IASG CTA Index For February 2000

Monthly Rankings

Rank CTA/Program Feb 2000 Min Inv Inception
68 RAM Management Group
MRTP Aggressive
-9.80 1,000k 2/1/1998
67 Abraham Trading Company
Diversified Program
-9.05 10,000k 1/1/1988
66 Hyman Beck and Company
Global Portfolio
-8.39 1,000k 3/1/1991
65 Eclipse Capital Management
Global Monetary
-6.10 5,000k 8/1/1990
64 Superfund Group
Superfund Green GCT USD
-5.63 15k 1/1/2000
63 Clarke Capital Management
Worldwide
-4.57 250k 1/1/1996
62 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.40 200k 11/1/1999
61 Covenant Capital Management
Original Program
-3.99 5,000k 9/1/1999
60 FORT LP
Fort Global Diversified
-3.96 2,000k 10/1/1993
59 RAM Management Group
RAM MRTP 1X-Conservative
-3.48 1,000k 9/1/1993
58 Mark J. Walsh Company
Standard Program
-3.34 2,000k 9/1/1985
57 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-3.31 1/1/1989
56 Alee Capital Management, LLC
Mistral Program
-3.02 2,500k 1/1/1999
55 Red Oak Commodity Advisors
Investment Program
-2.96 5,000k 12/1/1989
54 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-2.90 100k 11/1/1984
53 Northfield Trading
Diversified
-2.00 2,000k 7/1/1989
52 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.99 10,000k 1/1/1995
51 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.80 100k 6/1/1994
50 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.80 10,000k 8/1/1999
49 DUNN Capital Management
DUNN Combined Fund (DCF)
-1.79 100k 5/1/1989
48 Conquest Capital Group
Conquest Macro
-1.52 250k 5/1/1999
47 Hawksbill Capital Management
Global Diversified
-1.46 5,000k 11/1/1988
46 Millburn Corporation
Diversified Program
-1.38 20,000k 2/1/1977
45 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.34 10,000k 2/1/1999
44 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.22 100k 1/1/2000
43 Superfund Group
Superfund Green Q-AG
-1.14 2k 3/1/1996
42 Clarke Capital Management
Global Magnum
-0.99 100k 8/1/1997
41 Eckhardt Trading Company
Evolution Strategies
-0.61 20,000k 8/1/1991
40 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.59 10,000k 10/1/1991
39 Quality Capital Management
Global Diversified Programme
-0.40 10,000k 12/1/1995
38 Tactical Investment Management
Tactical Institutional Commodity Program
-0.18 10,000k 4/1/1993
37 KMJ Investments
KMJ Investments
-0.03 1,000k 8/1/1994
36 Rabar Market Research
Diversified Program
0.20 2,000k 1/1/1989
35 Drury Capital
Diversified Trend-Following Program
0.35 5,000k 5/1/1997
34 Range Wise
Investment Program
0.52 250k 2/1/1991
33 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.57 10,000k 1/1/1991
32 MERIT Alternative Investments GmbH
Futures Portfolio
0.68 2,000k 6/1/1998
31 Clarke Capital Management
Millennium
0.77 1,000k 1/1/1998
30 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.88 0k 11/1/1996
29 Chesapeake Capital
Diversified (LV)
0.92 100k 2/1/1988
28 C-View Limited
Currency Managed Account Program
0.96 5,000k 10/1/1996
27 Clarke Capital Management
Global Basic
1.01 50k 2/1/1996
26 Estlander & Partners
Global Markets
1.59 10,000k 8/1/1999
25 Witter & Lester, Inc.
Redstone
1.62 500k 9/1/1994
24 Winton Capital Management
Diversified
1.72 50,000k 10/1/1997
23 Ansbacher Investment Management
Market Neutral Put Skew Program
1.75 250k 1/1/1996
22 Capricorn Strategies Limited
Capricorn fxST (Lev1)
2.02 1,000k 1/1/1999
21 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.16 400k 1/1/1988
20 Warrington Asset Management
Warrington Strategic Program
2.32 50k 1/1/1997
19 Mulvaney Capital Management
The Mulvaney Global Markets Program
2.52 100k 5/1/1999
18 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.71 1,000k 3/1/1998
17 EMC Capital Advisors, LLC
Classic
2.90 5,000k 1/1/1985
16 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.31 1,000k 9/1/1997
15 Rivoli Fund Management
Rivoli International Fund (MAP)
3.46 5,000k 10/1/1996
14 Estlander & Partners
Global XL
4.07 5,000k 8/1/1991
13 Saxon Investment Corporation
Diversified Program
4.24 3,000k 9/1/1988
12 Mondiale Asset Management
Mondiale Trading Program
4.44 0k 9/1/1997
11 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
4.90 3,000k 10/1/1992
10 Estlander & Partners
Alpha Trend
5.19 30,000k 10/1/1991
9 Alee Capital Management, LLC
Poniente Program
5.24 2,500k 1/1/1999
8 Dreiss Research Corporation
Diversified Program
5.52 1,000k 5/1/1991
7 Crabel Capital Management
Crabel Multi-Product
5.99 1,000k 3/1/1998
6 LJM Partners
LJM Aggressive Strategy
6.45 500k 7/1/1998
5 IKOS
The IKOS Hedge Fund
6.75 10,000k 7/1/1998
4 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
7.39 2,000k 7/1/1992
3 Saxon Investment Corporation
Aggressive Diversified Program
8.01 2,000k 11/1/1993
2 Kinkopf Capital Management
KCM S&P (Proprietary)
9.59 100k 1/1/1999
1 M.S. Capital Management
Global Diversified Program
17.70 2,000k 11/1/1998

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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