IASG CTA Index For October 1999

Monthly Rankings

Rank CTA/Program Oct 1999 Min Inv Inception
65 DUNN Capital Management
D'Best Futures Fund, L.P.
-18.63 100k 6/1/1994
64 LJM Partners
LJM Aggressive Strategy
-18.14 500k 7/1/1998
63 EMC Capital Advisors, LLC
Classic
-18.10 5,000k 1/1/1985
62 Dreiss Research Corporation
Diversified Program
-16.61 1,000k 5/1/1991
61 Mark J. Walsh Company
Standard Program
-16.21 2,000k 9/1/1985
60 RAM Management Group
MRTP Aggressive
-16.09 1,000k 2/1/1998
59 Hawksbill Capital Management
Global Diversified
-15.41 5,000k 11/1/1988
58 Estlander & Partners
Global XL
-13.00 5,000k 8/1/1991
57 Tactical Investment Management
Tactical Institutional Commodity Program
-12.91 10,000k 4/1/1993
56 Red Oak Commodity Advisors
Investment Program
-11.86 5,000k 12/1/1989
55 Millburn Corporation
Diversified Program
-11.10 20,000k 2/1/1977
54 Abraham Trading Company
Diversified Program
-9.57 10,000k 1/1/1988
53 M.S. Capital Management
Global Diversified Program
-9.29 2,000k 11/1/1998
52 DUNN Capital Management
DUNN Combined Fund (DCF)
-8.33 100k 5/1/1989
51 Rotella Capital Management
Rotella Polaris Program (Diversified)
-7.95 10,000k 1/1/1991
50 Chesapeake Capital
Diversified (LV)
-7.88 100k 2/1/1988
49 Clarke Capital Management
Millennium
-7.82 1,000k 1/1/1998
48 Estlander & Partners
Alpha Trend
-7.74 30,000k 10/1/1991
47 Alee Capital Management, LLC
Mistral Program
-7.45 2,500k 1/1/1999
46 Rivoli Fund Management
Rivoli International Fund (MAP)
-7.30 5,000k 10/1/1996
45 Ansbacher Investment Management
Market Neutral Put Skew Program
-7.01 250k 1/1/1996
44 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-7.00 100k 11/1/1984
43 Estlander & Partners
Global Markets
-6.99 10,000k 8/1/1999
42 Hyman Beck and Company
Global Portfolio
-6.91 1,000k 3/1/1991
41 Transtrend B.V.
DTP – Enhanced Risk (USD)
-6.82 10,000k 1/1/1995
40 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-6.71 10,000k 8/1/1999
39 Winton Capital Management
Diversified
-6.20 50,000k 10/1/1997
38 FORT LP
Fort Global Diversified
-6.16 2,000k 10/1/1993
37 Rabar Market Research
Diversified Program
-6.01 2,000k 1/1/1989
36 Saxon Investment Corporation
Aggressive Diversified Program
-5.87 2,000k 11/1/1993
35 Quality Capital Management
Global Diversified Programme
-5.50 10,000k 12/1/1995
34 RAM Management Group
RAM MRTP 1X-Conservative
-5.29 1,000k 9/1/1993
33 Conquest Capital Group
Conquest Macro
-5.26 250k 5/1/1999
32 Clarke Capital Management
Global Magnum
-4.85 100k 8/1/1997
31 Mulvaney Capital Management
The Mulvaney Global Markets Program
-4.80 100k 5/1/1999
30 MERIT Alternative Investments GmbH
Futures Portfolio
-4.78 2,000k 6/1/1998
29 Transtrend B.V.
DTP – Standard Risk (EUR)
-4.63 10,000k 2/1/1999
28 Clarke Capital Management
Worldwide
-4.57 250k 1/1/1996
27 Covenant Capital Management
Original Program
-4.46 5,000k 9/1/1999
26 Warrington Asset Management
Warrington Strategic Program
-4.40 50k 1/1/1997
25 Eclipse Capital Management
Global Monetary
-4.30 5,000k 8/1/1990
24 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-4.08 1/1/1989
23 W.G. Wealth Guardian Ltd.
SAFI2 Program
-3.37 1,000k 9/1/1997
22 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-3.27 2,000k 7/1/1992
21 Saxon Investment Corporation
Diversified Program
-3.26 3,000k 9/1/1988
20 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.23 10,000k 10/1/1991
19 Superfund Group
Superfund Green Q-AG
-3.17 2k 3/1/1996
18 Clarke Capital Management
Global Basic
-3.16 50k 2/1/1996
17 Eckhardt Trading Company
Evolution Strategies
-2.86 20,000k 8/1/1991
16 Range Wise
Investment Program
-2.72 250k 2/1/1991
15 IKOS
The IKOS Hedge Fund
-2.40 10,000k 7/1/1998
14 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-2.09 1,000k 3/1/1998
13 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-1.73 3,000k 10/1/1992
12 Drury Capital
Diversified Trend-Following Program
-1.24 5,000k 5/1/1997
11 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-1.10 1,000k 1/1/1999
10 Alee Capital Management, LLC
Poniente Program
-0.74 2,500k 1/1/1999
9 Mondiale Asset Management
Mondiale Trading Program
-0.39 0k 9/1/1997
8 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.13 0k 11/1/1996
7 Witter & Lester, Inc.
Redstone
0.67 500k 9/1/1994
6 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.53 400k 1/1/1988
5 C-View Limited
Currency Managed Account Program
1.95 5,000k 10/1/1996
4 Crabel Capital Management
Crabel Multi-Product
2.55 1,000k 3/1/1998
3 Northfield Trading
Diversified
4.90 2,000k 7/1/1989
2 KMJ Investments
KMJ Investments
5.01 1,000k 8/1/1994
1 Kinkopf Capital Management
KCM S&P (Proprietary)
18.50 100k 1/1/1999

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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