IASG CTA Index For September 2000

Monthly Rankings

Rank CTA/Program Sep 2000 Min Inv Inception
74 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-9.70 100k 11/1/1984
73 Hawksbill Capital Management
Global Diversified
-8.51 5,000k 11/1/1988
72 Red Oak Commodity Advisors
Investment Program
-7.79 5,000k 12/1/1989
71 Winton Capital Management
Diversified
-7.76 50,000k 10/1/1997
70 Eclipse Capital Management
Global Monetary
-7.34 5,000k 8/1/1990
69 RAM Management Group
MRTP Aggressive
-7.32 1,000k 2/1/1998
68 Chesapeake Capital
Diversified (LV)
-7.30 100k 2/1/1988
67 M.S. Capital Management
Global Diversified Program
-6.98 2,000k 11/1/1998
66 Superfund Group
Superfund Green GCT USD
-6.91 15k 1/1/2000
65 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-6.41 2,000k 7/1/1992
64 Superfund Group
Superfund Green Q-AG
-6.29 2k 3/1/1996
63 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.99 100k 5/1/1989
62 EMC Capital Advisors, LLC
Classic
-5.90 5,000k 1/1/1985
61 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.50 100k 6/1/1994
60 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.94 200k 11/1/1999
59 Estlander & Partners
Global XL
-4.70 5,000k 8/1/1991
58 Mark J. Walsh Company
Standard Program
-4.66 2,000k 9/1/1985
57 Abraham Trading Company
Diversified Program
-4.53 10,000k 1/1/1988
56 Estlander & Partners
Alpha Trend
-4.50 30,000k 10/1/1991
55 Hyman Beck and Company
Global Portfolio
-4.50 1,000k 3/1/1991
54 Mulvaney Capital Management
The Mulvaney Global Markets Program
-4.36 100k 5/1/1999
53 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-4.14 3,000k 10/1/1992
52 Alee Capital Management, LLC
Mistral Program
-4.13 2,500k 1/1/1999
51 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.10 0k 11/1/1996
50 Rivoli Fund Management
Rivoli International Fund (MAP)
-3.75 5,000k 10/1/1996
49 John Locke Investments
Cyril Systematic Program
-3.05 8,000k 7/1/2000
48 Conquest Capital Group
Conquest Macro
-3.03 250k 5/1/1999
47 FORT LP
Fort Global Diversified
-2.91 2,000k 10/1/1993
46 MERIT Alternative Investments GmbH
Futures Portfolio
-2.83 2,000k 6/1/1998
45 Millburn Corporation
Diversified Program
-2.70 20,000k 2/1/1977
44 Parizek Capital
Futures Trading Program
-2.59 500k 4/1/2000
43 Kinkopf Capital Management
KCM S&P (Proprietary)
-2.26 100k 1/1/1999
42 Clarke Capital Management
Millennium
-2.17 1,000k 1/1/1998
41 Rabar Market Research
Diversified Program
-1.84 2,000k 1/1/1989
40 RAM Management Group
RAM MRTP 1X-Conservative
-1.80 1,000k 9/1/1993
39 Drury Capital
Diversified Trend-Following Program
-1.70 5,000k 5/1/1997
38 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.70 1,000k 9/1/1997
37 Estlander & Partners
Global Markets
-1.42 10,000k 8/1/1999
36 Lynx Asset Management AB
Lynx Program
-1.34 75k 5/1/2000
35 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.28 1/1/1989
34 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.26 10,000k 1/1/1991
33 Saxon Investment Corporation
Aggressive Diversified Program
-1.24 2,000k 11/1/1993
32 Kelly Angle Inc.
Genesis Program
-1.14 2,000k 4/1/2000
31 Tactical Investment Management
Tactical Institutional Commodity Program
-1.01 10,000k 4/1/1993
30 Mondiale Asset Management
Mondiale Trading Program
-1.00 0k 9/1/1997
29 Alee Capital Management, LLC
Poniente Program
-0.93 2,500k 1/1/1999
28 Dreiss Research Corporation
Diversified Program
-0.84 1,000k 5/1/1991
27 Saxon Investment Corporation
Diversified Program
-0.46 3,000k 9/1/1988
26 Quality Capital Management
Global Diversified Programme
-0.34 10,000k 12/1/1995
25 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.10 400k 1/1/1988
24 Witter & Lester, Inc.
Redstone
0.34 500k 9/1/1994
23 Clarke Capital Management
Global Magnum
0.39 100k 8/1/1997
22 Covenant Capital Management
Original Program
0.42 5,000k 9/1/1999
21 Clarke Capital Management
Worldwide
0.47 250k 1/1/1996
20 Transtrend B.V.
DTP – Standard Risk (EUR)
0.56 10,000k 2/1/1999
19 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.62 10,000k 1/1/1995
18 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.65 1,000k 1/1/1999
17 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.91 10,000k 8/1/1999
16 C-View Limited
Currency Managed Account Program
0.99 5,000k 10/1/1996
15 Eckhardt Trading Company
Evolution Strategies
1.48 20,000k 8/1/1991
14 Eckhardt Trading Company
Evolution Strategies 1.2X
1.65 10,000k 10/1/1991
13 Northfield Trading
Diversified
1.80 2,000k 7/1/1989
12 Trigon Investment Advisors, LLC
Foreign Exchange Program
2.70 5,000k 8/1/2000
11 LJM Partners
LJM Aggressive Strategy
2.76 500k 7/1/1998
10 Warrington Asset Management
Warrington Strategic Program
2.82 50k 1/1/1997
9 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
3.18 1,000k 3/1/1998
8 Range Wise
Investment Program
3.66 250k 2/1/1991
7 Clarke Capital Management
Global Basic
3.80 50k 2/1/1996
6 Crabel Capital Management
Crabel Multi-Product
4.78 1,000k 3/1/1998
5 KMJ Investments
KMJ Investments
5.22 1,000k 8/1/1994
4 IKOS
The IKOS Hedge Fund
6.25 10,000k 7/1/1998
3 Ansbacher Investment Management
Market Neutral Put Skew Program
11.75 250k 1/1/1996
2 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
11.86 100k 1/1/2000
1 Rosetta Capital Management
Rosetta Trading Program
40.39 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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