IASG CTA Index For May 1999

Monthly Rankings

Rank CTA/Program May 1999 Min Inv Inception
62 Kinkopf Capital Management
KCM S&P (Proprietary)
-28.73 100k 1/1/1999
61 Saxon Investment Corporation
Aggressive Diversified Program
-16.15 2,000k 11/1/1993
60 Dreiss Research Corporation
Diversified Program
-16.03 1,000k 5/1/1991
59 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-10.50 2,000k 7/1/1992
58 Estlander & Partners
Global XL
-8.92 5,000k 8/1/1991
57 Chesapeake Capital
Diversified (LV)
-8.71 100k 2/1/1988
56 Tactical Investment Management
Tactical Institutional Commodity Program
-8.46 10,000k 4/1/1993
55 Saxon Investment Corporation
Diversified Program
-8.43 3,000k 9/1/1988
54 Winton Capital Management
Diversified
-8.39 50,000k 10/1/1997
53 Red Oak Commodity Advisors
Investment Program
-8.26 5,000k 12/1/1989
52 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-7.29 0k 11/1/1996
51 Rabar Market Research
Diversified Program
-6.92 2,000k 1/1/1989
50 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-6.90 3,000k 10/1/1992
49 Clarke Capital Management
Millennium
-6.49 1,000k 1/1/1998
48 Abraham Trading Company
Diversified Program
-6.09 10,000k 1/1/1988
47 Clarke Capital Management
Worldwide
-5.99 250k 1/1/1996
46 Superfund Group
Superfund Green Q-AG
-5.80 2k 3/1/1996
45 Rivoli Fund Management
Rivoli International Fund (MAP)
-5.70 5,000k 10/1/1996
44 Drury Capital
Diversified Trend-Following Program
-5.56 5,000k 5/1/1997
43 Hawksbill Capital Management
Global Diversified
-5.55 5,000k 11/1/1988
42 Range Wise
Investment Program
-5.02 250k 2/1/1991
41 EMC Capital Advisors, LLC
Classic
-4.30 5,000k 1/1/1985
40 Hyman Beck and Company
Global Portfolio
-3.63 1,000k 3/1/1991
39 M.S. Capital Management
Global Diversified Program
-3.34 2,000k 11/1/1998
38 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.10 10,000k 1/1/1995
37 Clarke Capital Management
Global Magnum
-3.04 100k 8/1/1997
36 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.02 400k 1/1/1988
35 Millburn Corporation
Diversified Program
-2.99 20,000k 2/1/1977
34 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.74 10,000k 10/1/1991
33 MERIT Alternative Investments GmbH
Futures Portfolio
-2.61 2,000k 6/1/1998
32 Estlander & Partners
Alpha Trend
-2.47 30,000k 10/1/1991
31 Eckhardt Trading Company
Evolution Strategies
-2.43 20,000k 8/1/1991
30 Mark J. Walsh Company
Standard Program
-2.25 2,000k 9/1/1985
29 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.24 10,000k 2/1/1999
28 Northfield Trading
Diversified
-2.10 2,000k 7/1/1989
27 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.20 1/1/1989
26 Alee Capital Management, LLC
Mistral Program
-1.08 2,500k 1/1/1999
25 Quality Capital Management
Global Diversified Programme
-0.75 10,000k 12/1/1995
24 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.71 10,000k 1/1/1991
23 Clarke Capital Management
Global Basic
-0.58 50k 2/1/1996
22 C-View Limited
Currency Managed Account Program
-0.54 5,000k 10/1/1996
21 Witter & Lester, Inc.
Redstone
-0.15 500k 9/1/1994
20 Mondiale Asset Management
Mondiale Trading Program
-0.12 0k 9/1/1997
18 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.00 100k 5/1/1999
19 Conquest Capital Group
Conquest Macro
0.00 250k 5/1/1999
17 Eclipse Capital Management
Global Monetary
0.44 5,000k 8/1/1990
16 Crabel Capital Management
Crabel Multi-Product
0.51 1,000k 3/1/1998
15 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.35 1,000k 9/1/1997
14 KMJ Investments
KMJ Investments
1.94 1,000k 8/1/1994
13 Ansbacher Investment Management
Market Neutral Put Skew Program
2.01 250k 1/1/1996
12 Alee Capital Management, LLC
Poniente Program
2.21 2,500k 1/1/1999
11 IKOS
The IKOS Hedge Fund
2.26 10,000k 7/1/1998
10 Capricorn Strategies Limited
Capricorn fxST (Lev1)
2.61 1,000k 1/1/1999
9 Warrington Asset Management
Warrington Strategic Program
2.76 50k 1/1/1997
8 DUNN Capital Management
DUNN Combined Fund (DCF)
2.90 100k 5/1/1989
7 FORT LP
Fort Global Diversified
3.41 2,000k 10/1/1993
6 RAM Management Group
RAM MRTP 1X-Conservative
3.53 1,000k 9/1/1993
5 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
4.24 1,000k 3/1/1998
4 DUNN Capital Management
D'Best Futures Fund, L.P.
5.21 100k 6/1/1994
3 LJM Partners
LJM Aggressive Strategy
7.59 500k 7/1/1998
2 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
7.60 100k 11/1/1984
1 RAM Management Group
MRTP Aggressive
8.45 1,000k 2/1/1998

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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