Systematic Trader Index For September 1996

Monthly Rankings

Rank CTA/Program Sep 1996 Min Inv Inception
31 Quality Capital Management
Global Diversified Programme
-1.52 10,000k 12/1/1995
30 Superfund Group
Superfund Green Q-AG
-1.48 2k 3/1/1996
29 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.42 400k 1/1/1988
28 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.41 10,000k 1/1/1991
27 Witter & Lester, Inc.
Redstone
0.91 500k 9/1/1994
26 Northfield Trading
Diversified
2.10 2,000k 7/1/1989
25 Millburn Corporation
Diversified Program
2.55 20,000k 2/1/1977
24 Eclipse Capital Management
Global Monetary
2.77 5,000k 8/1/1990
23 EMC Capital Advisors, LLC
Classic
3.00 5,000k 1/1/1985
22 DUNN Capital Management
D'Best Futures Fund, L.P.
3.37 100k 6/1/1994
21 Rabar Market Research
Diversified Program
3.75 2,000k 1/1/1989
20 Hyman Beck and Company
Global Portfolio
4.36 1,000k 3/1/1991
19 FORT LP
Fort Global Diversified
4.73 2,000k 10/1/1993
18 Abraham Trading Company
Diversified Program
6.03 10,000k 1/1/1988
17 Chesapeake Capital
Diversified (LV)
6.47 100k 2/1/1988
16 Tactical Investment Management
Tactical Institutional Commodity Program
7.35 10,000k 4/1/1993
15 Transtrend B.V.
DTP – Enhanced Risk (USD)
7.51 10,000k 1/1/1995
14 Hawksbill Capital Management
Global Diversified
8.12 5,000k 11/1/1988
13 Estlander & Partners
Alpha Trend
9.06 30,000k 10/1/1991
12 Dreiss Research Corporation
Diversified Program
10.09 1,000k 5/1/1991
11 Mark J. Walsh Company
Standard Program
10.22 2,000k 9/1/1985
10 DUNN Capital Management
DUNN Combined Fund (DCF)
10.40 100k 5/1/1989
9 RAM Management Group
RAM MRTP 1X-Conservative
11.08 1,000k 9/1/1993
8 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
12.60 100k 11/1/1984
7 Eckhardt Trading Company
Evolution Strategies
17.55 20,000k 8/1/1991
6 Saxon Investment Corporation
Diversified Program
18.78 3,000k 9/1/1988
5 Estlander & Partners
Global XL
21.00 5,000k 8/1/1991
4 Clarke Capital Management
Worldwide
22.29 250k 1/1/1996
3 Eckhardt Trading Company
Evolution Strategies 1.2X
26.88 10,000k 10/1/1991
2 Saxon Investment Corporation
Aggressive Diversified Program
30.63 2,000k 11/1/1993
1 Clarke Capital Management
Global Basic
74.44 50k 2/1/1996

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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