Systematic Trader Index For March 1999

Monthly Rankings

Rank CTA/Program Mar 1999 Min Inv Inception
49 Dreiss Research Corporation
Diversified Program
-21.29 1,000k 5/1/1991
48 Abraham Trading Company
Diversified Program
-9.43 10,000k 1/1/1988
47 Mark J. Walsh Company
Standard Program
-7.88 2,000k 9/1/1985
46 Tactical Investment Management
Tactical Institutional Commodity Program
-7.46 10,000k 4/1/1993
45 Eckhardt Trading Company
Evolution Strategies 1.2X
-6.89 10,000k 10/1/1991
44 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-6.49 1,000k 3/1/1998
43 Eckhardt Trading Company
Evolution Strategies
-6.18 20,000k 8/1/1991
42 EMC Capital Advisors, LLC
Classic
-6.00 5,000k 1/1/1985
41 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.87 0k 11/1/1996
40 Estlander & Partners
Global XL
-4.56 5,000k 8/1/1991
39 Rabar Market Research
Diversified Program
-4.33 2,000k 1/1/1989
38 Winton Capital Management
Diversified
-3.98 50,000k 10/1/1997
37 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.55 100k 6/1/1994
36 Saxon Investment Corporation
Aggressive Diversified Program
-3.48 2,000k 11/1/1993
35 Quality Capital Management
Global Diversified Programme
-3.35 10,000k 12/1/1995
34 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.04 400k 1/1/1988
33 Drury Capital
Diversified Trend-Following Program
-2.82 5,000k 5/1/1997
32 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.77 10,000k 1/1/1995
31 Chesapeake Capital
Diversified (LV)
-2.65 100k 2/1/1988
30 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.37 10,000k 2/1/1999
29 Saxon Investment Corporation
Diversified Program
-1.79 3,000k 9/1/1988
28 Superfund Group
Superfund Green Q-AG
-1.70 2k 3/1/1996
27 Estlander & Partners
Alpha Trend
-1.45 30,000k 10/1/1991
26 Mondiale Asset Management
Mondiale Trading Program
-1.21 0k 9/1/1997
25 Hyman Beck and Company
Global Portfolio
-1.00 1,000k 3/1/1991
24 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.97 1,000k 9/1/1997
23 Alee Capital Management, LLC
Poniente Program
-0.91 2,500k 1/1/1999
22 Crabel Capital Management
Crabel Multi-Product
-0.70 1,000k 3/1/1998
21 Clarke Capital Management
Millennium
-0.42 1,000k 1/1/1998
20 IKOS
The IKOS Hedge Fund
-0.32 10,000k 7/1/1998
19 MERIT Alternative Investments GmbH
Futures Portfolio
0.16 2,000k 6/1/1998
18 Witter & Lester, Inc.
Redstone
0.51 500k 9/1/1994
17 Clarke Capital Management
Worldwide
0.61 250k 1/1/1996
16 FORT LP
Fort Global Diversified
0.80 2,000k 10/1/1993
15 Northfield Trading
Diversified
0.90 2,000k 7/1/1989
14 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.94 10,000k 1/1/1991
13 Millburn Corporation
Diversified Program
1.30 20,000k 2/1/1977
12 M.S. Capital Management
Global Diversified Program
1.30 2,000k 11/1/1998
11 Alee Capital Management, LLC
Mistral Program
1.57 2,500k 1/1/1999
10 RAM Management Group
RAM MRTP 1X-Conservative
2.29 1,000k 9/1/1993
9 Rivoli Fund Management
Rivoli International Fund (MAP)
2.33 5,000k 10/1/1996
8 Eclipse Capital Management
Global Monetary
2.92 5,000k 8/1/1990
7 DUNN Capital Management
DUNN Combined Fund (DCF)
4.03 100k 5/1/1989
6 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.20 100k 11/1/1984
5 Hawksbill Capital Management
Global Diversified
4.74 5,000k 11/1/1988
4 Clarke Capital Management
Global Magnum
6.55 100k 8/1/1997
3 RAM Management Group
MRTP Aggressive
8.75 1,000k 2/1/1998
2 Clarke Capital Management
Global Basic
13.02 50k 2/1/1996
1 Kinkopf Capital Management
KCM S&P (Proprietary)
20.42 100k 1/1/1999

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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