IASG CTA Index For April 1997

Monthly Rankings

Rank CTA/Program Apr 1997 Min Inv Inception
42 DUNN Capital Management
DUNN Combined Fund (DCF)
-12.09 100k 5/1/1989
41 DUNN Capital Management
D'Best Futures Fund, L.P.
-10.71 100k 6/1/1994
40 Mark J. Walsh Company
Standard Program
-10.70 2,000k 9/1/1985
39 Hawksbill Capital Management
Global Diversified
-10.38 5,000k 11/1/1988
38 Estlander & Partners
Global XL
-10.19 5,000k 8/1/1991
37 Dreiss Research Corporation
Diversified Program
-9.59 1,000k 5/1/1991
36 Saxon Investment Corporation
Aggressive Diversified Program
-8.24 2,000k 11/1/1993
35 EMC Capital Advisors, LLC
Classic
-8.10 5,000k 1/1/1985
34 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-7.74 2,000k 7/1/1992
33 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-6.50 100k 11/1/1984
32 Rabar Market Research
Diversified Program
-6.41 2,000k 1/1/1989
31 Quality Capital Management
Global Diversified Programme
-5.44 10,000k 12/1/1995
30 Abraham Trading Company
Diversified Program
-5.16 10,000k 1/1/1988
29 Eclipse Capital Management
Global Monetary
-4.93 5,000k 8/1/1990
28 Tactical Investment Management
Tactical Institutional Commodity Program
-4.86 10,000k 4/1/1993
27 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-4.58 3,000k 10/1/1992
26 Saxon Investment Corporation
Diversified Program
-4.25 3,000k 9/1/1988
25 FORT LP
Fort Global Diversified
-4.21 2,000k 10/1/1993
24 Transtrend B.V.
DTP – Enhanced Risk (USD)
-4.07 10,000k 1/1/1995
23 Hyman Beck and Company
Global Portfolio
-2.77 1,000k 3/1/1991
22 Northfield Trading
Diversified
-2.70 2,000k 7/1/1989
21 Superfund Group
Superfund Green Q-AG
-2.49 2k 3/1/1996
20 Millburn Corporation
Diversified Program
-2.44 20,000k 2/1/1977
19 Chesapeake Capital
Diversified (LV)
-2.41 100k 2/1/1988
18 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.23 0k 11/1/1996
17 KMJ Investments
KMJ Investments
-2.21 1,000k 8/1/1994
16 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.28 5,000k 10/1/1996
15 RAM Management Group
RAM MRTP 1X-Conservative
-0.75 1,000k 9/1/1993
14 Clarke Capital Management
Global Basic
-0.66 50k 2/1/1996
13 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.46 1/1/1989
12 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.27 10,000k 1/1/1991
11 Witter & Lester, Inc.
Redstone
-0.02 500k 9/1/1994
10 Range Wise
Investment Program
0.18 250k 2/1/1991
9 Clarke Capital Management
Worldwide
0.55 250k 1/1/1996
8 Eckhardt Trading Company
Evolution Strategies
1.24 20,000k 8/1/1991
7 Estlander & Partners
Alpha Trend
1.39 30,000k 10/1/1991
6 Eckhardt Trading Company
Evolution Strategies 1.2X
1.48 10,000k 10/1/1991
5 Warrington Asset Management
Warrington Strategic Program
1.67 50k 1/1/1997
4 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.70 400k 1/1/1988
3 Ansbacher Investment Management
Market Neutral Put Skew Program
2.83 250k 1/1/1996
2 Red Oak Commodity Advisors
Investment Program
7.08 5,000k 12/1/1989
1 C-View Limited
Currency Managed Account Program
8.31 5,000k 10/1/1996

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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