Systematic Trader Index For January 1999

Monthly Rankings

Rank CTA/Program Jan 1999 Min Inv Inception
48 DUNN Capital Management
D'Best Futures Fund, L.P.
-16.78 100k 6/1/1994
47 DUNN Capital Management
DUNN Combined Fund (DCF)
-16.34 100k 5/1/1989
46 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-13.20 100k 11/1/1984
45 RAM Management Group
MRTP Aggressive
-12.45 1,000k 2/1/1998
44 Abraham Trading Company
Diversified Program
-11.56 10,000k 1/1/1988
43 Tactical Investment Management
Tactical Institutional Commodity Program
-9.34 10,000k 4/1/1993
42 Quality Capital Management
Global Diversified Programme
-7.69 10,000k 12/1/1995
41 Estlander & Partners
Global XL
-5.62 5,000k 8/1/1991
40 Dreiss Research Corporation
Diversified Program
-5.41 1,000k 5/1/1991
39 Northfield Trading
Diversified
-4.90 2,000k 7/1/1989
38 EMC Capital Advisors, LLC
Classic
-4.80 5,000k 1/1/1985
37 M.S. Capital Management
Global Diversified Program
-4.58 2,000k 11/1/1998
36 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.15 0k 11/1/1996
35 Millburn Corporation
Diversified Program
-3.97 20,000k 2/1/1977
34 FORT LP
Fort Global Diversified
-3.94 2,000k 10/1/1993
33 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.86 10,000k 1/1/1995
32 RAM Management Group
RAM MRTP 1X-Conservative
-3.84 1,000k 9/1/1993
31 Hyman Beck and Company
Global Portfolio
-3.48 1,000k 3/1/1991
30 Hawksbill Capital Management
Global Diversified
-3.47 5,000k 11/1/1988
29 Clarke Capital Management
Global Magnum
-3.26 100k 8/1/1997
28 Clarke Capital Management
Global Basic
-3.22 50k 2/1/1996
27 MERIT Alternative Investments GmbH
Futures Portfolio
-3.01 2,000k 6/1/1998
26 Mark J. Walsh Company
Standard Program
-2.96 2,000k 9/1/1985
25 Chesapeake Capital
Diversified (LV)
-2.76 100k 2/1/1988
24 Eclipse Capital Management
Global Monetary
-2.57 5,000k 8/1/1990
23 Estlander & Partners
Alpha Trend
-2.04 30,000k 10/1/1991
22 Rivoli Fund Management
Rivoli International Fund (MAP)
-2.01 5,000k 10/1/1996
21 Rabar Market Research
Diversified Program
-1.92 2,000k 1/1/1989
20 Mondiale Asset Management
Mondiale Trading Program
-1.77 0k 9/1/1997
19 Clarke Capital Management
Millennium
-1.68 1,000k 1/1/1998
18 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.61 1,000k 3/1/1998
17 Crabel Capital Management
Crabel Multi-Product
-1.59 1,000k 3/1/1998
16 Winton Capital Management
Diversified
-1.38 50,000k 10/1/1997
15 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.89 10,000k 1/1/1991
12 Kinkopf Capital Management
KCM S&P (Proprietary)
0.00 100k 1/1/1999
13 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
14 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
11 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.04 400k 1/1/1988
10 Drury Capital
Diversified Trend-Following Program
0.06 5,000k 5/1/1997
9 IKOS
The IKOS Hedge Fund
0.42 10,000k 7/1/1998
8 Clarke Capital Management
Worldwide
0.87 250k 1/1/1996
7 Eckhardt Trading Company
Evolution Strategies
1.49 20,000k 8/1/1991
6 Witter & Lester, Inc.
Redstone
1.98 500k 9/1/1994
5 Eckhardt Trading Company
Evolution Strategies 1.2X
2.01 10,000k 10/1/1991
4 Saxon Investment Corporation
Diversified Program
2.39 3,000k 9/1/1988
3 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.40 1,000k 9/1/1997
2 Superfund Group
Superfund Green Q-AG
4.11 2k 3/1/1996
1 Saxon Investment Corporation
Aggressive Diversified Program
4.35 2,000k 11/1/1993

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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