IASG CTA Index For October 1997

Monthly Rankings

Rank CTA/Program Oct 1997 Min Inv Inception
47 Saxon Investment Corporation
Aggressive Diversified Program
-16.04 2,000k 11/1/1993
46 Mark J. Walsh Company
Standard Program
-11.95 2,000k 9/1/1985
45 Red Oak Commodity Advisors
Investment Program
-11.80 5,000k 12/1/1989
44 Clarke Capital Management
Global Basic
-10.77 50k 2/1/1996
43 Saxon Investment Corporation
Diversified Program
-9.68 3,000k 9/1/1988
42 Clarke Capital Management
Global Magnum
-9.62 100k 8/1/1997
41 Drury Capital
Diversified Trend-Following Program
-9.35 5,000k 5/1/1997
40 Estlander & Partners
Alpha Trend
-9.11 30,000k 10/1/1991
39 Transtrend B.V.
DTP – Enhanced Risk (USD)
-8.58 10,000k 1/1/1995
38 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-7.98 2,000k 7/1/1992
37 EMC Capital Advisors, LLC
Classic
-6.50 5,000k 1/1/1985
36 Superfund Group
Superfund Green Q-AG
-6.24 2k 3/1/1996
35 Ansbacher Investment Management
Market Neutral Put Skew Program
-6.01 250k 1/1/1996
34 Estlander & Partners
Global XL
-5.45 5,000k 8/1/1991
33 Abraham Trading Company
Diversified Program
-5.37 10,000k 1/1/1988
32 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-5.08 3,000k 10/1/1992
31 Warrington Asset Management
Warrington Strategic Program
-4.90 50k 1/1/1997
30 Clarke Capital Management
Worldwide
-3.88 250k 1/1/1996
29 Rabar Market Research
Diversified Program
-3.33 2,000k 1/1/1989
28 Witter & Lester, Inc.
Redstone
-2.54 500k 9/1/1994
27 KMJ Investments
KMJ Investments
-2.35 1,000k 8/1/1994
26 Chesapeake Capital
Diversified (LV)
-2.34 100k 2/1/1988
25 Northfield Trading
Diversified
-2.20 2,000k 7/1/1989
24 Tactical Investment Management
Tactical Institutional Commodity Program
-2.05 10,000k 4/1/1993
23 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.76 0k 11/1/1996
22 Millburn Corporation
Diversified Program
-1.69 20,000k 2/1/1977
21 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.43 5,000k 10/1/1996
20 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.18 1/1/1989
19 Hyman Beck and Company
Global Portfolio
-1.06 1,000k 3/1/1991
18 Eclipse Capital Management
Global Monetary
-0.77 5,000k 8/1/1990
17 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-0.60 100k 11/1/1984
16 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.46 10,000k 10/1/1991
15 Eckhardt Trading Company
Evolution Strategies
-0.41 20,000k 8/1/1991
14 DUNN Capital Management
DUNN Combined Fund (DCF)
-0.10 100k 5/1/1989
13 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.06 10,000k 1/1/1991
12 Winton Capital Management
Diversified
0.00 50,000k 10/1/1997
11 Range Wise
Investment Program
0.27 250k 2/1/1991
10 DUNN Capital Management
D'Best Futures Fund, L.P.
0.32 100k 6/1/1994
9 Mondiale Asset Management
Mondiale Trading Program
0.82 0k 9/1/1997
8 Hawksbill Capital Management
Global Diversified
1.30 5,000k 11/1/1988
7 RAM Management Group
RAM MRTP 1X-Conservative
1.96 1,000k 9/1/1993
6 C-View Limited
Currency Managed Account Program
3.06 5,000k 10/1/1996
5 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.06 1,000k 9/1/1997
4 FORT LP
Fort Global Diversified
3.48 2,000k 10/1/1993
3 Quality Capital Management
Global Diversified Programme
4.02 10,000k 12/1/1995
2 Witter & Lester, Inc.
Stock Index Futures Trading Program
5.50 400k 1/1/1988
1 Dreiss Research Corporation
Diversified Program
13.61 1,000k 5/1/1991

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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