IASG CTA Index For May 1997

Monthly Rankings

Rank CTA/Program May 1997 Min Inv Inception
43 FORT LP
Fort Global Diversified
-10.55 2,000k 10/1/1993
42 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-9.41 2,000k 7/1/1992
41 Red Oak Commodity Advisors
Investment Program
-9.38 5,000k 12/1/1989
40 DUNN Capital Management
DUNN Combined Fund (DCF)
-8.76 100k 5/1/1989
39 Dreiss Research Corporation
Diversified Program
-7.40 1,000k 5/1/1991
38 DUNN Capital Management
D'Best Futures Fund, L.P.
-7.31 100k 6/1/1994
37 Clarke Capital Management
Global Basic
-7.12 50k 2/1/1996
36 Saxon Investment Corporation
Aggressive Diversified Program
-7.10 2,000k 11/1/1993
35 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.90 100k 11/1/1984
34 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-5.69 3,000k 10/1/1992
33 Saxon Investment Corporation
Diversified Program
-3.57 3,000k 9/1/1988
32 KMJ Investments
KMJ Investments
-3.26 1,000k 8/1/1994
31 Mark J. Walsh Company
Standard Program
-2.58 2,000k 9/1/1985
30 Witter & Lester, Inc.
Redstone
-2.29 500k 9/1/1994
29 Chesapeake Capital
Diversified (LV)
-2.28 100k 2/1/1988
28 Rabar Market Research
Diversified Program
-2.10 2,000k 1/1/1989
27 Abraham Trading Company
Diversified Program
-1.32 10,000k 1/1/1988
26 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.01 0k 11/1/1996
25 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.62 10,000k 1/1/1995
24 Estlander & Partners
Alpha Trend
-0.36 30,000k 10/1/1991
23 Clarke Capital Management
Worldwide
-0.13 250k 1/1/1996
22 Drury Capital
Diversified Trend-Following Program
0.00 5,000k 5/1/1997
21 Hyman Beck and Company
Global Portfolio
0.20 1,000k 3/1/1991
20 RAM Management Group
RAM MRTP 1X-Conservative
0.44 1,000k 9/1/1993
19 Rivoli Fund Management
Rivoli International Fund (MAP)
0.62 5,000k 10/1/1996
18 EMC Capital Advisors, LLC
Classic
1.10 5,000k 1/1/1985
17 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.28 400k 1/1/1988
16 Millburn Corporation
Diversified Program
1.36 20,000k 2/1/1977
15 Eckhardt Trading Company
Evolution Strategies
1.89 20,000k 8/1/1991
14 Eckhardt Trading Company
Evolution Strategies 1.2X
2.47 10,000k 10/1/1991
13 Range Wise
Investment Program
2.79 250k 2/1/1991
12 Northfield Trading
Diversified
3.00 2,000k 7/1/1989
11 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.72 10,000k 1/1/1991
10 Eclipse Capital Management
Global Monetary
4.01 5,000k 8/1/1990
9 Estlander & Partners
Global XL
4.21 5,000k 8/1/1991
8 Sunrise Capital Partners
Sunrise Expanded Diversified Program
4.39 1/1/1989
7 Quality Capital Management
Global Diversified Programme
5.56 10,000k 12/1/1995
6 C-View Limited
Currency Managed Account Program
5.70 5,000k 10/1/1996
5 Tactical Investment Management
Tactical Institutional Commodity Program
6.84 10,000k 4/1/1993
4 Hawksbill Capital Management
Global Diversified
6.86 5,000k 11/1/1988
3 Ansbacher Investment Management
Market Neutral Put Skew Program
7.17 250k 1/1/1996
2 Superfund Group
Superfund Green Q-AG
7.94 2k 3/1/1996
1 Warrington Asset Management
Warrington Strategic Program
8.53 50k 1/1/1997

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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