IASG CTA Index For July 1996

Monthly Rankings

Rank CTA/Program Jul 1996 Min Inv Inception
38 Ansbacher Investment Management
Market Neutral Put Skew Program
-31.93 250k 1/1/1996
37 DUNN Capital Management
D'Best Futures Fund, L.P.
-20.85 100k 6/1/1994
36 Red Oak Commodity Advisors
Investment Program
-19.05 5,000k 12/1/1989
35 Dreiss Research Corporation
Diversified Program
-17.62 1,000k 5/1/1991
34 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-14.46 2,000k 7/1/1992
33 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-12.40 100k 11/1/1984
32 Eckhardt Trading Company
Evolution Strategies 1.2X
-9.23 10,000k 10/1/1991
31 Hawksbill Capital Management
Global Diversified
-8.80 5,000k 11/1/1988
30 Witter & Lester, Inc.
Stock Index Futures Trading Program
-7.92 400k 1/1/1988
29 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-7.92 3,000k 10/1/1992
28 Chesapeake Capital
Diversified (LV)
-7.64 100k 2/1/1988
27 Quality Capital Management
Global Diversified Programme
-7.23 10,000k 12/1/1995
26 Tactical Investment Management
Tactical Institutional Commodity Program
-6.38 10,000k 4/1/1993
25 Abraham Trading Company
Diversified Program
-6.30 10,000k 1/1/1988
24 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.27 100k 5/1/1989
23 Mark J. Walsh Company
Standard Program
-6.17 2,000k 9/1/1985
22 Witter & Lester, Inc.
Redstone
-5.89 500k 9/1/1994
21 Estlander & Partners
Alpha Trend
-4.89 30,000k 10/1/1991
20 Eckhardt Trading Company
Evolution Strategies
-4.28 20,000k 8/1/1991
19 Clarke Capital Management
Global Basic
-3.43 50k 2/1/1996
18 Rabar Market Research
Diversified Program
-2.13 2,000k 1/1/1989
17 Estlander & Partners
Global XL
-1.42 5,000k 8/1/1991
16 KMJ Investments
KMJ Investments
-0.84 1,000k 8/1/1994
15 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.77 1/1/1989
14 Saxon Investment Corporation
Aggressive Diversified Program
-0.39 2,000k 11/1/1993
13 FORT LP
Fort Global Diversified
-0.36 2,000k 10/1/1993
12 Superfund Group
Superfund Green Q-AG
-0.17 2k 3/1/1996
11 Clarke Capital Management
Worldwide
0.17 250k 1/1/1996
10 Saxon Investment Corporation
Diversified Program
0.29 3,000k 9/1/1988
9 Eclipse Capital Management
Global Monetary
0.58 5,000k 8/1/1990
8 Northfield Trading
Diversified
0.60 2,000k 7/1/1989
7 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.76 10,000k 1/1/1991
6 RAM Management Group
RAM MRTP 1X-Conservative
0.92 1,000k 9/1/1993
5 Millburn Corporation
Diversified Program
1.19 20,000k 2/1/1977
4 EMC Capital Advisors, LLC
Classic
1.50 5,000k 1/1/1985
3 Hyman Beck and Company
Global Portfolio
1.80 1,000k 3/1/1991
2 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.88 10,000k 1/1/1995
1 Range Wise
Investment Program
7.33 250k 2/1/1991

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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