IASG CTA Index For October 1998

Monthly Rankings

Rank CTA/Program Oct 1998 Min Inv Inception
54 Abraham Trading Company
Diversified Program
-11.39 10,000k 1/1/1988
53 Dreiss Research Corporation
Diversified Program
-10.09 1,000k 5/1/1991
52 RAM Management Group
MRTP Aggressive
-9.51 1,000k 2/1/1998
51 EMC Capital Advisors, LLC
Classic
-8.80 5,000k 1/1/1985
50 Hawksbill Capital Management
Global Diversified
-8.16 5,000k 11/1/1988
49 DUNN Capital Management
D'Best Futures Fund, L.P.
-7.36 100k 6/1/1994
48 Clarke Capital Management
Millennium
-6.90 1,000k 1/1/1998
47 Clarke Capital Management
Worldwide
-6.10 250k 1/1/1996
46 Ansbacher Investment Management
Market Neutral Put Skew Program
-5.97 250k 1/1/1996
45 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-5.75 0k 11/1/1996
44 Winton Capital Management
Diversified
-5.70 50,000k 10/1/1997
43 Estlander & Partners
Global XL
-5.20 5,000k 8/1/1991
42 Clarke Capital Management
Global Basic
-4.28 50k 2/1/1996
41 Rabar Market Research
Diversified Program
-4.05 2,000k 1/1/1989
40 Rotella Capital Management
Rotella Polaris Program (Diversified)
-4.02 10,000k 1/1/1991
39 Rivoli Fund Management
Rivoli International Fund (MAP)
-3.57 5,000k 10/1/1996
38 MERIT Alternative Investments GmbH
Futures Portfolio
-3.38 2,000k 6/1/1998
37 Clarke Capital Management
Global Magnum
-3.29 100k 8/1/1997
36 Superfund Group
Superfund Green Q-AG
-3.21 2k 3/1/1996
35 Chesapeake Capital
Diversified (LV)
-3.21 100k 2/1/1988
34 Red Oak Commodity Advisors
Investment Program
-3.16 5,000k 12/1/1989
33 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-2.97 1,000k 3/1/1998
32 Hyman Beck and Company
Global Portfolio
-2.94 1,000k 3/1/1991
31 Drury Capital
Diversified Trend-Following Program
-2.74 5,000k 5/1/1997
30 RAM Management Group
RAM MRTP 1X-Conservative
-2.62 1,000k 9/1/1993
29 Estlander & Partners
Alpha Trend
-2.14 30,000k 10/1/1991
28 Northfield Trading
Diversified
-2.00 2,000k 7/1/1989
27 Mark J. Walsh Company
Standard Program
-1.81 2,000k 9/1/1985
26 Tactical Investment Management
Tactical Institutional Commodity Program
-1.66 10,000k 4/1/1993
25 Millburn Corporation
Diversified Program
-1.51 20,000k 2/1/1977
24 Quality Capital Management
Global Diversified Programme
-1.51 10,000k 12/1/1995
23 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.02 1/1/1989
22 Range Wise
Investment Program
-0.59 250k 2/1/1991
21 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-0.36 3,000k 10/1/1992
20 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
0.01 2,000k 7/1/1992
19 KMJ Investments
KMJ Investments
0.20 1,000k 8/1/1994
18 Eckhardt Trading Company
Evolution Strategies
0.39 20,000k 8/1/1991
17 Eckhardt Trading Company
Evolution Strategies 1.2X
0.57 10,000k 10/1/1991
16 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.86 10,000k 1/1/1995
15 Saxon Investment Corporation
Diversified Program
1.38 3,000k 9/1/1988
14 IKOS
The IKOS Hedge Fund
1.67 10,000k 7/1/1998
13 Eclipse Capital Management
Global Monetary
1.78 5,000k 8/1/1990
12 Witter & Lester, Inc.
Redstone
1.94 500k 9/1/1994
11 Saxon Investment Corporation
Aggressive Diversified Program
2.19 2,000k 11/1/1993
10 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.64 400k 1/1/1988
9 Warrington Asset Management
Warrington Strategic Program
2.95 50k 1/1/1997
8 Crabel Capital Management
Crabel Multi-Product
3.36 1,000k 3/1/1998
7 LJM Partners
LJM Aggressive Strategy
3.64 500k 7/1/1998
6 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.80 100k 11/1/1984
5 C-View Limited
Currency Managed Account Program
4.86 5,000k 10/1/1996
4 DUNN Capital Management
DUNN Combined Fund (DCF)
6.07 100k 5/1/1989
3 W.G. Wealth Guardian Ltd.
SAFI2 Program
6.35 1,000k 9/1/1997
2 Mondiale Asset Management
Mondiale Trading Program
6.67 0k 9/1/1997
1 FORT LP
Fort Global Diversified
14.43 2,000k 10/1/1993

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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