IASG CTA Index For February 1996

Monthly Rankings

Rank CTA/Program Feb 1996 Min Inv Inception
37 DUNN Capital Management
D'Best Futures Fund, L.P.
-27.28 100k 6/1/1994
36 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-18.71 2,000k 7/1/1992
35 DUNN Capital Management
DUNN Combined Fund (DCF)
-18.06 100k 5/1/1989
34 EMC Capital Advisors, LLC
Classic
-16.50 5,000k 1/1/1985
33 Estlander & Partners
Global XL
-15.81 5,000k 8/1/1991
32 Abraham Trading Company
Diversified Program
-13.78 10,000k 1/1/1988
31 Saxon Investment Corporation
Aggressive Diversified Program
-13.44 2,000k 11/1/1993
30 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-13.30 100k 11/1/1984
29 Dreiss Research Corporation
Diversified Program
-11.64 1,000k 5/1/1991
28 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-10.64 3,000k 10/1/1992
27 Millburn Corporation
Diversified Program
-10.58 20,000k 2/1/1977
26 Rabar Market Research
Diversified Program
-9.52 2,000k 1/1/1989
25 Mark J. Walsh Company
Standard Program
-9.36 2,000k 9/1/1985
24 Quality Capital Management
Global Diversified Programme
-8.50 10,000k 12/1/1995
23 Eckhardt Trading Company
Evolution Strategies 1.2X
-8.27 10,000k 10/1/1991
22 Hyman Beck and Company
Global Portfolio
-8.23 1,000k 3/1/1991
21 Red Oak Commodity Advisors
Investment Program
-7.88 5,000k 12/1/1989
20 Saxon Investment Corporation
Diversified Program
-7.22 3,000k 9/1/1988
19 Hawksbill Capital Management
Global Diversified
-7.18 5,000k 11/1/1988
18 Estlander & Partners
Alpha Trend
-6.73 30,000k 10/1/1991
17 Transtrend B.V.
DTP – Enhanced Risk (USD)
-6.65 10,000k 1/1/1995
16 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-5.80 1/1/1989
15 Eckhardt Trading Company
Evolution Strategies
-5.40 20,000k 8/1/1991
14 Chesapeake Capital
Diversified (LV)
-4.26 100k 2/1/1988
13 RAM Management Group
RAM MRTP 1X-Conservative
-3.37 1,000k 9/1/1993
12 Tactical Investment Management
Tactical Institutional Commodity Program
-3.29 10,000k 4/1/1993
11 Northfield Trading
Diversified
-2.10 2,000k 7/1/1989
10 Clarke Capital Management
Worldwide
-0.90 250k 1/1/1996
9 Witter & Lester, Inc.
Redstone
-0.56 500k 9/1/1994
8 Range Wise
Investment Program
-0.46 250k 2/1/1991
7 KMJ Investments
KMJ Investments
-0.27 1,000k 8/1/1994
6 Eclipse Capital Management
Global Monetary
-0.07 5,000k 8/1/1990
4 Ansbacher Investment Management
Market Neutral Put Skew Program
0.00 250k 1/1/1996
5 Clarke Capital Management
Global Basic
0.00 50k 2/1/1996
3 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.13 400k 1/1/1988
2 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.40 10,000k 1/1/1991
1 FORT LP
Fort Global Diversified
5.85 2,000k 10/1/1993

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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