Systematic Trader Index For November 1997

Monthly Rankings

Rank CTA/Program Nov 1997 Min Inv Inception
38 Dreiss Research Corporation
Diversified Program
-6.70 1,000k 5/1/1991
37 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.08 10,000k 10/1/1991
36 Saxon Investment Corporation
Aggressive Diversified Program
-4.69 2,000k 11/1/1993
35 Eckhardt Trading Company
Evolution Strategies
-3.54 20,000k 8/1/1991
34 Saxon Investment Corporation
Diversified Program
-2.43 3,000k 9/1/1988
33 Eclipse Capital Management
Global Monetary
-1.63 5,000k 8/1/1990
32 Estlander & Partners
Alpha Trend
-1.27 30,000k 10/1/1991
31 Quality Capital Management
Global Diversified Programme
-1.25 10,000k 12/1/1995
30 Northfield Trading
Diversified
-0.40 2,000k 7/1/1989
29 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.35 10,000k 1/1/1991
28 Mondiale Asset Management
Mondiale Trading Program
-0.17 0k 9/1/1997
27 Millburn Corporation
Diversified Program
-0.10 20,000k 2/1/1977
26 Tactical Investment Management
Tactical Institutional Commodity Program
0.13 10,000k 4/1/1993
25 Rabar Market Research
Diversified Program
0.51 2,000k 1/1/1989
24 RAM Management Group
RAM MRTP 1X-Conservative
0.53 1,000k 9/1/1993
23 Witter & Lester, Inc.
Redstone
0.60 500k 9/1/1994
22 Estlander & Partners
Global XL
0.67 5,000k 8/1/1991
21 Hawksbill Capital Management
Global Diversified
0.95 5,000k 11/1/1988
20 EMC Capital Advisors, LLC
Classic
1.00 5,000k 1/1/1985
19 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.43 400k 1/1/1988
18 Rivoli Fund Management
Rivoli International Fund (MAP)
1.51 5,000k 10/1/1996
17 Superfund Group
Superfund Green Q-AG
1.60 2k 3/1/1996
16 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.61 0k 11/1/1996
15 Clarke Capital Management
Worldwide
1.61 250k 1/1/1996
14 Hyman Beck and Company
Global Portfolio
1.65 1,000k 3/1/1991
13 Chesapeake Capital
Diversified (LV)
1.70 100k 2/1/1988
12 DUNN Capital Management
D'Best Futures Fund, L.P.
1.99 100k 6/1/1994
11 Abraham Trading Company
Diversified Program
2.10 10,000k 1/1/1988
10 FORT LP
Fort Global Diversified
2.25 2,000k 10/1/1993
9 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.80 1,000k 9/1/1997
8 Clarke Capital Management
Global Magnum
3.60 100k 8/1/1997
7 Mark J. Walsh Company
Standard Program
5.52 2,000k 9/1/1985
6 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.72 10,000k 1/1/1995
5 DUNN Capital Management
DUNN Combined Fund (DCF)
5.93 100k 5/1/1989
4 Clarke Capital Management
Global Basic
8.01 50k 2/1/1996
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.80 100k 11/1/1984
2 Winton Capital Management
Diversified
9.96 50,000k 10/1/1997
1 Drury Capital
Diversified Trend-Following Program
17.34 5,000k 5/1/1997

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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