IASG CTA Index For March 1997

Monthly Rankings

Rank CTA/Program Mar 1997 Min Inv Inception
42 Estlander & Partners
Global XL
-6.89 5,000k 8/1/1991
41 C-View Limited
Currency Managed Account Program
-5.16 5,000k 10/1/1996
40 Superfund Group
Superfund Green Q-AG
-4.62 2k 3/1/1996
39 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-3.93 2,000k 7/1/1992
38 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-3.39 0k 11/1/1996
37 Dreiss Research Corporation
Diversified Program
-2.66 1,000k 5/1/1991
36 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-2.39 3,000k 10/1/1992
35 Millburn Corporation
Diversified Program
-2.39 20,000k 2/1/1977
34 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.17 10,000k 1/1/1995
33 Tactical Investment Management
Tactical Institutional Commodity Program
-1.67 10,000k 4/1/1993
32 KMJ Investments
KMJ Investments
-1.66 1,000k 8/1/1994
31 Abraham Trading Company
Diversified Program
-1.50 10,000k 1/1/1988
30 Chesapeake Capital
Diversified (LV)
-1.24 100k 2/1/1988
29 Clarke Capital Management
Worldwide
-1.14 250k 1/1/1996
28 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.14 10,000k 1/1/1991
27 Range Wise
Investment Program
-1.09 250k 2/1/1991
26 Rabar Market Research
Diversified Program
-0.64 2,000k 1/1/1989
25 Northfield Trading
Diversified
-0.50 2,000k 7/1/1989
24 Hyman Beck and Company
Global Portfolio
-0.23 1,000k 3/1/1991
23 Rivoli Fund Management
Rivoli International Fund (MAP)
0.21 5,000k 10/1/1996
22 FORT LP
Fort Global Diversified
0.33 2,000k 10/1/1993
21 Estlander & Partners
Alpha Trend
0.76 30,000k 10/1/1991
20 RAM Management Group
RAM MRTP 1X-Conservative
0.83 1,000k 9/1/1993
19 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.48 1/1/1989
18 Eclipse Capital Management
Global Monetary
1.67 5,000k 8/1/1990
17 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
2.20 100k 11/1/1984
16 DUNN Capital Management
D'Best Futures Fund, L.P.
2.41 100k 6/1/1994
15 Witter & Lester, Inc.
Redstone
2.69 500k 9/1/1994
14 Quality Capital Management
Global Diversified Programme
2.71 10,000k 12/1/1995
13 Warrington Asset Management
Warrington Strategic Program
3.22 50k 1/1/1997
12 EMC Capital Advisors, LLC
Classic
4.00 5,000k 1/1/1985
11 Clarke Capital Management
Global Basic
4.03 50k 2/1/1996
10 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.19 400k 1/1/1988
9 Red Oak Commodity Advisors
Investment Program
4.87 5,000k 12/1/1989
8 DUNN Capital Management
DUNN Combined Fund (DCF)
5.26 100k 5/1/1989
7 Saxon Investment Corporation
Diversified Program
5.48 3,000k 9/1/1988
6 Ansbacher Investment Management
Market Neutral Put Skew Program
5.66 250k 1/1/1996
5 Eckhardt Trading Company
Evolution Strategies
6.60 20,000k 8/1/1991
4 Eckhardt Trading Company
Evolution Strategies 1.2X
7.72 10,000k 10/1/1991
3 Mark J. Walsh Company
Standard Program
10.61 2,000k 9/1/1985
2 Saxon Investment Corporation
Aggressive Diversified Program
12.09 2,000k 11/1/1993
1 Hawksbill Capital Management
Global Diversified
13.78 5,000k 11/1/1988

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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