategies
-2.71 20,000k 8/1/1991
30 Conquest Capital Group
Conquest Macro
-2.60 250k 5/1/1999
29 Dreiss Research Corporation
Diversified Program
-2.59 1,000k 5/1/1991
28 Kelly Angle Inc.
Genesis Program
-2.58 2,000k 4/1/2000
27 Mark J. Walsh Company
Standard Program
-2.19 2,000k 9/1/1985
26 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.15 100k 1/1/2000
25 Hyman Beck and Company
Global Portfolio
-2.02 1,000k 3/1/1991
24 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.48 0k 11/1/1996
23 Alee Capital Management, LLC
Mistral Program
-1.25 2,500k 1/1/1999
22 Mulvaney Capital Management
The Mulvaney Global Markets Program
-1.25 100k 5/1/1999
21 Tactical Investment Management
Tactical Institutional Commodity Program
-1.20 10,000k 4/1/1993
20 Rabar Market Research
Diversified Program
-1.17 2,000k 1/1/1989
19 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.91 10,000k 8/1/1999
18 Parizek Capital
Futures Trading Program
-0.87 500k 4/1/2000
17 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.77 10,000k 1/1/1995
16 Estlander & Partners
Alpha Trend
-0.71 30,000k 10/1/1991
15 M.S. Capital Management
Global Diversified Program
-0.53 2,000k 11/1/1998
14 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.49 10,000k 2/1/1999
13 Estlander & Partners
Global XL
-0.38 5,000k 8/1/1991
12 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.27 10,000k 1/1/1991
11 DUNN Capital Management
DUNN Combined Fund (DCF)
-0.12 100k 5/1/1989
10 John Locke Investments
Cyril Systematic Program
0.00 8,000k 7/1/2000
9 Estlander & Partners
Global Markets
0.45 10,000k 8/1/1999
8 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
0.56 100k 11/1/1984
7 Lynx Asset Management AB
Lynx Program
0.88 75k 5/1/2000
6 Saxon Investment Corporation
Diversified Program
1.08 3,000k 9/1/1988
5 Drury Capital
Diversified Trend-Following Program
1.49 5,000k 5/1/1997
4 Saxon Investment Corporation
Aggressive Diversified Program
1.67 2,000k 11/1/1993
3 Covenant Capital Management
Original Program
3.80 5,000k 9/1/1999
2 RAM Management Group
RAM MRTP 1X-Conservative
5.76 1,000k 9/1/1993
1 RAM Management Group
MRTP Aggressive
16.51 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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan