IASG CTA Index For March 1999

Monthly Rankings

Rank CTA/Program Mar 1999 Min Inv Inception
60 Dreiss Research Corporation
Diversified Program
-21.29 1,000k 5/1/1991
59 Abraham Trading Company
Diversified Program
-9.43 10,000k 1/1/1988
58 Mark J. Walsh Company
Standard Program
-7.88 2,000k 9/1/1985
57 Tactical Investment Management
Tactical Institutional Commodity Program
-7.46 10,000k 4/1/1993
56 Eckhardt Trading Company
Evolution Strategies 1.2X
-6.89 10,000k 10/1/1991
55 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-6.49 1,000k 3/1/1998
54 Eckhardt Trading Company
Evolution Strategies
-6.18 20,000k 8/1/1991
53 EMC Capital Advisors, LLC
Classic
-6.00 5,000k 1/1/1985
52 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.87 0k 11/1/1996
51 Estlander & Partners
Global XL
-4.56 5,000k 8/1/1991
50 Rabar Market Research
Diversified Program
-4.33 2,000k 1/1/1989
49 Winton Capital Management
Diversified
-3.98 50,000k 10/1/1997
48 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.55 100k 6/1/1994
47 Saxon Investment Corporation
Aggressive Diversified Program
-3.48 2,000k 11/1/1993
46 Quality Capital Management
Global Diversified Programme
-3.35 10,000k 12/1/1995
45 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.04 400k 1/1/1988
44 Drury Capital
Diversified Trend-Following Program
-2.82 5,000k 5/1/1997
43 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.77 10,000k 1/1/1995
42 Chesapeake Capital
Diversified (LV)
-2.65 100k 2/1/1988
41 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.37 10,000k 2/1/1999
40 Saxon Investment Corporation
Diversified Program
-1.79 3,000k 9/1/1988
39 Range Wise
Investment Program
-1.72 250k 2/1/1991
38 Superfund Group
Superfund Green Q-AG
-1.70 2k 3/1/1996
37 Estlander & Partners
Alpha Trend
-1.45 30,000k 10/1/1991
36 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.44 1/1/1989
35 Mondiale Asset Management
Mondiale Trading Program
-1.21 0k 9/1/1997
34 Hyman Beck and Company
Global Portfolio
-1.00 1,000k 3/1/1991
33 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.97 1,000k 9/1/1997
32 Alee Capital Management, LLC
Poniente Program
-0.91 2,500k 1/1/1999
31 Crabel Capital Management
Crabel Multi-Product
-0.70 1,000k 3/1/1998
30 Clarke Capital Management
Millennium
-0.42 1,000k 1/1/1998
29 IKOS
The IKOS Hedge Fund
-0.32 10,000k 7/1/1998
28 MERIT Alternative Investments GmbH
Futures Portfolio
0.16 2,000k 6/1/1998
27 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.47 1,000k 1/1/1999
26 Witter & Lester, Inc.
Redstone
0.51 500k 9/1/1994
25 Clarke Capital Management
Worldwide
0.61 250k 1/1/1996
24 FORT LP
Fort Global Diversified
0.80 2,000k 10/1/1993
23 Northfield Trading
Diversified
0.90 2,000k 7/1/1989
22 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.94 10,000k 1/1/1991
21 Millburn Corporation
Diversified Program
1.30 20,000k 2/1/1977
20 M.S. Capital Management
Global Diversified Program
1.30 2,000k 11/1/1998
19 Alee Capital Management, LLC
Mistral Program
1.57 2,500k 1/1/1999
18 RAM Management Group
RAM MRTP 1X-Conservative
2.29 1,000k 9/1/1993
17 Rivoli Fund Management
Rivoli International Fund (MAP)
2.33 5,000k 10/1/1996
16 Warrington Asset Management
Warrington Strategic Program
2.50 50k 1/1/1997
15 Eclipse Capital Management
Global Monetary
2.92 5,000k 8/1/1990
14 DUNN Capital Management
DUNN Combined Fund (DCF)
4.03 100k 5/1/1989
13 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.20 100k 11/1/1984
12 Hawksbill Capital Management
Global Diversified
4.74 5,000k 11/1/1988
11 KMJ Investments
KMJ Investments
4.74 1,000k 8/1/1994
10 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
4.91 3,000k 10/1/1992
9 LJM Partners
LJM Aggressive Strategy
5.32 500k 7/1/1998
8 C-View Limited
Currency Managed Account Program
5.49 5,000k 10/1/1996
7 Clarke Capital Management
Global Magnum
6.55 100k 8/1/1997
6 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
7.09 2,000k 7/1/1992
5 Ansbacher Investment Management
Market Neutral Put Skew Program
8.37 250k 1/1/1996
4 RAM Management Group
MRTP Aggressive
8.75 1,000k 2/1/1998
3 Clarke Capital Management
Global Basic
13.02 50k 2/1/1996
2 Red Oak Commodity Advisors
Investment Program
19.78 5,000k 12/1/1989
1 Kinkopf Capital Management
KCM S&P (Proprietary)
20.42 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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