Systematic Trader Index For September 1998

Monthly Rankings

Rank CTA/Program Sep 1998 Min Inv Inception
44 Drury Capital
Diversified Trend-Following Program
-5.22 5,000k 5/1/1997
43 MERIT Alternative Investments GmbH
Futures Portfolio
-3.67 2,000k 6/1/1998
42 Abraham Trading Company
Diversified Program
-3.33 10,000k 1/1/1988
41 Dreiss Research Corporation
Diversified Program
-3.29 1,000k 5/1/1991
40 Tactical Investment Management
Tactical Institutional Commodity Program
-1.51 10,000k 4/1/1993
39 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.38 1,000k 3/1/1998
38 Superfund Group
Superfund Green Q-AG
-0.65 2k 3/1/1996
37 Chesapeake Capital
Diversified (LV)
-0.59 100k 2/1/1988
36 Mondiale Asset Management
Mondiale Trading Program
0.03 0k 9/1/1997
35 Eckhardt Trading Company
Evolution Strategies
0.18 20,000k 8/1/1991
34 Eckhardt Trading Company
Evolution Strategies 1.2X
0.28 10,000k 10/1/1991
33 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.20 400k 1/1/1988
32 Witter & Lester, Inc.
Redstone
1.33 500k 9/1/1994
31 IKOS
The IKOS Hedge Fund
1.67 10,000k 7/1/1998
30 Estlander & Partners
Alpha Trend
1.89 30,000k 10/1/1991
29 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.93 10,000k 1/1/1995
28 Quality Capital Management
Global Diversified Programme
2.51 10,000k 12/1/1995
27 Estlander & Partners
Global XL
2.53 5,000k 8/1/1991
26 Rivoli Fund Management
Rivoli International Fund (MAP)
3.06 5,000k 10/1/1996
25 RAM Management Group
RAM MRTP 1X-Conservative
3.53 1,000k 9/1/1993
24 Northfield Trading
Diversified
4.20 2,000k 7/1/1989
23 Winton Capital Management
Diversified
4.51 50,000k 10/1/1997
22 Millburn Corporation
Diversified Program
5.25 20,000k 2/1/1977
21 W.G. Wealth Guardian Ltd.
SAFI2 Program
5.45 1,000k 9/1/1997
20 Hawksbill Capital Management
Global Diversified
5.48 5,000k 11/1/1988
19 Rotella Capital Management
Rotella Polaris Program (Diversified)
5.89 10,000k 1/1/1991
18 Eclipse Capital Management
Global Monetary
6.02 5,000k 8/1/1990
17 Rabar Market Research
Diversified Program
6.10 2,000k 1/1/1989
16 Hyman Beck and Company
Global Portfolio
7.19 1,000k 3/1/1991
15 Saxon Investment Corporation
Diversified Program
7.22 3,000k 9/1/1988
14 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
7.30 0k 11/1/1996
13 EMC Capital Advisors, LLC
Classic
8.10 5,000k 1/1/1985
12 FORT LP
Fort Global Diversified
8.53 2,000k 10/1/1993
11 Clarke Capital Management
Global Magnum
8.96 100k 8/1/1997
10 RAM Management Group
MRTP Aggressive
10.59 1,000k 2/1/1998
9 Clarke Capital Management
Worldwide
11.35 250k 1/1/1996
8 Saxon Investment Corporation
Aggressive Diversified Program
12.24 2,000k 11/1/1993
7 Mark J. Walsh Company
Standard Program
12.85 2,000k 9/1/1985
6 DUNN Capital Management
DUNN Combined Fund (DCF)
14.73 100k 5/1/1989
5 DUNN Capital Management
D'Best Futures Fund, L.P.
15.25 100k 6/1/1994
4 Clarke Capital Management
Global Basic
15.66 50k 2/1/1996
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
16.20 100k 11/1/1984
2 Clarke Capital Management
Millennium
16.26 1,000k 1/1/1998
1 Crabel Capital Management
Crabel Multi-Product
39.36 1,000k 3/1/1998

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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