IASG CTA Index For March 1996

Monthly Rankings

Rank CTA/Program Mar 1996 Min Inv Inception
38 Saxon Investment Corporation
Aggressive Diversified Program
-21.65 2,000k 11/1/1993
37 Hawksbill Capital Management
Global Diversified
-13.47 5,000k 11/1/1988
36 Saxon Investment Corporation
Diversified Program
-12.32 3,000k 9/1/1988
35 Ansbacher Investment Management
Market Neutral Put Skew Program
-10.84 250k 1/1/1996
34 Clarke Capital Management
Global Basic
-3.80 50k 2/1/1996
33 Estlander & Partners
Global XL
-3.26 5,000k 8/1/1991
32 RAM Management Group
RAM MRTP 1X-Conservative
-1.85 1,000k 9/1/1993
31 EMC Capital Advisors, LLC
Classic
-1.60 5,000k 1/1/1985
30 Rabar Market Research
Diversified Program
-1.49 2,000k 1/1/1989
29 Hyman Beck and Company
Global Portfolio
-1.21 1,000k 3/1/1991
28 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.48 10,000k 1/1/1995
27 KMJ Investments
KMJ Investments
-0.39 1,000k 8/1/1994
26 Eclipse Capital Management
Global Monetary
-0.30 5,000k 8/1/1990
25 Superfund Group
Superfund Green Q-AG
0.00 2k 3/1/1996
24 Chesapeake Capital
Diversified (LV)
0.28 100k 2/1/1988
23 Range Wise
Investment Program
0.79 250k 2/1/1991
22 Millburn Corporation
Diversified Program
1.04 20,000k 2/1/1977
21 Witter & Lester, Inc.
Redstone
1.23 500k 9/1/1994
20 Clarke Capital Management
Worldwide
1.79 250k 1/1/1996
19 Mark J. Walsh Company
Standard Program
2.11 2,000k 9/1/1985
18 Eckhardt Trading Company
Evolution Strategies
2.60 20,000k 8/1/1991
17 Estlander & Partners
Alpha Trend
3.65 30,000k 10/1/1991
16 Eckhardt Trading Company
Evolution Strategies 1.2X
4.31 10,000k 10/1/1991
15 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.32 10,000k 1/1/1991
14 Tactical Investment Management
Tactical Institutional Commodity Program
4.35 10,000k 4/1/1993
13 Sunrise Capital Partners
Sunrise Expanded Diversified Program
4.53 1/1/1989
12 Northfield Trading
Diversified
5.50 2,000k 7/1/1989
11 Dreiss Research Corporation
Diversified Program
8.41 1,000k 5/1/1991
10 FORT LP
Fort Global Diversified
9.48 2,000k 10/1/1993
9 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.60 100k 11/1/1984
8 Abraham Trading Company
Diversified Program
9.66 10,000k 1/1/1988
7 DUNN Capital Management
DUNN Combined Fund (DCF)
10.89 100k 5/1/1989
6 Quality Capital Management
Global Diversified Programme
11.62 10,000k 12/1/1995
5 Witter & Lester, Inc.
Stock Index Futures Trading Program
12.00 400k 1/1/1988
4 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
13.39 3,000k 10/1/1992
3 Red Oak Commodity Advisors
Investment Program
14.85 5,000k 12/1/1989
2 DUNN Capital Management
D'Best Futures Fund, L.P.
19.08 100k 6/1/1994
1 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
25.07 2,000k 7/1/1992

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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