Systematic Trader Index For May 1996

Monthly Rankings

Rank CTA/Program May 1996 Min Inv Inception
31 Saxon Investment Corporation
Aggressive Diversified Program
-30.54 2,000k 11/1/1993
30 Saxon Investment Corporation
Diversified Program
-18.30 3,000k 9/1/1988
29 Eckhardt Trading Company
Evolution Strategies 1.2X
-14.51 10,000k 10/1/1991
28 Mark J. Walsh Company
Standard Program
-13.66 2,000k 9/1/1985
27 Clarke Capital Management
Global Basic
-11.27 50k 2/1/1996
26 Quality Capital Management
Global Diversified Programme
-9.46 10,000k 12/1/1995
25 Abraham Trading Company
Diversified Program
-9.41 10,000k 1/1/1988
24 Eckhardt Trading Company
Evolution Strategies
-9.28 20,000k 8/1/1991
23 Hawksbill Capital Management
Global Diversified
-9.07 5,000k 11/1/1988
22 Dreiss Research Corporation
Diversified Program
-8.66 1,000k 5/1/1991
21 Clarke Capital Management
Worldwide
-7.33 250k 1/1/1996
20 EMC Capital Advisors, LLC
Classic
-5.90 5,000k 1/1/1985
19 Estlander & Partners
Global XL
-5.67 5,000k 8/1/1991
18 Millburn Corporation
Diversified Program
-5.50 20,000k 2/1/1977
17 Tactical Investment Management
Tactical Institutional Commodity Program
-5.15 10,000k 4/1/1993
16 Transtrend B.V.
DTP – Enhanced Risk (USD)
-4.40 10,000k 1/1/1995
15 Estlander & Partners
Alpha Trend
-3.52 30,000k 10/1/1991
14 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.50 100k 6/1/1994
13 Rabar Market Research
Diversified Program
-3.45 2,000k 1/1/1989
12 Hyman Beck and Company
Global Portfolio
-3.20 1,000k 3/1/1991
11 Chesapeake Capital
Diversified (LV)
-3.04 100k 2/1/1988
10 RAM Management Group
RAM MRTP 1X-Conservative
-2.80 1,000k 9/1/1993
9 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.20 100k 11/1/1984
8 Superfund Group
Superfund Green Q-AG
-0.59 2k 3/1/1996
7 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.35 10,000k 1/1/1991
6 Northfield Trading
Diversified
0.10 2,000k 7/1/1989
5 Witter & Lester, Inc.
Redstone
0.20 500k 9/1/1994
4 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.44 400k 1/1/1988
3 DUNN Capital Management
DUNN Combined Fund (DCF)
0.45 100k 5/1/1989
2 Eclipse Capital Management
Global Monetary
1.96 5,000k 8/1/1990
1 FORT LP
Fort Global Diversified
3.33 2,000k 10/1/1993

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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