IASG CTA Index For July 2000

Monthly Rankings

Rank CTA/Program Jul 2000 Min Inv Inception
73 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-13.57 2,000k 7/1/1992
72 Hawksbill Capital Management
Global Diversified
-13.50 5,000k 11/1/1988
71 Clarke Capital Management
Global Magnum
-10.01 100k 8/1/1997
70 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-9.01 3,000k 10/1/1992
69 Superfund Group
Superfund Green GCT USD
-8.55 15k 1/1/2000
68 Clarke Capital Management
Worldwide
-7.82 250k 1/1/1996
67 Clarke Capital Management
Global Basic
-6.98 50k 2/1/1996
66 Eclipse Capital Management
Global Monetary
-6.56 5,000k 8/1/1990
65 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-6.54 200k 11/1/1999
64 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-6.19 1,000k 3/1/1998
63 Abraham Trading Company
Diversified Program
-5.26 10,000k 1/1/1988
62 Winton Capital Management
Diversified
-4.58 50,000k 10/1/1997
61 Superfund Group
Superfund Green Q-AG
-4.08 2k 3/1/1996
60 DUNN Capital Management
D'Best Futures Fund, L.P.
-4.07 100k 6/1/1994
59 Chesapeake Capital
Diversified (LV)
-3.71 100k 2/1/1988
58 Clarke Capital Management
Millennium
-3.26 1,000k 1/1/1998
57 Alee Capital Management, LLC
Poniente Program
-3.17 2,500k 1/1/1999
56 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.01 10,000k 10/1/1991
55 Quality Capital Management
Global Diversified Programme
-3.00 10,000k 12/1/1995
54 EMC Capital Advisors, LLC
Classic
-2.80 5,000k 1/1/1985
53 Eckhardt Trading Company
Evolution Strategies
-2.71 20,000k 8/1/1991
52 Conquest Capital Group
Conquest Macro
-2.60 250k 5/1/1999
51 Dreiss Research Corporation
Diversified Program
-2.59 1,000k 5/1/1991
50 Kelly Angle Inc.
Genesis Program
-2.58 2,000k 4/1/2000
49 Mark J. Walsh Company
Standard Program
-2.19 2,000k 9/1/1985
48 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.15 100k 1/1/2000
47 Hyman Beck and Company
Global Portfolio
-2.02 1,000k 3/1/1991
46 Millburn Corporation
Diversified Program
-1.69 20,000k 2/1/1977
45 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.48 0k 11/1/1996
44 Northfield Trading
Diversified
-1.40 2,000k 7/1/1989
43 Alee Capital Management, LLC
Mistral Program
-1.25 2,500k 1/1/1999
42 Mulvaney Capital Management
The Mulvaney Global Markets Program
-1.25 100k 5/1/1999
41 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.24 1,000k 9/1/1997
40 Tactical Investment Management
Tactical Institutional Commodity Program
-1.20 10,000k 4/1/1993
39 Rabar Market Research
Diversified Program
-1.17 2,000k 1/1/1989
38 Red Oak Commodity Advisors
Investment Program
-1.02 5,000k 12/1/1989
37 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.91 10,000k 8/1/1999
36 Parizek Capital
Futures Trading Program
-0.87 500k 4/1/2000
35 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.77 10,000k 1/1/1995
34 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.73 100k 1/1/1999
33 Estlander & Partners
Alpha Trend
-0.71 30,000k 10/1/1991
32 M.S. Capital Management
Global Diversified Program
-0.53 2,000k 11/1/1998
31 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.49 10,000k 2/1/1999
30 KMJ Investments
KMJ Investments
-0.49 1,000k 8/1/1994
29 Estlander & Partners
Global XL
-0.38 5,000k 8/1/1991
28 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.27 10,000k 1/1/1991
27 FORT LP
Fort Global Diversified
-0.14 2,000k 10/1/1993
26 DUNN Capital Management
DUNN Combined Fund (DCF)
-0.12 100k 5/1/1989
25 John Locke Investments
Cyril Systematic Program
0.00 8,000k 7/1/2000
24 Crabel Capital Management
Crabel Multi-Product
0.21 1,000k 3/1/1998
23 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.43 1/1/1989
22 Estlander & Partners
Global Markets
0.45 10,000k 8/1/1999
21 MERIT Alternative Investments GmbH
Futures Portfolio
0.50 2,000k 6/1/1998
20 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
0.56 100k 11/1/1984
19 C-View Limited
Currency Managed Account Program
0.84 5,000k 10/1/1996
18 Rivoli Fund Management
Rivoli International Fund (MAP)
0.85 5,000k 10/1/1996
17 Lynx Asset Management AB
Lynx Program
0.88 75k 5/1/2000
16 Saxon Investment Corporation
Diversified Program
1.08 3,000k 9/1/1988
15 Ansbacher Investment Management
Market Neutral Put Skew Program
1.10 250k 1/1/1996
14 Mondiale Asset Management
Mondiale Trading Program
1.15 0k 9/1/1997
13 Witter & Lester, Inc.
Redstone
1.42 500k 9/1/1994
12 Drury Capital
Diversified Trend-Following Program
1.49 5,000k 5/1/1997
11 Saxon Investment Corporation
Aggressive Diversified Program
1.67 2,000k 11/1/1993
10 Capricorn Strategies Limited
Capricorn fxST (Lev1)
1.87 1,000k 1/1/1999
9 Warrington Asset Management
Warrington Strategic Program
2.54 50k 1/1/1997
8 Range Wise
Investment Program
2.73 250k 2/1/1991
7 Covenant Capital Management
Original Program
3.80 5,000k 9/1/1999
6 IKOS
The IKOS Hedge Fund
4.68 10,000k 7/1/1998
5 Rosetta Capital Management
Rosetta Trading Program
4.81 100k 4/1/2000
4 LJM Partners
LJM Aggressive Strategy
5.59 500k 7/1/1998
3 RAM Management Group
RAM MRTP 1X-Conservative
5.76 1,000k 9/1/1993
2 Witter & Lester, Inc.
Stock Index Futures Trading Program
7.58 400k 1/1/1988
1 RAM Management Group
MRTP Aggressive
16.51 1,000k 2/1/1998

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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