IASG CTA Index For February 1998

Monthly Rankings

Rank CTA/Program Feb 1998 Min Inv Inception
49 Clarke Capital Management
Millennium
-6.94 1,000k 1/1/1998
48 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-6.55 2,000k 7/1/1992
47 Clarke Capital Management
Global Basic
-5.86 50k 2/1/1996
46 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.30 100k 11/1/1984
45 Estlander & Partners
Global XL
-4.91 5,000k 8/1/1991
44 Clarke Capital Management
Global Magnum
-4.75 100k 8/1/1997
43 Saxon Investment Corporation
Aggressive Diversified Program
-4.55 2,000k 11/1/1993
42 Red Oak Commodity Advisors
Investment Program
-4.45 5,000k 12/1/1989
41 FORT LP
Fort Global Diversified
-4.22 2,000k 10/1/1993
40 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.97 100k 6/1/1994
39 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-3.83 3,000k 10/1/1992
38 Tactical Investment Management
Tactical Institutional Commodity Program
-3.36 10,000k 4/1/1993
37 Eclipse Capital Management
Global Monetary
-3.12 5,000k 8/1/1990
36 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.04 100k 5/1/1989
35 Millburn Corporation
Diversified Program
-2.47 20,000k 2/1/1977
34 Saxon Investment Corporation
Diversified Program
-2.45 3,000k 9/1/1988
33 Northfield Trading
Diversified
-2.40 2,000k 7/1/1989
32 Rivoli Fund Management
Rivoli International Fund (MAP)
-2.26 5,000k 10/1/1996
31 KMJ Investments
KMJ Investments
-1.58 1,000k 8/1/1994
30 Range Wise
Investment Program
-1.56 250k 2/1/1991
29 RAM Management Group
RAM MRTP 1X-Conservative
-1.26 1,000k 9/1/1993
28 Hawksbill Capital Management
Global Diversified
-0.84 5,000k 11/1/1988
27 Hyman Beck and Company
Global Portfolio
-0.41 1,000k 3/1/1991
26 Clarke Capital Management
Worldwide
-0.35 250k 1/1/1996
25 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.25 10,000k 1/1/1991
24 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.19 1,000k 9/1/1997
23 RAM Management Group
MRTP Aggressive
0.00 1,000k 2/1/1998
22 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.21 10,000k 1/1/1995
21 Warrington Asset Management
Warrington Strategic Program
0.70 50k 1/1/1997
20 Witter & Lester, Inc.
Redstone
0.86 500k 9/1/1994
19 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.15 400k 1/1/1988
18 Rabar Market Research
Diversified Program
1.55 2,000k 1/1/1989
17 Dreiss Research Corporation
Diversified Program
1.70 1,000k 5/1/1991
16 Eckhardt Trading Company
Evolution Strategies
2.48 20,000k 8/1/1991
15 Quality Capital Management
Global Diversified Programme
2.69 10,000k 12/1/1995
14 Winton Capital Management
Diversified
3.27 50,000k 10/1/1997
13 Sunrise Capital Partners
Sunrise Expanded Diversified Program
3.28 1/1/1989
12 EMC Capital Advisors, LLC
Classic
3.30 5,000k 1/1/1985
11 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.46 0k 11/1/1996
10 C-View Limited
Currency Managed Account Program
3.66 5,000k 10/1/1996
9 Eckhardt Trading Company
Evolution Strategies 1.2X
3.70 10,000k 10/1/1991
8 Abraham Trading Company
Diversified Program
4.09 10,000k 1/1/1988
7 Superfund Group
Superfund Green Q-AG
4.58 2k 3/1/1996
6 Mark J. Walsh Company
Standard Program
4.64 2,000k 9/1/1985
5 Estlander & Partners
Alpha Trend
4.71 30,000k 10/1/1991
4 Mondiale Asset Management
Mondiale Trading Program
5.02 0k 9/1/1997
3 Chesapeake Capital
Diversified (LV)
6.06 100k 2/1/1988
2 Drury Capital
Diversified Trend-Following Program
6.11 5,000k 5/1/1997
1 Ansbacher Investment Management
Market Neutral Put Skew Program
11.12 250k 1/1/1996

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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