IASG CTA Index For November 1997

Monthly Rankings

Rank CTA/Program Nov 1997 Min Inv Inception
47 Dreiss Research Corporation
Diversified Program
-6.70 1,000k 5/1/1991
46 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.08 10,000k 10/1/1991
45 Saxon Investment Corporation
Aggressive Diversified Program
-4.69 2,000k 11/1/1993
44 Eckhardt Trading Company
Evolution Strategies
-3.54 20,000k 8/1/1991
43 Saxon Investment Corporation
Diversified Program
-2.43 3,000k 9/1/1988
42 Eclipse Capital Management
Global Monetary
-1.63 5,000k 8/1/1990
41 Estlander & Partners
Alpha Trend
-1.27 30,000k 10/1/1991
40 Quality Capital Management
Global Diversified Programme
-1.25 10,000k 12/1/1995
39 C-View Limited
Currency Managed Account Program
-0.87 5,000k 10/1/1996
38 Red Oak Commodity Advisors
Investment Program
-0.60 5,000k 12/1/1989
37 Northfield Trading
Diversified
-0.40 2,000k 7/1/1989
36 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.35 10,000k 1/1/1991
35 Mondiale Asset Management
Mondiale Trading Program
-0.17 0k 9/1/1997
34 Millburn Corporation
Diversified Program
-0.10 20,000k 2/1/1977
33 Range Wise
Investment Program
0.03 250k 2/1/1991
32 Tactical Investment Management
Tactical Institutional Commodity Program
0.13 10,000k 4/1/1993
31 Rabar Market Research
Diversified Program
0.51 2,000k 1/1/1989
30 RAM Management Group
RAM MRTP 1X-Conservative
0.53 1,000k 9/1/1993
29 Witter & Lester, Inc.
Redstone
0.60 500k 9/1/1994
28 Estlander & Partners
Global XL
0.67 5,000k 8/1/1991
27 Hawksbill Capital Management
Global Diversified
0.95 5,000k 11/1/1988
26 EMC Capital Advisors, LLC
Classic
1.00 5,000k 1/1/1985
25 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.43 400k 1/1/1988
24 Rivoli Fund Management
Rivoli International Fund (MAP)
1.51 5,000k 10/1/1996
23 Superfund Group
Superfund Green Q-AG
1.60 2k 3/1/1996
22 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.61 0k 11/1/1996
21 Clarke Capital Management
Worldwide
1.61 250k 1/1/1996
20 Hyman Beck and Company
Global Portfolio
1.65 1,000k 3/1/1991
19 Chesapeake Capital
Diversified (LV)
1.70 100k 2/1/1988
18 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.82 1/1/1989
17 DUNN Capital Management
D'Best Futures Fund, L.P.
1.99 100k 6/1/1994
16 Abraham Trading Company
Diversified Program
2.10 10,000k 1/1/1988
15 FORT LP
Fort Global Diversified
2.25 2,000k 10/1/1993
14 Warrington Asset Management
Warrington Strategic Program
2.34 50k 1/1/1997
13 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.80 1,000k 9/1/1997
12 Clarke Capital Management
Global Magnum
3.60 100k 8/1/1997
11 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
3.61 3,000k 10/1/1992
10 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
4.98 2,000k 7/1/1992
9 KMJ Investments
KMJ Investments
5.28 1,000k 8/1/1994
8 Mark J. Walsh Company
Standard Program
5.52 2,000k 9/1/1985
7 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.72 10,000k 1/1/1995
6 DUNN Capital Management
DUNN Combined Fund (DCF)
5.93 100k 5/1/1989
5 Clarke Capital Management
Global Basic
8.01 50k 2/1/1996
4 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.80 100k 11/1/1984
3 Winton Capital Management
Diversified
9.96 50,000k 10/1/1997
2 Ansbacher Investment Management
Market Neutral Put Skew Program
11.48 250k 1/1/1996
1 Drury Capital
Diversified Trend-Following Program
17.34 5,000k 5/1/1997

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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