IASG CTA Index For January 2000

Monthly Rankings

Rank CTA/Program Jan 2000 Min Inv Inception
68 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-7.02 1,000k 3/1/1998
67 Drury Capital
Diversified Trend-Following Program
-5.58 5,000k 5/1/1997
66 Mulvaney Capital Management
The Mulvaney Global Markets Program
-5.02 100k 5/1/1999
65 Ansbacher Investment Management
Market Neutral Put Skew Program
-4.95 250k 1/1/1996
64 Winton Capital Management
Diversified
-3.96 50,000k 10/1/1997
63 Red Oak Commodity Advisors
Investment Program
-3.19 5,000k 12/1/1989
62 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.85 0k 11/1/1996
61 Clarke Capital Management
Global Magnum
-2.69 100k 8/1/1997
60 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.48 10,000k 10/1/1991
59 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.37 10,000k 1/1/1991
58 Eckhardt Trading Company
Evolution Strategies
-2.14 20,000k 8/1/1991
57 Hyman Beck and Company
Global Portfolio
-1.75 1,000k 3/1/1991
56 Covenant Capital Management
Original Program
-1.69 5,000k 9/1/1999
55 Estlander & Partners
Alpha Trend
-1.02 30,000k 10/1/1991
54 Estlander & Partners
Global XL
-0.99 5,000k 8/1/1991
53 Chesapeake Capital
Diversified (LV)
-0.87 100k 2/1/1988
52 Rabar Market Research
Diversified Program
-0.71 2,000k 1/1/1989
51 EMC Capital Advisors, LLC
Classic
-0.70 5,000k 1/1/1985
50 MERIT Alternative Investments GmbH
Futures Portfolio
-0.68 2,000k 6/1/1998
49 Alee Capital Management, LLC
Mistral Program
-0.48 2,500k 1/1/1999
48 Clarke Capital Management
Global Basic
-0.45 50k 2/1/1996
47 Saxon Investment Corporation
Diversified Program
-0.42 3,000k 9/1/1988
46 Quality Capital Management
Global Diversified Programme
-0.38 10,000k 12/1/1995
45 RAM Management Group
MRTP Aggressive
-0.26 1,000k 2/1/1998
44 Saxon Investment Corporation
Aggressive Diversified Program
-0.26 2,000k 11/1/1993
43 RAM Management Group
RAM MRTP 1X-Conservative
-0.01 1,000k 9/1/1993
41 Superfund Group
Superfund Green GCT USD
0.00 15k 1/1/2000
42 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.00 100k 1/1/2000
40 KMJ Investments
KMJ Investments
0.06 1,000k 8/1/1994
39 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
0.07 3,000k 10/1/1992
38 C-View Limited
Currency Managed Account Program
0.15 5,000k 10/1/1996
37 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
0.46 2,000k 7/1/1992
36 Range Wise
Investment Program
0.55 250k 2/1/1991
35 Estlander & Partners
Global Markets
0.87 10,000k 8/1/1999
34 Eclipse Capital Management
Global Monetary
0.87 5,000k 8/1/1990
33 Transtrend B.V.
DTP – Standard Risk (EUR)
0.90 10,000k 2/1/1999
32 Mark J. Walsh Company
Standard Program
0.92 2,000k 9/1/1985
31 Mondiale Asset Management
Mondiale Trading Program
1.07 0k 9/1/1997
30 Capricorn Strategies Limited
Capricorn fxST (Lev1)
1.15 1,000k 1/1/1999
29 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.31 10,000k 8/1/1999
28 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.55 10,000k 1/1/1995
27 Superfund Group
Superfund Green Q-AG
1.84 2k 3/1/1996
26 Millburn Corporation
Diversified Program
1.86 20,000k 2/1/1977
25 Crabel Capital Management
Crabel Multi-Product
2.02 1,000k 3/1/1998
24 Warrington Asset Management
Warrington Strategic Program
2.52 50k 1/1/1997
23 Witter & Lester, Inc.
Redstone
2.74 500k 9/1/1994
22 Clarke Capital Management
Worldwide
2.85 250k 1/1/1996
21 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.88 1,000k 9/1/1997
20 Clarke Capital Management
Millennium
3.09 1,000k 1/1/1998
19 Kinkopf Capital Management
KCM S&P (Proprietary)
3.43 100k 1/1/1999
18 M.S. Capital Management
Global Diversified Program
3.50 2,000k 11/1/1998
17 DUNN Capital Management
DUNN Combined Fund (DCF)
3.51 100k 5/1/1989
16 Dreiss Research Corporation
Diversified Program
3.63 1,000k 5/1/1991
15 DUNN Capital Management
D'Best Futures Fund, L.P.
3.71 100k 6/1/1994
14 Sunrise Capital Partners
Sunrise Expanded Diversified Program
3.78 1/1/1989
13 Tactical Investment Management
Tactical Institutional Commodity Program
3.82 10,000k 4/1/1993
12 Alee Capital Management, LLC
Poniente Program
3.89 2,500k 1/1/1999
11 Northfield Trading
Diversified
4.20 2,000k 7/1/1989
10 Conquest Capital Group
Conquest Macro
4.25 250k 5/1/1999
9 FORT LP
Fort Global Diversified
4.49 2,000k 10/1/1993
8 Hawksbill Capital Management
Global Diversified
4.71 5,000k 11/1/1988
7 LJM Partners
LJM Aggressive Strategy
4.83 500k 7/1/1998
6 IKOS
The IKOS Hedge Fund
5.20 10,000k 7/1/1998
5 Rivoli Fund Management
Rivoli International Fund (MAP)
6.14 5,000k 10/1/1996
4 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.90 100k 11/1/1984
3 Abraham Trading Company
Diversified Program
8.02 10,000k 1/1/1988
2 Witter & Lester, Inc.
Stock Index Futures Trading Program
9.84 400k 1/1/1988
1 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
22.70 200k 11/1/1999

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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