IASG CTA Index For August 2000

Monthly Rankings

Rank CTA/Program Aug 2000 Min Inv Inception
74 Rosetta Capital Management
Rosetta Trading Program
-34.33 100k 4/1/2000
73 Lynx Asset Management AB
Lynx Program
-4.29 75k 5/1/2000
72 Eclipse Capital Management
Global Monetary
-1.57 5,000k 8/1/1990
71 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.00 5,000k 8/1/2000
70 IKOS
The IKOS Hedge Fund
0.27 10,000k 7/1/1998
69 Kinkopf Capital Management
KCM S&P (Proprietary)
0.38 100k 1/1/1999
68 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.40 1,000k 9/1/1997
67 Eckhardt Trading Company
Evolution Strategies
0.43 20,000k 8/1/1991
66 Parizek Capital
Futures Trading Program
0.54 500k 4/1/2000
65 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.68 1,000k 3/1/1998
64 Eckhardt Trading Company
Evolution Strategies 1.2X
0.71 10,000k 10/1/1991
63 Witter & Lester, Inc.
Redstone
1.11 500k 9/1/1994
62 RAM Management Group
RAM MRTP 1X-Conservative
1.30 1,000k 9/1/1993
61 C-View Limited
Currency Managed Account Program
1.38 5,000k 10/1/1996
60 Transtrend B.V.
DTP – Standard Risk (EUR)
1.61 10,000k 2/1/1999
59 John Locke Investments
Cyril Systematic Program
1.64 8,000k 7/1/2000
58 Hyman Beck and Company
Global Portfolio
1.67 1,000k 3/1/1991
57 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.68 10,000k 8/1/1999
56 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.81 10,000k 1/1/1995
55 Estlander & Partners
Alpha Trend
1.85 30,000k 10/1/1991
54 Saxon Investment Corporation
Diversified Program
1.86 3,000k 9/1/1988
53 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.88 400k 1/1/1988
52 Warrington Asset Management
Warrington Strategic Program
1.92 50k 1/1/1997
51 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.03 10,000k 1/1/1991
50 FORT LP
Fort Global Diversified
2.05 2,000k 10/1/1993
49 Mondiale Asset Management
Mondiale Trading Program
2.19 0k 9/1/1997
48 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.23 100k 1/1/2000
47 Rivoli Fund Management
Rivoli International Fund (MAP)
2.51 5,000k 10/1/1996
46 Quality Capital Management
Global Diversified Programme
2.64 10,000k 12/1/1995
45 Capricorn Strategies Limited
Capricorn fxST (Lev1)
2.65 1,000k 1/1/1999
44 Alee Capital Management, LLC
Poniente Program
2.99 2,500k 1/1/1999
43 Conquest Capital Group
Conquest Macro
3.02 250k 5/1/1999
42 KMJ Investments
KMJ Investments
3.10 1,000k 8/1/1994
41 Winton Capital Management
Diversified
3.23 50,000k 10/1/1997
40 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.29 100k 11/1/1984
39 Northfield Trading
Diversified
3.30 2,000k 7/1/1989
38 Saxon Investment Corporation
Aggressive Diversified Program
3.34 2,000k 11/1/1993
37 Tactical Investment Management
Tactical Institutional Commodity Program
3.46 10,000k 4/1/1993
36 Millburn Corporation
Diversified Program
3.51 20,000k 2/1/1977
35 M.S. Capital Management
Global Diversified Program
3.74 2,000k 11/1/1998
34 Range Wise
Investment Program
3.77 250k 2/1/1991
33 Chesapeake Capital
Diversified (LV)
3.90 100k 2/1/1988
32 Sunrise Capital Partners
Sunrise Expanded Diversified Program
3.91 1/1/1989
31 RAM Management Group
MRTP Aggressive
3.91 1,000k 2/1/1998
30 MERIT Alternative Investments GmbH
Futures Portfolio
3.97 2,000k 6/1/1998
29 Kelly Angle Inc.
Genesis Program
3.99 2,000k 4/1/2000
28 Crabel Capital Management
Crabel Multi-Product
4.08 1,000k 3/1/1998
27 DUNN Capital Management
DUNN Combined Fund (DCF)
4.50 100k 5/1/1989
26 Alee Capital Management, LLC
Mistral Program
4.51 2,500k 1/1/1999
25 EMC Capital Advisors, LLC
Classic
4.60 5,000k 1/1/1985
24 Rabar Market Research
Diversified Program
4.73 2,000k 1/1/1989
23 Drury Capital
Diversified Trend-Following Program
4.92 5,000k 5/1/1997
22 Mark J. Walsh Company
Standard Program
5.03 2,000k 9/1/1985
21 Estlander & Partners
Global Markets
5.24 10,000k 8/1/1999
20 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.66 0k 11/1/1996
19 Covenant Capital Management
Original Program
5.84 5,000k 9/1/1999
18 Clarke Capital Management
Millennium
5.96 1,000k 1/1/1998
17 Clarke Capital Management
Global Basic
7.14 50k 2/1/1996
16 LJM Partners
LJM Aggressive Strategy
7.15 500k 7/1/1998
15 DUNN Capital Management
D'Best Futures Fund, L.P.
7.91 100k 6/1/1994
14 Red Oak Commodity Advisors
Investment Program
8.69 5,000k 12/1/1989
13 Clarke Capital Management
Worldwide
9.73 250k 1/1/1996
12 Dreiss Research Corporation
Diversified Program
9.90 1,000k 5/1/1991
11 Ansbacher Investment Management
Market Neutral Put Skew Program
9.99 250k 1/1/1996
10 Superfund Group
Superfund Green Q-AG
10.90 2k 3/1/1996
9 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
11.73 3,000k 10/1/1992
8 Abraham Trading Company
Diversified Program
11.76 10,000k 1/1/1988
7 Superfund Group
Superfund Green GCT USD
12.32 15k 1/1/2000
6 Estlander & Partners
Global XL
12.40 5,000k 8/1/1991
5 Mulvaney Capital Management
The Mulvaney Global Markets Program
12.68 100k 5/1/1999
4 Hawksbill Capital Management
Global Diversified
14.61 5,000k 11/1/1988
3 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
17.65 2,000k 7/1/1992
2 Clarke Capital Management
Global Magnum
21.06 100k 8/1/1997
1 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
27.79 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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