IASG CTA Index For June 2000

Monthly Rankings

Rank CTA/Program Jun 2000 Min Inv Inception
72 FORT LP
Fort Global Diversified
-7.47 2,000k 10/1/1993
71 Dreiss Research Corporation
Diversified Program
-7.23 1,000k 5/1/1991
70 Hyman Beck and Company
Global Portfolio
-5.27 1,000k 3/1/1991
69 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.84 100k 5/1/1989
68 Hawksbill Capital Management
Global Diversified
-4.80 5,000k 11/1/1988
67 Northfield Trading
Diversified
-4.70 2,000k 7/1/1989
66 EMC Capital Advisors, LLC
Classic
-4.70 5,000k 1/1/1985
65 M.S. Capital Management
Global Diversified Program
-4.53 2,000k 11/1/1998
64 Covenant Capital Management
Original Program
-4.53 5,000k 9/1/1999
63 Drury Capital
Diversified Trend-Following Program
-4.41 5,000k 5/1/1997
62 Millburn Corporation
Diversified Program
-4.39 20,000k 2/1/1977
61 Conquest Capital Group
Conquest Macro
-4.13 250k 5/1/1999
60 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-3.90 100k 11/1/1984
59 Estlander & Partners
Global XL
-3.77 5,000k 8/1/1991
58 Rabar Market Research
Diversified Program
-3.70 2,000k 1/1/1989
57 Tactical Investment Management
Tactical Institutional Commodity Program
-3.59 10,000k 4/1/1993
56 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.39 200k 11/1/1999
55 Eclipse Capital Management
Global Monetary
-3.28 5,000k 8/1/1990
54 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.15 400k 1/1/1988
53 W.G. Wealth Guardian Ltd.
SAFI2 Program
-3.03 1,000k 9/1/1997
52 DUNN Capital Management
D'Best Futures Fund, L.P.
-2.71 100k 6/1/1994
51 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.45 10,000k 8/1/1999
50 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.44 10,000k 1/1/1995
49 Lynx Asset Management AB
Lynx Program
-2.25 75k 5/1/2000
48 Abraham Trading Company
Diversified Program
-2.19 10,000k 1/1/1988
47 KMJ Investments
KMJ Investments
-1.77 1,000k 8/1/1994
46 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.67 10,000k 2/1/1999
45 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.60 0k 11/1/1996
44 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.50 10,000k 10/1/1991
43 Eckhardt Trading Company
Evolution Strategies
-1.45 20,000k 8/1/1991
42 Estlander & Partners
Global Markets
-1.36 10,000k 8/1/1999
41 Winton Capital Management
Diversified
-1.27 50,000k 10/1/1997
40 Quality Capital Management
Global Diversified Programme
-1.18 10,000k 12/1/1995
39 Parizek Capital
Futures Trading Program
-1.14 500k 4/1/2000
38 Chesapeake Capital
Diversified (LV)
-0.99 100k 2/1/1988
37 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.69 10,000k 1/1/1991
36 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.46 1/1/1989
35 C-View Limited
Currency Managed Account Program
-0.24 5,000k 10/1/1996
34 Mondiale Asset Management
Mondiale Trading Program
-0.22 0k 9/1/1997
33 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.15 1,000k 3/1/1998
32 Range Wise
Investment Program
-0.10 250k 2/1/1991
31 Witter & Lester, Inc.
Redstone
0.00 500k 9/1/1994
30 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.10 100k 1/1/2000
29 Rivoli Fund Management
Rivoli International Fund (MAP)
0.32 5,000k 10/1/1996
28 Clarke Capital Management
Global Magnum
0.34 100k 8/1/1997
27 Alee Capital Management, LLC
Poniente Program
0.39 2,500k 1/1/1999
26 Estlander & Partners
Alpha Trend
0.41 30,000k 10/1/1991
25 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.66 1,000k 1/1/1999
24 Superfund Group
Superfund Green GCT USD
0.71 15k 1/1/2000
23 MERIT Alternative Investments GmbH
Futures Portfolio
0.92 2,000k 6/1/1998
22 Superfund Group
Superfund Green Q-AG
1.13 2k 3/1/1996
21 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.55 100k 5/1/1999
20 Saxon Investment Corporation
Diversified Program
1.56 3,000k 9/1/1988
19 Kelly Angle Inc.
Genesis Program
1.59 2,000k 4/1/2000
18 RAM Management Group
RAM MRTP 1X-Conservative
2.28 1,000k 9/1/1993
17 Clarke Capital Management
Worldwide
2.45 250k 1/1/1996
16 Saxon Investment Corporation
Aggressive Diversified Program
2.50 2,000k 11/1/1993
15 Mark J. Walsh Company
Standard Program
2.56 2,000k 9/1/1985
14 Clarke Capital Management
Global Basic
3.00 50k 2/1/1996
13 Clarke Capital Management
Millennium
3.01 1,000k 1/1/1998
12 Warrington Asset Management
Warrington Strategic Program
3.24 50k 1/1/1997
11 Crabel Capital Management
Crabel Multi-Product
3.39 1,000k 3/1/1998
10 Alee Capital Management, LLC
Mistral Program
5.67 2,500k 1/1/1999
9 IKOS
The IKOS Hedge Fund
5.76 10,000k 7/1/1998
8 LJM Partners
LJM Aggressive Strategy
6.77 500k 7/1/1998
7 Kinkopf Capital Management
KCM S&P (Proprietary)
7.09 100k 1/1/1999
6 RAM Management Group
MRTP Aggressive
8.19 1,000k 2/1/1998
5 Ansbacher Investment Management
Market Neutral Put Skew Program
9.00 250k 1/1/1996
4 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
10.00 3,000k 10/1/1992
3 Red Oak Commodity Advisors
Investment Program
13.95 5,000k 12/1/1989
2 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
14.69 2,000k 7/1/1992
1 Rosetta Capital Management
Rosetta Trading Program
18.66 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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