Systematic Trader Index For January 1996

Monthly Rankings

Rank CTA/Program Jan 1996 Min Inv Inception
29 Abraham Trading Company
Diversified Program
-6.85 10,000k 1/1/1988
28 Tactical Investment Management
Tactical Institutional Commodity Program
-6.84 10,000k 4/1/1993
27 Saxon Investment Corporation
Aggressive Diversified Program
-5.59 2,000k 11/1/1993
26 Saxon Investment Corporation
Diversified Program
-4.49 3,000k 9/1/1988
25 Estlander & Partners
Alpha Trend
-4.26 30,000k 10/1/1991
24 FORT LP
Fort Global Diversified
-4.16 2,000k 10/1/1993
23 EMC Capital Advisors, LLC
Classic
-2.90 5,000k 1/1/1985
22 Hawksbill Capital Management
Global Diversified
-2.76 5,000k 11/1/1988
21 Witter & Lester, Inc.
Redstone
-0.79 500k 9/1/1994
20 Rabar Market Research
Diversified Program
-0.13 2,000k 1/1/1989
19 Clarke Capital Management
Worldwide
0.00 250k 1/1/1996
18 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.94 10,000k 1/1/1991
17 RAM Management Group
RAM MRTP 1X-Conservative
1.09 1,000k 9/1/1993
16 Dreiss Research Corporation
Diversified Program
1.46 1,000k 5/1/1991
15 Quality Capital Management
Global Diversified Programme
1.68 10,000k 12/1/1995
14 Chesapeake Capital
Diversified (LV)
1.69 100k 2/1/1988
13 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.33 400k 1/1/1988
12 Northfield Trading
Diversified
3.70 2,000k 7/1/1989
11 Hyman Beck and Company
Global Portfolio
3.97 1,000k 3/1/1991
10 Mark J. Walsh Company
Standard Program
5.37 2,000k 9/1/1985
9 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.38 10,000k 1/1/1995
8 Eclipse Capital Management
Global Monetary
5.45 5,000k 8/1/1990
7 Millburn Corporation
Diversified Program
7.16 20,000k 2/1/1977
6 Eckhardt Trading Company
Evolution Strategies
8.72 20,000k 8/1/1991
5 Estlander & Partners
Global XL
8.96 5,000k 8/1/1991
4 Eckhardt Trading Company
Evolution Strategies 1.2X
13.92 10,000k 10/1/1991
3 DUNN Capital Management
D'Best Futures Fund, L.P.
15.68 100k 6/1/1994
2 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
15.80 100k 11/1/1984
1 DUNN Capital Management
DUNN Combined Fund (DCF)
20.20 100k 5/1/1989

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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