IASG CTA Index For August 1996

Monthly Rankings

Rank CTA/Program Aug 1996 Min Inv Inception
38 DUNN Capital Management
DUNN Combined Fund (DCF)
-9.39 100k 5/1/1989
37 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.20 100k 11/1/1984
36 Hawksbill Capital Management
Global Diversified
-5.12 5,000k 11/1/1988
35 Abraham Trading Company
Diversified Program
-3.34 10,000k 1/1/1988
34 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.17 100k 6/1/1994
33 RAM Management Group
RAM MRTP 1X-Conservative
-3.13 1,000k 9/1/1993
32 EMC Capital Advisors, LLC
Classic
-2.80 5,000k 1/1/1985
31 Dreiss Research Corporation
Diversified Program
-2.17 1,000k 5/1/1991
30 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.95 10,000k 10/1/1991
29 Clarke Capital Management
Worldwide
-1.94 250k 1/1/1996
28 Rabar Market Research
Diversified Program
-1.30 2,000k 1/1/1989
27 Millburn Corporation
Diversified Program
-1.30 20,000k 2/1/1977
26 Eckhardt Trading Company
Evolution Strategies
-1.20 20,000k 8/1/1991
25 Hyman Beck and Company
Global Portfolio
-1.15 1,000k 3/1/1991
24 Mark J. Walsh Company
Standard Program
-1.06 2,000k 9/1/1985
23 Clarke Capital Management
Global Basic
-0.90 50k 2/1/1996
22 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.49 1/1/1989
21 Estlander & Partners
Alpha Trend
-0.45 30,000k 10/1/1991
20 KMJ Investments
KMJ Investments
-0.18 1,000k 8/1/1994
19 Northfield Trading
Diversified
-0.09 2,000k 7/1/1989
18 Quality Capital Management
Global Diversified Programme
0.19 10,000k 12/1/1995
17 Chesapeake Capital
Diversified (LV)
0.57 100k 2/1/1988
16 Superfund Group
Superfund Green Q-AG
0.75 2k 3/1/1996
15 Saxon Investment Corporation
Aggressive Diversified Program
0.97 2,000k 11/1/1993
14 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.25 400k 1/1/1988
13 Range Wise
Investment Program
1.32 250k 2/1/1991
12 Saxon Investment Corporation
Diversified Program
1.54 3,000k 9/1/1988
11 Witter & Lester, Inc.
Redstone
2.15 500k 9/1/1994
10 Estlander & Partners
Global XL
2.36 5,000k 8/1/1991
9 Eclipse Capital Management
Global Monetary
3.04 5,000k 8/1/1990
8 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.05 10,000k 1/1/1991
7 FORT LP
Fort Global Diversified
3.66 2,000k 10/1/1993
6 Tactical Investment Management
Tactical Institutional Commodity Program
4.17 10,000k 4/1/1993
5 Transtrend B.V.
DTP – Enhanced Risk (USD)
7.26 10,000k 1/1/1995
4 Red Oak Commodity Advisors
Investment Program
8.06 5,000k 12/1/1989
3 Ansbacher Investment Management
Market Neutral Put Skew Program
8.82 250k 1/1/1996
2 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
9.14 3,000k 10/1/1992
1 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
16.52 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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