IASG CTA Index For June 1999

Monthly Rankings

Rank CTA/Program Jun 1999 Min Inv Inception
62 Crabel Capital Management
Crabel Multi-Product
-2.44 1,000k 3/1/1998
61 Mark J. Walsh Company
Standard Program
-1.75 2,000k 9/1/1985
60 Range Wise
Investment Program
-1.69 250k 2/1/1991
59 Tactical Investment Management
Tactical Institutional Commodity Program
-1.69 10,000k 4/1/1993
58 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.28 400k 1/1/1988
57 EMC Capital Advisors, LLC
Classic
-1.10 5,000k 1/1/1985
56 M.S. Capital Management
Global Diversified Program
-1.06 2,000k 11/1/1998
55 Abraham Trading Company
Diversified Program
-0.68 10,000k 1/1/1988
54 Alee Capital Management, LLC
Poniente Program
-0.54 2,500k 1/1/1999
53 Clarke Capital Management
Global Basic
-0.49 50k 2/1/1996
52 Superfund Group
Superfund Green Q-AG
-0.43 2k 3/1/1996
51 Drury Capital
Diversified Trend-Following Program
-0.36 5,000k 5/1/1997
50 FORT LP
Fort Global Diversified
-0.26 2,000k 10/1/1993
49 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.14 100k 5/1/1999
48 Rabar Market Research
Diversified Program
-0.02 2,000k 1/1/1989
47 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.21 0k 11/1/1996
46 Witter & Lester, Inc.
Redstone
0.45 500k 9/1/1994
45 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.79 1,000k 1/1/1999
44 IKOS
The IKOS Hedge Fund
0.80 10,000k 7/1/1998
43 RAM Management Group
RAM MRTP 1X-Conservative
0.93 1,000k 9/1/1993
42 Alee Capital Management, LLC
Mistral Program
0.97 2,500k 1/1/1999
41 Mondiale Asset Management
Mondiale Trading Program
1.06 0k 9/1/1997
40 Estlander & Partners
Global XL
1.10 5,000k 8/1/1991
39 Eckhardt Trading Company
Evolution Strategies
1.43 20,000k 8/1/1991
38 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.49 1,000k 3/1/1998
37 Eckhardt Trading Company
Evolution Strategies 1.2X
1.87 10,000k 10/1/1991
36 Rivoli Fund Management
Rivoli International Fund (MAP)
2.03 5,000k 10/1/1996
35 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.06 10,000k 1/1/1991
34 Warrington Asset Management
Warrington Strategic Program
2.07 50k 1/1/1997
33 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.10 1,000k 9/1/1997
32 Sunrise Capital Partners
Sunrise Expanded Diversified Program
2.18 1/1/1989
31 Estlander & Partners
Alpha Trend
2.26 30,000k 10/1/1991
30 Clarke Capital Management
Global Magnum
2.44 100k 8/1/1997
29 Saxon Investment Corporation
Diversified Program
2.46 3,000k 9/1/1988
28 Dreiss Research Corporation
Diversified Program
2.74 1,000k 5/1/1991
27 Conquest Capital Group
Conquest Macro
2.86 250k 5/1/1999
26 Eclipse Capital Management
Global Monetary
3.12 5,000k 8/1/1990
25 Transtrend B.V.
DTP – Standard Risk (EUR)
3.12 10,000k 2/1/1999
24 Hyman Beck and Company
Global Portfolio
3.41 1,000k 3/1/1991
23 Quality Capital Management
Global Diversified Programme
3.54 10,000k 12/1/1995
22 Chesapeake Capital
Diversified (LV)
3.57 100k 2/1/1988
21 LJM Partners
LJM Aggressive Strategy
3.91 500k 7/1/1998
20 RAM Management Group
MRTP Aggressive
3.93 1,000k 2/1/1998
19 Saxon Investment Corporation
Aggressive Diversified Program
3.96 2,000k 11/1/1993
18 DUNN Capital Management
DUNN Combined Fund (DCF)
4.14 100k 5/1/1989
17 Northfield Trading
Diversified
4.20 2,000k 7/1/1989
16 MERIT Alternative Investments GmbH
Futures Portfolio
4.30 2,000k 6/1/1998
15 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.51 10,000k 1/1/1995
14 DUNN Capital Management
D'Best Futures Fund, L.P.
4.98 100k 6/1/1994
13 Clarke Capital Management
Worldwide
5.08 250k 1/1/1996
12 Clarke Capital Management
Millennium
5.09 1,000k 1/1/1998
11 KMJ Investments
KMJ Investments
5.27 1,000k 8/1/1994
10 Winton Capital Management
Diversified
5.29 50,000k 10/1/1997
9 C-View Limited
Currency Managed Account Program
5.40 5,000k 10/1/1996
8 Millburn Corporation
Diversified Program
5.65 20,000k 2/1/1977
7 Hawksbill Capital Management
Global Diversified
6.11 5,000k 11/1/1988
6 Ansbacher Investment Management
Market Neutral Put Skew Program
7.21 250k 1/1/1996
5 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.60 100k 11/1/1984
4 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
13.93 3,000k 10/1/1992
3 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
21.39 2,000k 7/1/1992
2 Red Oak Commodity Advisors
Investment Program
32.01 5,000k 12/1/1989
1 Kinkopf Capital Management
KCM S&P (Proprietary)
39.66 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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