IASG CTA Index For August 1997

Monthly Rankings

Rank CTA/Program Aug 1997 Min Inv Inception
44 Saxon Investment Corporation
Aggressive Diversified Program
-23.15 2,000k 11/1/1993
43 DUNN Capital Management
D'Best Futures Fund, L.P.
-20.94 100k 6/1/1994
42 Mark J. Walsh Company
Standard Program
-18.67 2,000k 9/1/1985
41 Hawksbill Capital Management
Global Diversified
-16.63 5,000k 11/1/1988
40 DUNN Capital Management
DUNN Combined Fund (DCF)
-14.24 100k 5/1/1989
39 Clarke Capital Management
Global Basic
-13.34 50k 2/1/1996
38 Saxon Investment Corporation
Diversified Program
-13.32 3,000k 9/1/1988
37 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-13.03 2,000k 7/1/1992
36 Superfund Group
Superfund Green Q-AG
-11.42 2k 3/1/1996
35 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-10.20 100k 11/1/1984
34 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-8.66 3,000k 10/1/1992
33 Abraham Trading Company
Diversified Program
-8.08 10,000k 1/1/1988
32 Chesapeake Capital
Diversified (LV)
-7.88 100k 2/1/1988
31 Rabar Market Research
Diversified Program
-7.75 2,000k 1/1/1989
30 Millburn Corporation
Diversified Program
-7.09 20,000k 2/1/1977
29 Red Oak Commodity Advisors
Investment Program
-6.91 5,000k 12/1/1989
28 Estlander & Partners
Global XL
-6.87 5,000k 8/1/1991
27 Quality Capital Management
Global Diversified Programme
-5.71 10,000k 12/1/1995
26 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-5.69 0k 11/1/1996
25 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.64 10,000k 10/1/1991
24 Dreiss Research Corporation
Diversified Program
-4.62 1,000k 5/1/1991
23 EMC Capital Advisors, LLC
Classic
-4.30 5,000k 1/1/1985
22 Eckhardt Trading Company
Evolution Strategies
-4.11 20,000k 8/1/1991
21 Clarke Capital Management
Worldwide
-3.63 250k 1/1/1996
20 Estlander & Partners
Alpha Trend
-3.57 30,000k 10/1/1991
19 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-3.32 1/1/1989
18 FORT LP
Fort Global Diversified
-3.23 2,000k 10/1/1993
17 Hyman Beck and Company
Global Portfolio
-2.78 1,000k 3/1/1991
16 RAM Management Group
RAM MRTP 1X-Conservative
-2.32 1,000k 9/1/1993
15 Ansbacher Investment Management
Market Neutral Put Skew Program
-2.22 250k 1/1/1996
14 Eclipse Capital Management
Global Monetary
-2.21 5,000k 8/1/1990
13 Drury Capital
Diversified Trend-Following Program
-2.12 5,000k 5/1/1997
12 C-View Limited
Currency Managed Account Program
-1.44 5,000k 10/1/1996
11 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.32 5,000k 10/1/1996
10 Northfield Trading
Diversified
-1.30 2,000k 7/1/1989
9 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.03 10,000k 1/1/1991
8 KMJ Investments
KMJ Investments
-0.84 1,000k 8/1/1994
7 Clarke Capital Management
Global Magnum
0.00 100k 8/1/1997
6 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.19 400k 1/1/1988
5 Warrington Asset Management
Warrington Strategic Program
0.39 50k 1/1/1997
4 Witter & Lester, Inc.
Redstone
0.44 500k 9/1/1994
3 Range Wise
Investment Program
0.77 250k 2/1/1991
2 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.02 10,000k 1/1/1995
1 Tactical Investment Management
Tactical Institutional Commodity Program
3.86 10,000k 4/1/1993

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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