Systematic Trader Index For August 1997

Monthly Rankings

Rank CTA/Program Aug 1997 Min Inv Inception
35 Saxon Investment Corporation
Aggressive Diversified Program
-23.15 2,000k 11/1/1993
34 DUNN Capital Management
D'Best Futures Fund, L.P.
-20.94 100k 6/1/1994
33 Mark J. Walsh Company
Standard Program
-18.67 2,000k 9/1/1985
32 Hawksbill Capital Management
Global Diversified
-16.63 5,000k 11/1/1988
31 DUNN Capital Management
DUNN Combined Fund (DCF)
-14.24 100k 5/1/1989
30 Clarke Capital Management
Global Basic
-13.34 50k 2/1/1996
29 Saxon Investment Corporation
Diversified Program
-13.32 3,000k 9/1/1988
28 Superfund Group
Superfund Green Q-AG
-11.42 2k 3/1/1996
27 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-10.20 100k 11/1/1984
26 Abraham Trading Company
Diversified Program
-8.08 10,000k 1/1/1988
25 Chesapeake Capital
Diversified (LV)
-7.88 100k 2/1/1988
24 Rabar Market Research
Diversified Program
-7.75 2,000k 1/1/1989
23 Millburn Corporation
Diversified Program
-7.09 20,000k 2/1/1977
22 Estlander & Partners
Global XL
-6.87 5,000k 8/1/1991
21 Quality Capital Management
Global Diversified Programme
-5.71 10,000k 12/1/1995
20 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-5.69 0k 11/1/1996
19 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.64 10,000k 10/1/1991
18 Dreiss Research Corporation
Diversified Program
-4.62 1,000k 5/1/1991
17 EMC Capital Advisors, LLC
Classic
-4.30 5,000k 1/1/1985
16 Eckhardt Trading Company
Evolution Strategies
-4.11 20,000k 8/1/1991
15 Clarke Capital Management
Worldwide
-3.63 250k 1/1/1996
14 Estlander & Partners
Alpha Trend
-3.57 30,000k 10/1/1991
13 FORT LP
Fort Global Diversified
-3.23 2,000k 10/1/1993
12 Hyman Beck and Company
Global Portfolio
-2.78 1,000k 3/1/1991
11 RAM Management Group
RAM MRTP 1X-Conservative
-2.32 1,000k 9/1/1993
10 Eclipse Capital Management
Global Monetary
-2.21 5,000k 8/1/1990
9 Drury Capital
Diversified Trend-Following Program
-2.12 5,000k 5/1/1997
8 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.32 5,000k 10/1/1996
7 Northfield Trading
Diversified
-1.30 2,000k 7/1/1989
6 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.03 10,000k 1/1/1991
5 Clarke Capital Management
Global Magnum
0.00 100k 8/1/1997
4 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.19 400k 1/1/1988
3 Witter & Lester, Inc.
Redstone
0.44 500k 9/1/1994
2 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.02 10,000k 1/1/1995
1 Tactical Investment Management
Tactical Institutional Commodity Program
3.86 10,000k 4/1/1993

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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