Systematic Trader Index For December 1998

Monthly Rankings

Rank CTA/Program Dec 1998 Min Inv Inception
45 RAM Management Group
MRTP Aggressive
-7.25 1,000k 2/1/1998
44 Mark J. Walsh Company
Standard Program
-5.33 2,000k 9/1/1985
43 Clarke Capital Management
Global Basic
-3.27 50k 2/1/1996
42 Saxon Investment Corporation
Aggressive Diversified Program
-2.82 2,000k 11/1/1993
41 RAM Management Group
RAM MRTP 1X-Conservative
-2.21 1,000k 9/1/1993
40 Saxon Investment Corporation
Diversified Program
-1.36 3,000k 9/1/1988
39 Crabel Capital Management
Crabel Multi-Product
-1.03 1,000k 3/1/1998
38 Clarke Capital Management
Global Magnum
-0.99 100k 8/1/1997
37 Clarke Capital Management
Worldwide
-0.77 250k 1/1/1996
36 IKOS
The IKOS Hedge Fund
0.21 10,000k 7/1/1998
35 Northfield Trading
Diversified
0.30 2,000k 7/1/1989
34 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
0.30 100k 11/1/1984
33 Estlander & Partners
Global XL
0.41 5,000k 8/1/1991
32 Eckhardt Trading Company
Evolution Strategies
0.65 20,000k 8/1/1991
31 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.98 1,000k 9/1/1997
30 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.12 10,000k 1/1/1991
29 Eckhardt Trading Company
Evolution Strategies 1.2X
1.20 10,000k 10/1/1991
28 Rivoli Fund Management
Rivoli International Fund (MAP)
1.57 5,000k 10/1/1996
27 Dreiss Research Corporation
Diversified Program
1.57 1,000k 5/1/1991
26 Rabar Market Research
Diversified Program
1.61 2,000k 1/1/1989
25 Witter & Lester, Inc.
Redstone
1.76 500k 9/1/1994
24 Chesapeake Capital
Diversified (LV)
1.80 100k 2/1/1988
23 Drury Capital
Diversified Trend-Following Program
2.46 5,000k 5/1/1997
22 Millburn Corporation
Diversified Program
2.60 20,000k 2/1/1977
21 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
2.67 0k 11/1/1996
20 EMC Capital Advisors, LLC
Classic
2.70 5,000k 1/1/1985
19 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.70 10,000k 1/1/1995
18 MERIT Alternative Investments GmbH
Futures Portfolio
3.48 2,000k 6/1/1998
17 Clarke Capital Management
Millennium
3.51 1,000k 1/1/1998
16 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.63 400k 1/1/1988
15 Eclipse Capital Management
Global Monetary
3.79 5,000k 8/1/1990
14 Estlander & Partners
Alpha Trend
3.79 30,000k 10/1/1991
13 Mondiale Asset Management
Mondiale Trading Program
3.81 0k 9/1/1997
12 DUNN Capital Management
DUNN Combined Fund (DCF)
3.91 100k 5/1/1989
11 M.S. Capital Management
Global Diversified Program
4.01 2,000k 11/1/1998
10 Abraham Trading Company
Diversified Program
4.67 10,000k 1/1/1988
9 Quality Capital Management
Global Diversified Programme
5.69 10,000k 12/1/1995
8 DUNN Capital Management
D'Best Futures Fund, L.P.
5.93 100k 6/1/1994
7 Hawksbill Capital Management
Global Diversified
7.99 5,000k 11/1/1988
6 Tactical Investment Management
Tactical Institutional Commodity Program
8.74 10,000k 4/1/1993
5 Winton Capital Management
Diversified
9.50 50,000k 10/1/1997
4 Superfund Group
Superfund Green Q-AG
9.90 2k 3/1/1996
3 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
10.29 1,000k 3/1/1998
2 Hyman Beck and Company
Global Portfolio
10.56 1,000k 3/1/1991
1 FORT LP
Fort Global Diversified
17.00 2,000k 10/1/1993

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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