Diversified Trader Index For August 1997

Monthly Rankings

Rank CTA/Program Aug 1997 Min Inv Inception
36 Saxon Investment Corporation
Aggressive Diversified Program
-23.15 2,000k 11/1/1993
35 DUNN Capital Management
D'Best Futures Fund, L.P.
-20.94 100k 6/1/1994
34 Mark J. Walsh Company
Standard Program
-18.67 2,000k 9/1/1985
33 Hawksbill Capital Management
Global Diversified
-16.63 5,000k 11/1/1988
32 DUNN Capital Management
DUNN Combined Fund (DCF)
-14.24 100k 5/1/1989
31 Clarke Capital Management
Global Basic
-13.34 50k 2/1/1996
30 Saxon Investment Corporation
Diversified Program
-13.32 3,000k 9/1/1988
29 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-13.03 2,000k 7/1/1992
28 Superfund Group
Superfund Green Q-AG
-11.42 2k 3/1/1996
27 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-10.20 100k 11/1/1984
26 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-8.66 3,000k 10/1/1992
25 Abraham Trading Company
Diversified Program
-8.08 10,000k 1/1/1988
24 Chesapeake Capital
Diversified (LV)
-7.88 100k 2/1/1988
23 Rabar Market Research
Diversified Program
-7.75 2,000k 1/1/1989
22 Millburn Corporation
Diversified Program
-7.09 20,000k 2/1/1977
21 Red Oak Commodity Advisors
Investment Program
-6.91 5,000k 12/1/1989
20 Estlander & Partners
Global XL
-6.87 5,000k 8/1/1991
19 Quality Capital Management
Global Diversified Programme
-5.71 10,000k 12/1/1995
18 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.64 10,000k 10/1/1991
17 Dreiss Research Corporation
Diversified Program
-4.62 1,000k 5/1/1991
16 EMC Capital Advisors, LLC
Classic
-4.30 5,000k 1/1/1985
15 Eckhardt Trading Company
Evolution Strategies
-4.11 20,000k 8/1/1991
14 Clarke Capital Management
Worldwide
-3.63 250k 1/1/1996
13 Estlander & Partners
Alpha Trend
-3.57 30,000k 10/1/1991
12 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-3.32 1/1/1989
11 FORT LP
Fort Global Diversified
-3.23 2,000k 10/1/1993
10 Hyman Beck and Company
Global Portfolio
-2.78 1,000k 3/1/1991
9 RAM Management Group
RAM MRTP 1X-Conservative
-2.32 1,000k 9/1/1993
8 Eclipse Capital Management
Global Monetary
-2.21 5,000k 8/1/1990
7 Drury Capital
Diversified Trend-Following Program
-2.12 5,000k 5/1/1997
6 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.32 5,000k 10/1/1996
5 Northfield Trading
Diversified
-1.30 2,000k 7/1/1989
4 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.03 10,000k 1/1/1991
3 Clarke Capital Management
Global Magnum
0.00 100k 8/1/1997
2 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.02 10,000k 1/1/1995
1 Tactical Investment Management
Tactical Institutional Commodity Program
3.86 10,000k 4/1/1993

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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