IASG CTA Index For May 1998

Monthly Rankings

Rank CTA/Program May 1998 Min Inv Inception
51 Red Oak Commodity Advisors
Investment Program
-8.33 5,000k 12/1/1989
50 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.80 100k 11/1/1984
49 Ansbacher Investment Management
Market Neutral Put Skew Program
-2.46 250k 1/1/1996
48 Hawksbill Capital Management
Global Diversified
-1.66 5,000k 11/1/1988
47 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-1.36 2,000k 7/1/1992
46 Quality Capital Management
Global Diversified Programme
-1.35 10,000k 12/1/1995
45 DUNN Capital Management
DUNN Combined Fund (DCF)
-0.95 100k 5/1/1989
44 Range Wise
Investment Program
-0.80 250k 2/1/1991
43 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-0.74 3,000k 10/1/1992
42 EMC Capital Advisors, LLC
Classic
-0.60 5,000k 1/1/1985
41 C-View Limited
Currency Managed Account Program
-0.60 5,000k 10/1/1996
40 Northfield Trading
Diversified
-0.30 2,000k 7/1/1989
39 Crabel Capital Management
Crabel Multi-Product
-0.24 1,000k 3/1/1998
38 Saxon Investment Corporation
Aggressive Diversified Program
-0.05 2,000k 11/1/1993
37 Saxon Investment Corporation
Diversified Program
0.29 3,000k 9/1/1988
36 Mondiale Asset Management
Mondiale Trading Program
0.63 0k 9/1/1997
35 DUNN Capital Management
D'Best Futures Fund, L.P.
0.82 100k 6/1/1994
34 Witter & Lester, Inc.
Redstone
0.96 500k 9/1/1994
33 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.23 400k 1/1/1988
32 Estlander & Partners
Alpha Trend
1.37 30,000k 10/1/1991
31 KMJ Investments
KMJ Investments
1.82 1,000k 8/1/1994
30 Eckhardt Trading Company
Evolution Strategies
1.89 20,000k 8/1/1991
29 Eckhardt Trading Company
Evolution Strategies 1.2X
2.28 10,000k 10/1/1991
28 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.60 10,000k 1/1/1991
27 Abraham Trading Company
Diversified Program
2.61 10,000k 1/1/1988
26 Sunrise Capital Partners
Sunrise Expanded Diversified Program
2.65 1/1/1989
25 RAM Management Group
RAM MRTP 1X-Conservative
2.66 1,000k 9/1/1993
24 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.77 1,000k 3/1/1998
23 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.78 1,000k 9/1/1997
22 Eclipse Capital Management
Global Monetary
2.81 5,000k 8/1/1990
21 Mark J. Walsh Company
Standard Program
2.82 2,000k 9/1/1985
20 Hyman Beck and Company
Global Portfolio
3.23 1,000k 3/1/1991
19 Tactical Investment Management
Tactical Institutional Commodity Program
3.27 10,000k 4/1/1993
18 Warrington Asset Management
Warrington Strategic Program
3.39 50k 1/1/1997
17 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.51 0k 11/1/1996
16 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.55 10,000k 1/1/1995
15 Chesapeake Capital
Diversified (LV)
3.62 100k 2/1/1988
14 Millburn Corporation
Diversified Program
4.17 20,000k 2/1/1977
13 Rabar Market Research
Diversified Program
4.17 2,000k 1/1/1989
12 RAM Management Group
MRTP Aggressive
4.20 1,000k 2/1/1998
11 Rivoli Fund Management
Rivoli International Fund (MAP)
6.28 5,000k 10/1/1996
10 Dreiss Research Corporation
Diversified Program
6.34 1,000k 5/1/1991
9 Clarke Capital Management
Worldwide
6.40 250k 1/1/1996
8 Drury Capital
Diversified Trend-Following Program
7.78 5,000k 5/1/1997
7 FORT LP
Fort Global Diversified
8.08 2,000k 10/1/1993
6 Winton Capital Management
Diversified
8.53 50,000k 10/1/1997
5 Superfund Group
Superfund Green Q-AG
8.74 2k 3/1/1996
4 Estlander & Partners
Global XL
9.99 5,000k 8/1/1991
3 Clarke Capital Management
Global Basic
12.86 50k 2/1/1996
2 Clarke Capital Management
Global Magnum
16.38 100k 8/1/1997
1 Clarke Capital Management
Millennium
16.89 1,000k 1/1/1998

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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