Discretionary Trader Index For October 1999

Monthly Rankings

Rank CTA/Program Oct 1999 Min Inv Inception
10 LJM Partners
LJM Aggressive Strategy
-18.14 500k 7/1/1998
9 Red Oak Commodity Advisors
Investment Program
-11.86 5,000k 12/1/1989
8 Ansbacher Investment Management
Market Neutral Put Skew Program
-7.01 150k 1/1/1996
7 Warrington Asset Management
Warrington Strategic Program
-4.40 50k 1/1/1997
6 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-3.27 2,000k 7/1/1992
5 Range Wise
Investment Program
-2.72 250k 2/1/1991
4 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-1.73 3,000k 10/1/1992
3 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-1.10 1,000k 1/1/1999
2 C-View Limited
Currency Managed Account Program
1.95 5,000k 10/1/1996
1 KMJ Investments
KMJ Investments
5.01 1,000k 8/1/1994

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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