Systematic Trader Index For December 1996

Monthly Rankings

Rank CTA/Program Dec 1996 Min Inv Inception
33 Hawksbill Capital Management
Global Diversified
-26.29 5,000k 11/1/1988
32 Saxon Investment Corporation
Aggressive Diversified Program
-17.53 2,000k 11/1/1993
31 Clarke Capital Management
Global Basic
-15.76 50k 2/1/1996
30 Saxon Investment Corporation
Diversified Program
-11.53 3,000k 9/1/1988
29 Mark J. Walsh Company
Standard Program
-10.74 2,000k 9/1/1985
28 Hyman Beck and Company
Global Portfolio
-8.71 1,000k 3/1/1991
27 EMC Capital Advisors, LLC
Classic
-8.70 5,000k 1/1/1985
26 Clarke Capital Management
Worldwide
-8.48 250k 1/1/1996
25 DUNN Capital Management
DUNN Combined Fund (DCF)
-8.36 100k 5/1/1989
24 Eckhardt Trading Company
Evolution Strategies 1.2X
-7.64 10,000k 10/1/1991
23 Estlander & Partners
Global XL
-7.39 5,000k 8/1/1991
22 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-7.10 100k 11/1/1984
21 Witter & Lester, Inc.
Redstone
-6.45 500k 9/1/1994
20 Abraham Trading Company
Diversified Program
-6.41 10,000k 1/1/1988
19 Tactical Investment Management
Tactical Institutional Commodity Program
-6.33 10,000k 4/1/1993
18 Superfund Group
Superfund Green Q-AG
-6.07 2k 3/1/1996
17 Eckhardt Trading Company
Evolution Strategies
-5.51 20,000k 8/1/1991
16 Rabar Market Research
Diversified Program
-5.08 2,000k 1/1/1989
15 Chesapeake Capital
Diversified (LV)
-4.30 100k 2/1/1988
14 Estlander & Partners
Alpha Trend
-4.09 30,000k 10/1/1991
13 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.12 10,000k 1/1/1995
12 Eclipse Capital Management
Global Monetary
-2.19 5,000k 8/1/1990
11 Northfield Trading
Diversified
-2.10 2,000k 7/1/1989
10 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.93 10,000k 1/1/1991
9 FORT LP
Fort Global Diversified
-1.10 2,000k 10/1/1993
8 RAM Management Group
RAM MRTP 1X-Conservative
-0.90 1,000k 9/1/1993
7 DUNN Capital Management
D'Best Futures Fund, L.P.
-0.25 100k 6/1/1994
6 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.08 400k 1/1/1988
5 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.96 0k 11/1/1996
4 Millburn Corporation
Diversified Program
1.22 20,000k 2/1/1977
3 Rivoli Fund Management
Rivoli International Fund (MAP)
1.59 5,000k 10/1/1996
2 Quality Capital Management
Global Diversified Programme
4.64 10,000k 12/1/1995
1 Dreiss Research Corporation
Diversified Program
7.58 1,000k 5/1/1991

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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