IASG CTA Index For November 1996

Monthly Rankings

Rank CTA/Program Nov 1996 Min Inv Inception
41 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.77 400k 1/1/1988
40 Superfund Group
Superfund Green Q-AG
-0.29 2k 3/1/1996
39 Range Wise
Investment Program
-0.01 250k 2/1/1991
38 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.00 0k 11/1/1996
37 Rivoli Fund Management
Rivoli International Fund (MAP)
0.27 5,000k 10/1/1996
36 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
0.75 3,000k 10/1/1992
35 KMJ Investments
KMJ Investments
0.76 1,000k 8/1/1994
34 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
1.05 2,000k 7/1/1992
33 RAM Management Group
RAM MRTP 1X-Conservative
1.08 1,000k 9/1/1993
32 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.29 1/1/1989
31 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.46 10,000k 1/1/1995
30 FORT LP
Fort Global Diversified
1.98 2,000k 10/1/1993
29 Abraham Trading Company
Diversified Program
2.45 10,000k 1/1/1988
28 Witter & Lester, Inc.
Redstone
2.95 500k 9/1/1994
27 Northfield Trading
Diversified
3.00 2,000k 7/1/1989
26 Estlander & Partners
Alpha Trend
3.10 30,000k 10/1/1991
25 Red Oak Commodity Advisors
Investment Program
3.57 5,000k 12/1/1989
24 Millburn Corporation
Diversified Program
3.88 20,000k 2/1/1977
23 Quality Capital Management
Global Diversified Programme
5.05 10,000k 12/1/1995
22 Rabar Market Research
Diversified Program
5.95 2,000k 1/1/1989
21 Chesapeake Capital
Diversified (LV)
6.57 100k 2/1/1988
20 Saxon Investment Corporation
Diversified Program
6.73 3,000k 9/1/1988
19 Eclipse Capital Management
Global Monetary
7.03 5,000k 8/1/1990
18 Estlander & Partners
Global XL
7.49 5,000k 8/1/1991
17 C-View Limited
Currency Managed Account Program
7.77 5,000k 10/1/1996
16 Rotella Capital Management
Rotella Polaris Program (Diversified)
8.87 10,000k 1/1/1991
15 Tactical Investment Management
Tactical Institutional Commodity Program
8.96 10,000k 4/1/1993
14 Hawksbill Capital Management
Global Diversified
9.13 5,000k 11/1/1988
13 EMC Capital Advisors, LLC
Classic
9.60 5,000k 1/1/1985
12 Hyman Beck and Company
Global Portfolio
9.79 1,000k 3/1/1991
11 Saxon Investment Corporation
Aggressive Diversified Program
10.66 2,000k 11/1/1993
10 Eckhardt Trading Company
Evolution Strategies
11.43 20,000k 8/1/1991
9 Mark J. Walsh Company
Standard Program
13.31 2,000k 9/1/1985
8 Ansbacher Investment Management
Market Neutral Put Skew Program
13.68 250k 1/1/1996
7 Dreiss Research Corporation
Diversified Program
15.10 1,000k 5/1/1991
6 Clarke Capital Management
Worldwide
15.64 250k 1/1/1996
5 Eckhardt Trading Company
Evolution Strategies 1.2X
16.81 10,000k 10/1/1991
4 DUNN Capital Management
DUNN Combined Fund (DCF)
23.14 100k 5/1/1989
3 DUNN Capital Management
D'Best Futures Fund, L.P.
24.99 100k 6/1/1994
2 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
26.90 100k 11/1/1984
1 Clarke Capital Management
Global Basic
44.58 50k 2/1/1996

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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