Diversified Trader Index For July 1999

Monthly Rankings

Rank CTA/Program Jul 1999 Min Inv Inception
51 FORT LP
Fort Global Diversified
-7.88 2,000k 10/1/1993
50 Hawksbill Capital Management
Global Diversified
-7.05 5,000k 11/1/1988
49 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.93 100k 6/1/1994
48 Estlander & Partners
Global XL
-6.91 5,000k 8/1/1991
47 EMC Capital Advisors, LLC
Classic
-6.30 5,000k 1/1/1985
46 Chesapeake Capital
Diversified (LV)
-4.80 100k 2/1/1988
45 M.S. Capital Management
Global Diversified Program
-4.71 2,000k 11/1/1998
44 Drury Capital
Diversified Trend-Following Program
-4.43 5,000k 5/1/1997
43 Dreiss Research Corporation
Diversified Program
-3.31 1,000k 5/1/1991
42 Millburn Corporation
Diversified Program
-3.25 20,000k 2/1/1977
41 Rabar Market Research
Diversified Program
-2.89 2,000k 1/1/1989
40 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.64 100k 5/1/1989
39 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-2.22 100k 5/1/1999
38 Winton Capital Management
Diversified
-2.01 50,000k 10/1/1997
37 Conquest Capital Group
Conquest Macro
-1.74 250k 5/1/1999
36 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.53 1/1/1989
35 Saxon Investment Corporation
Aggressive Diversified Program
-0.92 2,000k 11/1/1993
34 Abraham Trading Company
Diversified Program
-0.83 10,000k 1/1/1988
33 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.45 10,000k 1/1/1991
32 Mondiale Asset Management
Mondiale Trading Program
-0.36 0k 9/1/1997
31 Hyman Beck and Company
Global Portfolio
-0.14 1,000k 3/1/1991
30 Saxon Investment Corporation
Diversified Program
-0.13 3,000k 9/1/1988
29 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
0.50 100k 11/1/1984
28 Quality Capital Management
Global Diversified Programme
0.51 10,000k 12/1/1995
27 IKOS
The IKOS Hedge Fund
0.70 10,000k 7/1/1998
26 Tactical Investment Management
Tactical Institutional Commodity Program
0.75 10,000k 4/1/1993
25 Rivoli Fund Management
Rivoli International Fund (MAP)
0.82 5,000k 10/1/1996
24 Mark J. Walsh Company
Standard Program
0.87 2,000k 9/1/1985
23 Transtrend B.V.
DTP – Standard Risk (EUR)
0.97 10,000k 2/1/1999
22 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.03 1,000k 9/1/1997
21 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
1.11 3,000k 10/1/1992
20 Superfund Group
Superfund Green Q-AG
1.13 2k 3/1/1996
19 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
1.35 2,000k 7/1/1992
18 MERIT Alternative Investments GmbH
Futures Portfolio
1.88 2,000k 6/1/1998
17 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.95 10,000k 1/1/1995
16 Clarke Capital Management
Global Magnum
2.30 100k 8/1/1997
15 Eclipse Capital Management
Global Monetary
2.35 5,000k 8/1/1990
14 Alee Capital Management, LLC
Poniente Program
2.59 2,500k 1/1/1999
13 Estlander & Partners
Alpha Trend
2.94 30,000k 10/1/1991
12 Clarke Capital Management
Global Basic
3.18 50k 2/1/1996
11 RAM Management Group
RAM MRTP 1X-Conservative
3.25 1,000k 9/1/1993
10 Northfield Trading
Diversified
3.80 2,000k 7/1/1989
9 Red Oak Commodity Advisors
Investment Program
4.09 5,000k 12/1/1989
8 Clarke Capital Management
Worldwide
4.61 250k 1/1/1996
7 Clarke Capital Management
Millennium
4.74 1,000k 1/1/1998
6 Alee Capital Management, LLC
Mistral Program
4.89 2,500k 1/1/1999
5 Eckhardt Trading Company
Evolution Strategies
5.18 20,000k 8/1/1991
4 Eckhardt Trading Company
Evolution Strategies 1.2X
6.30 10,000k 10/1/1991
3 RAM Management Group
MRTP Aggressive
8.63 1,000k 2/1/1998
2 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
9.20 1,000k 3/1/1998
1 Crabel Capital Management
Crabel Multi-Product
18.18 1,000k 3/1/1998

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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