Systematic Trader Index For April 1999

Monthly Rankings

Rank CTA/Program Apr 1999 Min Inv Inception
49 Kinkopf Capital Management
KCM S&P (Proprietary)
-7.03 100k 1/1/1999
48 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-3.61 1,000k 3/1/1998
47 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.07 10,000k 10/1/1991
46 Eckhardt Trading Company
Evolution Strategies
-2.59 20,000k 8/1/1991
45 Clarke Capital Management
Worldwide
-1.84 250k 1/1/1996
44 RAM Management Group
MRTP Aggressive
-0.56 1,000k 2/1/1998
43 RAM Management Group
RAM MRTP 1X-Conservative
0.04 1,000k 9/1/1993
42 Crabel Capital Management
Crabel Multi-Product
0.59 1,000k 3/1/1998
41 Mark J. Walsh Company
Standard Program
0.88 2,000k 9/1/1985
40 Witter & Lester, Inc.
Redstone
1.15 500k 9/1/1994
39 Hawksbill Capital Management
Global Diversified
1.56 5,000k 11/1/1988
38 Mondiale Asset Management
Mondiale Trading Program
1.76 0k 9/1/1997
37 DUNN Capital Management
DUNN Combined Fund (DCF)
1.86 100k 5/1/1989
36 Transtrend B.V.
DTP – Standard Risk (EUR)
2.19 10,000k 2/1/1999
35 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.31 400k 1/1/1988
34 Alee Capital Management, LLC
Mistral Program
2.43 2,500k 1/1/1999
33 Clarke Capital Management
Global Basic
2.46 50k 2/1/1996
32 Alee Capital Management, LLC
Poniente Program
2.72 2,500k 1/1/1999
31 IKOS
The IKOS Hedge Fund
2.74 10,000k 7/1/1998
30 FORT LP
Fort Global Diversified
3.01 2,000k 10/1/1993
29 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.11 10,000k 1/1/1995
28 Rabar Market Research
Diversified Program
3.28 2,000k 1/1/1989
27 Estlander & Partners
Alpha Trend
3.28 30,000k 10/1/1991
26 MERIT Alternative Investments GmbH
Futures Portfolio
3.38 2,000k 6/1/1998
25 Clarke Capital Management
Global Magnum
3.39 100k 8/1/1997
24 Clarke Capital Management
Millennium
3.43 1,000k 1/1/1998
23 Hyman Beck and Company
Global Portfolio
3.83 1,000k 3/1/1991
22 Tactical Investment Management
Tactical Institutional Commodity Program
3.90 10,000k 4/1/1993
21 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.92 10,000k 1/1/1991
20 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.10 100k 11/1/1984
19 Drury Capital
Diversified Trend-Following Program
4.46 5,000k 5/1/1997
18 Eclipse Capital Management
Global Monetary
4.64 5,000k 8/1/1990
17 Rivoli Fund Management
Rivoli International Fund (MAP)
4.97 5,000k 10/1/1996
16 EMC Capital Advisors, LLC
Classic
5.00 5,000k 1/1/1985
15 M.S. Capital Management
Global Diversified Program
5.09 2,000k 11/1/1998
14 DUNN Capital Management
D'Best Futures Fund, L.P.
5.20 100k 6/1/1994
13 Saxon Investment Corporation
Diversified Program
5.51 3,000k 9/1/1988
12 Millburn Corporation
Diversified Program
5.53 20,000k 2/1/1977
11 Northfield Trading
Diversified
5.70 2,000k 7/1/1989
10 Quality Capital Management
Global Diversified Programme
5.92 10,000k 12/1/1995
9 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
6.28 0k 11/1/1996
8 Superfund Group
Superfund Green Q-AG
6.32 2k 3/1/1996
7 W.G. Wealth Guardian Ltd.
SAFI2 Program
6.70 1,000k 9/1/1997
6 Abraham Trading Company
Diversified Program
7.52 10,000k 1/1/1988
5 Chesapeake Capital
Diversified (LV)
8.42 100k 2/1/1988
4 Saxon Investment Corporation
Aggressive Diversified Program
9.50 2,000k 11/1/1993
3 Winton Capital Management
Diversified
10.51 50,000k 10/1/1997
2 Estlander & Partners
Global XL
11.80 5,000k 8/1/1991
1 Dreiss Research Corporation
Diversified Program
19.34 1,000k 5/1/1991

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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