IASG CTA Index For February 1997

Monthly Rankings

Rank CTA/Program Feb 1997 Min Inv Inception
42 KMJ Investments
KMJ Investments
-1.95 1,000k 8/1/1994
41 Range Wise
Investment Program
-1.74 250k 2/1/1991
40 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.33 400k 1/1/1988
39 Eclipse Capital Management
Global Monetary
-0.41 5,000k 8/1/1990
38 DUNN Capital Management
D'Best Futures Fund, L.P.
-0.33 100k 6/1/1994
37 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-0.20 100k 11/1/1984
36 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
0.32 3,000k 10/1/1992
35 Ansbacher Investment Management
Market Neutral Put Skew Program
0.64 250k 1/1/1996
34 Estlander & Partners
Global XL
0.78 5,000k 8/1/1991
33 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
0.81 2,000k 7/1/1992
32 Witter & Lester, Inc.
Redstone
0.93 500k 9/1/1994
31 Hyman Beck and Company
Global Portfolio
1.69 1,000k 3/1/1991
30 Northfield Trading
Diversified
1.90 2,000k 7/1/1989
29 FORT LP
Fort Global Diversified
2.12 2,000k 10/1/1993
28 C-View Limited
Currency Managed Account Program
2.61 5,000k 10/1/1996
27 DUNN Capital Management
DUNN Combined Fund (DCF)
3.05 100k 5/1/1989
26 Rivoli Fund Management
Rivoli International Fund (MAP)
3.11 5,000k 10/1/1996
25 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.82 0k 11/1/1996
24 Warrington Asset Management
Warrington Strategic Program
3.93 50k 1/1/1997
23 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.21 10,000k 1/1/1991
22 RAM Management Group
RAM MRTP 1X-Conservative
4.26 1,000k 9/1/1993
21 Quality Capital Management
Global Diversified Programme
4.57 10,000k 12/1/1995
20 Rabar Market Research
Diversified Program
5.07 2,000k 1/1/1989
19 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.12 10,000k 1/1/1995
18 Millburn Corporation
Diversified Program
5.48 20,000k 2/1/1977
17 Chesapeake Capital
Diversified (LV)
5.48 100k 2/1/1988
16 Estlander & Partners
Alpha Trend
6.25 30,000k 10/1/1991
15 Clarke Capital Management
Global Basic
6.43 50k 2/1/1996
14 Eckhardt Trading Company
Evolution Strategies
6.91 20,000k 8/1/1991
13 Red Oak Commodity Advisors
Investment Program
8.23 5,000k 12/1/1989
12 Superfund Group
Superfund Green Q-AG
8.24 2k 3/1/1996
11 Tactical Investment Management
Tactical Institutional Commodity Program
8.51 10,000k 4/1/1993
10 Clarke Capital Management
Worldwide
8.56 250k 1/1/1996
9 Sunrise Capital Partners
Sunrise Expanded Diversified Program
8.59 1/1/1989
8 EMC Capital Advisors, LLC
Classic
8.60 5,000k 1/1/1985
7 Eckhardt Trading Company
Evolution Strategies 1.2X
8.97 10,000k 10/1/1991
6 Abraham Trading Company
Diversified Program
9.15 10,000k 1/1/1988
5 Hawksbill Capital Management
Global Diversified
10.71 5,000k 11/1/1988
4 Saxon Investment Corporation
Diversified Program
10.73 3,000k 9/1/1988
3 Dreiss Research Corporation
Diversified Program
11.39 1,000k 5/1/1991
2 Mark J. Walsh Company
Standard Program
13.73 2,000k 9/1/1985
1 Saxon Investment Corporation
Aggressive Diversified Program
19.29 2,000k 11/1/1993

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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