IASG CTA Index For January 1999

Monthly Rankings

Rank CTA/Program Jan 1999 Min Inv Inception
59 DUNN Capital Management
D'Best Futures Fund, L.P.
-16.78 100k 6/1/1994
58 DUNN Capital Management
DUNN Combined Fund (DCF)
-16.34 100k 5/1/1989
57 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-13.20 100k 11/1/1984
56 RAM Management Group
MRTP Aggressive
-12.45 1,000k 2/1/1998
55 Abraham Trading Company
Diversified Program
-11.56 10,000k 1/1/1988
54 Tactical Investment Management
Tactical Institutional Commodity Program
-9.34 10,000k 4/1/1993
53 Quality Capital Management
Global Diversified Programme
-7.69 10,000k 12/1/1995
52 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-5.93 2,000k 7/1/1992
51 Estlander & Partners
Global XL
-5.62 5,000k 8/1/1991
50 Dreiss Research Corporation
Diversified Program
-5.41 1,000k 5/1/1991
49 Northfield Trading
Diversified
-4.90 2,000k 7/1/1989
48 EMC Capital Advisors, LLC
Classic
-4.80 5,000k 1/1/1985
47 M.S. Capital Management
Global Diversified Program
-4.58 2,000k 11/1/1998
46 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.15 0k 11/1/1996
45 Millburn Corporation
Diversified Program
-3.97 20,000k 2/1/1977
44 FORT LP
Fort Global Diversified
-3.94 2,000k 10/1/1993
43 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.86 10,000k 1/1/1995
42 RAM Management Group
RAM MRTP 1X-Conservative
-3.84 1,000k 9/1/1993
41 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-3.83 3,000k 10/1/1992
40 Hyman Beck and Company
Global Portfolio
-3.48 1,000k 3/1/1991
39 Hawksbill Capital Management
Global Diversified
-3.47 5,000k 11/1/1988
38 Clarke Capital Management
Global Magnum
-3.26 100k 8/1/1997
37 Clarke Capital Management
Global Basic
-3.22 50k 2/1/1996
36 MERIT Alternative Investments GmbH
Futures Portfolio
-3.01 2,000k 6/1/1998
35 Mark J. Walsh Company
Standard Program
-2.96 2,000k 9/1/1985
34 Chesapeake Capital
Diversified (LV)
-2.76 100k 2/1/1988
33 Eclipse Capital Management
Global Monetary
-2.57 5,000k 8/1/1990
32 Estlander & Partners
Alpha Trend
-2.04 30,000k 10/1/1991
31 Rivoli Fund Management
Rivoli International Fund (MAP)
-2.01 5,000k 10/1/1996
30 Rabar Market Research
Diversified Program
-1.92 2,000k 1/1/1989
29 Mondiale Asset Management
Mondiale Trading Program
-1.77 0k 9/1/1997
28 Clarke Capital Management
Millennium
-1.68 1,000k 1/1/1998
27 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.61 1,000k 3/1/1998
26 Crabel Capital Management
Crabel Multi-Product
-1.59 1,000k 3/1/1998
25 Winton Capital Management
Diversified
-1.38 50,000k 10/1/1997
24 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.89 10,000k 1/1/1991
23 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.88 1/1/1989
19 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.00 1,000k 1/1/1999
20 Kinkopf Capital Management
KCM S&P (Proprietary)
0.00 100k 1/1/1999
21 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
22 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
18 Ansbacher Investment Management
Market Neutral Put Skew Program
0.01 250k 1/1/1996
17 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.04 400k 1/1/1988
16 Drury Capital
Diversified Trend-Following Program
0.06 5,000k 5/1/1997
15 IKOS
The IKOS Hedge Fund
0.42 10,000k 7/1/1998
14 C-View Limited
Currency Managed Account Program
0.78 5,000k 10/1/1996
13 Clarke Capital Management
Worldwide
0.87 250k 1/1/1996
12 Eckhardt Trading Company
Evolution Strategies
1.49 20,000k 8/1/1991
11 Witter & Lester, Inc.
Redstone
1.98 500k 9/1/1994
10 Eckhardt Trading Company
Evolution Strategies 1.2X
2.01 10,000k 10/1/1991
9 Saxon Investment Corporation
Diversified Program
2.39 3,000k 9/1/1988
8 Range Wise
Investment Program
3.14 250k 2/1/1991
7 LJM Partners
LJM Aggressive Strategy
3.27 500k 7/1/1998
6 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.40 1,000k 9/1/1997
5 Red Oak Commodity Advisors
Investment Program
3.46 5,000k 12/1/1989
4 Superfund Group
Superfund Green Q-AG
4.11 2k 3/1/1996
3 Saxon Investment Corporation
Aggressive Diversified Program
4.35 2,000k 11/1/1993
2 Warrington Asset Management
Warrington Strategic Program
5.19 50k 1/1/1997
1 KMJ Investments
KMJ Investments
10.48 1,000k 8/1/1994

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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