IASG CTA Index For March 2000

Monthly Rankings

Rank CTA/Program Mar 2000 Min Inv Inception
68 LJM Partners
LJM Aggressive Strategy
-34.72 500k 7/1/1998
67 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-17.30 100k 11/1/1984
66 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-13.40 200k 11/1/1999
65 Dreiss Research Corporation
Diversified Program
-11.14 1,000k 5/1/1991
64 M.S. Capital Management
Global Diversified Program
-9.73 2,000k 11/1/1998
63 FORT LP
Fort Global Diversified
-9.72 2,000k 10/1/1993
62 Clarke Capital Management
Global Basic
-9.00 50k 2/1/1996
61 Mulvaney Capital Management
The Mulvaney Global Markets Program
-8.40 100k 5/1/1999
60 DUNN Capital Management
D'Best Futures Fund, L.P.
-8.38 100k 6/1/1994
59 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.72 100k 5/1/1989
58 Clarke Capital Management
Global Magnum
-6.60 100k 8/1/1997
57 Ansbacher Investment Management
Market Neutral Put Skew Program
-5.90 250k 1/1/1996
56 MERIT Alternative Investments GmbH
Futures Portfolio
-5.43 2,000k 6/1/1998
55 Hyman Beck and Company
Global Portfolio
-5.07 1,000k 3/1/1991
54 Hawksbill Capital Management
Global Diversified
-4.68 5,000k 11/1/1988
53 Rivoli Fund Management
Rivoli International Fund (MAP)
-4.61 5,000k 10/1/1996
52 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-4.54 2,000k 7/1/1992
51 Millburn Corporation
Diversified Program
-4.28 20,000k 2/1/1977
50 Superfund Group
Superfund Green Q-AG
-4.20 2k 3/1/1996
49 Abraham Trading Company
Diversified Program
-4.16 10,000k 1/1/1988
48 Tactical Investment Management
Tactical Institutional Commodity Program
-4.05 10,000k 4/1/1993
47 Red Oak Commodity Advisors
Investment Program
-3.53 5,000k 12/1/1989
46 Winton Capital Management
Diversified
-3.28 50,000k 10/1/1997
45 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-3.25 3,000k 10/1/1992
44 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-3.16 0k 11/1/1996
43 Clarke Capital Management
Worldwide
-2.94 250k 1/1/1996
42 Covenant Capital Management
Original Program
-2.78 5,000k 9/1/1999
41 Clarke Capital Management
Millennium
-2.66 1,000k 1/1/1998
40 EMC Capital Advisors, LLC
Classic
-2.50 5,000k 1/1/1985
39 Superfund Group
Superfund Green GCT USD
-2.45 15k 1/1/2000
38 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.29 10,000k 1/1/1995
37 KMJ Investments
KMJ Investments
-2.23 1,000k 8/1/1994
36 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.15 10,000k 10/1/1991
35 Rabar Market Research
Diversified Program
-2.13 2,000k 1/1/1989
34 Eckhardt Trading Company
Evolution Strategies
-1.94 20,000k 8/1/1991
33 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.78 10,000k 8/1/1999
32 Quality Capital Management
Global Diversified Programme
-1.77 10,000k 12/1/1995
31 Drury Capital
Diversified Trend-Following Program
-1.59 5,000k 5/1/1997
30 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.51 1/1/1989
29 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.49 10,000k 2/1/1999
28 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.45 10,000k 1/1/1991
27 C-View Limited
Currency Managed Account Program
-1.02 5,000k 10/1/1996
26 Estlander & Partners
Global XL
-0.06 5,000k 8/1/1991
25 Estlander & Partners
Alpha Trend
-0.01 30,000k 10/1/1991
24 RAM Management Group
RAM MRTP 1X-Conservative
0.04 1,000k 9/1/1993
23 Witter & Lester, Inc.
Redstone
0.09 500k 9/1/1994
22 Range Wise
Investment Program
0.29 250k 2/1/1991
21 Northfield Trading
Diversified
0.30 2,000k 7/1/1989
20 Estlander & Partners
Global Markets
0.43 10,000k 8/1/1999
19 Saxon Investment Corporation
Aggressive Diversified Program
0.68 2,000k 11/1/1993
18 Saxon Investment Corporation
Diversified Program
0.73 3,000k 9/1/1988
17 RAM Management Group
MRTP Aggressive
1.20 1,000k 2/1/1998
16 Alee Capital Management, LLC
Poniente Program
1.51 2,500k 1/1/1999
15 Crabel Capital Management
Crabel Multi-Product
1.55 1,000k 3/1/1998
14 Warrington Asset Management
Warrington Strategic Program
1.62 50k 1/1/1997
13 Mark J. Walsh Company
Standard Program
1.83 2,000k 9/1/1985
12 Chesapeake Capital
Diversified (LV)
1.88 100k 2/1/1988
11 Alee Capital Management, LLC
Mistral Program
2.48 2,500k 1/1/1999
10 Eclipse Capital Management
Global Monetary
3.29 5,000k 8/1/1990
9 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.35 1,000k 9/1/1997
8 Mondiale Asset Management
Mondiale Trading Program
3.36 0k 9/1/1997
7 Capricorn Strategies Limited
Capricorn fxST (Lev1)
3.38 1,000k 1/1/1999
6 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
3.44 1,000k 3/1/1998
5 IKOS
The IKOS Hedge Fund
4.04 10,000k 7/1/1998
4 Kinkopf Capital Management
KCM S&P (Proprietary)
5.20 100k 1/1/1999
3 Conquest Capital Group
Conquest Macro
7.16 250k 5/1/1999
2 Witter & Lester, Inc.
Stock Index Futures Trading Program
8.09 400k 1/1/1988
1 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
13.99 100k 1/1/2000

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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