Diversified Trader Index For March 1999

Monthly Rankings

Rank CTA/Program Mar 1999 Min Inv Inception
49 Dreiss Research Corporation
Diversified Program
-21.29 1,000k 5/1/1991
48 Abraham Trading Company
Diversified Program
-9.43 10,000k 1/1/1988
47 Mark J. Walsh Company
Standard Program
-7.88 2,000k 9/1/1985
46 Tactical Investment Management
Tactical Institutional Commodity Program
-7.46 10,000k 4/1/1993
45 Eckhardt Trading Company
Evolution Strategies 1.2X
-6.89 10,000k 10/1/1991
44 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-6.49 1,000k 3/1/1998
43 Eckhardt Trading Company
Evolution Strategies
-6.18 20,000k 8/1/1991
42 EMC Capital Advisors, LLC
Classic
-6.00 5,000k 1/1/1985
41 Estlander & Partners
Global XL
-4.56 5,000k 8/1/1991
40 Rabar Market Research
Diversified Program
-4.33 2,000k 1/1/1989
39 Winton Capital Management
Diversified
-3.98 50,000k 10/1/1997
38 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.55 100k 6/1/1994
37 Saxon Investment Corporation
Aggressive Diversified Program
-3.48 2,000k 11/1/1993
36 QCM
Global Diversified Programme
-3.35 500k 12/1/1995
35 Drury Capital
Diversified Trend-Following Program
-2.82 5,000k 5/1/1997
34 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.77 10,000k 1/1/1995
33 Chesapeake Capital
Diversified (LV)
-2.65 100k 2/1/1988
32 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.37 10,000k 2/1/1999
31 Saxon Investment Corporation
Diversified Program
-1.79 3,000k 9/1/1988
30 Superfund Group
Superfund Green Q-AG
-1.70 2k 3/1/1996
29 Estlander & Partners
Alpha Trend
-1.45 30,000k 10/1/1991
28 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.44 1/1/1989
27 Mondiale Asset Management
Mondiale Trading Program
-1.21 0k 9/1/1997
26 Hyman Beck and Company
Global Portfolio
-1.00 1,000k 3/1/1991
25 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.97 1,000k 9/1/1997
24 Alee Capital Management, LLC
Poniente Program
-0.91 2,500k 1/1/1999
23 Crabel Capital Management
Crabel Multi-Product
-0.70 1,000k 3/1/1998
22 Clarke Capital Management
Millennium
-0.42 1,000k 1/1/1998
21 IKOS
The IKOS Hedge Fund
-0.32 10,000k 7/1/1998
20 MERIT Alternative Investments GmbH
Futures Portfolio
0.16 2,000k 6/1/1998
19 Clarke Capital Management
Worldwide
0.61 250k 1/1/1996
18 FORT LP
Fort Global Diversified
0.80 2,000k 10/1/1993
17 Northfield Trading
Diversified
0.90 2,000k 7/1/1989
16 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.94 10,000k 1/1/1991
15 Millburn Corporation
Diversified Program
1.30 20,000k 2/1/1977
14 M.S. Capital Management
Global Diversified Program
1.30 2,000k 11/1/1998
13 Alee Capital Management, LLC
Mistral Program
1.57 2,500k 1/1/1999
12 RAM Management Group
RAM MRTP 1X-Conservative
2.29 1,000k 9/1/1993
11 Rivoli Fund Management
Rivoli International Fund (MAP)
2.33 5,000k 10/1/1996
10 Eclipse Capital Management
Global Monetary
2.92 5,000k 8/1/1990
9 DUNN Capital Management
DUNN Combined Fund (DCF)
4.03 100k 5/1/1989
8 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.20 100k 11/1/1984
7 Hawksbill Capital Management
Global Diversified
4.74 5,000k 11/1/1988
6 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
4.91 3,000k 10/1/1992
5 Clarke Capital Management
Global Magnum
6.55 100k 8/1/1997
4 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
7.09 2,000k 7/1/1992
3 RAM Management Group
MRTP Aggressive
8.75 1,000k 2/1/1998
2 Clarke Capital Management
Global Basic
13.02 50k 2/1/1996
1 Red Oak Commodity Advisors
Investment Program
19.78 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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