IASG CTA Index For January 1998

Monthly Rankings

Rank CTA/Program Jan 1998 Min Inv Inception
48 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-5.57 2,000k 7/1/1992
47 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-3.31 3,000k 10/1/1992
46 Superfund Group
Superfund Green Q-AG
-2.54 2k 3/1/1996
45 Chesapeake Capital
Diversified (LV)
-1.29 100k 2/1/1988
44 Tactical Investment Management
Tactical Institutional Commodity Program
-1.04 10,000k 4/1/1993
43 Abraham Trading Company
Diversified Program
-0.90 10,000k 1/1/1988
42 Range Wise
Investment Program
-0.73 250k 2/1/1991
41 Northfield Trading
Diversified
-0.70 2,000k 7/1/1989
40 EMC Capital Advisors, LLC
Classic
-0.40 5,000k 1/1/1985
39 KMJ Investments
KMJ Investments
-0.18 1,000k 8/1/1994
38 Hyman Beck and Company
Global Portfolio
-0.15 1,000k 3/1/1991
37 Clarke Capital Management
Millennium
0.00 1,000k 1/1/1998
36 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.25 10,000k 1/1/1995
35 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.37 10,000k 1/1/1991
34 RAM Management Group
RAM MRTP 1X-Conservative
0.49 1,000k 9/1/1993
33 Saxon Investment Corporation
Diversified Program
1.10 3,000k 9/1/1988
32 Saxon Investment Corporation
Aggressive Diversified Program
1.30 2,000k 11/1/1993
31 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.37 1/1/1989
30 Winton Capital Management
Diversified
1.50 50,000k 10/1/1997
29 Witter & Lester, Inc.
Redstone
1.50 500k 9/1/1994
28 Eclipse Capital Management
Global Monetary
1.66 5,000k 8/1/1990
27 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.75 1,000k 9/1/1997
26 Red Oak Commodity Advisors
Investment Program
1.85 5,000k 12/1/1989
25 Warrington Asset Management
Warrington Strategic Program
2.10 50k 1/1/1997
24 Rabar Market Research
Diversified Program
2.28 2,000k 1/1/1989
23 Ansbacher Investment Management
Market Neutral Put Skew Program
2.43 250k 1/1/1996
22 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
2.48 0k 11/1/1996
21 DUNN Capital Management
DUNN Combined Fund (DCF)
2.60 100k 5/1/1989
20 Millburn Corporation
Diversified Program
2.87 20,000k 2/1/1977
19 Rivoli Fund Management
Rivoli International Fund (MAP)
3.01 5,000k 10/1/1996
18 Quality Capital Management
Global Diversified Programme
3.56 10,000k 12/1/1995
17 Mondiale Asset Management
Mondiale Trading Program
3.70 0k 9/1/1997
16 C-View Limited
Currency Managed Account Program
3.99 5,000k 10/1/1996
15 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.20 100k 11/1/1984
14 FORT LP
Fort Global Diversified
4.21 2,000k 10/1/1993
13 Eckhardt Trading Company
Evolution Strategies
4.77 20,000k 8/1/1991
12 Estlander & Partners
Alpha Trend
4.93 30,000k 10/1/1991
11 Witter & Lester, Inc.
Stock Index Futures Trading Program
5.04 400k 1/1/1988
10 Mark J. Walsh Company
Standard Program
5.61 2,000k 9/1/1985
9 Clarke Capital Management
Worldwide
5.91 250k 1/1/1996
8 Estlander & Partners
Global XL
5.96 5,000k 8/1/1991
7 Eckhardt Trading Company
Evolution Strategies 1.2X
6.74 10,000k 10/1/1991
6 Dreiss Research Corporation
Diversified Program
6.81 1,000k 5/1/1991
5 Clarke Capital Management
Global Basic
7.77 50k 2/1/1996
4 Drury Capital
Diversified Trend-Following Program
7.84 5,000k 5/1/1997
3 Clarke Capital Management
Global Magnum
8.94 100k 8/1/1997
2 DUNN Capital Management
D'Best Futures Fund, L.P.
10.30 100k 6/1/1994
1 Hawksbill Capital Management
Global Diversified
14.31 5,000k 11/1/1988

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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