Systematic Trader Index For November 1998

Monthly Rankings

Rank CTA/Program Nov 1998 Min Inv Inception
45 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-13.70 100k 11/1/1984
44 DUNN Capital Management
D'Best Futures Fund, L.P.
-8.47 100k 6/1/1994
43 FORT LP
Fort Global Diversified
-8.41 2,000k 10/1/1993
42 IKOS
The IKOS Hedge Fund
-8.21 10,000k 7/1/1998
41 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.96 100k 5/1/1989
40 Dreiss Research Corporation
Diversified Program
-7.87 1,000k 5/1/1991
39 Hyman Beck and Company
Global Portfolio
-5.68 1,000k 3/1/1991
38 Saxon Investment Corporation
Aggressive Diversified Program
-5.56 2,000k 11/1/1993
37 Tactical Investment Management
Tactical Institutional Commodity Program
-5.15 10,000k 4/1/1993
36 Crabel Capital Management
Crabel Multi-Product
-4.45 1,000k 3/1/1998
35 Estlander & Partners
Alpha Trend
-4.30 30,000k 10/1/1991
34 Rabar Market Research
Diversified Program
-3.75 2,000k 1/1/1989
33 Saxon Investment Corporation
Diversified Program
-3.08 3,000k 9/1/1988
32 EMC Capital Advisors, LLC
Classic
-3.00 5,000k 1/1/1985
31 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.69 0k 11/1/1996
30 Eclipse Capital Management
Global Monetary
-2.33 5,000k 8/1/1990
29 Clarke Capital Management
Global Magnum
-2.05 100k 8/1/1997
28 Chesapeake Capital
Diversified (LV)
-1.68 100k 2/1/1988
27 Estlander & Partners
Global XL
-1.35 5,000k 8/1/1991
26 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.06 10,000k 1/1/1995
25 Millburn Corporation
Diversified Program
-0.48 20,000k 2/1/1977
24 Eckhardt Trading Company
Evolution Strategies
-0.15 20,000k 8/1/1991
22 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
23 Eckhardt Trading Company
Evolution Strategies 1.2X
0.00 10,000k 10/1/1991
21 Mark J. Walsh Company
Standard Program
0.58 2,000k 9/1/1985
20 Clarke Capital Management
Global Basic
0.59 50k 2/1/1996
19 Hawksbill Capital Management
Global Diversified
0.92 5,000k 11/1/1988
18 Abraham Trading Company
Diversified Program
0.94 10,000k 1/1/1988
17 Winton Capital Management
Diversified
1.15 50,000k 10/1/1997
16 Clarke Capital Management
Worldwide
1.33 250k 1/1/1996
15 MERIT Alternative Investments GmbH
Futures Portfolio
1.49 2,000k 6/1/1998
14 Mondiale Asset Management
Mondiale Trading Program
1.85 0k 9/1/1997
13 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.16 1,000k 3/1/1998
12 RAM Management Group
RAM MRTP 1X-Conservative
2.28 1,000k 9/1/1993
11 Witter & Lester, Inc.
Redstone
2.52 500k 9/1/1994
10 Rivoli Fund Management
Rivoli International Fund (MAP)
2.55 5,000k 10/1/1996
9 Quality Capital Management
Global Diversified Programme
2.96 10,000k 12/1/1995
8 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.19 10,000k 1/1/1991
7 Drury Capital
Diversified Trend-Following Program
4.25 5,000k 5/1/1997
6 Northfield Trading
Diversified
5.30 2,000k 7/1/1989
5 Clarke Capital Management
Millennium
5.45 1,000k 1/1/1998
4 RAM Management Group
MRTP Aggressive
5.77 1,000k 2/1/1998
3 W.G. Wealth Guardian Ltd.
SAFI2 Program
5.78 1,000k 9/1/1997
2 Witter & Lester, Inc.
Stock Index Futures Trading Program
7.51 400k 1/1/1988
1 Superfund Group
Superfund Green Q-AG
13.77 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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