Discretionary Trader Index For February 1997

Monthly Rankings

Rank CTA/Program Feb 1997 Min Inv Inception
8 KMJ Investments
KMJ Investments
-1.95 1,000k 8/1/1994
7 Range Wise
Investment Program
-1.74 250k 2/1/1991
6 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
0.32 3,000k 10/1/1992
5 Ansbacher Investment Management
Market Neutral Put Skew Program
0.64 150k 1/1/1996
4 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
0.81 2,000k 7/1/1992
3 C-View Limited
Currency Managed Account Program
2.61 5,000k 10/1/1996
2 Warrington Asset Management
Warrington Strategic Program
3.93 50k 1/1/1997
1 Red Oak Commodity Advisors
Investment Program
8.23 5,000k 12/1/1989

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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