IASG CTA Index For April 1996

Monthly Rankings

Rank CTA/Program Apr 1996 Min Inv Inception
38 Ansbacher Investment Management
Market Neutral Put Skew Program
-0.63 250k 1/1/1996
37 Witter & Lester, Inc.
Redstone
0.93 500k 9/1/1994
36 Superfund Group
Superfund Green Q-AG
1.12 2k 3/1/1996
35 Hyman Beck and Company
Global Portfolio
2.39 1,000k 3/1/1991
34 Range Wise
Investment Program
2.61 250k 2/1/1991
33 KMJ Investments
KMJ Investments
2.70 1,000k 8/1/1994
32 Rabar Market Research
Diversified Program
3.33 2,000k 1/1/1989
31 EMC Capital Advisors, LLC
Classic
3.50 5,000k 1/1/1985
30 Red Oak Commodity Advisors
Investment Program
3.68 5,000k 12/1/1989
29 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.68 400k 1/1/1988
28 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.89 10,000k 1/1/1991
27 Northfield Trading
Diversified
5.40 2,000k 7/1/1989
26 RAM Management Group
RAM MRTP 1X-Conservative
5.44 1,000k 9/1/1993
25 Millburn Corporation
Diversified Program
5.49 20,000k 2/1/1977
24 Eclipse Capital Management
Global Monetary
5.58 5,000k 8/1/1990
23 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
5.82 3,000k 10/1/1992
22 Quality Capital Management
Global Diversified Programme
6.18 10,000k 12/1/1995
21 DUNN Capital Management
D'Best Futures Fund, L.P.
7.91 100k 6/1/1994
20 Transtrend B.V.
DTP – Enhanced Risk (USD)
8.59 10,000k 1/1/1995
19 Clarke Capital Management
Worldwide
9.10 250k 1/1/1996
18 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.20 100k 11/1/1984
17 Sunrise Capital Partners
Sunrise Expanded Diversified Program
9.28 1/1/1989
16 Estlander & Partners
Global XL
9.78 5,000k 8/1/1991
15 Clarke Capital Management
Global Basic
9.91 50k 2/1/1996
14 Chesapeake Capital
Diversified (LV)
10.16 100k 2/1/1988
13 Hawksbill Capital Management
Global Diversified
10.43 5,000k 11/1/1988
12 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
11.13 2,000k 7/1/1992
11 DUNN Capital Management
DUNN Combined Fund (DCF)
13.22 100k 5/1/1989
10 Dreiss Research Corporation
Diversified Program
13.30 1,000k 5/1/1991
9 Estlander & Partners
Alpha Trend
13.46 30,000k 10/1/1991
8 FORT LP
Fort Global Diversified
14.00 2,000k 10/1/1993
7 Abraham Trading Company
Diversified Program
14.27 10,000k 1/1/1988
6 Eckhardt Trading Company
Evolution Strategies
17.48 20,000k 8/1/1991
5 Mark J. Walsh Company
Standard Program
19.51 2,000k 9/1/1985
4 Tactical Investment Management
Tactical Institutional Commodity Program
26.14 10,000k 4/1/1993
3 Eckhardt Trading Company
Evolution Strategies 1.2X
26.29 10,000k 10/1/1991
2 Saxon Investment Corporation
Diversified Program
28.02 3,000k 9/1/1988
1 Saxon Investment Corporation
Aggressive Diversified Program
44.99 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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