IASG CTA Index For October 1996

Monthly Rankings

Rank CTA/Program Oct 1996 Min Inv Inception
40 Superfund Group
Superfund Green Q-AG
-1.76 2k 3/1/1996
39 KMJ Investments
KMJ Investments
-0.68 1,000k 8/1/1994
37 Rivoli Fund Management
Rivoli International Fund (MAP)
0.00 5,000k 10/1/1996
38 C-View Limited
Currency Managed Account Program
0.00 5,000k 10/1/1996
36 RAM Management Group
RAM MRTP 1X-Conservative
1.66 1,000k 9/1/1993
35 Red Oak Commodity Advisors
Investment Program
1.70 5,000k 12/1/1989
34 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.47 400k 1/1/1988
33 Northfield Trading
Diversified
2.60 2,000k 7/1/1989
32 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.21 10,000k 1/1/1991
31 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
3.22 3,000k 10/1/1992
30 Witter & Lester, Inc.
Redstone
3.27 500k 9/1/1994
29 Eclipse Capital Management
Global Monetary
3.51 5,000k 8/1/1990
28 Range Wise
Investment Program
3.65 250k 2/1/1991
27 Dreiss Research Corporation
Diversified Program
3.79 1,000k 5/1/1991
26 Estlander & Partners
Alpha Trend
4.37 30,000k 10/1/1991
25 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
5.16 2,000k 7/1/1992
24 Chesapeake Capital
Diversified (LV)
5.92 100k 2/1/1988
23 Sunrise Capital Partners
Sunrise Expanded Diversified Program
6.85 1/1/1989
22 Tactical Investment Management
Tactical Institutional Commodity Program
8.53 10,000k 4/1/1993
21 Clarke Capital Management
Worldwide
9.10 250k 1/1/1996
20 Millburn Corporation
Diversified Program
9.77 20,000k 2/1/1977
19 Ansbacher Investment Management
Market Neutral Put Skew Program
10.05 250k 1/1/1996
18 Transtrend B.V.
DTP – Enhanced Risk (USD)
10.37 10,000k 1/1/1995
17 Rabar Market Research
Diversified Program
10.75 2,000k 1/1/1989
16 Hyman Beck and Company
Global Portfolio
11.17 1,000k 3/1/1991
15 FORT LP
Fort Global Diversified
11.64 2,000k 10/1/1993
14 Quality Capital Management
Global Diversified Programme
15.14 10,000k 12/1/1995
13 Clarke Capital Management
Global Basic
15.36 50k 2/1/1996
12 Eckhardt Trading Company
Evolution Strategies
16.24 20,000k 8/1/1991
11 Abraham Trading Company
Diversified Program
16.84 10,000k 1/1/1988
10 Estlander & Partners
Global XL
17.52 5,000k 8/1/1991
9 Mark J. Walsh Company
Standard Program
18.63 2,000k 9/1/1985
8 EMC Capital Advisors, LLC
Classic
18.90 5,000k 1/1/1985
7 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
20.30 100k 11/1/1984
6 DUNN Capital Management
D'Best Futures Fund, L.P.
20.61 100k 6/1/1994
5 DUNN Capital Management
DUNN Combined Fund (DCF)
21.56 100k 5/1/1989
4 Saxon Investment Corporation
Diversified Program
23.39 3,000k 9/1/1988
3 Eckhardt Trading Company
Evolution Strategies 1.2X
24.25 10,000k 10/1/1991
2 Hawksbill Capital Management
Global Diversified
27.74 5,000k 11/1/1988
1 Saxon Investment Corporation
Aggressive Diversified Program
37.01 2,000k 11/1/1993

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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