Systematic Trader Index For October 1997

Monthly Rankings

Rank CTA/Program Oct 1997 Min Inv Inception
38 Saxon Investment Corporation
Aggressive Diversified Program
-16.04 2,000k 11/1/1993
37 Mark J. Walsh Company
Standard Program
-11.95 2,000k 9/1/1985
36 Clarke Capital Management
Global Basic
-10.77 50k 2/1/1996
35 Saxon Investment Corporation
Diversified Program
-9.68 3,000k 9/1/1988
34 Clarke Capital Management
Global Magnum
-9.62 100k 8/1/1997
33 Drury Capital
Diversified Trend-Following Program
-9.35 5,000k 5/1/1997
32 Estlander & Partners
Alpha Trend
-9.11 30,000k 10/1/1991
31 Transtrend B.V.
DTP – Enhanced Risk (USD)
-8.58 10,000k 1/1/1995
30 EMC Capital Advisors, LLC
Classic
-6.50 5,000k 1/1/1985
29 Superfund Group
Superfund Green Q-AG
-6.24 2k 3/1/1996
28 Estlander & Partners
Global XL
-5.45 5,000k 8/1/1991
27 Abraham Trading Company
Diversified Program
-5.37 10,000k 1/1/1988
26 Clarke Capital Management
Worldwide
-3.88 250k 1/1/1996
25 Rabar Market Research
Diversified Program
-3.33 2,000k 1/1/1989
24 Witter & Lester, Inc.
Redstone
-2.54 500k 9/1/1994
23 Chesapeake Capital
Diversified (LV)
-2.34 100k 2/1/1988
22 Northfield Trading
Diversified
-2.20 2,000k 7/1/1989
21 Tactical Investment Management
Tactical Institutional Commodity Program
-2.05 10,000k 4/1/1993
20 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.76 0k 11/1/1996
19 Millburn Corporation
Diversified Program
-1.69 20,000k 2/1/1977
18 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.43 5,000k 10/1/1996
17 Hyman Beck and Company
Global Portfolio
-1.06 1,000k 3/1/1991
16 Eclipse Capital Management
Global Monetary
-0.77 5,000k 8/1/1990
15 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-0.60 100k 11/1/1984
14 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.46 10,000k 10/1/1991
13 Eckhardt Trading Company
Evolution Strategies
-0.41 20,000k 8/1/1991
12 DUNN Capital Management
DUNN Combined Fund (DCF)
-0.10 100k 5/1/1989
11 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.06 10,000k 1/1/1991
10 Winton Capital Management
Diversified
0.00 50,000k 10/1/1997
9 DUNN Capital Management
D'Best Futures Fund, L.P.
0.32 100k 6/1/1994
8 Mondiale Asset Management
Mondiale Trading Program
0.82 0k 9/1/1997
7 Hawksbill Capital Management
Global Diversified
1.30 5,000k 11/1/1988
6 RAM Management Group
RAM MRTP 1X-Conservative
1.96 1,000k 9/1/1993
5 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.06 1,000k 9/1/1997
4 FORT LP
Fort Global Diversified
3.48 2,000k 10/1/1993
3 Quality Capital Management
Global Diversified Programme
4.02 10,000k 12/1/1995
2 Witter & Lester, Inc.
Stock Index Futures Trading Program
5.50 400k 1/1/1988
1 Dreiss Research Corporation
Diversified Program
13.61 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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