IASG CTA Index For September 1997

Monthly Rankings

Rank CTA/Program Sep 1997 Min Inv Inception
46 Quality Capital Management
Global Diversified Programme
-2.83 10,000k 12/1/1995
45 Drury Capital
Diversified Trend-Following Program
-2.08 5,000k 5/1/1997
44 Range Wise
Investment Program
-2.06 250k 2/1/1991
43 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.53 1/1/1989
42 RAM Management Group
RAM MRTP 1X-Conservative
-1.25 1,000k 9/1/1993
41 KMJ Investments
KMJ Investments
-0.52 1,000k 8/1/1994
40 EMC Capital Advisors, LLC
Classic
-0.30 5,000k 1/1/1985
38 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
39 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.00 1,000k 9/1/1997
37 Northfield Trading
Diversified
0.50 2,000k 7/1/1989
36 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.60 0k 11/1/1996
35 Superfund Group
Superfund Green Q-AG
0.80 2k 3/1/1996
34 Millburn Corporation
Diversified Program
1.10 20,000k 2/1/1977
33 Estlander & Partners
Alpha Trend
1.19 30,000k 10/1/1991
32 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
1.33 3,000k 10/1/1992
31 C-View Limited
Currency Managed Account Program
1.53 5,000k 10/1/1996
30 Red Oak Commodity Advisors
Investment Program
1.77 5,000k 12/1/1989
29 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.87 10,000k 1/1/1995
28 Ansbacher Investment Management
Market Neutral Put Skew Program
1.90 250k 1/1/1996
27 Witter & Lester, Inc.
Redstone
1.96 500k 9/1/1994
26 Rivoli Fund Management
Rivoli International Fund (MAP)
1.97 5,000k 10/1/1996
25 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
2.12 2,000k 7/1/1992
24 Hyman Beck and Company
Global Portfolio
2.13 1,000k 3/1/1991
23 Warrington Asset Management
Warrington Strategic Program
2.46 50k 1/1/1997
22 Rabar Market Research
Diversified Program
3.11 2,000k 1/1/1989
21 Dreiss Research Corporation
Diversified Program
3.20 1,000k 5/1/1991
20 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.55 10,000k 1/1/1991
19 FORT LP
Fort Global Diversified
3.64 2,000k 10/1/1993
18 Mark J. Walsh Company
Standard Program
3.87 2,000k 9/1/1985
17 Tactical Investment Management
Tactical Institutional Commodity Program
4.03 10,000k 4/1/1993
16 Abraham Trading Company
Diversified Program
4.95 10,000k 1/1/1988
15 Eclipse Capital Management
Global Monetary
5.00 5,000k 8/1/1990
14 Chesapeake Capital
Diversified (LV)
5.06 100k 2/1/1988
13 Clarke Capital Management
Worldwide
6.11 250k 1/1/1996
12 DUNN Capital Management
DUNN Combined Fund (DCF)
6.20 100k 5/1/1989
11 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.50 100k 11/1/1984
10 Eckhardt Trading Company
Evolution Strategies
6.51 20,000k 8/1/1991
9 Witter & Lester, Inc.
Stock Index Futures Trading Program
6.82 400k 1/1/1988
8 Hawksbill Capital Management
Global Diversified
6.84 5,000k 11/1/1988
7 Eckhardt Trading Company
Evolution Strategies 1.2X
8.00 10,000k 10/1/1991
6 Estlander & Partners
Global XL
8.32 5,000k 8/1/1991
5 DUNN Capital Management
D'Best Futures Fund, L.P.
9.73 100k 6/1/1994
4 Saxon Investment Corporation
Diversified Program
10.85 3,000k 9/1/1988
3 Saxon Investment Corporation
Aggressive Diversified Program
19.32 2,000k 11/1/1993
2 Clarke Capital Management
Global Magnum
20.54 100k 8/1/1997
1 Clarke Capital Management
Global Basic
20.93 50k 2/1/1996

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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