Systematic Trader Index For May 1997

Monthly Rankings

Rank CTA/Program May 1997 Min Inv Inception
34 FORT LP
Fort Global Diversified
-10.55 2,000k 10/1/1993
33 DUNN Capital Management
DUNN Combined Fund (DCF)
-8.76 100k 5/1/1989
32 Dreiss Research Corporation
Diversified Program
-7.40 1,000k 5/1/1991
31 DUNN Capital Management
D'Best Futures Fund, L.P.
-7.31 100k 6/1/1994
30 Clarke Capital Management
Global Basic
-7.12 50k 2/1/1996
29 Saxon Investment Corporation
Aggressive Diversified Program
-7.10 2,000k 11/1/1993
28 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.90 100k 11/1/1984
27 Saxon Investment Corporation
Diversified Program
-3.57 3,000k 9/1/1988
26 Mark J. Walsh Company
Standard Program
-2.58 2,000k 9/1/1985
25 Witter & Lester, Inc.
Redstone
-2.29 500k 9/1/1994
24 Chesapeake Capital
Diversified (LV)
-2.28 100k 2/1/1988
23 Rabar Market Research
Diversified Program
-2.10 2,000k 1/1/1989
22 Abraham Trading Company
Diversified Program
-1.32 10,000k 1/1/1988
21 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.01 0k 11/1/1996
20 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.62 10,000k 1/1/1995
19 Estlander & Partners
Alpha Trend
-0.36 30,000k 10/1/1991
18 Clarke Capital Management
Worldwide
-0.13 250k 1/1/1996
17 Drury Capital
Diversified Trend-Following Program
0.00 5,000k 5/1/1997
16 Hyman Beck and Company
Global Portfolio
0.20 1,000k 3/1/1991
15 RAM Management Group
RAM MRTP 1X-Conservative
0.44 1,000k 9/1/1993
14 Rivoli Fund Management
Rivoli International Fund (MAP)
0.62 5,000k 10/1/1996
13 EMC Capital Advisors, LLC
Classic
1.10 5,000k 1/1/1985
12 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.28 400k 1/1/1988
11 Millburn Corporation
Diversified Program
1.36 20,000k 2/1/1977
10 Eckhardt Trading Company
Evolution Strategies
1.89 20,000k 8/1/1991
9 Eckhardt Trading Company
Evolution Strategies 1.2X
2.47 10,000k 10/1/1991
8 Northfield Trading
Diversified
3.00 2,000k 7/1/1989
7 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.72 10,000k 1/1/1991
6 Eclipse Capital Management
Global Monetary
4.01 5,000k 8/1/1990
5 Estlander & Partners
Global XL
4.21 5,000k 8/1/1991
4 Quality Capital Management
Global Diversified Programme
5.56 10,000k 12/1/1995
3 Tactical Investment Management
Tactical Institutional Commodity Program
6.84 10,000k 4/1/1993
2 Hawksbill Capital Management
Global Diversified
6.86 5,000k 11/1/1988
1 Superfund Group
Superfund Green Q-AG
7.94 2k 3/1/1996

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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