IASG CTA Index For April 1999

Monthly Rankings

Rank CTA/Program Apr 1999 Min Inv Inception
60 Kinkopf Capital Management
KCM S&P (Proprietary)
-7.03 100k 1/1/1999
59 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-3.61 1,000k 3/1/1998
58 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.07 10,000k 10/1/1991
57 Eckhardt Trading Company
Evolution Strategies
-2.59 20,000k 8/1/1991
56 Ansbacher Investment Management
Market Neutral Put Skew Program
-2.19 250k 1/1/1996
55 Clarke Capital Management
Worldwide
-1.84 250k 1/1/1996
54 RAM Management Group
MRTP Aggressive
-0.56 1,000k 2/1/1998
53 RAM Management Group
RAM MRTP 1X-Conservative
0.04 1,000k 9/1/1993
52 Crabel Capital Management
Crabel Multi-Product
0.59 1,000k 3/1/1998
51 C-View Limited
Currency Managed Account Program
0.69 5,000k 10/1/1996
50 Mark J. Walsh Company
Standard Program
0.88 2,000k 9/1/1985
49 Witter & Lester, Inc.
Redstone
1.15 500k 9/1/1994
48 Hawksbill Capital Management
Global Diversified
1.56 5,000k 11/1/1988
47 Warrington Asset Management
Warrington Strategic Program
1.60 50k 1/1/1997
46 Mondiale Asset Management
Mondiale Trading Program
1.76 0k 9/1/1997
45 DUNN Capital Management
DUNN Combined Fund (DCF)
1.86 100k 5/1/1989
44 Transtrend B.V.
DTP – Standard Risk (EUR)
2.19 10,000k 2/1/1999
43 Capricorn Strategies Limited
Capricorn fxST (Lev1)
2.26 1,000k 1/1/1999
42 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.31 400k 1/1/1988
41 Alee Capital Management, LLC
Mistral Program
2.43 2,500k 1/1/1999
40 Clarke Capital Management
Global Basic
2.46 50k 2/1/1996
39 Alee Capital Management, LLC
Poniente Program
2.72 2,500k 1/1/1999
38 IKOS
The IKOS Hedge Fund
2.74 10,000k 7/1/1998
37 FORT LP
Fort Global Diversified
3.01 2,000k 10/1/1993
36 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.11 10,000k 1/1/1995
35 Rabar Market Research
Diversified Program
3.28 2,000k 1/1/1989
34 Estlander & Partners
Alpha Trend
3.28 30,000k 10/1/1991
33 MERIT Alternative Investments GmbH
Futures Portfolio
3.38 2,000k 6/1/1998
32 Clarke Capital Management
Global Magnum
3.39 100k 8/1/1997
31 Clarke Capital Management
Millennium
3.43 1,000k 1/1/1998
30 LJM Partners
LJM Aggressive Strategy
3.51 500k 7/1/1998
29 Hyman Beck and Company
Global Portfolio
3.83 1,000k 3/1/1991
28 Tactical Investment Management
Tactical Institutional Commodity Program
3.90 10,000k 4/1/1993
27 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.92 10,000k 1/1/1991
26 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.10 100k 11/1/1984
25 Sunrise Capital Partners
Sunrise Expanded Diversified Program
4.18 1/1/1989
24 KMJ Investments
KMJ Investments
4.23 1,000k 8/1/1994
23 Drury Capital
Diversified Trend-Following Program
4.46 5,000k 5/1/1997
22 Eclipse Capital Management
Global Monetary
4.64 5,000k 8/1/1990
21 Rivoli Fund Management
Rivoli International Fund (MAP)
4.97 5,000k 10/1/1996
20 EMC Capital Advisors, LLC
Classic
5.00 5,000k 1/1/1985
19 M.S. Capital Management
Global Diversified Program
5.09 2,000k 11/1/1998
18 DUNN Capital Management
D'Best Futures Fund, L.P.
5.20 100k 6/1/1994
17 Saxon Investment Corporation
Diversified Program
5.51 3,000k 9/1/1988
16 Millburn Corporation
Diversified Program
5.53 20,000k 2/1/1977
15 Northfield Trading
Diversified
5.70 2,000k 7/1/1989
14 Quality Capital Management
Global Diversified Programme
5.92 10,000k 12/1/1995
13 Range Wise
Investment Program
5.93 250k 2/1/1991
12 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
6.01 3,000k 10/1/1992
11 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
6.28 0k 11/1/1996
10 Superfund Group
Superfund Green Q-AG
6.32 2k 3/1/1996
9 W.G. Wealth Guardian Ltd.
SAFI2 Program
6.70 1,000k 9/1/1997
8 Abraham Trading Company
Diversified Program
7.52 10,000k 1/1/1988
7 Chesapeake Capital
Diversified (LV)
8.42 100k 2/1/1988
6 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
8.54 2,000k 7/1/1992
5 Saxon Investment Corporation
Aggressive Diversified Program
9.50 2,000k 11/1/1993
4 Winton Capital Management
Diversified
10.51 50,000k 10/1/1997
3 Estlander & Partners
Global XL
11.80 5,000k 8/1/1991
2 Dreiss Research Corporation
Diversified Program
19.34 1,000k 5/1/1991
1 Red Oak Commodity Advisors
Investment Program
23.87 5,000k 12/1/1989

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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