IASG CTA Index For April 1998

Monthly Rankings

Rank CTA/Program Apr 1998 Min Inv Inception
51 Hawksbill Capital Management
Global Diversified
-19.50 5,000k 11/1/1988
50 DUNN Capital Management
D'Best Futures Fund, L.P.
-19.26 100k 6/1/1994
49 Estlander & Partners
Global XL
-15.40 5,000k 8/1/1991
48 DUNN Capital Management
DUNN Combined Fund (DCF)
-13.25 100k 5/1/1989
47 Clarke Capital Management
Millennium
-12.67 1,000k 1/1/1998
46 RAM Management Group
MRTP Aggressive
-11.45 1,000k 2/1/1998
45 Mark J. Walsh Company
Standard Program
-11.09 2,000k 9/1/1985
44 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-11.00 100k 11/1/1984
43 Eclipse Capital Management
Global Monetary
-10.67 5,000k 8/1/1990
42 EMC Capital Advisors, LLC
Classic
-10.60 5,000k 1/1/1985
41 FORT LP
Fort Global Diversified
-9.90 2,000k 10/1/1993
40 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-8.86 2,000k 7/1/1992
39 Clarke Capital Management
Global Basic
-8.76 50k 2/1/1996
38 Quality Capital Management
Global Diversified Programme
-8.02 10,000k 12/1/1995
37 Saxon Investment Corporation
Aggressive Diversified Program
-7.84 2,000k 11/1/1993
36 Millburn Corporation
Diversified Program
-7.02 20,000k 2/1/1977
35 Eckhardt Trading Company
Evolution Strategies 1.2X
-6.55 10,000k 10/1/1991
34 Rabar Market Research
Diversified Program
-6.43 2,000k 1/1/1989
33 KMJ Investments
KMJ Investments
-6.15 1,000k 8/1/1994
32 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-5.91 3,000k 10/1/1992
31 Drury Capital
Diversified Trend-Following Program
-5.46 5,000k 5/1/1997
30 Transtrend B.V.
DTP – Enhanced Risk (USD)
-5.43 10,000k 1/1/1995
29 Eckhardt Trading Company
Evolution Strategies
-5.17 20,000k 8/1/1991
28 Superfund Group
Superfund Green Q-AG
-4.81 2k 3/1/1996
27 Northfield Trading
Diversified
-4.80 2,000k 7/1/1989
26 Clarke Capital Management
Global Magnum
-4.72 100k 8/1/1997
25 RAM Management Group
RAM MRTP 1X-Conservative
-4.55 1,000k 9/1/1993
24 Abraham Trading Company
Diversified Program
-4.45 10,000k 1/1/1988
23 Saxon Investment Corporation
Diversified Program
-4.42 3,000k 9/1/1988
22 Estlander & Partners
Alpha Trend
-4.29 30,000k 10/1/1991
21 Rotella Capital Management
Rotella Polaris Program (Diversified)
-4.20 10,000k 1/1/1991
20 Red Oak Commodity Advisors
Investment Program
-3.85 5,000k 12/1/1989
19 Hyman Beck and Company
Global Portfolio
-3.56 1,000k 3/1/1991
18 Tactical Investment Management
Tactical Institutional Commodity Program
-3.55 10,000k 4/1/1993
17 Clarke Capital Management
Worldwide
-3.22 250k 1/1/1996
16 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.78 0k 11/1/1996
15 Chesapeake Capital
Diversified (LV)
-2.16 100k 2/1/1988
14 Winton Capital Management
Diversified
-1.63 50,000k 10/1/1997
13 Range Wise
Investment Program
-1.25 250k 2/1/1991
12 Rivoli Fund Management
Rivoli International Fund (MAP)
0.04 5,000k 10/1/1996
11 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.21 1,000k 9/1/1997
10 Crabel Capital Management
Crabel Multi-Product
0.22 1,000k 3/1/1998
9 Dreiss Research Corporation
Diversified Program
0.58 1,000k 5/1/1991
8 Mondiale Asset Management
Mondiale Trading Program
1.18 0k 9/1/1997
7 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.59 1/1/1989
6 Ansbacher Investment Management
Market Neutral Put Skew Program
1.60 250k 1/1/1996
5 Witter & Lester, Inc.
Redstone
2.29 500k 9/1/1994
4 C-View Limited
Currency Managed Account Program
2.31 5,000k 10/1/1996
3 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.26 400k 1/1/1988
2 Warrington Asset Management
Warrington Strategic Program
3.47 50k 1/1/1997
1 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
12.94 1,000k 3/1/1998

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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