IASG CTA Index For August 1999

Monthly Rankings

Rank CTA/Program Aug 1999 Min Inv Inception
64 RAM Management Group
MRTP Aggressive
-16.76 1,000k 2/1/1998
63 Hawksbill Capital Management
Global Diversified
-8.89 5,000k 11/1/1988
62 Mark J. Walsh Company
Standard Program
-8.04 2,000k 9/1/1985
61 Clarke Capital Management
Global Basic
-7.14 50k 2/1/1996
60 Eckhardt Trading Company
Evolution Strategies 1.2X
-6.42 10,000k 10/1/1991
59 Eckhardt Trading Company
Evolution Strategies
-5.62 20,000k 8/1/1991
58 RAM Management Group
RAM MRTP 1X-Conservative
-5.14 1,000k 9/1/1993
57 Clarke Capital Management
Global Magnum
-4.78 100k 8/1/1997
56 Alee Capital Management, LLC
Mistral Program
-3.69 2,500k 1/1/1999
55 Rotella Capital Management
Rotella Polaris Program (Diversified)
-3.51 10,000k 1/1/1991
54 Winton Capital Management
Diversified
-3.47 50,000k 10/1/1997
53 Superfund Group
Superfund Green Q-AG
-2.71 2k 3/1/1996
52 Ansbacher Investment Management
Market Neutral Put Skew Program
-2.68 250k 1/1/1996
51 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.51 10,000k 1/1/1995
50 Mondiale Asset Management
Mondiale Trading Program
-1.95 0k 9/1/1997
49 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.90 10,000k 2/1/1999
48 Alee Capital Management, LLC
Poniente Program
-1.76 2,500k 1/1/1999
47 Conquest Capital Group
Conquest Macro
-1.73 250k 5/1/1999
46 EMC Capital Advisors, LLC
Classic
-0.80 5,000k 1/1/1985
45 Estlander & Partners
Global XL
-0.50 5,000k 8/1/1991
44 Rabar Market Research
Diversified Program
-0.42 2,000k 1/1/1989
43 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.30 5,000k 10/1/1996
42 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.13 1,000k 9/1/1997
41 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.13 1/1/1989
40 Clarke Capital Management
Millennium
-0.08 1,000k 1/1/1998
38 Estlander & Partners
Global Markets
0.00 10,000k 8/1/1999
39 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.00 10,000k 8/1/1999
37 MERIT Alternative Investments GmbH
Futures Portfolio
0.03 2,000k 6/1/1998
36 Red Oak Commodity Advisors
Investment Program
0.44 5,000k 12/1/1989
35 Northfield Trading
Diversified
0.50 2,000k 7/1/1989
34 DUNN Capital Management
DUNN Combined Fund (DCF)
0.70 100k 5/1/1989
33 Range Wise
Investment Program
0.81 250k 2/1/1991
32 M.S. Capital Management
Global Diversified Program
0.82 2,000k 11/1/1998
31 Clarke Capital Management
Worldwide
1.04 250k 1/1/1996
30 Capricorn Strategies Limited
Capricorn fxST (Lev1)
1.05 1,000k 1/1/1999
29 Millburn Corporation
Diversified Program
1.11 20,000k 2/1/1977
28 Hyman Beck and Company
Global Portfolio
1.22 1,000k 3/1/1991
27 IKOS
The IKOS Hedge Fund
1.29 10,000k 7/1/1998
26 C-View Limited
Currency Managed Account Program
1.38 5,000k 10/1/1996
25 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.44 400k 1/1/1988
24 Eclipse Capital Management
Global Monetary
1.49 5,000k 8/1/1990
23 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.55 0k 11/1/1996
22 Estlander & Partners
Alpha Trend
1.61 30,000k 10/1/1991
21 Quality Capital Management
Global Diversified Programme
1.74 10,000k 12/1/1995
20 Warrington Asset Management
Warrington Strategic Program
2.13 50k 1/1/1997
19 Mulvaney Capital Management
The Mulvaney Global Markets Program
2.13 100k 5/1/1999
18 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
2.24 3,000k 10/1/1992
17 Tactical Investment Management
Tactical Institutional Commodity Program
2.46 10,000k 4/1/1993
16 FORT LP
Fort Global Diversified
2.66 2,000k 10/1/1993
15 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.73 1,000k 3/1/1998
14 Witter & Lester, Inc.
Redstone
2.81 500k 9/1/1994
13 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
3.11 2,000k 7/1/1992
12 Abraham Trading Company
Diversified Program
3.12 10,000k 1/1/1988
11 Chesapeake Capital
Diversified (LV)
3.37 100k 2/1/1988
10 KMJ Investments
KMJ Investments
3.48 1,000k 8/1/1994
9 DUNN Capital Management
D'Best Futures Fund, L.P.
4.13 100k 6/1/1994
8 Dreiss Research Corporation
Diversified Program
5.33 1,000k 5/1/1991
7 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
5.80 100k 11/1/1984
6 Kinkopf Capital Management
KCM S&P (Proprietary)
5.90 100k 1/1/1999
5 LJM Partners
LJM Aggressive Strategy
7.33 500k 7/1/1998
4 Crabel Capital Management
Crabel Multi-Product
8.00 1,000k 3/1/1998
3 Drury Capital
Diversified Trend-Following Program
8.54 5,000k 5/1/1997
2 Saxon Investment Corporation
Diversified Program
11.06 3,000k 9/1/1988
1 Saxon Investment Corporation
Aggressive Diversified Program
23.01 2,000k 11/1/1993

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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