IASG CTA Index For June 1998

Monthly Rankings

Rank CTA/Program Jun 1998 Min Inv Inception
52 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-12.17 2,000k 7/1/1992
51 Estlander & Partners
Global XL
-10.78 5,000k 8/1/1991
50 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-7.80 3,000k 10/1/1992
49 RAM Management Group
MRTP Aggressive
-7.57 1,000k 2/1/1998
48 Clarke Capital Management
Millennium
-7.02 1,000k 1/1/1998
47 EMC Capital Advisors, LLC
Classic
-6.30 5,000k 1/1/1985
46 Saxon Investment Corporation
Aggressive Diversified Program
-6.06 2,000k 11/1/1993
45 Hawksbill Capital Management
Global Diversified
-3.86 5,000k 11/1/1988
44 Clarke Capital Management
Global Magnum
-3.28 100k 8/1/1997
43 Saxon Investment Corporation
Diversified Program
-3.19 3,000k 9/1/1988
42 Clarke Capital Management
Worldwide
-3.17 250k 1/1/1996
41 RAM Management Group
RAM MRTP 1X-Conservative
-2.73 1,000k 9/1/1993
40 Abraham Trading Company
Diversified Program
-2.34 10,000k 1/1/1988
39 Hyman Beck and Company
Global Portfolio
-2.28 1,000k 3/1/1991
38 Eclipse Capital Management
Global Monetary
-2.19 5,000k 8/1/1990
37 Crabel Capital Management
Crabel Multi-Product
-1.87 1,000k 3/1/1998
36 FORT LP
Fort Global Diversified
-1.34 2,000k 10/1/1993
35 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.20 10,000k 1/1/1991
34 DUNN Capital Management
DUNN Combined Fund (DCF)
-0.75 100k 5/1/1989
33 Chesapeake Capital
Diversified (LV)
-0.67 100k 2/1/1988
32 Range Wise
Investment Program
-0.66 250k 2/1/1991
31 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-0.40 100k 11/1/1984
30 Mondiale Asset Management
Mondiale Trading Program
-0.33 0k 9/1/1997
29 KMJ Investments
KMJ Investments
-0.20 1,000k 8/1/1994
28 MERIT Alternative Investments GmbH
Futures Portfolio
0.00 2,000k 6/1/1998
27 Northfield Trading
Diversified
0.20 2,000k 7/1/1989
26 Clarke Capital Management
Global Basic
0.47 50k 2/1/1996
25 Witter & Lester, Inc.
Redstone
0.71 500k 9/1/1994
24 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.34 1,000k 9/1/1997
23 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.36 10,000k 1/1/1995
22 Eckhardt Trading Company
Evolution Strategies
1.57 20,000k 8/1/1991
21 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.73 0k 11/1/1996
20 Estlander & Partners
Alpha Trend
1.77 30,000k 10/1/1991
19 Superfund Group
Superfund Green Q-AG
1.96 2k 3/1/1996
18 Eckhardt Trading Company
Evolution Strategies 1.2X
2.04 10,000k 10/1/1991
17 Rabar Market Research
Diversified Program
2.12 2,000k 1/1/1989
16 Drury Capital
Diversified Trend-Following Program
2.20 5,000k 5/1/1997
15 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.36 400k 1/1/1988
14 Millburn Corporation
Diversified Program
2.37 20,000k 2/1/1977
13 Winton Capital Management
Diversified
2.97 50,000k 10/1/1997
12 Sunrise Capital Partners
Sunrise Expanded Diversified Program
3.34 1/1/1989
11 DUNN Capital Management
D'Best Futures Fund, L.P.
3.39 100k 6/1/1994
10 Mark J. Walsh Company
Standard Program
3.43 2,000k 9/1/1985
9 Quality Capital Management
Global Diversified Programme
3.72 10,000k 12/1/1995
8 Dreiss Research Corporation
Diversified Program
3.77 1,000k 5/1/1991
7 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
3.96 1,000k 3/1/1998
6 Warrington Asset Management
Warrington Strategic Program
4.19 50k 1/1/1997
5 Tactical Investment Management
Tactical Institutional Commodity Program
4.67 10,000k 4/1/1993
4 Rivoli Fund Management
Rivoli International Fund (MAP)
5.58 5,000k 10/1/1996
3 Ansbacher Investment Management
Market Neutral Put Skew Program
5.98 250k 1/1/1996
2 Red Oak Commodity Advisors
Investment Program
8.57 5,000k 12/1/1989
1 C-View Limited
Currency Managed Account Program
12.42 5,000k 10/1/1996

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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