IASG CTA Index For July 1997

Monthly Rankings

Rank CTA/Program Jul 1997 Min Inv Inception
43 Witter & Lester, Inc.
Stock Index Futures Trading Program
-5.82 400k 1/1/1988
42 Witter & Lester, Inc.
Redstone
-2.04 500k 9/1/1994
41 Range Wise
Investment Program
-1.99 250k 2/1/1991
40 Dreiss Research Corporation
Diversified Program
-1.83 1,000k 5/1/1991
39 Warrington Asset Management
Warrington Strategic Program
-1.39 50k 1/1/1997
38 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-1.30 2,000k 7/1/1992
37 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-0.69 3,000k 10/1/1992
36 RAM Management Group
RAM MRTP 1X-Conservative
2.25 1,000k 9/1/1993
35 Northfield Trading
Diversified
2.40 2,000k 7/1/1989
34 Quality Capital Management
Global Diversified Programme
2.75 10,000k 12/1/1995
33 Rivoli Fund Management
Rivoli International Fund (MAP)
2.85 5,000k 10/1/1996
32 KMJ Investments
KMJ Investments
3.21 1,000k 8/1/1994
31 Abraham Trading Company
Diversified Program
4.11 10,000k 1/1/1988
30 Clarke Capital Management
Worldwide
4.88 250k 1/1/1996
29 Estlander & Partners
Alpha Trend
5.50 30,000k 10/1/1991
28 Sunrise Capital Partners
Sunrise Expanded Diversified Program
5.95 1/1/1989
27 Chesapeake Capital
Diversified (LV)
6.24 100k 2/1/1988
26 Ansbacher Investment Management
Market Neutral Put Skew Program
6.41 250k 1/1/1996
25 Saxon Investment Corporation
Diversified Program
6.90 3,000k 9/1/1988
24 EMC Capital Advisors, LLC
Classic
7.50 5,000k 1/1/1985
23 Millburn Corporation
Diversified Program
7.52 20,000k 2/1/1977
22 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
7.86 0k 11/1/1996
21 C-View Limited
Currency Managed Account Program
8.22 5,000k 10/1/1996
20 Eclipse Capital Management
Global Monetary
8.80 5,000k 8/1/1990
19 Eckhardt Trading Company
Evolution Strategies
9.18 20,000k 8/1/1991
18 Saxon Investment Corporation
Aggressive Diversified Program
10.49 2,000k 11/1/1993
17 Hyman Beck and Company
Global Portfolio
10.78 1,000k 3/1/1991
16 FORT LP
Fort Global Diversified
11.05 2,000k 10/1/1993
15 Eckhardt Trading Company
Evolution Strategies 1.2X
11.08 10,000k 10/1/1991
14 Superfund Group
Superfund Green Q-AG
11.32 2k 3/1/1996
13 Rotella Capital Management
Rotella Polaris Program (Diversified)
11.36 10,000k 1/1/1991
12 Tactical Investment Management
Tactical Institutional Commodity Program
12.24 10,000k 4/1/1993
11 Drury Capital
Diversified Trend-Following Program
12.49 5,000k 5/1/1997
10 Clarke Capital Management
Global Basic
13.78 50k 2/1/1996
9 Mark J. Walsh Company
Standard Program
14.20 2,000k 9/1/1985
8 Rabar Market Research
Diversified Program
14.84 2,000k 1/1/1989
7 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
16.80 100k 11/1/1984
6 Red Oak Commodity Advisors
Investment Program
17.15 5,000k 12/1/1989
5 Transtrend B.V.
DTP – Enhanced Risk (USD)
19.27 10,000k 1/1/1995
4 Estlander & Partners
Global XL
19.93 5,000k 8/1/1991
3 Hawksbill Capital Management
Global Diversified
26.07 5,000k 11/1/1988
2 DUNN Capital Management
D'Best Futures Fund, L.P.
26.72 100k 6/1/1994
1 DUNN Capital Management
DUNN Combined Fund (DCF)
26.75 100k 5/1/1989

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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