IASG CTA Index For January 1996

Monthly Rankings

Rank CTA/Program Jan 1996 Min Inv Inception
36 Abraham Trading Company
Diversified Program
-6.85 10,000k 1/1/1988
35 Tactical Investment Management
Tactical Institutional Commodity Program
-6.84 10,000k 4/1/1993
34 Saxon Investment Corporation
Aggressive Diversified Program
-5.59 2,000k 11/1/1993
33 Saxon Investment Corporation
Diversified Program
-4.49 3,000k 9/1/1988
32 Estlander & Partners
Alpha Trend
-4.26 30,000k 10/1/1991
31 FORT LP
Fort Global Diversified
-4.16 2,000k 10/1/1993
30 EMC Capital Advisors, LLC
Classic
-2.90 5,000k 1/1/1985
29 Hawksbill Capital Management
Global Diversified
-2.76 5,000k 11/1/1988
28 Range Wise
Investment Program
-1.34 250k 2/1/1991
27 Witter & Lester, Inc.
Redstone
-0.79 500k 9/1/1994
26 Rabar Market Research
Diversified Program
-0.13 2,000k 1/1/1989
24 Ansbacher Investment Management
Market Neutral Put Skew Program
0.00 250k 1/1/1996
25 Clarke Capital Management
Worldwide
0.00 250k 1/1/1996
23 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.54 1/1/1989
22 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.94 10,000k 1/1/1991
21 RAM Management Group
RAM MRTP 1X-Conservative
1.09 1,000k 9/1/1993
20 Dreiss Research Corporation
Diversified Program
1.46 1,000k 5/1/1991
19 Quality Capital Management
Global Diversified Programme
1.68 10,000k 12/1/1995
18 Chesapeake Capital
Diversified (LV)
1.69 100k 2/1/1988
17 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.33 400k 1/1/1988
16 Northfield Trading
Diversified
3.70 2,000k 7/1/1989
15 Hyman Beck and Company
Global Portfolio
3.97 1,000k 3/1/1991
14 KMJ Investments
KMJ Investments
4.91 1,000k 8/1/1994
13 Mark J. Walsh Company
Standard Program
5.37 2,000k 9/1/1985
12 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.38 10,000k 1/1/1995
11 Eclipse Capital Management
Global Monetary
5.45 5,000k 8/1/1990
10 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
5.88 3,000k 10/1/1992
9 Millburn Corporation
Diversified Program
7.16 20,000k 2/1/1977
8 Eckhardt Trading Company
Evolution Strategies
8.72 20,000k 8/1/1991
7 Estlander & Partners
Global XL
8.96 5,000k 8/1/1991
6 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
10.26 2,000k 7/1/1992
5 Red Oak Commodity Advisors
Investment Program
10.36 5,000k 12/1/1989
4 Eckhardt Trading Company
Evolution Strategies 1.2X
13.92 10,000k 10/1/1991
3 DUNN Capital Management
D'Best Futures Fund, L.P.
15.68 100k 6/1/1994
2 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
15.80 100k 11/1/1984
1 DUNN Capital Management
DUNN Combined Fund (DCF)
20.20 100k 5/1/1989

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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