Diversified Trader Index For June 1999

Monthly Rankings

Rank CTA/Program Jun 1999 Min Inv Inception
51 Crabel Capital Management
Crabel Multi-Product
-2.44 1,000k 3/1/1998
50 Mark J. Walsh Company
Standard Program
-1.75 2,000k 9/1/1985
49 Tactical Investment Management
Tactical Institutional Commodity Program
-1.69 10,000k 4/1/1993
48 EMC Capital Advisors, LLC
Classic
-1.10 5,000k 1/1/1985
47 M.S. Capital Management
Global Diversified Program
-1.06 2,000k 11/1/1998
46 Abraham Trading Company
Diversified Program
-0.68 10,000k 1/1/1988
45 Alee Capital Management, LLC
Poniente Program
-0.54 2,500k 1/1/1999
44 Clarke Capital Management
Global Basic
-0.49 50k 2/1/1996
43 Superfund Group
Superfund Green Q-AG
-0.43 2k 3/1/1996
42 Drury Capital
Diversified Trend-Following Program
-0.36 5,000k 5/1/1997
41 FORT LP
Fort Global Diversified
-0.26 2,000k 10/1/1993
40 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-0.14 100k 5/1/1999
39 Rabar Market Research
Diversified Program
-0.02 2,000k 1/1/1989
38 IKOS
The IKOS Hedge Fund
0.80 10,000k 7/1/1998
37 RAM Management Group
RAM MRTP 1X-Conservative
0.93 1,000k 9/1/1993
36 Alee Capital Management, LLC
Mistral Program
0.97 2,500k 1/1/1999
35 Mondiale Asset Management
Mondiale Trading Program
1.06 0k 9/1/1997
34 Estlander & Partners
Global XL
1.10 5,000k 8/1/1991
33 Eckhardt Trading Company
Evolution Strategies
1.43 20,000k 8/1/1991
32 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.49 1,000k 3/1/1998
31 Eckhardt Trading Company
Evolution Strategies 1.2X
1.87 10,000k 10/1/1991
30 Rivoli Fund Management
Rivoli International Fund (MAP)
2.03 5,000k 10/1/1996
29 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.06 10,000k 1/1/1991
28 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.10 1,000k 9/1/1997
27 Sunrise Capital Partners
Sunrise Expanded Diversified Program
2.18 1/1/1989
26 Estlander & Partners
Alpha Trend
2.26 30,000k 10/1/1991
25 Clarke Capital Management
Global Magnum
2.44 100k 8/1/1997
24 Saxon Investment Corporation
Diversified Program
2.46 3,000k 9/1/1988
23 Dreiss Research Corporation
Diversified Program
2.74 1,000k 5/1/1991
22 Conquest Capital Group
Conquest Macro
2.86 250k 5/1/1999
21 Eclipse Capital Management
Global Monetary
3.12 5,000k 8/1/1990
20 Transtrend B.V.
DTP – Standard Risk (EUR)
3.12 10,000k 2/1/1999
19 Hyman Beck and Company
Global Portfolio
3.41 1,000k 3/1/1991
18 Quality Capital Management
Global Diversified Programme
3.54 10,000k 12/1/1995
17 Chesapeake Capital
Diversified (LV)
3.57 100k 2/1/1988
16 RAM Management Group
MRTP Aggressive
3.93 1,000k 2/1/1998
15 Saxon Investment Corporation
Aggressive Diversified Program
3.96 2,000k 11/1/1993
14 DUNN Capital Management
DUNN Combined Fund (DCF)
4.14 100k 5/1/1989
13 Northfield Trading
Diversified
4.20 2,000k 7/1/1989
12 MERIT Alternative Investments GmbH
Futures Portfolio
4.30 2,000k 6/1/1998
11 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.51 10,000k 1/1/1995
10 DUNN Capital Management
D'Best Futures Fund, L.P.
4.98 100k 6/1/1994
9 Clarke Capital Management
Worldwide
5.08 250k 1/1/1996
8 Clarke Capital Management
Millennium
5.09 1,000k 1/1/1998
7 Winton Capital Management
Diversified
5.29 50,000k 10/1/1997
6 Millburn Corporation
Diversified Program
5.65 20,000k 2/1/1977
5 Hawksbill Capital Management
Global Diversified
6.11 5,000k 11/1/1988
4 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.60 100k 11/1/1984
3 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
13.93 3,000k 10/1/1992
2 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
21.39 2,000k 7/1/1992
1 Red Oak Commodity Advisors
Investment Program
32.01 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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