IASG CTA Index For January 1997

Monthly Rankings

Rank CTA/Program Jan 1997 Min Inv Inception
42 FORT LP
Fort Global Diversified
-5.73 2,000k 10/1/1993
41 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.82 400k 1/1/1988
40 Dreiss Research Corporation
Diversified Program
-1.50 1,000k 5/1/1991
39 Witter & Lester, Inc.
Redstone
-1.26 500k 9/1/1994
38 Warrington Asset Management
Warrington Strategic Program
0.00 50k 1/1/1997
37 Range Wise
Investment Program
0.77 250k 2/1/1991
36 KMJ Investments
KMJ Investments
1.09 1,000k 8/1/1994
35 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
1.70 3,000k 10/1/1992
34 Chesapeake Capital
Diversified (LV)
1.86 100k 2/1/1988
33 Eclipse Capital Management
Global Monetary
2.07 5,000k 8/1/1990
32 Quality Capital Management
Global Diversified Programme
2.22 10,000k 12/1/1995
31 RAM Management Group
RAM MRTP 1X-Conservative
2.32 1,000k 9/1/1993
30 Northfield Trading
Diversified
2.40 2,000k 7/1/1989
29 Estlander & Partners
Global XL
2.54 5,000k 8/1/1991
28 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
2.64 2,000k 7/1/1992
27 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.38 0k 11/1/1996
26 Superfund Group
Superfund Green Q-AG
3.46 2k 3/1/1996
25 Clarke Capital Management
Global Basic
3.58 50k 2/1/1996
24 Clarke Capital Management
Worldwide
3.81 250k 1/1/1996
23 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.12 10,000k 1/1/1991
22 Saxon Investment Corporation
Diversified Program
4.12 3,000k 9/1/1988
21 Sunrise Capital Partners
Sunrise Expanded Diversified Program
4.56 1/1/1989
20 Estlander & Partners
Alpha Trend
5.04 30,000k 10/1/1991
19 Abraham Trading Company
Diversified Program
5.28 10,000k 1/1/1988
18 Rabar Market Research
Diversified Program
5.37 2,000k 1/1/1989
17 EMC Capital Advisors, LLC
Classic
5.60 5,000k 1/1/1985
16 Rivoli Fund Management
Rivoli International Fund (MAP)
5.60 5,000k 10/1/1996
15 Saxon Investment Corporation
Aggressive Diversified Program
6.83 2,000k 11/1/1993
14 Millburn Corporation
Diversified Program
7.78 20,000k 2/1/1977
13 Hyman Beck and Company
Global Portfolio
8.76 1,000k 3/1/1991
12 Tactical Investment Management
Tactical Institutional Commodity Program
9.12 10,000k 4/1/1993
11 Transtrend B.V.
DTP – Enhanced Risk (USD)
9.64 10,000k 1/1/1995
10 Mark J. Walsh Company
Standard Program
10.30 2,000k 9/1/1985
9 Hawksbill Capital Management
Global Diversified
10.73 5,000k 11/1/1988
8 DUNN Capital Management
D'Best Futures Fund, L.P.
11.43 100k 6/1/1994
7 Eckhardt Trading Company
Evolution Strategies
12.66 20,000k 8/1/1991
6 C-View Limited
Currency Managed Account Program
13.29 5,000k 10/1/1996
5 Ansbacher Investment Management
Market Neutral Put Skew Program
17.21 250k 1/1/1996
4 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
17.80 100k 11/1/1984
3 Eckhardt Trading Company
Evolution Strategies 1.2X
18.53 10,000k 10/1/1991
2 DUNN Capital Management
DUNN Combined Fund (DCF)
21.26 100k 5/1/1989
1 Red Oak Commodity Advisors
Investment Program
21.57 5,000k 12/1/1989

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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