IASG CTA Index For June 1996

Monthly Rankings

Rank CTA/Program Jun 1996 Min Inv Inception
38 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.92 10,000k 10/1/1991
37 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.62 100k 5/1/1989
36 FORT LP
Fort Global Diversified
-4.33 2,000k 10/1/1993
35 Eckhardt Trading Company
Evolution Strategies
-3.32 20,000k 8/1/1991
34 Hawksbill Capital Management
Global Diversified
-3.30 5,000k 11/1/1988
33 KMJ Investments
KMJ Investments
-2.33 1,000k 8/1/1994
32 RAM Management Group
RAM MRTP 1X-Conservative
-1.94 1,000k 9/1/1993
31 Northfield Trading
Diversified
-1.40 2,000k 7/1/1989
30 Range Wise
Investment Program
-1.08 250k 2/1/1991
29 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.93 10,000k 1/1/1991
28 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.56 1/1/1989
27 Estlander & Partners
Global XL
-0.49 5,000k 8/1/1991
26 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.30 10,000k 1/1/1995
25 Quality Capital Management
Global Diversified Programme
-0.14 10,000k 12/1/1995
24 Red Oak Commodity Advisors
Investment Program
-0.10 5,000k 12/1/1989
23 Superfund Group
Superfund Green Q-AG
-0.05 2k 3/1/1996
22 Eclipse Capital Management
Global Monetary
0.11 5,000k 8/1/1990
21 Tactical Investment Management
Tactical Institutional Commodity Program
0.52 10,000k 4/1/1993
20 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
0.60 100k 11/1/1984
19 Estlander & Partners
Alpha Trend
0.91 30,000k 10/1/1991
18 Mark J. Walsh Company
Standard Program
0.94 2,000k 9/1/1985
17 Hyman Beck and Company
Global Portfolio
1.38 1,000k 3/1/1991
16 Clarke Capital Management
Global Basic
1.49 50k 2/1/1996
15 Abraham Trading Company
Diversified Program
1.52 10,000k 1/1/1988
14 Rabar Market Research
Diversified Program
1.54 2,000k 1/1/1989
13 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.79 400k 1/1/1988
12 DUNN Capital Management
D'Best Futures Fund, L.P.
3.06 100k 6/1/1994
11 Chesapeake Capital
Diversified (LV)
3.27 100k 2/1/1988
10 Witter & Lester, Inc.
Redstone
3.98 500k 9/1/1994
9 EMC Capital Advisors, LLC
Classic
4.10 5,000k 1/1/1985
8 Millburn Corporation
Diversified Program
4.14 20,000k 2/1/1977
7 Saxon Investment Corporation
Diversified Program
6.19 3,000k 9/1/1988
6 Clarke Capital Management
Worldwide
6.87 250k 1/1/1996
5 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
8.31 3,000k 10/1/1992
4 Dreiss Research Corporation
Diversified Program
10.60 1,000k 5/1/1991
3 Saxon Investment Corporation
Aggressive Diversified Program
11.65 2,000k 11/1/1993
2 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
13.24 2,000k 7/1/1992
1 Ansbacher Investment Management
Market Neutral Put Skew Program
14.85 250k 1/1/1996

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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