Systematic Trader Index For April 1997

Monthly Rankings

Rank CTA/Program Apr 1997 Min Inv Inception
33 DUNN Capital Management
DUNN Combined Fund (DCF)
-12.09 100k 5/1/1989
32 DUNN Capital Management
D'Best Futures Fund, L.P.
-10.71 100k 6/1/1994
31 Mark J. Walsh Company
Standard Program
-10.70 2,000k 9/1/1985
30 Hawksbill Capital Management
Global Diversified
-10.38 5,000k 11/1/1988
29 Estlander & Partners
Global XL
-10.19 5,000k 8/1/1991
28 Dreiss Research Corporation
Diversified Program
-9.59 1,000k 5/1/1991
27 Saxon Investment Corporation
Aggressive Diversified Program
-8.24 2,000k 11/1/1993
26 EMC Capital Advisors, LLC
Classic
-8.10 5,000k 1/1/1985
25 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-6.50 100k 11/1/1984
24 Rabar Market Research
Diversified Program
-6.41 2,000k 1/1/1989
23 Quality Capital Management
Global Diversified Programme
-5.44 10,000k 12/1/1995
22 Abraham Trading Company
Diversified Program
-5.16 10,000k 1/1/1988
21 Eclipse Capital Management
Global Monetary
-4.93 5,000k 8/1/1990
20 Tactical Investment Management
Tactical Institutional Commodity Program
-4.86 10,000k 4/1/1993
19 Saxon Investment Corporation
Diversified Program
-4.25 3,000k 9/1/1988
18 FORT LP
Fort Global Diversified
-4.21 2,000k 10/1/1993
17 Transtrend B.V.
DTP – Enhanced Risk (USD)
-4.07 10,000k 1/1/1995
16 Hyman Beck and Company
Global Portfolio
-2.77 1,000k 3/1/1991
15 Northfield Trading
Diversified
-2.70 2,000k 7/1/1989
14 Superfund Group
Superfund Green Q-AG
-2.49 2k 3/1/1996
13 Millburn Corporation
Diversified Program
-2.44 20,000k 2/1/1977
12 Chesapeake Capital
Diversified (LV)
-2.41 100k 2/1/1988
11 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.23 0k 11/1/1996
10 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.28 5,000k 10/1/1996
9 RAM Management Group
RAM MRTP 1X-Conservative
-0.75 1,000k 9/1/1993
8 Clarke Capital Management
Global Basic
-0.66 50k 2/1/1996
7 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.27 10,000k 1/1/1991
6 Witter & Lester, Inc.
Redstone
-0.02 500k 9/1/1994
5 Clarke Capital Management
Worldwide
0.55 250k 1/1/1996
4 Eckhardt Trading Company
Evolution Strategies
1.24 20,000k 8/1/1991
3 Estlander & Partners
Alpha Trend
1.39 30,000k 10/1/1991
2 Eckhardt Trading Company
Evolution Strategies 1.2X
1.48 10,000k 10/1/1991
1 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.70 400k 1/1/1988

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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