Systematic Trader Index For March 1996

Monthly Rankings

Rank CTA/Program Mar 1996 Min Inv Inception
31 Saxon Investment Corporation
Aggressive Diversified Program
-21.65 2,000k 11/1/1993
30 Hawksbill Capital Management
Global Diversified
-13.47 5,000k 11/1/1988
29 Saxon Investment Corporation
Diversified Program
-12.32 3,000k 9/1/1988
28 Clarke Capital Management
Global Basic
-3.80 50k 2/1/1996
27 Estlander & Partners
Global XL
-3.26 5,000k 8/1/1991
26 RAM Management Group
RAM MRTP 1X-Conservative
-1.85 1,000k 9/1/1993
25 EMC Capital Advisors, LLC
Classic
-1.60 5,000k 1/1/1985
24 Rabar Market Research
Diversified Program
-1.49 2,000k 1/1/1989
23 Hyman Beck and Company
Global Portfolio
-1.21 1,000k 3/1/1991
22 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.48 10,000k 1/1/1995
21 Eclipse Capital Management
Global Monetary
-0.30 5,000k 8/1/1990
20 Superfund Group
Superfund Green Q-AG
0.00 2k 3/1/1996
19 Chesapeake Capital
Diversified (LV)
0.28 100k 2/1/1988
18 Millburn Corporation
Diversified Program
1.04 20,000k 2/1/1977
17 Witter & Lester, Inc.
Redstone
1.23 500k 9/1/1994
16 Clarke Capital Management
Worldwide
1.79 250k 1/1/1996
15 Mark J. Walsh Company
Standard Program
2.11 2,000k 9/1/1985
14 Eckhardt Trading Company
Evolution Strategies
2.60 20,000k 8/1/1991
13 Estlander & Partners
Alpha Trend
3.65 30,000k 10/1/1991
12 Eckhardt Trading Company
Evolution Strategies 1.2X
4.31 10,000k 10/1/1991
11 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.32 10,000k 1/1/1991
10 Tactical Investment Management
Tactical Institutional Commodity Program
4.35 10,000k 4/1/1993
9 Northfield Trading
Diversified
5.50 2,000k 7/1/1989
8 Dreiss Research Corporation
Diversified Program
8.41 1,000k 5/1/1991
7 FORT LP
Fort Global Diversified
9.48 2,000k 10/1/1993
6 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.60 100k 11/1/1984
5 Abraham Trading Company
Diversified Program
9.66 10,000k 1/1/1988
4 DUNN Capital Management
DUNN Combined Fund (DCF)
10.89 100k 5/1/1989
3 Quality Capital Management
Global Diversified Programme
11.62 10,000k 12/1/1995
2 Witter & Lester, Inc.
Stock Index Futures Trading Program
12.00 400k 1/1/1988
1 DUNN Capital Management
D'Best Futures Fund, L.P.
19.08 100k 6/1/1994

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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