IASG CTA Index For December 2000

Monthly Rankings

Rank CTA/Program Dec 2000 Min Inv Inception
75 Ansbacher Investment Management
Market Neutral Put Skew Program
-4.18 250k 1/1/1996
74 Covenant Capital Management
Original Program
-3.52 5,000k 9/1/1999
73 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-2.22 2,000k 7/1/1992
72 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-1.38 3,000k 10/1/1992
71 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-1.14 1,000k 1/1/1999
70 Abraham Trading Company
Diversified Program
-0.18 10,000k 1/1/1988
69 Drury Capital
Diversified Trend-Following Program
-0.12 5,000k 5/1/1997
68 Witter & Lester, Inc.
Redstone
1.04 500k 9/1/1994
67 C-View Limited
Currency Managed Account Program
1.35 5,000k 10/1/1996
66 Warrington Asset Management
Warrington Strategic Program
1.39 50k 1/1/1997
65 Range Wise
Investment Program
1.50 250k 2/1/1991
64 MERIT Alternative Investments GmbH
Futures Portfolio
1.61 2,000k 6/1/1998
63 Transtrend B.V.
DTP – Standard Risk (EUR)
2.13 10,000k 2/1/1999
62 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.39 400k 1/1/1988
61 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.59 1,000k 9/1/1997
60 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.60 10,000k 8/1/1999
59 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.65 1,000k 3/1/1998
58 IKOS
The IKOS Hedge Fund
3.44 10,000k 7/1/1998
57 Quality Capital Management
Global Diversified Programme
4.12 10,000k 12/1/1995
56 Estlander & Partners
Global Markets
4.20 10,000k 8/1/1999
55 Alder Capital DAC
Alder Global 10
4.46 2,500k 10/1/2000
54 Kinkopf Capital Management
KCM S&P (Proprietary)
4.46 100k 1/1/1999
53 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.47 10,000k 1/1/1995
52 Mondiale Asset Management
Mondiale Trading Program
4.88 0k 9/1/1997
51 KMJ Investments
KMJ Investments
4.89 1,000k 8/1/1994
50 M.S. Capital Management
Global Diversified Program
5.37 2,000k 11/1/1998
49 Crabel Capital Management
Crabel Multi-Product
5.69 1,000k 3/1/1998
48 RAM Management Group
RAM MRTP 1X-Conservative
5.97 1,000k 9/1/1993
47 Rabar Market Research
Diversified Program
6.53 2,000k 1/1/1989
46 Sunrise Capital Partners
Sunrise Expanded Diversified Program
6.95 1/1/1989
45 Rivoli Fund Management
Rivoli International Fund (MAP)
7.07 5,000k 10/1/1996
44 Trigon Investment Advisors, LLC
Foreign Exchange Program
7.17 5,000k 8/1/2000
43 Lynx Asset Management AB
Lynx Program
7.54 75k 5/1/2000
42 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
7.82 200k 11/1/1999
41 Parizek Capital
Futures Trading Program
8.19 500k 4/1/2000
40 Tactical Investment Management
Tactical Institutional Commodity Program
8.64 10,000k 4/1/1993
39 Chesapeake Capital
Diversified (LV)
8.80 100k 2/1/1988
38 Rotella Capital Management
Rotella Polaris Program (Diversified)
8.82 10,000k 1/1/1991
37 Mulvaney Capital Management
The Mulvaney Global Markets Program
8.90 100k 5/1/1999
36 EMC Capital Advisors, LLC
Classic
9.00 5,000k 1/1/1985
35 Saxon Investment Corporation
Diversified Program
9.06 3,000k 9/1/1988
34 Northfield Trading
Diversified
9.10 2,000k 7/1/1989
33 Estlander & Partners
Global XL
9.28 5,000k 8/1/1991
32 Eckhardt Trading Company
Evolution Strategies
10.02 20,000k 8/1/1991
31 Alee Capital Management, LLC
Poniente Program
10.14 2,500k 1/1/1999
30 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
10.28 0k 11/1/1996
29 Red Oak Commodity Advisors
Investment Program
10.44 5,000k 12/1/1989
28 Clarke Capital Management
Worldwide
10.48 250k 1/1/1996
27 Estlander & Partners
Alpha Trend
10.78 30,000k 10/1/1991
26 Eckhardt Trading Company
Evolution Strategies 1.2X
11.28 10,000k 10/1/1991
25 FORT LP
Fort Global Diversified
12.53 2,000k 10/1/1993
24 LJM Partners
LJM Aggressive Strategy
12.70 500k 7/1/1998
23 Hyman Beck and Company
Global Portfolio
13.23 1,000k 3/1/1991
22 Millburn Corporation
Diversified Program
13.60 20,000k 2/1/1977
21 John Locke Investments
Cyril Systematic Program
13.83 8,000k 7/1/2000
20 Eclipse Capital Management
Global Monetary
14.12 5,000k 8/1/1990
19 Dreiss Research Corporation
Diversified Program
14.71 1,000k 5/1/1991
18 Clarke Capital Management
Millennium
16.11 1,000k 1/1/1998
17 Alee Capital Management, LLC
Mistral Program
16.80 2,500k 1/1/1999
16 Winton Capital Management
Diversified
16.81 50,000k 10/1/1997
15 Clarke Capital Management
Global Basic
17.29 50k 2/1/1996
14 Saxon Investment Corporation
Aggressive Diversified Program
17.55 2,000k 11/1/1993
13 Conquest Capital Group
Conquest Macro
17.93 250k 5/1/1999
12 Clarke Capital Management
Global Magnum
18.88 100k 8/1/1997
11 Superfund Group
Superfund Green Q-AG
18.96 2k 3/1/1996
10 RAM Management Group
MRTP Aggressive
20.05 1,000k 2/1/1998
9 Mark J. Walsh Company
Standard Program
22.84 2,000k 9/1/1985
8 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
25.60 100k 1/1/2000
7 Superfund Group
Superfund Green GCT USD
26.19 15k 1/1/2000
6 Kelly Angle Inc.
Genesis Program
26.50 2,000k 4/1/2000
5 DUNN Capital Management
DUNN Combined Fund (DCF)
27.00 100k 5/1/1989
4 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
29.39 100k 11/1/1984
3 DUNN Capital Management
D'Best Futures Fund, L.P.
34.42 100k 6/1/1994
2 Hawksbill Capital Management
Global Diversified
39.51 5,000k 11/1/1988
1 Rosetta Capital Management
Rosetta Trading Program
49.41 100k 4/1/2000

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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