Diversified Trader Index For December 1998

Monthly Rankings

Rank CTA/Program Dec 1998 Min Inv Inception
46 RAM Management Group
MRTP Aggressive
-7.25 1,000k 2/1/1998
45 Mark J. Walsh Company
Standard Program
-5.33 2,000k 9/1/1985
44 Clarke Capital Management
Global Basic
-3.27 50k 2/1/1996
43 Saxon Investment Corporation
Aggressive Diversified Program
-2.82 2,000k 11/1/1993
42 RAM Management Group
RAM MRTP 1X-Conservative
-2.21 1,000k 9/1/1993
41 Saxon Investment Corporation
Diversified Program
-1.36 3,000k 9/1/1988
40 Crabel Capital Management
Crabel Multi-Product
-1.03 1,000k 3/1/1998
39 Clarke Capital Management
Global Magnum
-0.99 100k 8/1/1997
38 Clarke Capital Management
Worldwide
-0.77 250k 1/1/1996
37 IKOS
The IKOS Hedge Fund
0.21 10,000k 7/1/1998
36 Northfield Trading
Diversified
0.30 2,000k 7/1/1989
35 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
0.30 100k 11/1/1984
34 Estlander & Partners
Global XL
0.41 5,000k 8/1/1991
33 Eckhardt Trading Company
Evolution Strategies
0.65 20,000k 8/1/1991
32 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.98 1,000k 9/1/1997
31 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.12 10,000k 1/1/1991
30 Eckhardt Trading Company
Evolution Strategies 1.2X
1.20 10,000k 10/1/1991
29 Rivoli Fund Management
Rivoli International Fund (MAP)
1.57 5,000k 10/1/1996
28 Dreiss Research Corporation
Diversified Program
1.57 1,000k 5/1/1991
27 Rabar Market Research
Diversified Program
1.61 2,000k 1/1/1989
26 Chesapeake Capital
Diversified (LV)
1.80 100k 2/1/1988
25 Drury Capital
Diversified Trend-Following Program
2.46 5,000k 5/1/1997
24 Sunrise Capital Partners
Sunrise Expanded Diversified Program
2.51 1/1/1989
23 Millburn Corporation
Diversified Program
2.60 20,000k 2/1/1977
22 EMC Capital Advisors, LLC
Classic
2.70 5,000k 1/1/1985
21 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.70 10,000k 1/1/1995
20 MERIT Alternative Investments GmbH
Futures Portfolio
3.48 2,000k 6/1/1998
19 Clarke Capital Management
Millennium
3.51 1,000k 1/1/1998
18 Eclipse Capital Management
Global Monetary
3.79 5,000k 8/1/1990
17 Estlander & Partners
Alpha Trend
3.79 30,000k 10/1/1991
16 Mondiale Asset Management
Mondiale Trading Program
3.81 0k 9/1/1997
15 DUNN Capital Management
DUNN Combined Fund (DCF)
3.91 100k 5/1/1989
14 M.S. Capital Management
Global Diversified Program
4.01 2,000k 11/1/1998
13 Abraham Trading Company
Diversified Program
4.67 10,000k 1/1/1988
12 QCM
Global Diversified Programme
5.69 500k 12/1/1995
11 DUNN Capital Management
D'Best Futures Fund, L.P.
5.93 100k 6/1/1994
10 Hawksbill Capital Management
Global Diversified
7.99 5,000k 11/1/1988
9 Tactical Investment Management
Tactical Institutional Commodity Program
8.74 10,000k 4/1/1993
8 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
9.21 3,000k 10/1/1992
7 Winton Capital Management
Diversified
9.50 50,000k 10/1/1997
6 Superfund Group
Superfund Green Q-AG
9.90 2k 3/1/1996
5 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
10.29 1,000k 3/1/1998
4 Red Oak Commodity Advisors
Investment Program
10.39 5,000k 12/1/1989
3 Hyman Beck and Company
Global Portfolio
10.56 1,000k 3/1/1991
2 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
13.38 2,000k 7/1/1992
1 FORT LP
Fort Global Diversified
17.00 2,000k 10/1/1993

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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