Systematic Trader Index For February 1999

Monthly Rankings

Rank CTA/Program Feb 1999 Min Inv Inception
49 Kinkopf Capital Management
KCM S&P (Proprietary)
-14.93 100k 1/1/1999
48 Crabel Capital Management
Crabel Multi-Product
-6.80 1,000k 3/1/1998
47 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.45 400k 1/1/1988
46 Rivoli Fund Management
Rivoli International Fund (MAP)
-3.05 5,000k 10/1/1996
45 M.S. Capital Management
Global Diversified Program
-1.51 2,000k 11/1/1998
44 Northfield Trading
Diversified
-1.40 2,000k 7/1/1989
43 Saxon Investment Corporation
Aggressive Diversified Program
-1.37 2,000k 11/1/1993
42 Mondiale Asset Management
Mondiale Trading Program
-1.00 0k 9/1/1997
41 IKOS
The IKOS Hedge Fund
-0.63 10,000k 7/1/1998
40 Saxon Investment Corporation
Diversified Program
-0.29 3,000k 9/1/1988
39 Transtrend B.V.
DTP – Standard Risk (EUR)
0.00 10,000k 2/1/1999
38 Witter & Lester, Inc.
Redstone
0.85 500k 9/1/1994
37 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.86 1,000k 9/1/1997
36 Superfund Group
Superfund Green Q-AG
0.98 2k 3/1/1996
35 Clarke Capital Management
Millennium
1.12 1,000k 1/1/1998
34 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.22 10,000k 1/1/1995
33 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.26 10,000k 1/1/1991
32 Hyman Beck and Company
Global Portfolio
1.67 1,000k 3/1/1991
31 Quality Capital Management
Global Diversified Programme
1.79 10,000k 12/1/1995
30 Tactical Investment Management
Tactical Institutional Commodity Program
1.84 10,000k 4/1/1993
29 Chesapeake Capital
Diversified (LV)
1.90 100k 2/1/1988
28 FORT LP
Fort Global Diversified
2.85 2,000k 10/1/1993
27 Estlander & Partners
Global XL
3.12 5,000k 8/1/1991
26 Millburn Corporation
Diversified Program
3.22 20,000k 2/1/1977
25 Eclipse Capital Management
Global Monetary
3.27 5,000k 8/1/1990
24 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.34 0k 11/1/1996
23 Clarke Capital Management
Global Basic
3.55 50k 2/1/1996
22 Winton Capital Management
Diversified
3.61 50,000k 10/1/1997
21 Rabar Market Research
Diversified Program
3.70 2,000k 1/1/1989
20 Alee Capital Management, LLC
Poniente Program
3.86 2,500k 1/1/1999
19 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.90 100k 11/1/1984
18 Estlander & Partners
Alpha Trend
4.42 30,000k 10/1/1991
17 Eckhardt Trading Company
Evolution Strategies
5.12 20,000k 8/1/1991
16 RAM Management Group
RAM MRTP 1X-Conservative
5.49 1,000k 9/1/1993
15 MERIT Alternative Investments GmbH
Futures Portfolio
5.67 2,000k 6/1/1998
14 Drury Capital
Diversified Trend-Following Program
6.05 5,000k 5/1/1997
13 Eckhardt Trading Company
Evolution Strategies 1.2X
6.42 10,000k 10/1/1991
12 Clarke Capital Management
Worldwide
6.84 250k 1/1/1996
11 Hawksbill Capital Management
Global Diversified
7.25 5,000k 11/1/1988
10 Clarke Capital Management
Global Magnum
7.45 100k 8/1/1997
9 Alee Capital Management, LLC
Mistral Program
7.65 2,500k 1/1/1999
8 Dreiss Research Corporation
Diversified Program
7.66 1,000k 5/1/1991
7 DUNN Capital Management
DUNN Combined Fund (DCF)
8.67 100k 5/1/1989
6 Abraham Trading Company
Diversified Program
13.35 10,000k 1/1/1988
5 RAM Management Group
MRTP Aggressive
15.10 1,000k 2/1/1998
4 DUNN Capital Management
D'Best Futures Fund, L.P.
16.01 100k 6/1/1994
3 Mark J. Walsh Company
Standard Program
16.10 2,000k 9/1/1985
2 EMC Capital Advisors, LLC
Classic
17.30 5,000k 1/1/1985
1 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
18.32 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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