IASG CTA Index For June 1997

Monthly Rankings

Rank CTA/Program Jun 1997 Min Inv Inception
43 Dreiss Research Corporation
Diversified Program
-19.13 1,000k 5/1/1991
42 Witter & Lester, Inc.
Stock Index Futures Trading Program
-10.16 400k 1/1/1988
41 Tactical Investment Management
Tactical Institutional Commodity Program
-9.36 10,000k 4/1/1993
40 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.41 100k 6/1/1994
39 Quality Capital Management
Global Diversified Programme
-3.32 10,000k 12/1/1995
38 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-2.86 1/1/1989
37 Northfield Trading
Diversified
-2.60 2,000k 7/1/1989
36 Hawksbill Capital Management
Global Diversified
-1.47 5,000k 11/1/1988
35 Witter & Lester, Inc.
Redstone
-0.89 500k 9/1/1994
34 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.84 10,000k 1/1/1991
33 Rabar Market Research
Diversified Program
-0.11 2,000k 1/1/1989
32 FORT LP
Fort Global Diversified
-0.04 2,000k 10/1/1993
31 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.20 10,000k 1/1/1995
30 Eclipse Capital Management
Global Monetary
0.34 5,000k 8/1/1990
29 Warrington Asset Management
Warrington Strategic Program
0.38 50k 1/1/1997
28 Abraham Trading Company
Diversified Program
0.38 10,000k 1/1/1988
27 Millburn Corporation
Diversified Program
0.64 20,000k 2/1/1977
26 RAM Management Group
RAM MRTP 1X-Conservative
0.72 1,000k 9/1/1993
25 Clarke Capital Management
Worldwide
0.76 250k 1/1/1996
24 EMC Capital Advisors, LLC
Classic
0.90 5,000k 1/1/1985
23 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
0.92 3,000k 10/1/1992
22 Red Oak Commodity Advisors
Investment Program
1.35 5,000k 12/1/1989
21 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
1.41 2,000k 7/1/1992
20 Estlander & Partners
Alpha Trend
1.42 30,000k 10/1/1991
19 Chesapeake Capital
Diversified (LV)
1.44 100k 2/1/1988
18 Hyman Beck and Company
Global Portfolio
1.79 1,000k 3/1/1991
17 Rivoli Fund Management
Rivoli International Fund (MAP)
1.87 5,000k 10/1/1996
16 Saxon Investment Corporation
Diversified Program
2.65 3,000k 9/1/1988
15 Range Wise
Investment Program
3.36 250k 2/1/1991
14 Ansbacher Investment Management
Market Neutral Put Skew Program
3.63 250k 1/1/1996
13 Mark J. Walsh Company
Standard Program
3.75 2,000k 9/1/1985
12 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.89 0k 11/1/1996
11 C-View Limited
Currency Managed Account Program
3.99 5,000k 10/1/1996
10 Saxon Investment Corporation
Aggressive Diversified Program
4.23 2,000k 11/1/1993
9 Estlander & Partners
Global XL
4.58 5,000k 8/1/1991
8 DUNN Capital Management
DUNN Combined Fund (DCF)
5.22 100k 5/1/1989
7 Eckhardt Trading Company
Evolution Strategies
5.39 20,000k 8/1/1991
6 KMJ Investments
KMJ Investments
5.58 1,000k 8/1/1994
5 Eckhardt Trading Company
Evolution Strategies 1.2X
6.35 10,000k 10/1/1991
4 Superfund Group
Superfund Green Q-AG
7.41 2k 3/1/1996
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
10.40 100k 11/1/1984
2 Clarke Capital Management
Global Basic
10.81 50k 2/1/1996
1 Drury Capital
Diversified Trend-Following Program
14.98 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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