IASG CTA Index For September 1999

Monthly Rankings

Rank CTA/Program Sep 1999 Min Inv Inception
65 Kinkopf Capital Management
KCM S&P (Proprietary)
-16.40 100k 1/1/1999
64 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-9.92 2,000k 7/1/1992
63 RAM Management Group
MRTP Aggressive
-7.26 1,000k 2/1/1998
62 Clarke Capital Management
Global Magnum
-6.55 100k 8/1/1997
61 Hawksbill Capital Management
Global Diversified
-6.54 5,000k 11/1/1988
60 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-6.52 3,000k 10/1/1992
59 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.09 100k 6/1/1994
58 Mulvaney Capital Management
The Mulvaney Global Markets Program
-4.81 100k 5/1/1999
57 Clarke Capital Management
Global Basic
-4.44 50k 2/1/1996
56 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-3.64 1,000k 3/1/1998
55 Drury Capital
Diversified Trend-Following Program
-3.59 5,000k 5/1/1997
54 RAM Management Group
RAM MRTP 1X-Conservative
-2.34 1,000k 9/1/1993
53 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.87 0k 11/1/1996
52 Mondiale Asset Management
Mondiale Trading Program
-1.86 0k 9/1/1997
51 Crabel Capital Management
Crabel Multi-Product
-1.52 1,000k 3/1/1998
50 KMJ Investments
KMJ Investments
-0.73 1,000k 8/1/1994
49 Estlander & Partners
Global XL
-0.70 5,000k 8/1/1991
48 Alee Capital Management, LLC
Poniente Program
-0.57 2,500k 1/1/1999
47 Estlander & Partners
Global Markets
-0.43 10,000k 8/1/1999
46 M.S. Capital Management
Global Diversified Program
-0.35 2,000k 11/1/1998
45 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.32 10,000k 1/1/1991
44 Winton Capital Management
Diversified
-0.17 50,000k 10/1/1997
43 Covenant Capital Management
Original Program
0.00 5,000k 9/1/1999
42 Clarke Capital Management
Worldwide
0.01 250k 1/1/1996
41 Quality Capital Management
Global Diversified Programme
0.02 10,000k 12/1/1995
40 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.07 10,000k 8/1/1999
39 Rabar Market Research
Diversified Program
0.09 2,000k 1/1/1989
38 Range Wise
Investment Program
0.17 250k 2/1/1991
37 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.42 1/1/1989
36 Rivoli Fund Management
Rivoli International Fund (MAP)
0.59 5,000k 10/1/1996
35 Transtrend B.V.
DTP – Standard Risk (EUR)
0.60 10,000k 2/1/1999
34 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.63 10,000k 1/1/1995
33 Witter & Lester, Inc.
Redstone
0.70 500k 9/1/1994
32 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.81 1,000k 1/1/1999
31 Millburn Corporation
Diversified Program
0.84 20,000k 2/1/1977
30 Clarke Capital Management
Millennium
0.92 1,000k 1/1/1998
29 C-View Limited
Currency Managed Account Program
0.99 5,000k 10/1/1996
28 Abraham Trading Company
Diversified Program
0.99 10,000k 1/1/1988
27 Conquest Capital Group
Conquest Macro
1.12 250k 5/1/1999
26 Northfield Trading
Diversified
1.40 2,000k 7/1/1989
25 FORT LP
Fort Global Diversified
1.46 2,000k 10/1/1993
24 Eclipse Capital Management
Global Monetary
1.50 5,000k 8/1/1990
23 IKOS
The IKOS Hedge Fund
1.66 10,000k 7/1/1998
22 Chesapeake Capital
Diversified (LV)
1.98 100k 2/1/1988
21 Hyman Beck and Company
Global Portfolio
2.14 1,000k 3/1/1991
20 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.27 1,000k 9/1/1997
19 MERIT Alternative Investments GmbH
Futures Portfolio
2.69 2,000k 6/1/1998
18 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.85 400k 1/1/1988
17 Warrington Asset Management
Warrington Strategic Program
3.20 50k 1/1/1997
16 Eckhardt Trading Company
Evolution Strategies
3.31 20,000k 8/1/1991
15 Estlander & Partners
Alpha Trend
3.55 30,000k 10/1/1991
14 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.60 100k 11/1/1984
13 DUNN Capital Management
DUNN Combined Fund (DCF)
3.78 100k 5/1/1989
12 Saxon Investment Corporation
Diversified Program
3.93 3,000k 9/1/1988
11 Eckhardt Trading Company
Evolution Strategies 1.2X
4.11 10,000k 10/1/1991
10 Ansbacher Investment Management
Market Neutral Put Skew Program
4.21 250k 1/1/1996
9 Superfund Group
Superfund Green Q-AG
4.53 2k 3/1/1996
8 Tactical Investment Management
Tactical Institutional Commodity Program
4.66 10,000k 4/1/1993
7 Dreiss Research Corporation
Diversified Program
6.92 1,000k 5/1/1991
6 Mark J. Walsh Company
Standard Program
7.03 2,000k 9/1/1985
5 Saxon Investment Corporation
Aggressive Diversified Program
7.23 2,000k 11/1/1993
4 EMC Capital Advisors, LLC
Classic
7.50 5,000k 1/1/1985
3 Alee Capital Management, LLC
Mistral Program
8.19 2,500k 1/1/1999
2 LJM Partners
LJM Aggressive Strategy
10.10 500k 7/1/1998
1 Red Oak Commodity Advisors
Investment Program
11.02 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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