IASG CTA Index For May 1996

Monthly Rankings

Rank CTA/Program May 1996 Min Inv Inception
38 Saxon Investment Corporation
Aggressive Diversified Program
-30.54 2,000k 11/1/1993
37 Saxon Investment Corporation
Diversified Program
-18.30 3,000k 9/1/1988
36 Eckhardt Trading Company
Evolution Strategies 1.2X
-14.51 10,000k 10/1/1991
35 Mark J. Walsh Company
Standard Program
-13.66 2,000k 9/1/1985
34 Clarke Capital Management
Global Basic
-11.27 50k 2/1/1996
33 Quality Capital Management
Global Diversified Programme
-9.46 10,000k 12/1/1995
32 Abraham Trading Company
Diversified Program
-9.41 10,000k 1/1/1988
31 Eckhardt Trading Company
Evolution Strategies
-9.28 20,000k 8/1/1991
30 Hawksbill Capital Management
Global Diversified
-9.07 5,000k 11/1/1988
29 Dreiss Research Corporation
Diversified Program
-8.66 1,000k 5/1/1991
28 Clarke Capital Management
Worldwide
-7.33 250k 1/1/1996
27 Red Oak Commodity Advisors
Investment Program
-6.23 5,000k 12/1/1989
26 EMC Capital Advisors, LLC
Classic
-5.90 5,000k 1/1/1985
25 Estlander & Partners
Global XL
-5.67 5,000k 8/1/1991
24 Millburn Corporation
Diversified Program
-5.50 20,000k 2/1/1977
23 Tactical Investment Management
Tactical Institutional Commodity Program
-5.15 10,000k 4/1/1993
22 Transtrend B.V.
DTP – Enhanced Risk (USD)
-4.40 10,000k 1/1/1995
21 Estlander & Partners
Alpha Trend
-3.52 30,000k 10/1/1991
20 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.50 100k 6/1/1994
19 Rabar Market Research
Diversified Program
-3.45 2,000k 1/1/1989
18 Hyman Beck and Company
Global Portfolio
-3.20 1,000k 3/1/1991
17 Chesapeake Capital
Diversified (LV)
-3.04 100k 2/1/1988
16 RAM Management Group
RAM MRTP 1X-Conservative
-2.80 1,000k 9/1/1993
15 KMJ Investments
KMJ Investments
-1.58 1,000k 8/1/1994
14 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-1.40 2,000k 7/1/1992
13 Range Wise
Investment Program
-1.33 250k 2/1/1991
12 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.20 100k 11/1/1984
11 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-1.04 3,000k 10/1/1992
10 Superfund Group
Superfund Green Q-AG
-0.59 2k 3/1/1996
9 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.35 10,000k 1/1/1991
8 Northfield Trading
Diversified
0.10 2,000k 7/1/1989
7 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.11 1/1/1989
6 Witter & Lester, Inc.
Redstone
0.20 500k 9/1/1994
5 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.44 400k 1/1/1988
4 DUNN Capital Management
DUNN Combined Fund (DCF)
0.45 100k 5/1/1989
3 Ansbacher Investment Management
Market Neutral Put Skew Program
1.60 250k 1/1/1996
2 Eclipse Capital Management
Global Monetary
1.96 5,000k 8/1/1990
1 FORT LP
Fort Global Diversified
3.33 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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