IASG CTA Index For April 2000

Monthly Rankings

Rank CTA/Program Apr 2000 Min Inv Inception
71 Ansbacher Investment Management
Market Neutral Put Skew Program
-18.63 250k 1/1/1996
70 DUNN Capital Management
D'Best Futures Fund, L.P.
-13.71 100k 6/1/1994
69 Dreiss Research Corporation
Diversified Program
-12.97 1,000k 5/1/1991
68 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-12.60 2,000k 7/1/1992
67 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-12.40 100k 11/1/1984
66 DUNN Capital Management
DUNN Combined Fund (DCF)
-11.35 100k 5/1/1989
65 Hawksbill Capital Management
Global Diversified
-9.80 5,000k 11/1/1988
64 LJM Partners
LJM Aggressive Strategy
-9.38 500k 7/1/1998
63 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-8.82 3,000k 10/1/1992
62 Saxon Investment Corporation
Aggressive Diversified Program
-7.50 2,000k 11/1/1993
61 Red Oak Commodity Advisors
Investment Program
-7.30 5,000k 12/1/1989
60 FORT LP
Fort Global Diversified
-6.38 2,000k 10/1/1993
59 Alee Capital Management, LLC
Mistral Program
-6.22 2,500k 1/1/1999
58 Rabar Market Research
Diversified Program
-5.30 2,000k 1/1/1989
57 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-4.65 1/1/1989
56 Eclipse Capital Management
Global Monetary
-4.25 5,000k 8/1/1990
55 Chesapeake Capital
Diversified (LV)
-3.80 100k 2/1/1988
54 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.74 100k 1/1/2000
53 Clarke Capital Management
Global Basic
-3.55 50k 2/1/1996
52 Saxon Investment Corporation
Diversified Program
-3.51 3,000k 9/1/1988
51 Conquest Capital Group
Conquest Macro
-2.90 250k 5/1/1999
50 Estlander & Partners
Global XL
-2.85 5,000k 8/1/1991
49 Quality Capital Management
Global Diversified Programme
-2.52 10,000k 12/1/1995
48 Estlander & Partners
Global Markets
-1.75 10,000k 8/1/1999
47 Northfield Trading
Diversified
-1.70 2,000k 7/1/1989
46 Witter & Lester, Inc.
Redstone
-1.55 500k 9/1/1994
45 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-1.06 1,000k 1/1/1999
44 RAM Management Group
MRTP Aggressive
-0.91 1,000k 2/1/1998
43 EMC Capital Advisors, LLC
Classic
-0.80 5,000k 1/1/1985
42 Superfund Group
Superfund Green GCT USD
-0.75 15k 1/1/2000
41 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.71 10,000k 1/1/1991
40 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.47 5,000k 10/1/1996
39 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.42 1,000k 9/1/1997
38 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.30 10,000k 8/1/1999
37 Eckhardt Trading Company
Evolution Strategies
-0.29 20,000k 8/1/1991
36 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.27 100k 5/1/1999
35 Superfund Group
Superfund Green Q-AG
-0.20 2k 3/1/1996
34 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.14 10,000k 10/1/1991
33 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.13 10,000k 2/1/1999
29 Covenant Capital Management
Original Program
0.00 5,000k 9/1/1999
30 Kelly Angle Inc.
Genesis Program
0.00 2,000k 4/1/2000
31 Parizek Capital
Futures Trading Program
0.00 500k 4/1/2000
32 Rosetta Capital Management
Rosetta Trading Program
0.00 100k 4/1/2000
28 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.14 10,000k 1/1/1995
27 C-View Limited
Currency Managed Account Program
0.18 5,000k 10/1/1996
26 RAM Management Group
RAM MRTP 1X-Conservative
0.37 1,000k 9/1/1993
25 Alee Capital Management, LLC
Poniente Program
0.39 2,500k 1/1/1999
24 Clarke Capital Management
Global Magnum
0.54 100k 8/1/1997
23 Estlander & Partners
Alpha Trend
0.73 30,000k 10/1/1991
22 Range Wise
Investment Program
0.75 250k 2/1/1991
21 Millburn Corporation
Diversified Program
0.83 20,000k 2/1/1977
20 Mark J. Walsh Company
Standard Program
1.12 2,000k 9/1/1985
19 Clarke Capital Management
Millennium
1.16 1,000k 1/1/1998
18 Warrington Asset Management
Warrington Strategic Program
1.23 50k 1/1/1997
17 Tactical Investment Management
Tactical Institutional Commodity Program
1.34 10,000k 4/1/1993
16 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.40 400k 1/1/1988
15 MERIT Alternative Investments GmbH
Futures Portfolio
1.41 2,000k 6/1/1998
14 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.48 0k 11/1/1996
13 KMJ Investments
KMJ Investments
1.50 1,000k 8/1/1994
12 Hyman Beck and Company
Global Portfolio
1.65 1,000k 3/1/1991
11 Winton Capital Management
Diversified
2.06 50,000k 10/1/1997
10 Clarke Capital Management
Worldwide
2.96 250k 1/1/1996
9 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
4.10 1,000k 3/1/1998
8 Mondiale Asset Management
Mondiale Trading Program
4.11 0k 9/1/1997
7 M.S. Capital Management
Global Diversified Program
4.45 2,000k 11/1/1998
6 Abraham Trading Company
Diversified Program
5.48 10,000k 1/1/1988
5 IKOS
The IKOS Hedge Fund
6.96 10,000k 7/1/1998
4 Crabel Capital Management
Crabel Multi-Product
7.50 1,000k 3/1/1998
3 Kinkopf Capital Management
KCM S&P (Proprietary)
10.15 100k 1/1/1999
2 Drury Capital
Diversified Trend-Following Program
11.91 5,000k 5/1/1997
1 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
17.17 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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