IASG CTA Index For October 2000

Monthly Rankings

Rank CTA/Program Oct 2000 Min Inv Inception
75 Saxon Investment Corporation
Aggressive Diversified Program
-10.39 2,000k 11/1/1993
74 Clarke Capital Management
Worldwide
-9.34 250k 1/1/1996
73 Crabel Capital Management
Crabel Multi-Product
-8.44 1,000k 3/1/1998
72 Clarke Capital Management
Global Magnum
-7.87 100k 8/1/1997
71 Ansbacher Investment Management
Market Neutral Put Skew Program
-6.82 250k 1/1/1996
70 Red Oak Commodity Advisors
Investment Program
-5.53 5,000k 12/1/1989
69 Saxon Investment Corporation
Diversified Program
-4.81 3,000k 9/1/1988
68 Superfund Group
Superfund Green Q-AG
-4.42 2k 3/1/1996
67 Alee Capital Management, LLC
Mistral Program
-3.99 2,500k 1/1/1999
66 Range Wise
Investment Program
-3.54 250k 2/1/1991
65 Hawksbill Capital Management
Global Diversified
-3.43 5,000k 11/1/1988
64 Clarke Capital Management
Global Basic
-3.31 50k 2/1/1996
63 Superfund Group
Superfund Green GCT USD
-3.09 15k 1/1/2000
62 Estlander & Partners
Alpha Trend
-2.70 30,000k 10/1/1991
61 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.35 0k 11/1/1996
60 C-View Limited
Currency Managed Account Program
-2.34 5,000k 10/1/1996
59 John Locke Investments
Cyril Systematic Program
-2.32 8,000k 7/1/2000
58 Clarke Capital Management
Millennium
-2.05 1,000k 1/1/1998
57 Alee Capital Management, LLC
Poniente Program
-1.90 2,500k 1/1/1999
56 IKOS
The IKOS Hedge Fund
-1.88 10,000k 7/1/1998
55 M.S. Capital Management
Global Diversified Program
-1.38 2,000k 11/1/1998
54 Kelly Angle Inc.
Genesis Program
-0.97 2,000k 4/1/2000
53 Eclipse Capital Management
Global Monetary
-0.70 5,000k 8/1/1990
52 Chesapeake Capital
Diversified (LV)
-0.62 100k 2/1/1988
51 Witter & Lester, Inc.
Redstone
-0.53 500k 9/1/1994
50 Mark J. Walsh Company
Standard Program
-0.34 2,000k 9/1/1985
49 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.11 100k 1/1/2000
48 Alder Capital DAC
Alder Global 10
0.00 2,500k 10/1/2000
47 RAM Management Group
RAM MRTP 1X-Conservative
0.02 1,000k 9/1/1993
46 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.07 1/1/1989
45 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.24 1,000k 9/1/1997
44 Rabar Market Research
Diversified Program
0.40 2,000k 1/1/1989
43 KMJ Investments
KMJ Investments
0.55 1,000k 8/1/1994
42 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.80 1,000k 3/1/1998
41 Eckhardt Trading Company
Evolution Strategies
0.83 20,000k 8/1/1991
40 Hyman Beck and Company
Global Portfolio
0.93 1,000k 3/1/1991
39 Eckhardt Trading Company
Evolution Strategies 1.2X
1.03 10,000k 10/1/1991
38 Rivoli Fund Management
Rivoli International Fund (MAP)
1.20 5,000k 10/1/1996
37 LJM Partners
LJM Aggressive Strategy
1.50 500k 7/1/1998
36 Trigon Investment Advisors, LLC
Foreign Exchange Program
1.57 5,000k 8/1/2000
35 RAM Management Group
MRTP Aggressive
1.60 1,000k 2/1/1998
34 Transtrend B.V.
DTP – Standard Risk (EUR)
1.72 10,000k 2/1/1999
33 Capricorn Strategies Limited
Capricorn fxST (Lev1)
1.78 1,000k 1/1/1999
32 Quality Capital Management
Global Diversified Programme
1.94 10,000k 12/1/1995
31 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.96 100k 5/1/1999
30 Winton Capital Management
Diversified
2.09 50,000k 10/1/1997
29 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.09 10,000k 1/1/1991
28 Warrington Asset Management
Warrington Strategic Program
2.09 50k 1/1/1997
27 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.33 10,000k 8/1/1999
26 Estlander & Partners
Global Markets
2.41 10,000k 8/1/1999
25 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.54 10,000k 1/1/1995
24 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.67 400k 1/1/1988
23 EMC Capital Advisors, LLC
Classic
2.70 5,000k 1/1/1985
22 Covenant Capital Management
Original Program
2.82 5,000k 9/1/1999
21 Lynx Asset Management AB
Lynx Program
3.09 75k 5/1/2000
20 Rosetta Capital Management
Rosetta Trading Program
3.09 100k 4/1/2000
19 Parizek Capital
Futures Trading Program
3.11 500k 4/1/2000
18 Drury Capital
Diversified Trend-Following Program
3.26 5,000k 5/1/1997
17 Kinkopf Capital Management
KCM S&P (Proprietary)
3.39 100k 1/1/1999
16 MERIT Alternative Investments GmbH
Futures Portfolio
3.42 2,000k 6/1/1998
15 Dreiss Research Corporation
Diversified Program
3.57 1,000k 5/1/1991
14 Northfield Trading
Diversified
3.70 2,000k 7/1/1989
13 FORT LP
Fort Global Diversified
4.25 2,000k 10/1/1993
12 Mondiale Asset Management
Mondiale Trading Program
4.34 0k 9/1/1997
11 Tactical Investment Management
Tactical Institutional Commodity Program
4.57 10,000k 4/1/1993
10 Conquest Capital Group
Conquest Macro
4.69 250k 5/1/1999
9 Millburn Corporation
Diversified Program
4.79 20,000k 2/1/1977
8 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.20 200k 11/1/1999
7 Estlander & Partners
Global XL
5.95 5,000k 8/1/1991
6 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
6.45 3,000k 10/1/1992
5 DUNN Capital Management
D'Best Futures Fund, L.P.
6.50 100k 6/1/1994
4 DUNN Capital Management
DUNN Combined Fund (DCF)
6.92 100k 5/1/1989
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.12 100k 11/1/1984
2 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
9.22 2,000k 7/1/1992
1 Abraham Trading Company
Diversified Program
9.51 10,000k 1/1/1988

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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