IASG CTA Index For July 1999

Monthly Rankings

Rank CTA/Program Jul 1999 Min Inv Inception
62 FORT LP
Fort Global Diversified
-7.88 2,000k 10/1/1993
61 Hawksbill Capital Management
Global Diversified
-7.05 5,000k 11/1/1988
60 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.93 100k 6/1/1994
59 Estlander & Partners
Global XL
-6.91 5,000k 8/1/1991
58 EMC Capital Advisors, LLC
Classic
-6.30 5,000k 1/1/1985
57 Chesapeake Capital
Diversified (LV)
-4.80 100k 2/1/1988
56 M.S. Capital Management
Global Diversified Program
-4.71 2,000k 11/1/1998
55 Drury Capital
Diversified Trend-Following Program
-4.43 5,000k 5/1/1997
54 Ansbacher Investment Management
Market Neutral Put Skew Program
-4.22 250k 1/1/1996
53 Kinkopf Capital Management
KCM S&P (Proprietary)
-3.94 100k 1/1/1999
52 Dreiss Research Corporation
Diversified Program
-3.31 1,000k 5/1/1991
51 Millburn Corporation
Diversified Program
-3.25 20,000k 2/1/1977
50 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.98 0k 11/1/1996
49 Rabar Market Research
Diversified Program
-2.89 2,000k 1/1/1989
48 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.64 100k 5/1/1989
47 Mulvaney Capital Management
The Mulvaney Global Markets Program
-2.22 100k 5/1/1999
46 Winton Capital Management
Diversified
-2.01 50,000k 10/1/1997
45 Conquest Capital Group
Conquest Macro
-1.74 250k 5/1/1999
44 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.53 1/1/1989
43 Saxon Investment Corporation
Aggressive Diversified Program
-0.92 2,000k 11/1/1993
42 Abraham Trading Company
Diversified Program
-0.83 10,000k 1/1/1988
41 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.45 10,000k 1/1/1991
40 Mondiale Asset Management
Mondiale Trading Program
-0.36 0k 9/1/1997
39 Hyman Beck and Company
Global Portfolio
-0.14 1,000k 3/1/1991
38 Saxon Investment Corporation
Diversified Program
-0.13 3,000k 9/1/1988
37 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
0.50 100k 11/1/1984
36 Quality Capital Management
Global Diversified Programme
0.51 10,000k 12/1/1995
35 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.67 1,000k 1/1/1999
34 IKOS
The IKOS Hedge Fund
0.70 10,000k 7/1/1998
33 KMJ Investments
KMJ Investments
0.71 1,000k 8/1/1994
32 Tactical Investment Management
Tactical Institutional Commodity Program
0.75 10,000k 4/1/1993
31 Range Wise
Investment Program
0.80 250k 2/1/1991
30 Rivoli Fund Management
Rivoli International Fund (MAP)
0.82 5,000k 10/1/1996
29 Mark J. Walsh Company
Standard Program
0.87 2,000k 9/1/1985
28 C-View Limited
Currency Managed Account Program
0.96 5,000k 10/1/1996
27 Transtrend B.V.
DTP – Standard Risk (EUR)
0.97 10,000k 2/1/1999
26 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.03 1,000k 9/1/1997
25 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
1.11 3,000k 10/1/1992
24 Superfund Group
Superfund Green Q-AG
1.13 2k 3/1/1996
23 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
1.35 2,000k 7/1/1992
22 MERIT Alternative Investments GmbH
Futures Portfolio
1.88 2,000k 6/1/1998
21 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.95 10,000k 1/1/1995
20 Witter & Lester, Inc.
Redstone
2.14 500k 9/1/1994
19 Clarke Capital Management
Global Magnum
2.30 100k 8/1/1997
18 Eclipse Capital Management
Global Monetary
2.35 5,000k 8/1/1990
17 Alee Capital Management, LLC
Poniente Program
2.59 2,500k 1/1/1999
16 Warrington Asset Management
Warrington Strategic Program
2.90 50k 1/1/1997
15 Estlander & Partners
Alpha Trend
2.94 30,000k 10/1/1991
14 Clarke Capital Management
Global Basic
3.18 50k 2/1/1996
13 RAM Management Group
RAM MRTP 1X-Conservative
3.25 1,000k 9/1/1993
12 LJM Partners
LJM Aggressive Strategy
3.46 500k 7/1/1998
11 Northfield Trading
Diversified
3.80 2,000k 7/1/1989
10 Red Oak Commodity Advisors
Investment Program
4.09 5,000k 12/1/1989
9 Clarke Capital Management
Worldwide
4.61 250k 1/1/1996
8 Clarke Capital Management
Millennium
4.74 1,000k 1/1/1998
7 Alee Capital Management, LLC
Mistral Program
4.89 2,500k 1/1/1999
6 Eckhardt Trading Company
Evolution Strategies
5.18 20,000k 8/1/1991
5 Eckhardt Trading Company
Evolution Strategies 1.2X
6.30 10,000k 10/1/1991
4 Witter & Lester, Inc.
Stock Index Futures Trading Program
8.57 400k 1/1/1988
3 RAM Management Group
MRTP Aggressive
8.63 1,000k 2/1/1998
2 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
9.20 1,000k 3/1/1998
1 Crabel Capital Management
Crabel Multi-Product
18.18 1,000k 3/1/1998

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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